华泰期货股指期权日报-20260106

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various stock index options on January 5, 2026, including trading volume, PCR, and VIX, to reflect the market situation of stock index options [1][2][3] Summary by Directory 1. Option Trading Volume - On January 5, 2026, the trading volumes of various options were as follows: Shanghai - Shenzhen 300ETF option (Shanghai) was 78.90 million contracts; CSI 500ETF option (Shanghai) was 105.32 million contracts; Shenzhen 100ETF option was 3.50 million contracts; ChiNext ETF option was 169.50 million contracts; SSE 50 stock index option was 5.11 million contracts; Shanghai - Shenzhen 300 stock index option was 10.32 million contracts; and CSI 1000 option was 31.41 million contracts [1] - The detailed breakdown of call, put, and total trading volumes of each option is shown in Table 1 [19] 2. Option PCR - The PCR data of various options and their changes are presented. For example, the turnover PCR of SSE 50ETF option was 0.58, with a month - on - month change of - 0.23; the position PCR was 1.10, with a month - on - month change of + 0.18. Similar data for other options are also provided [2][34] 3. Option VIX - The VIX data of various options and their changes are given. For instance, the VIX of SSE 50ETF option was 14.79%, with a month - on - month change of + 0.35%. The data for other options are also included [3][49]