华泰期货股指期权日报-20260115

Report Industry Investment Rating - Not provided in the report Core Viewpoints - The report provides an overview of the stock index options market on January 14, 2026, including option trading volume, PCR, and VIX data for various types of options [1] Summary by Directory 1. Option Trading Volume - On January 14, 2026, the trading volume of Shanghai Stock Exchange 50ETF options was 1.3246 million contracts; CSI 300ETF options (Shanghai market) was 1.6849 million contracts; CSI 500ETF options (Shanghai market) was 2.5217 million contracts; Shenzhen 100ETF options was 69,900 contracts; ChiNext ETF options was 2.9982 million contracts; Shanghai Stock Exchange 50 stock index options was 86,600 contracts; CSI 300 stock index options was 250,600 contracts; CSI 1000 options total trading volume was 678,100 contracts [1] - The detailed trading volume data also includes call and put option trading volumes for each type of option [19] 2. Option PCR - The turnover PCR of Shanghai Stock Exchange 50ETF options was reported at 0.62, with a month - on - month change of +0.12; the position PCR was reported at 0.94, with a month - on - month change of - 0.04. Similar data is provided for other types of options, showing different changes in turnover PCR and position PCR [2][33] 3. Option VIX - The VIX of Shanghai Stock Exchange 50ETF options was reported at 18.15%, with a month - on - month change of - 1.14%; the VIX of CSI 300ETF options (Shanghai market) was reported at 20.43%, with a month - on - month change of - 0.89%. Similar VIX data and their month - on - month changes are provided for other types of options [3][47]