华泰期货股指期权日报-20260122

1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No obvious core viewpoints provided in the report, mainly presenting data on the trading volume, PCR, and VIX of various index options 3. Summary by Directory Option Trading Volume - On January 21, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 887,700 contracts; the trading volume of Shanghai - Shenzhen 300 ETF options (Shanghai market) was 1,544,200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2,217,300 contracts; the trading volume of Shenzhen 100 ETF options was 50,900 contracts; the trading volume of GEM ETF options was 1,675,000 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 28,600 contracts; the trading volume of Shanghai - Shenzhen 300 index options was 109,400 contracts; and the total trading volume of CSI 1000 options was 258,200 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, such as the total trading volume of Shanghai Stock Exchange 50 ETF options being 945,100 contracts [18] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.70, with a month - on - month change of - 0.23; the open interest PCR was reported at 0.78, with a month - on - month change of + 0.01. Similar data are provided for other options [2][32] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.53%, with a month - on - month change of + 0.40%; the VIX of Shanghai - Shenzhen 300 ETF options (Shanghai market) was reported at 15.48%, with a month - on - month change of + 0.34%. Similar data are provided for other options [3][45]