华泰期货股指期权日报-20260126

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Relevant Catalogs Option Trading Volume - On January 23, 2026, the trading volume of SSE 50 ETF options was 936,900 contracts; CSI 300 ETF options (Shanghai market) was 1,213,500 contracts; CSI 500 ETF options (Shanghai market) was 1,500,700 contracts; Shenzhen 100 ETF options was 66,100 contracts; ChiNext ETF options was 1,618,100 contracts; SSE 50 index options was 47,000 contracts; CSI 300 index options was 84,100 contracts; and CSI 1000 index options was 327,200 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, including SSE 50 ETF options, CSI 300 ETF options (Shanghai market), etc [21] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.99, with a month - on - month change of +0.24; the open interest PCR was reported at 0.70, with a month - on - month change of - 0.02. Similar data is provided for other types of options [2] - The table presents the turnover PCR and its month - on - month change, as well as the 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 17.57%, with a month - on - month change of +1.65%. Similar data is provided for other types of options [3] - The table shows the VIX and its month - on - month change for various index ETF options [45]