华泰期货股指期权日报-20251231

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Relevant Catalogs Option Trading Volume - On December 30, 2025, the trading volume of SSE 50 ETF options was 621,100 contracts; CSI 300 ETF options (Shanghai market) was 780,100 contracts; CSI 500 ETF options (Shanghai market) was 1,033,100 contracts; Shenzhen 100 ETF options was 44,300 contracts; ChiNext ETF options was 1,312,900 contracts; SSE 50 index options was 25,100 contracts; CSI 300 index options was 94,800 contracts; and CSI 1000 options was 211,400 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, such as the total trading volume of SSE 50 ETF options was 581,500 contracts [20] 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 position PCR was reported at 0.94, with a month - on - month change of - 0.07. Similar data for other options are also provided [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options on a recent day [34] Option VIX - The VIX of SSE 50 ETF options was reported at 14.23%, with a month - on - month change of +0.34%. Similar data for other options are also provided [3] - The table shows the VIX and month - on - month change values of various index ETF options on a recent day [51]