华泰期货股指期权日报-20251216

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options on December 15, 2025. 3. Summary by Directory Option Trading Volume - On December 15, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai market) had 127.08 million contracts; CSI 500 ETF options (Shanghai market) had 141.08 million contracts; ChiNext ETF options had 174.84 million contracts; Shanghai - Shenzhen 300 index options had 13.14 million contracts; and CSI 1000 options had 25.11 million contracts. Other options also had corresponding trading volumes [1]. - A table shows the call, put, and total trading volumes of various stock index ETF options on the same day, such as 40.73 million call contracts and 44.49 million put contracts for SSE 50 ETF options, with a total of 85.22 million contracts [20]. Option PCR - The PCR data of different stock index options on December 15, 2025, are presented. For example, the turnover PCR of SSE 50 ETF options was 0.74, with a month - on - month change of - 0.05; the position PCR was 1.05, with a month - on - month change of + 0.05. Similar data are provided for other options [2]. - A table summarizes the turnover PCR, month - on - month change, position PCR, and month - on - month change of various stock index ETF options [35]. Option VIX - The VIX data of different stock index options on December 15, 2025, are given. For instance, the VIX of SSE 50 ETF options was 14.23%, with a month - on - month change of + 0.42%. Other options also have corresponding VIX values and changes [3]. - A table shows the VIX and month - on - month change values of various stock index ETF options [48].