华泰期货股指期权日报-20251226

1. Report's Industry Investment Rating - Not provided in the report 2. Report's Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various stock index options on December 25, 2025 [1][2][3] 3. Summary by Relevant Catalog Option Trading Volume - On December 25, 2025, the trading volume of Shanghai - 50 ETF options was 880,800 contracts; CSI 300 ETF options (Shanghai) was 1,015,900 contracts; CSI 500 ETF options (Shanghai) was 1,176,500 contracts; Shenzhen 100 ETF options was 88,300 contracts; GEM ETF options was 1,763,900 contracts; Shanghai - 50 stock index options was 18,800 contracts; CSI 300 stock index options was 94,600 contracts; and CSI 1000 options was 239,600 contracts [1] Option PCR - Shanghai - 50 ETF options: The trading volume PCR was 0.74, with a month - on - month change of +0.19; the open interest PCR was 0.99, with a month - on - month change of - 0.02 [2] - CSI 300 ETF options (Shanghai): The trading volume PCR was 0.55, with a month - on - month change of - 0.06; the open interest PCR was 0.93, with a month - on - month change of - 0.18 [2] - CSI 500 ETF options (Shanghai): The trading volume PCR was 0.54, with a month - on - month change of +0.04; the open interest PCR was 1.10, with a month - on - month change of - 0.22 [2] - Shenzhen 100 ETF options: The trading volume PCR was 0.62, with a month - on - month change of +0.10; the open interest PCR was 1.43, with a month - on - month change of +0.03 [2] - GEM ETF options: The trading volume PCR was 0.73, with a month - on - month change of +0.16; the open interest PCR was 1.11, with a month - on - month change of - 0.39 [2] - Shanghai - 50 stock index options: The trading volume PCR was 0.47, with a month - on - month change of - 0.03; the open interest PCR was 0.66, with a month - on - month change of +0.01 [2] - CSI 300 stock index options: The trading volume PCR was 0.41, with a month - on - month change of - 0.08; the open interest PCR was 0.69, with a month - on - month change of +0.01 [2] - CSI 1000 stock index options: The trading volume PCR was 0.44, with a month - on - month change of - 0.08; the open interest PCR was 0.99, with a month - on - month change of +0.00 [2] Option VIX - Shanghai - 50 ETF options: The VIX was 13.41%, with a month - on - month change of - 0.22% [3] - CSI 300 ETF options (Shanghai): The VIX was 15.20%, with a month - on - month change of - 0.37% [3] - CSI 500 ETF options (Shanghai): The VIX was 19.32%, with a month - on - month change of - 0.26% [3] - Shenzhen 100 ETF options: The VIX was 19.46%, with a month - on - month change of - 0.74% [3] - GEM ETF options: The VIX was 25.06%, with a month - on - month change of +0.16% [3] - Shanghai - 50 stock index options: The VIX was 14.43%, with a month - on - month change of - 0.43% [3] - CSI 300 stock index options: The VIX was 15.94%, with a month - on - month change of - 0.36% [3] - CSI 1000 stock index options: The VIX was 19.09%, with a month - on - month change of - 0.40% [3]