华泰期货股指期权日报-20260209

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The report presents the trading data of various index - option products on February 6, 2026, including trading volume, PCR, and VIX, and their respective changes compared to the previous period [1][2][3] 3. Summary by Directory 3.1 Option Trading Volume - On February 6, 2026, the trading volume of SSE 50 ETF options was 799,200 contracts; CSI 300 ETF options (Shanghai) was 1,025,300 contracts; CSI 500 ETF options (Shanghai) was 2,190,000 contracts; Shenzhen 100 ETF options was 38,900 contracts; ChiNext ETF options was 1,594,900 contracts; SSE 50 index options was 35,000 contracts; CSI 300 index options was 98,300 contracts; and CSI 1000 options was 334,300 contracts [1] 3.2 Option PCR - SSE 50 ETF options: The trading - volume PCR was 0.95, with a month - on - month increase of 0.18; the open - interest PCR was 0.74, with a month - on - month decrease of 0.02 - CSI 300 ETF options (Shanghai): The trading - volume PCR was 1.04, with a month - on - month increase of 0.07; the open - interest PCR was 0.80, with a month - on - month decrease of 0.01 - CSI 500 ETF options (Shanghai): The trading - volume PCR was 1.06, with a month - on - month decrease of 0.36; the open - interest PCR was 1.14, with a month - on - month increase of 0.03 - Shenzhen 100 ETF options: The trading - volume PCR was 1.43, with a month - on - month increase of 0.36; the open - interest PCR was 1.16, with a month - on - month decrease of 0.07 - ChiNext ETF options: The trading - volume PCR was 1.08, with a month - on - month decrease of 0.06; the open - interest PCR was 1.01, with a month - on - month increase of 0.03 - SSE 50 index options: The trading - volume PCR was 0.58, with a month - on - month increase of 0.09; the open - interest PCR was 0.60, with a month - on - month decrease of 0.01 - CSI 300 index options: The trading - volume PCR was 0.72, with a month - on - month increase of 0.02; the open - interest PCR was 0.63, with a month - on - month increase of 0.00 - CSI 1000 index options: The trading - volume PCR was 0.83, with a month - on - month decrease of 0.13; the open - interest PCR was 0.84, with a month - on - month increase of 0.02 [2] 3.3 Option VIX - SSE 50 ETF options: The VIX was 17.53%, with a month - on - month increase of 0.26% - CSI 300 ETF options (Shanghai): The VIX was 18.09%, with a month - on - month increase of 0.17% - CSI 500 ETF options (Shanghai): The VIX was 27.61%, with a month - on - month increase of 0.64% - Shenzhen 100 ETF options: The VIX was 22.37%, with a month - on - month increase of 0.20% - ChiNext ETF options: The VIX was 27.75%, with a month - on - month decrease of 0.06% - SSE 50 index options: The VIX was 18.43%, with a month - on - month increase of 0.08% - CSI 300 index options: The VIX was 19.24%, with a month - on - month increase of 0.17% - CSI 1000 index options: The VIX was 27.86%, with a month - on - month increase of 0.72% [3]