华泰期货股指期权日报-20260311

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoints No relevant information provided. 3. Summary by Directory Option Trading Volume - On March 10, 2026, the trading volume of SSE 50 ETF options was 1.1159 million contracts; CSI 300 ETF options (Shanghai) was 1.4508 million contracts; CSI 500 ETF options (Shanghai) was 1.9947 million contracts; Shenzhen 100 ETF options was 76,600 contracts; ChiNext ETF options was 1.5172 million contracts; SSE 50 index options was 26,600 contracts; CSI 300 index options was 155,200 contracts; and CSI 1000 options was 250,400 contracts [1]. - The detailed breakdown of call, put and total trading volumes for each option type is presented in Table 1 [20]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.83, with a month - on - month change of -0.73; the position PCR was 0.77, with a month - on - month change of -0.01. Similar data for other option types are also provided, such as CSI 300 ETF options (Shanghai), CSI 500 ETF options (Shanghai), etc. [2][34]. Option VIX - The VIX of SSE 50 ETF options was reported at 15.32%, with a month - on - month change of -1.51%. The VIX and its month - on - month changes for other option types like CSI 300 ETF options (Shanghai), CSI 500 ETF options (Shanghai), etc., are also presented [3][48].