华泰期货股指期权日报-20260211

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints of the Report - The report presents the trading data of various index options in the market on February 10, 2026, including trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index), to help investors understand the market situation [1] 3. Summary by Directory 3.1 Option Trading Volume - On February 10, 2026, the trading volumes of different index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai) had 879,800 contracts; CSI 500 ETF options (Shanghai) had 1,262,400 contracts; Shenzhen 100 ETF options had 65,700 contracts; ChiNext ETF options had 969,400 contracts; SSE 50 index options had 24,500 contracts; Shanghai - Shenzhen 300 index options had 85,000 contracts; and CSI 1000 options had 217,900 contracts. The trading volume of SSE 50 ETF options was 823,600 contracts [1] - The table also shows the call, put, and total trading volumes of each option, such as the total trading volume of SSE 50 ETF options was 524,000 contracts, with 260,700 call contracts and 263,300 put contracts [20] 3.2 Option PCR - The PCR data of different options on February 10, 2026, are as follows: The turnover PCR of SSE 50 ETF options was reported at 0.66, with a month - on - month change of +0.02; the position PCR was reported at 0.82, with a month - on - month change of +0.05. Similar data are provided for other options [2][36] 3.3 Option VIX - The VIX data and their month - on - month changes of various options on February 10, 2026, are presented. For example, the VIX of SSE 50 ETF options was reported at 16.26%, with a month - on - month change of - 0.80%. Similar data are provided for other options [3][51]