华泰期货股指期权日报-20260302

Report Industry Investment Rating - Not provided in the given content Core Viewpoint - Not provided in the given content Summary by Directory Option Trading Volume - On February 27, 2026, the trading volume of SSE 50 ETF options was 646,500 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 692,400 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 834,000 contracts; the trading volume of Shenzhen 100 ETF options was 65,500 contracts; the trading volume of ChiNext ETF options was 1,015,600 contracts; the trading volume of SSE 50 index options was 18,600 contracts; the trading volume of CSI 300 index options was 70,100 contracts; the total trading volume of CSI 1000 options was 222,000 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, such as 229,000 call contracts and 192,500 put contracts for SSE 50 ETF options, with a total of 421,500 contracts [18] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.79, with a month - on - month change of - 0.08; the position PCR was reported at 0.80, with a month - on - month change of + 0.00. Similar data for other options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options on a recent day [30] Option VIX - The VIX of SSE 50 ETF options was reported at 14.44%, with a month - on - month change of - 0.43%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 14.62%, with a month - on - month change of - 0.28%. Similar data for other options are also provided [3] - The table shows the VIX and month - on - month change values of various index ETF options on a recent day [47]