华泰期货股指期权日报-20251204

1. Report Industry Investment Rating - No information provided in the content. 2. Core View of the Report - The report presents the trading data of stock index options on December 3, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index), offering an overview of the stock index option market [1][2][3]. 3. Summary by Relevant Catalogs Option Trading Volume - On December 3, 2025, the trading volumes of various options were as follows: 43.13 million contracts for SSE 50 ETF options, 56.06 million for CSI 300 ETF options (Shanghai market), 77.35 million for CSI 500 ETF options (Shanghai market), 5.68 million for Shenzhen 100 ETF options, 168.90 million for GEM ETF options, 2.51 million for SSE 50 stock index options, 6.03 million for CSI 300 stock index options, and 18.97 million for CSI 1000 options [1]. - The detailed breakdown of call, put, and total trading volumes of each option is also provided in Table 1 [20]. Option PCR - The report shows the PCR data of different options on December 3, 2025. For example, the turnover PCR of SSE 50 ETF options was 1.03 with a +0.16 change compared to the previous period, and the position PCR was 0.98 with a - 0.03 change [2]. - Similar data for other options such as CSI 300 ETF options, CSI 500 ETF options, etc., are also presented, including their turnover and position PCR and corresponding changes [2][36]. Option VIX - The VIX data of various options on December 3, 2025, are reported. For instance, the VIX of SSE 50 ETF options was 14.02% with a +0.02% change compared to the previous period [3]. - The VIX and its changes of other options like CSI 300 ETF options, CSI 500 ETF options are also included in the report [3][53].