股指期权日报 | 2025-11-25 股指期权日报 股指期权市场概况 期权成交量 2025-11-24，上证50ETF期权成交量为166.78万张；沪深300ETF期权（沪市）成交量为220.08万张； 中证500ETF期权（沪市）成交量为273.87万张；深证100ETF期权成交量为12.37万张； 创业板ETF期权成交量为272.35万张；上证50股指期权成交量为2.59万张； 沪深300股指期权成交量为26.30万张；中证1000期权总成交量为21.64万张。 期权VIX 上证50ETF期权VIX报16.66%，环比变动为-1.15%； 沪深300ETF期权（沪市）VIX报18.96%,环比变动为-1.26%； 中证500ETF期权（沪市）VIX报24.80%，环比变动为-2.00%； 深证100ETF期权VIX报23.80%，环比变动为-1.42%； 创业板ETF期权VIX报32.14%，环比变动为-0.45%； 上证50股指期权VIX报17.30%，环比变动为-0.96%； 沪深300股指期权VIX报19.00%，环比变动为-1.33%； 中证1000股指期权VIX报23.61%，环比变动为-1. ...

股指期权日报 | 2025-11-24 股指期权日报 股指期权市场概况 期权成交量 2025-11-21，上证50ETF期权成交量为97.85万张；沪深300ETF期权（沪市）成交量为116.77万张； 中证500ETF期权（沪市）成交量为160.34万张；深证100ETF期权成交量为12.89万张； 创业板ETF期权成交量为346.29万张；上证50股指期权成交量为9.09万张； 沪深300股指期权成交量为17.28万张；中证1000期权总成交量为54.63万张。 期权PCR 上证50ETF期权成交额PCR报1.18，环比变动为+0.36；持仓量PCR报0.78，环比变动为-0.09； 沪深300ETF期权（沪市）成交额PCR报1.95，环比变动为+0.87；持仓量PCR报0.85，环比变动为-0.06； 中证500ETF期权（沪市）成交额PCR报1.79，环比变动为+0.63；持仓量PCR报0.97，环比变动为-0.07 ； 深圳100ETF期权成交额PCR报2.51 ，环比变动为+1.03；持仓量PCR报1.29；环比变动为+0.00； 创业板ETF期权成交额PCR报2.09，环比变动为+1.00 ；持 ...

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 20, 2025, the trading volume of SSE 50 ETF options was 1.0168 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.2358 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.5685 million contracts; the trading volume of Shenzhen 100 ETF options was 76,200 contracts; the trading volume of ChiNext ETF options was 2.0988 million contracts; the trading volume of SSE 50 index options was 55,300 contracts; the trading volume of CSI 300 index options was 166,100 contracts; the total trading volume of CSI 1000 options was 339,200 contracts [1] - The call trading volume, put trading volume, and total trading volume of each type of option are also presented in tabular form, for example, the call trading volume of SSE 50 ETF options was 504,500 contracts, the put trading volume was 474,000 contracts, and the total trading volume was 978,500 contracts [19] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.82, with a month - on - month change of - 0.05; the open interest PCR was reported at 0.87, with a month - on - month change of - 0.02. Similar data are provided for other types of options such as CSI 300 ETF options, CSI 500 ETF options, etc. [2][33] Option VIX - The VIX of SSE 50 ETF options was reported at 17.17%, with a month - on - month change of - 0.44%. Similar data are provided for other types of options, including CSI 300 ETF options, CSI 500 ETF options, etc. [3][48]

期权成交量 2025-11-19，上证50ETF期权成交量为101.36万张；沪深300ETF期权（沪市）成交量为127.95万张； 中证500ETF期权（沪市）成交量为166.97万张；深证100ETF期权成交量为5.35万张； 创业板ETF期权成交量为189.01万张；上证50股指期权成交量为4.83万张； 沪深300股指期权成交量为15.93万张；中证1000期权总成交量为36.16万张。 股指期权日报 | 2025-11-20 股指期权日报 股指期权市场概况 期权VIX 上证50ETF期权VIX报17.60%，环比变动为-0.68%； 沪深300ETF期权（沪市）VIX报18.80%,环比变动为-0.87%； 中证500ETF期权（沪市）VIX报23.23%，环比变动为-0.44%； 深证100ETF期权VIX报23.40%，环比变动为-0.55%； 创业板ETF期权VIX报32.26%，环比变动为-0.32%； 上证50股指期权VIX报17.51%，环比变动为-0.66%； 沪深300股指期权VIX报19.77%，环比变动为-0.85%； 中证1000股指期权VIX报23.15%，环比变动为-0.1 ...

股指期权日报 | 2025-11-19 股指期权日报 股指期权市场概况 期权成交量 2025-11-18，上证50ETF期权成交量为119.29万张；沪深300ETF期权（沪市）成交量为122.58万张； 中证500ETF期权（沪市）成交量为132.55万张；深证100ETF期权成交量为9.29万张； 创业板ETF期权成交量为177.34万张；上证50股指期权成交量为4.54万张； 沪深300股指期权成交量为15.31万张；中证1000期权总成交量为32.35万张。 期权PCR 上证50ETF期权成交额PCR报0.95，环比变动为-0.10；持仓量PCR报0.84，环比变动为-0.07； 沪深300ETF期权（沪市）成交额PCR报1.32，环比变动为+0.10；持仓量PCR报0.91，环比变动为-0.08； 中证500ETF期权（沪市）成交额PCR报1.30，环比变动为+0.21；持仓量PCR报1.07，环比变动为-0.11 ； 深圳100ETF期权成交额PCR报1.75 ，环比变动为+0.24；持仓量PCR报1.35；环比变动为-0.11； 创业板ETF期权成交额PCR报1.32，环比变动为+0.01 ；持 ...

股指期权日报 | 2025-11-18 股指期权日报 股指期权市场概况 期权成交量 2025-11-17，上证50ETF期权成交量为78.62万张；沪深300ETF期权（沪市）成交量为104.09万张； 中证500ETF期权（沪市）成交量为128.67万张；深证100ETF期权成交量为5.62万张； 创业板ETF期权成交量为157.27万张；上证50股指期权成交量为5.03万张； 沪深300股指期权成交量为11.20万张；中证1000期权总成交量为27.79万张。 期权PCR 上证50ETF期权成交额PCR报1.05，环比变动为+0.33；持仓量PCR报0.91，环比变动为-0.07； 沪深300ETF期权（沪市）成交额PCR报1.22，环比变动为+0.40；持仓量PCR报0.99，环比变动为-0.08； 中证500ETF期权（沪市）成交额PCR报1.09，环比变动为+0.13；持仓量PCR报1.18，环比变动为+0.01 ； 深圳100ETF期权成交额PCR报1.51 ，环比变动为+0.53；持仓量PCR报1.45；环比变动为+0.10； 创业板ETF期权成交额PCR报1.31，环比变动为+0.28 ；持仓 ...

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 13, 2025, the trading volume of SSE 50 ETF options was 915,600 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,125,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,777,500 contracts; the trading volume of Shenzhen 100 ETF options was 49,900 contracts; the trading volume of ChiNext ETF options was 2,130,800 contracts; the trading volume of SSE 50 index options was 41,000 contracts; the trading volume of CSI 300 index options was 121,100 contracts; the total trading volume of CSI 1000 options was 308,500 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day, such as 425,200 call contracts and 415,300 put contracts for SSE 50 ETF options, with a total of 840,500 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.57, with a month - on - month change of - 0.10; the position PCR was reported at 1.04, with a month - on - month change of + 0.06. Similar data are provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [31] Option VIX - The VIX of SSE 50 ETF options was reported at 16.90%, with a month - on - month change of - 0.34%. Similar data are given for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options [47]

Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on November 12, 2025 [1][2][3] Summary by Directory Option Trading Volume - On November 12, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 747,500 contracts; CSI 300 ETF options (Shanghai) was 958,000 contracts; CSI 500 ETF options (Shanghai) was 1,328,100 contracts; Shenzhen 100 ETF options was 65,300 contracts; ChiNext ETF options was 2,019,100 contracts; Shanghai Stock Exchange 50 stock index options was 44,600 contracts; CSI 300 stock index options was 120,600 contracts; and CSI 1000 options was 315,600 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 462,600 call and 453,000 put contracts for Shanghai Stock Exchange 50 ETF options, with a total of 915,600 contracts [20] Option PCR - The trading volume - weighted PCR and position - weighted PCR, along with their环比 changes, are provided for different options. For example, the trading volume - weighted PCR of Shanghai Stock Exchange 50 ETF options was 0.67, with a环比 change of - 0.08, and the position - weighted PCR was 0.98, with a环比 change of + 0.05 [2][32] Option VIX - The VIX values and their环比 changes of different options are reported. For instance, the VIX of Shanghai Stock Exchange 50 ETF options was 17.24%, with a环比 change of - 0.26% [3][47]

Report Summary 1. Report Industry Investment Rating No relevant information provided. 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), providing data on multiple types of stock index options such as Shanghai 50 ETF options, CSI 300 ETF options, etc. 3. Summary by Directory I. Option Trading Volume - On November 11, 2025, the trading volume of Shanghai 50 ETF options was 741,600 contracts; CSI 300 ETF options (Shanghai market) was 900,600 contracts; CSI 500 ETF options (Shanghai market) was 1,301,700 contracts; Shenzhen 100 ETF options was 79,900 contracts; ChiNext ETF options was 1,701,600 contracts; Shanghai 50 stock index options was 34,900 contracts; CSI 300 stock index options was 109,100 contracts; and CSI 1000 options total trading volume was 229,500 contracts [1]. - The table shows the call, put, and total trading volumes of various stock index ETF options on the same day, for example, the total trading volume of Shanghai 50 ETF options was 747,500 contracts [21]. II. Option PCR - The turnover PCR of Shanghai 50 ETF options was reported at 0.75, with a month - on - month change of +0.12; the position PCR was 0.93, with a month - on - month change of - 0.05. Similar data is provided for other types of options, such as CSI 300 ETF options (Shanghai market), where the turnover PCR was 0.88, with a month - on - month change of +0.13, and the position PCR was 1.08, with a month - on - month change of - 0.03 [2]. III. Option VIX - The VIX of Shanghai 50 ETF options was reported at 17.51%, with a month - on - month change of +0.40%; the VIX of CSI 300 ETF options (Shanghai market) was 19.05%, with a month - on - month change of +0.54%. Similar data is provided for other types of options, like the VIX of CSI 1000 stock index options was 24.22%, with a month - on - month change of +0.75% [3].

Report Summary 1. Report Industry Investment Rating No information provided. 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) for various stock index options on November 10, 2025. 3. Summary by Directory I. Option Trading Volume - On November 10, 2025, the trading volumes of different stock index options were as follows: 593,400 contracts for SSE 50 ETF options; 779,500 contracts for CSI 300 ETF options (Shanghai market); 1,234,500 contracts for CSI 500 ETF options (Shanghai market); 63,300 contracts for Shenzhen 100 ETF options; 1,798,200 contracts for GEM ETF options; 34,000 contracts for SSE 50 stock index options; 94,100 contracts for CSI 300 stock index options; and 233,900 contracts for CSI 1000 options [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is shown in Table 1. For example, the total trading volume of SSE 50 ETF options was 741,600 contracts (376,000 call contracts and 365,600 put contracts) [20]. II. Option PCR - The PCR data for different stock index options on November 10, 2025, are presented. For instance, the turnover PCR of SSE 50 ETF options was 0.63, with a - 0.15 change compared to the previous period, and the open - interest PCR was 0.97, with a + 0.00 change [2][32]. - The detailed PCR data for each option type, including turnover PCR, its change, open - interest PCR, and its change, are shown in Table 2 [32]. III. Option VIX - The VIX data for different stock index options on November 10, 2025, are as follows: the VIX of SSE 50 ETF options was 17.11%, with a + 0.92% change compared to the previous period; the VIX of CSI 300 ETF options (Shanghai market) was 18.51%, with a + 0.87% change [3][47]. - The detailed VIX data for each option type, including the VIX value and its change, are shown in Table 3 [47].