华泰期货股指期权日报-20251224
Hua Tai Qi Huo·2025-12-24 06:37
- Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the daily market situation of stock index options on December 23, 2025, covering option trading volume, PCR, and VIX data of various stock index options [1][2][3] 3. Summary by Relevant Catalogs Option Trading Volume - On December 23, 2025, the trading volume of Shanghai - Shenzhen 300 ETF options (Shanghai market) was 101.88 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 135.54 million contracts; the trading volume of Shenzhen 100 ETF options was 7.06 million contracts; the trading volume of ChiNext ETF options was 206.89 million contracts; the trading volume of Shanghai - Shenzhen 300 stock index options was 7.07 million contracts; the total trading volume of CSI 1000 options was 15.72 million contracts [1] Option PCR - The turnover PCR of Shanghai 50 ETF options was reported at 0.52, with a month - on - month change of +0.05; the position PCR was reported at 1.02, with a month - on - month change of +0.05. Similar data were provided for other types of options [2] Option VIX - The VIX of Shanghai 50 ETF options was reported at 12.99%, with a month - on - month change of +0.27%. Similar data were also provided for other types of options [3]