华泰期货股指期权日报-20260108

1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No explicit core viewpoints presented in the given content 3. Summary by Directory Option Trading Volume - On January 7, 2026, the trading volume of SSE 50 ETF options was 1.4844 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.5256 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.9431 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0828 million contracts; the trading volume of ChiNext ETF options was 1.6736 million contracts; the trading volume of SSE 50 index options was 0.0533 million contracts; the trading volume of CSI 300 index options was 0.2043 million contracts; the total trading volume of CSI 1000 options was 0.3391 million contracts [1] - The detailed breakdown of call and put trading volumes and total trading volumes for various index ETF options on the same day is as follows: for SSE 50 ETF options, call volume was 0.6178 million contracts, put volume was 0.4505 million contracts, and total volume was 1.0683 million contracts; for CSI 300 ETF options (Shanghai market), call volume was 0.6514 million contracts, put volume was 0.4497 million contracts, and total volume was 1.1011 million contracts; for CSI 500 ETF options (Shanghai market), call volume was 0.9397 million contracts, put volume was 0.6809 million contracts, and total volume was 1.6205 million contracts; for Shenzhen 100 ETF options, call volume was 0.0294 million contracts, put volume was 0.0188 million contracts, and total volume was 0.0482 million contracts; for ChiNext ETF options, call volume was 0.9337 million contracts, put volume was 0.7399 million contracts, and total volume was 1.6736 million contracts; for SSE 50 index options, call volume was 0.0146 million contracts, put volume was 0.0387 million contracts, and total volume was 0.0533 million contracts; for CSI 300 index options, call volume was 0.0923 million contracts, put volume was 0.0523 million contracts, and total volume was 0.1512 million contracts; for CSI 1000 index options, call volume was 0.2031 million contracts, put volume was 0.1360 million contracts, and total volume was 0.3391 million contracts [19] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.54, with a month - on - month change of +0.18; the open interest PCR was reported at 1.01, with a month - on - month change of - 0.06; for CSI 300 ETF options (Shanghai market), the turnover PCR was 0.48, with a month - on - month change of +0.01; the open interest PCR was 1.05, with a month - on - month change of - 0.09; for CSI 500 ETF options (Shanghai market), the turnover PCR was 0.37, with a month - on - month change of +0.02; the open interest PCR was 1.30, with a month - on - month change of - 0.02; for Shenzhen 100 ETF options, the turnover PCR was 0.39, with a month - on - month change of +0.14; the open interest PCR was 1.46, with a month - on - month change of - 0.14; for ChiNext ETF options, the turnover PCR was 0.52, with a month - on - month change of +0.02; the open interest PCR was 1.16, with a month - on - month change of +0.00; for SSE 50 index options, the turnover PCR was 0.23, with a month - on - month change of +0.00; the open interest PCR was 0.76, with a month - on - month change of +0.00; for CSI 300 index options, the turnover PCR was 0.33, with a month - on - month change of +0.08; the open interest PCR was 0.83, with a month - on - month change of +0.01; for CSI 1000 index options, the turnover PCR was 0.36, with a month - on - month change of +0.01; the open interest PCR was 1.12, with a month - on - month change of +0.02 [2][33] Option VIX - The VIX of SSE 50 ETF options was reported at 17.88%, with a month - on - month change of - 0.71%; the VIX of CSI 300 ETF options (Shanghai market) was 18.28%, with a month - on - month change of +0.11%; the VIX of CSI 500 ETF options (Shanghai market) was 23.02%, with a month - on - month change of +0.18%; the VIX of Shenzhen 100 ETF options was 21.43%, with a month - on - month change of +0.59%; the VIX of ChiNext ETF options was 27.75%, with a month - on - month change of - 0.41%; the VIX of SSE 50 index options was 18.19%, with a month - on - month change of - 0.28%; the VIX of CSI 300 index options was 17.99%, with a month - on - month change of +0.14%; the VIX of CSI 1000 index options was 21.63%, with a month - on - month change of - 0.66% [3][48]