华泰期货股指期权日报-20251218
Hua Tai Qi Huo·2025-12-18 06:20

Report Industry Investment Rating There is no information provided regarding the report's industry investment rating. Core Viewpoint There is no clear core viewpoint presented in the provided content. Summary by Directory 1. Option Trading Volume - On December 17, 2025, the trading volume of SSE 50 ETF options was 1.3061 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.6464 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.9001 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0808 million contracts; the trading volume of ChiNext ETF options was 2.9914 million contracts; the trading volume of SSE 50 index options was 0.0645 million contracts; the trading volume of CSI 300 index options was 0.1825 million contracts; and the total trading volume of CSI 1000 options was 0.4433 million contracts [1]. - The table also shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.7279 million call contracts and 0.6419 million put contracts for SSE 50 ETF options, with a total of 1.3697 million contracts [18]. 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.77, with a month - on - month change of - 0.51; the open - interest PCR was reported at 1.00, with a month - on - month change of + 0.13. Similar data for other options are also provided, like the turnover PCR of CSI 300 ETF options (Shanghai market) was 0.96, with a month - on - month change of - 0.57, and the open - interest PCR was 1.10, with a month - on - month change of + 0.18 [2]. - The table details the turnover PCR, its month - on - month change, open - interest PCR, and its month - on - month change for various index ETF options [32]. 3. Option VIX - The VIX of SSE 50 ETF options was reported at 13.87%, with a month - on - month change of - 1.19%. For CSI 300 ETF options (Shanghai market), the VIX was 16.05%, with a month - on - month change of - 0.21%. Similar data for other options are presented, such as the VIX of ChiNext ETF options was 27.52%, with a month - on - month change of + 0.16% [3]. - The table shows the VIX and its month - on - month change values for various index ETF options [48].