华泰期货股指期权日报-20260113

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory I. Option Trading Volume - On January 12, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 101.85 million contracts; that of Shanghai Stock Exchange 300 ETF options was 130.58 million contracts; that of Shanghai Stock Exchange 500 ETF options was 232.75 million contracts; that of Shenzhen 100 ETF options was 5.94 million contracts; that of ChiNext ETF options was 256.07 million contracts; that of Shanghai Stock Exchange 50 index options was 5.26 million contracts; that of Shanghai Stock Exchange 300 index options was 19.69 million contracts; and that of CSI 1000 options was 57.42 million contracts [1] - The table shows the call, put and total trading volumes of various index ETF options on January 12, 2026. For example, the call trading volume of Shanghai Stock Exchange 50 ETF options was 69.29 million contracts, the put trading volume was 40.88 million contracts, and the total trading volume was 110.17 million contracts [18] II. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.56, with a month - on - month change of +0.04; the open interest PCR was reported at 0.99, with a month - on - month change of +0.02. Similar data for other options are also provided, such as the turnover PCR of Shanghai Stock Exchange 300 ETF options was 0.57, with a month - on - month change of - 0.15; the open interest PCR was 1.00, with a month - on - month change of - 0.06 [2][34] III. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 20.22%, with a month - on - month change of +2.25%. For other options, the VIX of Shanghai Stock Exchange 300 ETF options was 22.18%, with a month - on - month change of +3.25%; the VIX of Shanghai Stock Exchange 500 ETF options was 29.63%, with a month - on - month change of +5.17%, etc [3][49]