华泰期货股指期权日报-20260310

Report Summary 1. Industry Investment Rating No information provided. 2. Core View No information provided. 3. Summary by Directory Option Trading Volume - On March 9, 2026, the trading volume of SSE 50 ETF options was 563,400 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 842,000 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,335,200 contracts; the trading volume of Shenzhen 100 ETF options was 91,600 contracts; the trading volume of ChiNext ETF options was 2,012,300 contracts; the trading volume of SSE 50 index options was 45,600 contracts; the trading volume of CSI 300 index options was 80,400 contracts; the total trading volume of CSI 1000 options was 378,900 contracts [1]. - The table shows the trading volume details of call, put and total for different index ETF options, such as for SSE 50 ETF options, call volume was 560,900 contracts, put volume was 555,000 contracts, and total volume was 1,115,900 contracts [21]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 1.56, with a month - on - month change of +0.65; the position PCR was reported at 0.78, with a month - on - month change of +0.00. Similar data for other options are also provided, like for CSI 300 ETF options (Shanghai market), turnover PCR was 1.78, month - on - month change +0.72, position PCR was 0.88, month - on - month change +0.02 [2][34]. Option VIX - The VIX of SSE 50 ETF options was reported at 16.84%, with a month - on - month change of +2.34%. For other options, such as CSI 300 ETF options (Shanghai market), the VIX was 17.59%, with a month - on - month change of +2.43%. Similar data for other index options are also presented [3][49].