华泰期货股指期权日报-20260130

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on January 29, 2026, including trading volume, PCR, and VIX [1][2][3] Summary by Directory Option Trading Volume - On January 29, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 1045400 contracts; CSI 300 ETF options (Shanghai market) was 1397500 contracts; CSI 500 ETF options (Shanghai market) was 1868600 contracts; Shenzhen 100 ETF options was 70200 contracts; ChiNext ETF options was 1291100 contracts; Shanghai Stock Exchange 50 index options was 69300 contracts; CSI 300 index options was 94900 contracts; and CSI 1000 options was 332200 contracts [1] - The table shows the call, put, and total trading volumes of different index ETF options on that day, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 1299600 contracts [19] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.55, with a month - on - month change of - 0.28; the position PCR was 0.85, with a month - on - month change of + 0.12. Similar data for other options are also provided [2] - The table presents the turnover PCR, its month - on - month change, position PCR, and its month - on - month change of different index ETF options [33] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.35%, with a month - on - month change of + 0.05%; CSI 300 ETF options (Shanghai market) was 18.33%, with a month - on - month change of - 0.03%. Similar data for other options are also given [3] - The table shows the VIX and its month - on - month change of different index ETF options [46]