华泰期货股指期权日报-20260119

1. Report's Investment Rating for the Industry - No information provided 2. Core Viewpoints of the Report - The report provides a daily overview of the stock index options market, covering option volume, PCR, and VIX data for various stock index options on January 16, 2026 [1] 3. Summary by Relevant Catalogs Option Volume - On January 16, 2026, the trading volume of 50ETF options was 951,300 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,253,200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2,206,500 contracts; the trading volume of Shenzhen 100ETF options was 73,500 contracts; the trading volume of ChiNext ETF options was 1,907,100 contracts; the trading volume of SSE 50 index options was 62,200 contracts; the trading volume of CSI 300 index options was 164,000 contracts; the total trading volume of CSI 1000 options was 424,800 contracts [1] - The table shows the call, put, and total trading volumes of various stock index ETF options on January 16, 2026 [20] Option PCR - The turnover PCR of 50ETF options was 0.81, with a month - on - month change of +0.09; the position PCR was 0.82, with a month - on - month change of - 0.07. Similar data is provided for other types of options, including CSI 300 ETF options, CSI 500 ETF options, etc. [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various stock index ETF options [33] Option VIX - The VIX of 50ETF options was 16.73%, with a month - on - month change of +0.14%. Similar data is given for other types of options, such as CSI 300 ETF options, CSI 500 ETF options, etc. [3] - The table lists the VIX and month - on - month change values of various stock index ETF options [47]