股指期权日报-20251211

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on December 10, 2025, including trading volume, PCR, and VIX [1][2][3] Summary by Directory Option Trading Volume - On December 10, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 575,400 contracts; CSI 300 ETF options (Shanghai) was 804,600 contracts; CSI 500 ETF options (Shanghai) was 923,900 contracts; Shenzhen 100 ETF options was 59,700 contracts; ChiNext ETF options was 2,082,900 contracts; Shanghai Stock Exchange 50 index options was 35,500 contracts; CSI 300 index options was 97,400 contracts; and CSI 1000 options was 240,600 contracts [1] - The table shows the call, put, and total trading volumes of different index ETF options on the same day [20] Option PCR - The PCR data of various options on December 10, 2025, are presented, including the turnover PCR and position PCR and their环比 changes. For example, the turnover PCR of Shanghai Stock Exchange 50 ETF options was 0.85, with a 环比 change of +0.15; the position PCR was 0.98, with a 环比 change of -0.03 [2][34] Option VIX - The VIX data of various options on December 10, 2025, are presented, along with their 环比 changes. For instance, the VIX of Shanghai Stock Exchange 50 ETF options was 14.25%, with a 环比 change of +0.24% [3][49]