华泰期货股指期权日报-20260323

Report Summary 1. Report Industry Investment Rating No information provided. 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 20, 2026. 3. Summary by Relevant Catalogs Option Trading Volume - On March 20, 2026, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai) had 138.67 million contracts; CSI 500 ETF options (Shanghai) had 238.88 million contracts; Shenzhen 100 ETF options had 10.64 million contracts; ChiNext ETF options had 288.96 million contracts; SSE 50 stock index options had 6.15 million contracts; Shanghai - Shenzhen 300 stock index options had 17.77 million contracts; and CSI 1000 options had 46.73 million contracts. The total trading volume of SSE 50 ETF options was 114.90 million contracts (with 68.63 million call contracts and 46.26 million put contracts) [1][19]. Option PCR - The PCR data of different stock index options showed various changes. For example, the SSE 50 ETF option's turnover PCR was reported at 1.50, with a + 0.12 change compared to the previous period, and the position PCR was 0.67, with a - 0.05 change. The Shanghai - Shenzhen 300 ETF option's turnover PCR was 1.07, with a - 0.21 change, and the position PCR was 0.76, with a + 0.01 change [2][34]. Option VIX - The VIX data of different stock index options also showed different trends. The SSE 50 ETF option's VIX was reported at 18.03%, with a + 0.77% change compared to the previous period. The Shanghai - Shenzhen 300 ETF option's VIX was 19.42%, with a + 0.94% change [3][47].