华泰期货股指期权日报-20260112

1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the trading volume, PCR, and VIX data of various index options on January 9, 2026, offering an overview of the index option market [1][2][3] 3. Summary by Relevant Catalogs Option Trading Volume - On January 9, 2026, the trading volume of SSE 50 ETF options was 794,900 contracts; CSI 300 ETF options (Shanghai market) was 921,400 contracts; CSI 500 ETF options (Shanghai market) was 1,569,000 contracts; Shenzhen 100 ETF options was 51,700 contracts; ChiNext ETF options was 1,813,500 contracts; SSE 50 index options was 62,300 contracts; CSI 300 index options was 152,300 contracts; and CSI 1000 options was 522,900 contracts [1] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.52, with a month - on - month change of - 0.19; the position PCR was 0.97, with a month - on - month change of + 0.02 - The turnover PCR of CSI 300 ETF options (Shanghai market) was reported at 0.72, with a month - on - month change of - 0.08; the position PCR was 1.06, with a month - on - month change of + 0.06 - The turnover PCR of CSI 500 ETF options (Shanghai market) was reported at 0.35, with a month - on - month change of - 0.14; the position PCR was 1.40, with a month - on - month change of + 0.03 - The turnover PCR of Shenzhen 100 ETF options was reported at 0.45, with a month - on - month change of - 0.23; the position PCR was 1.37, with a month - on - month change of + 0.13 - The turnover PCR of ChiNext ETF options was reported at 0.49, with a month - on - month change of - 0.15; the position PCR was 1.10, with a month - on - month change of + 0.01 - The turnover PCR of SSE 50 index options was reported at 0.34, with a month - on - month change of - 0.01; the position PCR was 0.70, with a month - on - month change of - 0.02 - The turnover PCR of CSI 300 index options was reported at 0.36, with a month - on - month change of - 0.06; the position PCR was 0.74, with a month - on - month change of - 0.01 - The turnover PCR of CSI 1000 index options was reported at 0.30, with a month - on - month change of - 0.11; the position PCR was 1.24, with a month - on - month change of + 0.08 [2] Option VIX - The VIX of SSE 50 ETF options was reported at 17.97%, with a month - on - month change of + 0.68% - The VIX of CSI 300 ETF options (Shanghai market) was reported at 18.93%, with a month - on - month change of + 0.86% - The VIX of CSI 500 ETF options (Shanghai market) was reported at 24.47%, with a month - on - month change of + 1.56% - The VIX of Shenzhen 100 ETF options was reported at 21.88%, with a month - on - month change of + 0.31% - The VIX of ChiNext ETF options was reported at 28.20%, with a month - on - month change of - 0.15% - The VIX of SSE 50 index options was reported at 18.20%, with a month - on - month change of + 0.67% - The VIX of CSI 300 index options was reported at 18.73%, with a month - on - month change of + 0.65% - The VIX of CSI 1000 index options was reported at 22.89%, with a month - on - month change of + 1.59% [3]