华泰期货股指期权日报-20251230

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Directory I. Option Trading Volume - On December 29, 2025, the trading volume of SSE 50 ETF options was 904,600 contracts; CSI 300 ETF options (Shanghai market) was 1,151,700 contracts; CSI 500 ETF options (Shanghai market) was 1,599,100 contracts; Shenzhen 100 ETF options was 44,800 contracts; ChiNext ETF options was 1,150,700 contracts; SSE 50 index options was 23,500 contracts; CSI 300 index options was 135,800 contracts; and CSI 1000 options was 202,700 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 317,200 call and 303,900 put contracts for SSE 50 ETF options, with a total of 621,100 contracts [19]. II. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.74, with a month - on - month change of +0.10; the open interest PCR was 0.94, with a month - on - month change of - 0.07. Similar data for other options are also provided, like CSI 300 ETF options (Shanghai market) with a turnover PCR of 0.79 (+0.27) and an open interest PCR of 0.92 (-0.02) [2]. - The table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for different index ETF options [34]. III. Option VIX - The VIX of SSE 50 ETF options was reported at 14.23%, with a month - on - month change of +0.34%. For other options, such as CSI 300 ETF options (Shanghai market), the VIX was 16.05% (+0.35%). Similar data for other index options are also given [3]. - The table shows the VIX and its month - on - month change for various index ETF options [50].