华泰期货股指期权日报-20260326

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On March 25, 2026, the trading volume of SSE 50 ETF options was 1.5374 million contracts; CSI 300 ETF options (Shanghai) was 1.6237 million contracts; CSI 500 ETF options (Shanghai) was 2.5915 million contracts; Shenzhen 100 ETF options was 0.1447 million contracts; ChiNext ETF options was 1.8338 million contracts; SSE 50 index options was 0.0302 million contracts; CSI 300 index options was 0.1277 million contracts; and CSI 1000 options was 0.2859 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day [19] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 1.17, with a环比 change of -0.42; the position PCR was 0.57, with a环比 change of -0.02. Similar data is provided for other types of options [2] - The table presents the turnover PCR, its环比 change, position PCR, and its环比 change for various index ETF options on a recent day [34] Option VIX - The VIX of SSE 50 ETF options was reported at 17.25%, with a环比 change of -2.55%. Similar data is provided for other types of options [3] - The table shows the VIX and its环比 change for various index ETF options on a recent day [47]