华泰期货股指期权日报-20260123

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On January 22, 2026, the trading volume of SSE 50 ETF options was 945,100 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,322,900 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,900,600 contracts; the trading volume of Shenzhen 100 ETF options was 45,300 contracts; the trading volume of ChiNext ETF options was 1,781,000 contracts; the trading volume of SSE 50 index options was 32,500 contracts; the trading volume of CSI 300 index options was 91,700 contracts; the total trading volume of CSI 1000 options was 188,400 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, such as the call trading volume of SSE 50 ETF options was 514,300 contracts, the put trading volume was 422,500 contracts, and the total trading volume was 936,900 contracts [20] Option PCR - The PCR data of various index ETF options are presented, including the turnover PCR and position PCR and their环比 changes. For example, the turnover PCR of SSE 50 ETF options was 0.76, with a环比 change of +0.06; the position PCR was 0.72, with a环比 change of -0.06 [2][33] Option VIX - The VIX data of various index ETF options are provided, along with their环比 changes. For instance, the VIX of SSE 50 ETF options was 15.92%, with a环比 change of +0.39% [3][47]