华泰期货股指期权日报-20260324

1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - The report presents the trading data of stock index options on March 23, 2026, including option trading volume, PCR, and VIX [1][2][3] 3. Summary by Directory Option Trading Volume - On March 23, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.149 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.5266 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.4075 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1389 million contracts; the trading volume of ChiNext ETF options was 2.7478 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0656 million contracts; the trading volume of CSI 300 stock index options was 0.1605 million contracts; the total trading volume of CSI 1000 options was 0.4154 million contracts [1] - The table also shows the call, put, and total trading volumes of various options [21] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 2.20, with a month - on - month change of +0.70; the position PCR was reported at 0.62, with a month - on - month change of - 0.05. Similar data for other options are also provided, such as the turnover PCR of CSI 300 ETF options (Shanghai market) was 2.18, with a month - on - month change of +1.11; the position PCR was 0.67, with a month - on - month change of - 0.09 [2][34] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 23.14%, with a month - on - month change of +5.11%. Similar data for other options are also provided, such as the VIX of CSI 300 ETF options (Shanghai market) was 24.37%, with a month - on - month change of +4.95% [3][54]