Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No relevant information provided. 3. Summary by Directory Option Trading Volume - On January 8, 2026, the trading volume of SSE 50 ETF options was 1.0683 million contracts; CSI 300 ETF options (Shanghai) was 1.1011 million contracts; CSI 500 ETF options (Shanghai) was 1.6205 million contracts; Shenzhen 100 ETF options was 48,200 contracts; ChiNext ETF options was 1.4152 million contracts; SSE 50 index options was 46,800 contracts; CSI 300 index options was 151,200 contracts; and CSI 1000 options was 356,600 contracts [1]. Option PCR - The SSE 50 ETF options' turnover PCR was reported at 0.71, with a month - on - month change of +0.17; the position PCR was reported at 0.96, with a month - on - month change of -0.06. Similar data was presented for other options, such as CSI 300 ETF options (Shanghai), CSI 500 ETF options (Shanghai), etc. [2]. Option VIX - The SSE 50 ETF options' VIX was reported at 17.30%, with a month - on - month change of -0.58%. Other options also had their respective VIX values and month - on - month changes reported, like CSI 300 ETF options (Shanghai) and so on [3].
华泰期货股指期权日报-20260109
Hua Tai Qi Huo·2026-01-09 06:19