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 ...

先锋期货期权日报 2025-11-21 风险揭示 本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | lc2601 | 3.2% | 1 | 3.6% | 1 | 8.7% | 1 | | ps2601 | 2.8% | 2 | 2.3% | 2 | 3.5% | 10 | | si2601 | 2.2% | 3 | 1.8% | 7 | 2.2% | 24 | | ag2512 | 2.1% | 4 | 2.2% | 3 | 4. ...

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]

2025年上海证券交易所(以下简称"上交所")国际投资者大会于11月12日在上海开幕。 据悉，这已是上交所连续第七年举办这一国际投资界的年度盛会。在这一承前启后的关键时点，上交所 将在本次大会上释放哪些关于未来五年的战略信号，不仅是现场来自欧美、亚太及中东等地区的百余家 知名投资机构、近400名参会代表瞩目的核心议题，亦是当前中国资本市场各方关注的焦点。 上交所理事长邱勇在大会上系统阐述了未来五年的发展方向。他表示，上交所将紧扣防风险、强监管、 促高质量发展主线，加快建设世界一流交易所。 具体而言，将聚焦于以下五方面： 上交所市场吸引力不断增强 上述数据直观展现了上交所在"十四五"时期取得的"量"的成绩，市场规模不断扩大。与此同时，伴随着 科创板改革效应不断扩大，"科创板八条"、科创板"1＋6"改革政策相继落地落实，市场的"质"亦得到有 效提升。 今年以来，A股市场保持回稳向好态势，主要指数平稳上行，投资者信心明显回暖，国际资本持续流入 中国市场。上交所股票、债券、基金、衍生品、REITs市场协同发展，绿色金融市场建设卓有成效，高 水平对外开放不断取得实质性突破，这些成果进一步增强了外资长期投资中国市场的信心 ...

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]