华泰期货股指期权日报-20260318

1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No relevant content provided 3. Summary by Directory 3.1 Option Trading Volume - On March 17, 2026, the trading volume of SSE 50 ETF options was 887,000 contracts; CSI 300 ETF options (Shanghai market) was 1,116,600 contracts; CSI 500 ETF options (Shanghai market) was 1,976,900 contracts; Shenzhen 100 ETF options was 83,000 contracts; ChiNext ETF options was 1,935,700 contracts; SSE 50 index options was 49,000 contracts; CSI 300 index options was 124,900 contracts; and CSI 1000 options was 374,700 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [19] 3.2 Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.90, with a month - on - month change of - 0.35; the open interest PCR was 0.78, with a month - on - month change of + 0.02. Similar data is provided for other types of options [2][35] 3.3 Option VIX - The VIX of SSE 50 ETF options was reported at 16.05%, with a month - on - month change of - 0.18%. Similar data is provided for other types of options [3][48]