华泰期货股指期权日报-20260204

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various stock index options on February 3, 2026, including trading volume, PCR, and VIX, to help investors analyze the market situation [1][2][3] Summary by Directory Option Trading Volume - On February 3, 2026, the trading volumes of various options were as follows: Shanghai Stock Exchange 50 ETF option was 1369600 contracts; CSI 300 ETF option (Shanghai market) was 1651800 contracts; CSI 500 ETF option (Shanghai market) was 2295300 contracts; Shenzhen 100 ETF option was 37000 contracts; ChiNext ETF option was 1701600 contracts; Shanghai Stock Exchange 50 stock index option was 47700 contracts; CSI 300 stock index option was 173500 contracts; CSI 1000 option was 335700 contracts [1] Option PCR - The turnover PCR and position PCR of various options and their changes were reported: for example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 0.99, with a month - on - month change of - 0.14; the position PCR was 0.71, with a month - on - month change of - 0.02 [2] Option VIX - The VIX and its monthly changes of various options were reported: for example, the VIX of Shanghai Stock Exchange 50 ETF option was 19.23%, with a month - on - month change of - 3.14% [3]