华泰期货股指期权日报-20251202

Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents the trading data of various index options on December 1, 2025, including option volume, PCR, and VIX, and their corresponding changes compared to the previous period [1][2][3] Summary by Directory Option Volume - On December 1, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 490,600 contracts; the trading volume of Shanghai Stock Exchange CSI 300 ETF options was 662,500 contracts; the trading volume of Shanghai Stock Exchange CSI 500 ETF options was 1,001,200 contracts; the trading volume of Shenzhen 100 ETF options was 106,000 contracts; the trading volume of ChiNext ETF options was 1,370,500 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 28,300 contracts; the trading volume of CSI 300 index options was 73,800 contracts; and the total trading volume of CSI 1000 options was 169,000 contracts [1] Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.71, with a month - on - month change of - 0.21; the open interest PCR was reported at 1.05, with a month - on - month change of + 0.05. Similar data was presented for other types of options, showing different PCR values and their month - on - month changes [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.07%, with a month - on - month change of - 0.29%. Other types of options also had their respective VIX values and month - on - month changes, such as the VIX of Shanghai Stock Exchange CSI 300 ETF options being 15.34% with a - 0.02% change [3]