华泰期货股指期权日报-20251201
Hua Tai Qi Huo·2025-12-01 05:17

Report Summary 1. Investment Rating No investment rating information is provided in the report. 2. Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on November 28, 2025, enabling investors to understand the market's trading activity, sentiment, and volatility. 3. Summary by Directory Option Trading Volume - On November 28, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai market) reached 823,000 contracts; CSI 500 ETF options (Shanghai market) were 1,014,700 contracts; Shenzhen 100 ETF options were 61,800 contracts; ChiNext ETF options were 1,520,100 contracts; SSE 50 Index options were 18,700 contracts; Shanghai - Shenzhen 300 Index options were 90,500 contracts; and CSI 1000 options totaled 173,500 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is presented in Table 1. For example, the total trading volume of SSE 50 ETF options was 490,600 contracts, with 242,600 call contracts and 248,000 put contracts [20]. Option PCR - The PCR data for different stock index options on November 28, 2025, are as follows: The SSE 50 ETF option's turnover PCR was 0.92, with a +0.11 change compared to the previous period, and the position PCR was 0.99, with a - 0.01 change. The Shanghai - Shenzhen 300 ETF option (Shanghai market)'s turnover PCR was 1.11, with a +0.16 change, and the position PCR was 1.10, with a +0.01 change. Other option types also have corresponding PCR and change data [2][37]. Option VIX - The VIX data for different stock index options on November 28, 2025, are as follows: The SSE 50 ETF option's VIX was 14.36%, with a - 0.32% change compared to the previous period; the Shanghai - Shenzhen 300 ETF option (Shanghai market)'s VIX was 15.36%, with a - 0.29% change. Other option types also have corresponding VIX and change data [3][52].