华泰期货股指期权日报-20260116

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory 1. Option Trading Volume - On January 15, 2026, the trading volume of SSE 50 ETF options was 1.5574 million contracts; CSI 300 ETF options (Shanghai) was 2.0447 million contracts; CSI 500 ETF options (Shanghai) was 3.2301 million contracts; Shenzhen 100 ETF options was 74,100 contracts; ChiNext ETF options was 2.0043 million contracts; SSE 50 index options was 47,100 contracts; CSI 300 index options was 276,400 contracts; and CSI 1000 options was 403,500 contracts [1] - The detailed breakdown of call, put, and total trading volumes for different index ETF options is presented in Table 1 [18] 2. Option PCR - The turnover ratio PCR of SSE 50 ETF options was reported at 0.73, with a month - on - month change of +0.10; the open interest PCR was 0.89, with a month - on - month change of - 0.05. Similar data is provided for other options [2][32] - The turnover ratio PCR and open interest PCR, along with their month - on - month changes, for different index ETF options are presented in Table 2 [32] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 16.59%, with a month - on - month change of - 1.56%. Similar data is provided for other options [3] - The VIX and its month - on - month change values for different index ETF options are presented in Table 3 [46]