华泰期货股指期权日报-20260127

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On January 26, 2026, the trading volume of SSE 50 ETF options was 1246400 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1393200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2373700 contracts; the trading volume of Shenzhen 100 ETF options was 57900 contracts; the trading volume of ChiNext ETF options was 1815900 contracts; the trading volume of SSE 50 index options was 70200 contracts; the trading volume of CSI 300 index options was 122000 contracts; the total trading volume of CSI 1000 options was 324700 contracts [1] - The table shows the call, put and total trading volumes of various index ETF options on the same day, such as 957200 call contracts and 729700 put contracts for SSE 50 ETF options, with a total of 1686800 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.69, with a month - on - month change of - 0.30; the position PCR was reported at 0.76, with a month - on - month change of + 0.06. Similar data for other types of options are also provided [2] - The table presents the turnover PCR, its month - on - month change, position 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 19.29%, with a month - on - month change of + 1.71%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 18.70%, with a month - on - month change of + 1.33%. Similar data for other types of options are also given [3] - The table lists the VIX and its month - on - month change value for various index ETF options [46]