华泰期货股指期权日报-20260121

1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No core viewpoints explicitly stated in the report 3. Summary by Directory Option Trading Volume - On January 20, 2026, the trading volume of SSE 50 ETF options was 1065900 contracts; CSI 300 ETF options (Shanghai) was 1321000 contracts; CSI 500 ETF options (Shanghai) was 1865900 contracts; Shenzhen 100 ETF options was 101200 contracts; ChiNext ETF options was 2065100 contracts; SSE 50 index options was 31200 contracts; CSI 300 index options was 85000 contracts; and CSI 1000 options was 301700 contracts [1] - The table shows the call, put, and total trading volumes of different index ETF options on the same day, such as the total trading volume of SSE 50 ETF options was 887700 contracts [19] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.92, with a +0.03 change from the previous period; the position PCR was 0.77, with a -0.05 change [2] - Similar data for other types of options are also provided, including CSI 300 ETF options (Shanghai), CSI 500 ETF options (Shanghai), etc. [2][34] Option VIX - The VIX of SSE 50 ETF options was reported at 15.13%, with a -0.30% change from the previous period; the VIX of CSI 300 ETF options (Shanghai) was 15.14%, with a -0.86% change [3] - VIX data and their changes for other options like CSI 500 ETF options (Shanghai), Shenzhen 100 ETF options are also presented [3][47]