华泰期货股指期权日报-20260114

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on January 13, 2026. 3. Summary by Directory Option Trading Volume - On January 13, 2026, the trading volumes of different stock index options were as follows: 1101700 contracts for SSE 50 ETF options, 1611300 contracts for CSI 300 ETF options (Shanghai market), 2474400 contracts for CSI 500 ETF options (Shanghai market), 56800 contracts for Shenzhen 100 ETF options, 2472600 contracts for ChiNext ETF options, 82000 contracts for SSE 50 stock index options, 217000 contracts for CSI 300 stock index options, and 496700 contracts for CSI 1000 options [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is shown in Table 1 [20]. Option PCR - The PCR data for different stock index options on January 13, 2026, are presented, including both turnover PCR and open interest PCR, along with their respective环比 changes. For example, the turnover PCR of SSE 50 ETF options was 0.50 with a环比 change of -0.06, and the open interest PCR was 0.98 with a环比 change of -0.01 [2][36]. Option VIX - The VIX data for different stock index options on January 13, 2026, are provided, along with their环比 changes. For instance, the VIX of SSE 50 ETF options was 19.29% with a环比 change of -0.93% [3][49].