股指期权日报-20251215

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on December 14, 2025. 3. Summary by Relevant Catalog Option Trading Volume - On December 14, 2025, the trading volume of Shanghai - 50 ETF options was 719,600 contracts; CSI 300 ETF options (Shanghai) was 955,400 contracts; CSI 500 ETF options (Shanghai) was 1,066,900 contracts; Shenzhen 100 ETF options was 65,900 contracts; GEM ETF options was 2,261,500 contracts; Shanghai - 50 stock index options was 34,600 contracts; CSI 300 stock index options was 109,300 contracts; and CSI 1000 options was 286,600 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is also provided in Table 1, such as the total trading volume of Shanghai - 50 ETF options was 873,200 contracts (418,900 call and 454,300 put) [19]. Option PCR - The PCR data (including turnover PCR and open - interest PCR) and their环比 changes for different stock index options are presented. For example, the turnover PCR of Shanghai - 50 ETF options was 0.79 with a环比 change of - 0.03, and the open - interest PCR was 1.00 with a环比 change of + 0.07 [2][34]. Option VIX - The VIX data and their环比 changes for different stock index options are given. For instance, the VIX of Shanghai - 50 ETF options was 13.82% with a环比 change of - 0.54% [3][48].