华泰期货股指期权日报-20251203
Hua Tai Qi Huo·2025-12-03 07:05

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No core viewpoint is explicitly provided in the given content. The report mainly presents daily data on index option trading, including option volume, PCR, and VIX. 3. Summary by Directory I. Option Volume - On December 2, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 596,600 contracts; that of Shanghai Stock Exchange 300 ETF options was 693,200 contracts; that of Shanghai Stock Exchange 500 ETF options was 872,500 contracts; that of Shenzhen 100 ETF options was 62,700 contracts; that of GEM ETF options was 1,146,500 contracts; that of Shanghai Stock Exchange 50 index options was 16,900 contracts; that of Shanghai Stock Exchange 300 index options was 86,800 contracts; and that of CSI 1000 options was 143,500 contracts [1]. - The table also shows the call volume, put volume, and total volume of various index ETF options on the same day, such as 207,100 call contracts and 224,200 put contracts for Shanghai Stock Exchange 50 ETF options, with a total volume of 431,300 contracts [18]. II. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.87, with a month - on - month change of +0.16; the position PCR was 1.01, with a month - on - month change of - 0.03. Similar data are provided for other types of options, like the turnover PCR of Shanghai Stock Exchange 300 ETF options (Shanghai) was 0.98, with a month - on - month change of +0.16; the position PCR was 1.12, with a month - on - month change of - 0.05 [2]. - A table summarizes the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [32]. III. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.01%, with a month - on - month change of - 0.06%; the VIX of Shanghai Stock Exchange 300 ETF options (Shanghai) was 15.40%, with a month - on - month change of +0.06%. Similar data are presented for other options, such as the VIX of Shenzhen 100 ETF options was 19.91%, with a month - on - month change of - 0.40% [3]. - A table provides the VIX and month - on - month change values of various index ETF options [49].