华泰期货股指期权日报-20260312

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on March 11, 2026, including trading volume, PCR, and VIX, to reflect the market conditions of index options [1][2][3] Summary by Directory Option Trading Volume - On March 11, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 552,300 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 927,400 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,424,300 contracts; the trading volume of Shenzhen 100 ETF options was 47,500 contracts; the trading volume of ChiNext ETF options was 1,925,500 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 18,600 contracts; the trading volume of CSI 300 index options was 89,900 contracts; the total trading volume of CSI 1000 options was 193,500 contracts [1] - The detailed trading volume data of call and put options for each type of option are also provided [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.85, with a month - on - month change of +0.02; the position PCR was reported at 0.77, with a month - on - month change of +0.00. Similar data for other types of options are also presented, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [2][35] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.12%, with a month - on - month change of - 0.20%. Similar data for other types of options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [3][48]