华泰期货股指期权日报-20260120

Report Industry Investment Rating - Not provided in the given content Core Viewpoints - Not provided in the given content Summary by Directory Option Trading Volume - On January 19, 2026, the trading volume of SSE 50 ETF options was 1.1996 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.4638 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.9191 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0889 million contracts; the trading volume of ChiNext ETF options was 1.6007 million contracts; the trading volume of SSE 50 index options was 0.0284 million contracts; the trading volume of CSI 300 index options was 0.1935 million contracts; the total trading volume of CSI 1000 options was 0.2271 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.49 million call contracts and 0.5759 million put contracts for SSE 50 ETF options, with a total of 1.0659 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.89, with a month - on - month change of +0.08; the open interest PCR was reported at 0.82, with a month - on - month change of +0.01. Similar data are provided for other types of options [2] - The table details the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for various index ETF options [32] Option VIX - The VIX of SSE 50 ETF options was reported at 15.43%, with a month - on - month change of - 1.30%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 16.00%, with a month - on - month change of - 2.16%. Similar data are provided for other types of options [3] - The table shows the VIX and its month - on - month change for various index ETF options [44]