Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints The report presents a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on December 8, 2025. 3. Summary by Directory I. Option Trading Volume - On December 8, 2025, the trading volumes of different options were as follows: 891,200 contracts for SSE 50 ETF options; 1,041,400 contracts for CSI 300 ETF options (Shanghai market); 1,329,500 contracts for CSI 500 ETF options (Shanghai market); 112,000 contracts for Shenzhen 100 ETF options; 2,467,700 contracts for GEM ETF options; 39,100 contracts for SSE 50 index options; 125,400 contracts for CSI 300 index options; and 254,900 contracts for CSI 1000 options. The detailed breakdown of call, put, and total trading volumes is also provided in Table 1 [1][19]. II. Option PCR - The PCR data shows the following values and changes on December 8, 2025: for SSE 50 ETF options, the turnover PCR was 0.52 (a -0.16 change), and the open - interest PCR was 1.08 (+0.01 change); for CSI 300 ETF options (Shanghai market), the turnover PCR was 0.50 (-0.25 change), and the open - interest PCR was 1.16 (+0.03 change); for CSI 500 ETF options (Shanghai market), the turnover PCR was 0.59 (-0.23 change), and the open - interest PCR was 1.25 (-0.03 change); for Shenzhen 100 ETF options, the turnover PCR was 0.75 (-0.38 change), and the open - interest PCR was 1.28 (-0.02 change); for GEM ETF options, the turnover PCR was 0.44 (-0.32 change), and the open - interest PCR was 1.55 (+0.15 change); for SSE 50 index options, the turnover PCR was 0.37 (-0.05 change), and the open - interest PCR was 0.74 (-0.01 change); for CSI 300 index options, the turnover PCR was 0.34 (-0.14 change), and the open - interest PCR was 0.80 (+0.02 change); for CSI 1000 index options, the turnover PCR was 0.51 (-0.21 change), and the open - interest PCR was 1.00 (+0.05 change) [2][35]. III. Option VIX - The VIX data on December 8, 2025, shows that for SSE 50 ETF options, the VIX was 14.24% (+0.55% change); for CSI 300 ETF options (Shanghai market), the VIX was 15.66% (+0.54% change); for CSI 500 ETF options (Shanghai market), the VIX was 19.51% (+0.28% change); for Shenzhen 100 ETF options, the VIX was 19.66% (+0.55% change); for GEM ETF options, the VIX was 26.77% (-0.32% change); for SSE 50 index options, the VIX was 14.95% (+0.49% change); for CSI 300 index options, the VIX was 16.52% (+0.85% change); for CSI 1000 index options, the VIX was 19.44% (+0.29% change) [3][49].
股指期权日报-20251209
Hua Tai Qi Huo·2025-12-09 05:11