股指期权日报-20251125

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) for various stock index options on November 24, 2025. 3. Summary by Related Catalogs Option Trading Volume - On November 24, 2025, the trading volumes of various stock index options were as follows: Shanghai Stock Exchange 50 ETF option volume was 1667,800 contracts; CSI 300 ETF option (Shanghai market) volume was 2,200,800 contracts; CSI 500 ETF option (Shanghai market) volume was 2,738,700 contracts; Shenzhen 100 ETF option volume was 123,700 contracts; ChiNext ETF option volume was 2,723,500 contracts; Shanghai Stock Exchange 50 stock index option volume was 25,900 contracts; CSI 300 stock index option volume was 263,000 contracts; and CSI 1000 option total volume was 216,400 contracts [1]. - The breakdown of call and put trading volumes and total trading volumes for each option is also provided in Table 1 [21]. Option PCR - The PCR data for different options show various changes. For example, the Shanghai Stock Exchange 50 ETF option's turnover PCR was reported at 1.32, with a month - on - month change of +0.14, and the position PCR was 0.76, with a month - on - month change of - 0.02. Similar data for other options are presented in Table 2 [2][30]. Option VIX - The VIX data for different options indicate a general downward trend. For instance, the Shanghai Stock Exchange 50 ETF option's VIX was reported at 16.66%, with a month - on - month change of - 1.15%. Similar data for other options are presented in Table 3 [3][47].