华泰期货股指期权日报-20260327

Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - The report presents the trading data of various index options on March 26, 2026, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] 3. Summary by Directory 3.1 Option Trading Volume - On March 26, 2026, the trading volume of Shanghai - 50 ETF options was 1.1311 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.2119 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.0706 million contracts; the trading volume of Shenzhen 100 ETF options was 0.161 million contracts; the trading volume of GEM ETF options was 1.3401 million contracts; the trading volume of Shanghai - 50 index options was 0.0278 million contracts; the trading volume of CSI 300 index options was 0.0883 million contracts; the total trading volume of CSI 1000 options was 0.2438 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] 3.2 Option PCR - The turnover PCR of Shanghai - 50 ETF options was reported at 1.12, with a month - on - month change of - 0.05; the position PCR was reported at 0.70, with a month - on - month change of + 0.13. Similar data for other options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, GEM ETF options, Shanghai - 50 index options, CSI 300 index options, and CSI 1000 index options [2][33] 3.3 Option VIX - The VIX of Shanghai - 50 ETF options was reported at 18.14%, with a month - on - month change of + 0.88%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 19.71%, with a month - on - month change of + 1.31%. Similar data for other options are also given, including CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, GEM ETF options, Shanghai - 50 index options, CSI 300 index options, and CSI 1000 index options [3][47]