华泰期货股指期权日报-20260316

1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) data for various stock index options on March 13, 2026 [1][2][3] 3. Summary by Relevant Catalogs Option Trading Volume - On March 13, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 683,500 contracts; CSI 300 ETF options (Shanghai market) was 1,041,300 contracts; CSI 500 ETF options (Shanghai market) was 1,628,400 contracts; Shenzhen 100 ETF options was 60,100 contracts; ChiNext ETF options was 1,457,200 contracts; Shanghai Stock Exchange 50 stock index options was 28,100 contracts; CSI 300 stock index options was 93,600 contracts; and CSI 1000 options was 293,700 contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 1.13, with a month - on - month change of - 0.01; the position PCR was 0.77, with a month - on - month change of - 0.01. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.87%, with a month - on - month change of + 0.99%. The VIX and their month - on - month changes for other options are also presented, with most showing an increase except for ChiNext ETF options which decreased by 0.38% [3]