股指期权日报-20251126

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), providing data on various types of stock index options. 3. Summary by Related Catalogs Option Trading Volume - On November 25, 2025, the trading volumes of different stock index options were as follows: Shanghai Stock Exchange 50 ETF option was 1012700 contracts; CSI 300 ETF option (Shanghai market) was 1325100 contracts; CSI 500 ETF option (Shanghai market) was 1723500 contracts; Shenzhen 100 ETF option was 202000 contracts; ChiNext ETF option was 2947000 contracts; Shanghai Stock Exchange 50 stock index option was 23700 contracts; CSI 300 stock index option was 96100 contracts; and CSI 1000 option was 227100 contracts [1]. - The detailed trading volumes of call and put options and total trading volumes of different stock index options are shown in Table 1. For example, the call trading volume of Shanghai Stock Exchange 50 ETF option was 493100 contracts, the put trading volume was 434800 contracts, and the total trading volume was 928000 contracts [20]. Option PCR - The PCR data of different stock index options are as follows: The turnover PCR of Shanghai Stock Exchange 50 ETF option was reported at 1.00, with a month-on-month change of -0.33; the position PCR was reported at 0.80, with a month-on-month change of +0.04. Similar data are provided for other options [2][34]. Option VIX - The VIX data of different stock index options are as follows: The VIX of Shanghai Stock Exchange 50 ETF option was reported at 16.13%, with a month-on-month change of -0.54%. Similar data are provided for other options [3][49].