华泰期货股指期权日报-20251212

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View The report presents an overview of the stock index options market on December 11, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options [1][2][3]. 3. Summary by Directory I. Option Trading Volume - On December 11, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 300ETF option (Shanghai market) had 112.35 million contracts; CSI 500ETF option (Shanghai market) had 129.65 million contracts; Shenzhen 100ETF option had 8.14 million contracts; ChiNext ETF option had 215.97 million contracts; Shanghai - Shenzhen 300 stock index option had 11.79 million contracts; and CSI 1000 option had 24.00 million contracts [1]. - The table also shows the call, put, and total trading volumes for each option type. For example, the total trading volume of Shanghai - Shenzhen 300ETF option (Shanghai market) was 95.54 million contracts, with 46.74 million call contracts and 48.81 million put contracts [19]. II. Option PCR - The report provides the turnover PCR and position PCR for different stock index options, along with their环比 changes. For instance, the turnover PCR of Shanghai - Shenzhen 300ETF option (Shanghai market) was 0.92, with a环比 change of - 0.08, and the position PCR was 1.01, with a环比 change of - 0.09 [2][33]. III. Option VIX - The VIX values and their环比 changes for different stock index options are presented. For example, the VIX of Shanghai - Shenzhen 300ETF option (Shanghai market) was 16.04%, with a环比 change of + 0.36% [3][47].