华泰期货股指期权日报-20260320

1. Report Industry Investment Rating - No information provided 2. Core Viewpoints - No information provided 3. Summary by Relevant Catalogs Option Trading Volume - On March 19, 2026, the trading volume of SSE 50 ETF options was 900,100 contracts, CSI 300 ETF options (Shanghai market) was 1,213,100 contracts, CSI 500 ETF options (Shanghai market) was 1,909,100 contracts, Shenzhen 100 ETF options was 79,400 contracts, ChiNext ETF options was 1,947,200 contracts, SSE 50 index options was 55,700 contracts, CSI 300 index options was 139,100 contracts, and CSI 1000 options was 468,400 contracts [1] - The table also shows the call, put, and total trading volumes of different index ETF options on the same day [21] Option PCR - The turnover PCR of SSE 50 ETF options was 1.38 (a +0.35 change from the previous period), and the open - interest PCR was 0.72 (a - 0.01 change). Similar data is provided for other types of options including CSI 300 ETF options, CSI 500 ETF options, etc [2][34] Option VIX - The VIX of SSE 50 ETF options was 17.26% (a +1.43% change from the previous period), and similar data for other types of options such as CSI 300 ETF options, CSI 500 ETF options are presented, showing the volatility index and their corresponding changes [3][47]