华泰期货股指期权日报-20260206

Report Industry Investment Rating - No relevant content provided Core Viewpoints - The report presents the trading data of various index options on February 5, 2026, including trading volume, PCR, and VIX, offering a detailed overview of the index option market [1][2][3] Summaries by Directory Option Trading Volume - On February 5, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 834,900 contracts; CSI 300 ETF options (Shanghai) was 977,000 contracts; CSI 500 ETF options (Shanghai) was 1,836,800 contracts; Shenzhen 100 ETF options was 74,300 contracts; ChiNext ETF options was 1,568,600 contracts; Shanghai Stock Exchange 50 index options was 37,300 contracts; CSI 300 index options was 103,000 contracts; and CSI 1000 options was 313,100 contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.76, with a month - on - month change of +0.03; the position PCR was 0.76, with a month - on - month change of - 0.02. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.26%, with a month - on - month change of +0.01%. The VIX of other options also had corresponding changes, such as CSI 500 ETF options (Shanghai) at 26.96% with a +1.39% change [3]