华泰期货股指期权日报-20251208

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On December 5, 2025, the trading volume of SSE 50 ETF options was 511,600 contracts; CSI 300 ETF options (Shanghai) was 720,100 contracts; CSI 500 ETF options (Shanghai) was 952,800 contracts; Shenzhen 100 ETF options was 94,300 contracts; ChiNext ETF options was 1,861,600 contracts; SSE 50 index options was 34,800 contracts; CSI 300 index options was 83,000 contracts; and CSI 1000 options was 271,200 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on a recent day. For example, SSE 50 ETF options had a call volume of 485,800 contracts, a put volume of 405,400 contracts, and a total volume of 891,200 contracts [18]. Option PCR - The turnover PCR and position PCR, along with their环比 changes, are provided for different options. For instance, SSE 50 ETF options had a turnover PCR of 0.68 (环比 change of -0.15) and a position PCR of 1.07 (环比 change of +0.09) [2][33]. Option VIX - The VIX and its环比 changes are presented for various options. For example, SSE 50 ETF options had a VIX of 13.69% (环比 change of -0.07%) [3][48].