华泰期货股指期权日报-20251229

Report Industry Investment Rating - Not provided Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on December 26, 2025 [1][2][3] Summary by Directory Option Trading Volume - On December 26, 2025, the trading volume of Shanghai Stock Exchange 50ETF options was 553,000 contracts; the trading volume of CSI 300ETF options (Shanghai market) was 683,500 contracts; the trading volume of CSI 500ETF options (Shanghai market) was 1,265,000 contracts; the trading volume of Shenzhen 100ETF options was 58,500 contracts; the trading volume of ChiNext ETF options was 1,441,900 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 35,400 contracts; the trading volume of CSI 300 stock index options was 83,900 contracts; and the total trading volume of CSI 1000 options was 321,200 contracts [1] - The table also shows the call, put, and total trading volumes of different index ETF options on the same day [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50ETF options was reported at 0.65, with a month - on - month change of - 0.10; the position PCR was reported at 1.01, with a month - on - month change of + 0.02. Similar data are provided for other types of options [2] - A table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of different index ETF options [36] Option VIX - The VIX of Shanghai Stock Exchange 50ETF options was reported at 13.89%, with a month - on - month change of + 0.48%. Similar data for other types of options are also given [3] - A table shows the VIX and month - on - month change values of different index ETF options [52]