股指期权日报-20251205

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory I. Option Trading Volume - On December 4, 2025, the trading volume of SSE 50 ETF options was 551,500 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 754,800 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,061,000 contracts; the trading volume of Shenzhen 100 ETF options was 70,500 contracts; the trading volume of ChiNext ETF options was 1,604,300 contracts; the trading volume of SSE 50 index options was 20,000 contracts; the trading volume of CSI 300 index options was 89,800 contracts; the total trading volume of CSI 1000 options was 189,900 contracts [1] - The table shows the call volume, put volume, and total volume of various index ETF options on a recent day [18] II. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.83, with a month - on - month change of - 0.20; the position PCR was reported at 0.98, with a month - on - month change of - 0.01. Similar data are provided for other options such as CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [2][33] III. Option VIX - The VIX of SSE 50 ETF options was reported at 13.76%, with a month - on - month change of - 0.26%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 15.33%, with a month - on - month change of - 0.12%. Similar data are provided for other options [3][47]