华泰期货股指期权日报-20251210

Industry Investment Rating There is no information about the industry investment rating in the provided content. Core Viewpoint There is no explicit core viewpoint presented in the given reports. Summary by Directory I. Option Trading Volume - On December 9, 2025, the trading volume of SSE 50 ETF options was 939,000 contracts; CSI 300 ETF options (Shanghai) was 1,093,300 contracts; CSI 500 ETF options (Shanghai) was 1,137,400 contracts; Shenzhen 100 ETF options was 102,500 contracts; ChiNext ETF options was 2,065,000 contracts; SSE 50 index options was 22,300 contracts; CSI 300 index options was 139,200 contracts; and CSI 1000 options was 178,800 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 321,000 call and 254,400 put contracts for SSE 50 ETF options with a total of 575,400 contracts [19]. II. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.70, with a month - on - month change of +0.17; the open interest PCR was 1.00, with a month - on - month change of - 0.07. Similar data are provided for other types of options [2][34]. III. Option VIX - The VIX of SSE 50 ETF options was reported at 14.01%, with a month - on - month change of - 0.23%. Other options also have their respective VIX values and month - on - month changes, like the CSI 300 ETF options (Shanghai) with a VIX of 15.32% and a month - on - month change of - 0.33% [3][47].