华泰期货股指期权日报-20260107

Report Industry Investment Rating - No relevant content provided Core Viewpoints - No core viewpoints are explicitly stated in the provided content Summary by Directory Option Trading Volume - On January 6, 2026, the trading volumes of various index options were as follows: Shanghai Stock Exchange 50 ETF option was 1145600 contracts; Shanghai Stock Exchange CSI 300 ETF option was 1190100 contracts; Shanghai Stock Exchange CSI 500 ETF option was 1462800 contracts; Shenzhen Stock Exchange 100 ETF option was 65800 contracts; ChiNext ETF option was 2065000 contracts; Shanghai Stock Exchange 50 index option was 81200 contracts; CSI 300 index option was 153900 contracts; and CSI 1000 option was 364200 contracts [1] - The detailed breakdown of call, put, and total trading volumes for different index ETF options on the same day is presented in Table 1, including Shanghai Stock Exchange 50 ETF option with call volume of 934300 contracts, put volume of 550100 contracts, and total volume of 1484400 contracts; Shanghai Stock Exchange CSI 300 ETF option with call volume of 855100 contracts, put volume of 670500 contracts, and total volume of 1525600 contracts; etc [18] Option PCR - The PCR data of various index options on January 6, 2026, are as follows: For Shanghai Stock Exchange 50 ETF option, the turnover PCR was 0.36 with a -0.22 monthly change, and the open - interest PCR was 1.07 with a -0.02 monthly change; For Shanghai Stock Exchange CSI 300 ETF option, the turnover PCR was 0.47 with a -0.14 monthly change, and the open - interest PCR was 1.14 with a +0.06 monthly change; etc [2][34] Option VIX - The VIX data of various index options on January 6, 2026, are as follows: Shanghai Stock Exchange 50 ETF option VIX was 18.59% with a +3.80% monthly change; Shanghai Stock Exchange CSI 300 ETF option VIX was 18.17% with a +1.70% monthly change; etc [3][49]