股指期权日报-20251127

Report Industry Investment Rating No relevant information provided. Core Viewpoints No explicit core viewpoints are presented in the given content. Summary by Relevant Catalogs Option Trading Volume - On November 26, 2025, the trading volume of SSE 50 ETF options was 928,000 contracts; CSI 300 ETF options (Shanghai) was 1,367,900 contracts; CSI 500 ETF options (Shanghai) was 1,800,800 contracts; Shenzhen 100 ETF options was 123,300 contracts; ChiNext ETF options was 2,904,100 contracts; SSE 50 index options was 16,300 contracts; CSI 300 index options was 99,700 contracts; and CSI 1000 options was 171,100 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 364,400 call and 327,700 put contracts for SSE 50 ETF options, with a total of 692,100 contracts [20]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.88, with a month - on - month change of - 0.12; the position PCR was 0.84, with a month - on - month change of + 0.03. Similar data are provided for other types of options [2]. - The table details the turnover PCR, its month - on - month change, position PCR, and its month - on - month change for different index ETF options [34]. Option VIX - The VIX of SSE 50 ETF options was reported at 15.43%, with a month - on - month change of - 0.70%. Other options also have corresponding VIX values and month - on - month changes [3]. - The table lists the VIX and its month - on - month change values for various index ETF options [47].