华泰期货股指期权日报-20251222

Report Industry Investment Rating - Not provided in the content Core View - The report presents the trading data of various index options on December 19, 2025, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Trading Volume - On December 19, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 905,000 contracts; that of Shanghai Stock Exchange 300 ETF options was 1,166,600 contracts; that of Shanghai Stock Exchange 500 ETF options was 1,456,800 contracts; that of Shenzhen 100 ETF options was 71,800 contracts; that of ChiNext ETF options was 2,187,000 contracts; that of Shanghai Stock Exchange 50 index options was 55,800 contracts; that of Shanghai Stock Exchange 300 index options was 152,300 contracts; and that of CSI 1000 options was 328,400 contracts [1] - The table also shows the call, put, and total trading volumes of various index ETF options on that day [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.57, with a month - on - month change of - 0.16; the position PCR was reported at 1.02, with a month - on - month change of - 0.01. Similar data for other types of options are also provided [2] - The table details the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [35] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 13.10%, with a month - on - month change of - 0.53%. Similar data for other types of options are also presented [3] - The table shows the VIX and month - on - month change values of various index ETF options [50]