股指期权日报-20251128

Report Industry Investment Rating - No relevant content provided. Core Viewpoints - The report provides a daily overview of the index option market, including option trading volume, PCR, and VIX data for various index options on November 27, 2025 [1][2][3]. Summary by Directory Option Trading Volume - On November 27, 2025, the trading volumes of various index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai market) had 104.87 million contracts; CSI 500 ETF options (Shanghai market) had 123.69 million contracts; Shenzhen 100 ETF options had 8.37 million contracts; ChiNext ETF options had 198.59 million contracts; SSE 50 index options had 2.17 million contracts; Shanghai - Shenzhen 300 index options had 8.20 million contracts; and CSI 1000 options had 18.41 million contracts [1]. - A table also shows the call, put, and total trading volumes of different index ETF options on the same day [18]. Option PCR - The PCR data of different index options on November 27, 2025, is presented. For example, the SSE 50 ETF option's turnover PCR was 0.81 with a - 0.07 change compared to the previous period, and the position PCR was 1.00 with a + 0.16 change [2][33]. Option VIX - The VIX data of various index options on November 27, 2025, is provided. For instance, the SSE 50 ETF option's VIX was 14.68% with a - 0.74% change compared to the previous period [3][48].