华泰期货股指期权日报-20260309

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on March 6, 2026, including option trading volume, PCR, and VIX, to reflect the market conditions of index options [1][2][3] Summary by Directory Option Trading Volume - On March 6, 2026, the trading volume of Shanghai 50ETF options was 670,900 contracts; the trading volume of CSI 300ETF options (Shanghai) was 998,700 contracts; the trading volume of CSI 500ETF options (Shanghai) was 1,545,900 contracts; the trading volume of Shenzhen 100ETF options was 57,000 contracts; the trading volume of ChiNext ETF options was 1,162,400 contracts; the trading volume of Shanghai 50 index options was 23,400 contracts; the trading volume of CSI 300 index options was 108,700 contracts; the total trading volume of CSI 1000 options was 206,700 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [21] Option PCR - The turnover PCR of Shanghai 50ETF options was reported at 0.91, with a month - on - month change of - 0.19; the position PCR was reported at 0.78, with a month - on - month change of - 0.01. Similar data for other options are also provided [2][34] Option VIX - The VIX of Shanghai 50ETF options was reported at 14.50%, with a month - on - month change of - 0.88%. Similar data for other options are also provided [3][48]