华泰期货股指期权日报-20260105
Hua Tai Qi Huo·2026-01-05 05:57
  1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - No clear core viewpoints presented in the given content 3. Summary by Directory Option Trading Volume - On December 31, 2025, the trading volume of SSE 50 ETF options was 581,500 contracts; CSI 300 ETF options (Shanghai market) was 696,100 contracts; CSI 500 ETF options (Shanghai market) was 1,105,100 contracts; Shenzhen 100 ETF options was 36,000 contracts; ChiNext ETF options was 1,264,700 contracts; SSE 50 index options was 26,500 contracts; CSI 300 index options was 98,000 contracts; and CSI 1000 options was 221,900 contracts [1]. - The near - day trading volume details of index ETF options on another table show that the total trading volume of SSE 50 ETF options was 600,100 contracts, CSI 300 ETF options (Shanghai market) was 789,000 contracts, CSI 500 ETF options (Shanghai market) was 1,053,200 contracts, Shenzhen 100 ETF options was 35,000 contracts, ChiNext ETF options was 1,264,700 contracts, SSE 50 index options was 26,500 contracts, CSI 300 index options was 103,200 contracts, and CSI 1000 index options was 221,900 contracts [19]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.80 with a month - on - month change of - 0.01; the position PCR was reported at 0.92 with a month - on - month change of - 0.03. Similar data is provided for other options including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, SSE 50 index options, CSI 300 index options, and CSI 1000 index options [2][34]. Option VIX - The VIX of SSE 50 ETF options was reported at 14.43% with a month - on - month change of - 0.37%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 16.34% with a month - on - month change of - 0.17%. Similar data is provided for other options including CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, SSE 50 index options, CSI 300 index options, and CSI 1000 index options [3][47].