Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Directory Option Trading Volume - On December 16, 2025, the trading volume of SSE 50 ETF options was 852,200 contracts; CSI 300 ETF options (Shanghai market) was 975,800 contracts; CSI 500 ETF options (Shanghai market) was 1,128,400 contracts; Shenzhen 100 ETF options was 65,700 contracts; GEM ETF options was 2,781,200 contracts; SSE 50 index options was 58,600 contracts; CSI 300 index options was 119,700 contracts; and CSI 1000 options was 400,700 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 559,000 call and 747,100 put contracts for SSE 50 ETF options, with a total of 1,306,100 contracts [19]. Option PCR - The PCR data of various options shows that the turnover PCR and its changes, as well as the position PCR and its changes, have different performances. For example, the turnover PCR of SSE 50 ETF options was 1.29, with a month - on - month change of +0.55; the position PCR was 0.87, with a month - on - month change of - 0.18 [2][34]. Option VIX - The VIX of various options and their month - on - month changes are presented. For instance, the VIX of SSE 50 ETF options was 15.06%, with a month - on - month change of +0.83%; the VIX of CSI 300 ETF options (Shanghai market) was 16.27%, with a month - on - month change of +0.66% [3][47].
华泰期货股指期权日报-20251217
Hua Tai Qi Huo·2025-12-17 05:22