华泰期货股指期权日报-20260128

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Relevant Catalogs Option Trading Volume - On January 27, 2026, the trading volume of SSE 50 ETF options was 1686800 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1869200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2513900 contracts; the trading volume of Shenzhen 100 ETF options was 67900 contracts; the trading volume of ChiNext ETF options was 2011600 contracts; the trading volume of SSE 50 index options was 52800 contracts; the trading volume of CSI 300 index options was 165300 contracts; the total trading volume of CSI 1000 options was 337500 contracts [1] - The table shows the call, put and total trading volumes of various index ETF options on the same day, such as 659700 call contracts and 502000 put contracts for SSE 50 ETF options, with a total of 1161700 contracts [18] 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 open interest PCR was reported at 0.76, with a month - on - month change of + 0.06. Similar data are provided for other types of options, such as CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [2] - The table presents the turnover PCR, its month - on - month change, open interest PCR and its month - on - month change for various index ETF options [33] Option VIX - The VIX of SSE 50 ETF options was reported at 19.29%, with a month - on - month change of + 1.71%. Similar data are given for other types of options, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [3] - The table shows the VIX and its month - on - month change value for various index ETF options [46]