华泰期货股指期权日报-20251219

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On December 18, 2025, the trading volume of SSE 50 ETF options was 1.3697 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.7561 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.9057 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0827 million contracts; the trading volume of ChiNext ETF options was 2.0896 million contracts; the trading volume of SSE 50 index options was 0.042 million contracts; the trading volume of CSI 300 index options was 0.2145 million contracts; the total trading volume of CSI 1000 options was 0.3346 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as the call trading volume of SSE 50 ETF options was 0.4096 million contracts, the put trading volume was 0.4954 million contracts, and the total trading volume was 0.905 million contracts [18] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.73, with a month - on - month change of - 0.04; the open interest PCR was reported at 1.03, with a month - on - month change of + 0.02. Similar data is provided for other types of options [2] - The table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for various index ETF options [31] Option VIX - The VIX of SSE 50 ETF options was reported at 13.63%, with a month - on - month change of - 0.25%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 16.28%, with a month - on - month change of + 0.23%. Similar data is provided for other types of options [3] - The table shows the VIX and its month - on - month change value for various index ETF options [47]