华泰期货股指期权日报-20260330

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints of the Report - The report presents the trading data of various index options on March 27, 2026, including trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) [1][2][3] 3. Summary by Directory 3.1 Option Trading Volume - On March 27, 2026, the trading volume of SSE 50 ETF options was 1.1337 million contracts; CSI 300 ETF options (Shanghai market) was 0.8971 million contracts; CSI 500 ETF options (Shanghai market) was 1.4096 million contracts; Shenzhen 100 ETF options was 0.0499 million contracts; ChiNext ETF options was 1.2008 million contracts; SSE 50 index options was 0.0218 million contracts; CSI 300 index options was 0.0737 million contracts; and CSI 1000 options was 0.2949 million contracts [1] - The detailed breakdown of call, put, and total trading volumes for each option is as follows: SSE 50 ETF options had 0.3871 million call, 0.3198 million put, and 0.7069 million total contracts; CSI 300 ETF options (Shanghai market) had 0.4035 million call, 0.4147 million put, and 0.8182 million total contracts; CSI 500 ETF options (Shanghai market) had 0.7001 million call, 0.7456 million put, and 1.4457 million total contracts; Shenzhen 100 ETF options had 0.0187 million call, 0.0084 million put, and 0.0271 million total contracts; ChiNext ETF options had 0.5539 million call, 0.6469 million put, and 1.2008 million total contracts; SSE 50 index options had 0.0093 million call, 0.0126 million put, and 0.0218 million total contracts; CSI 300 index options had 0.0438 million call, 0.0332 million put, and 0.0770 million total contracts; CSI 1000 index options had 0.1722 million call, 0.1227 million put, and 0.2949 million total contracts [20] 3.2 Option PCR - The put - call ratio data shows that for SSE 50 ETF options, the trading volume PCR was 1.20 with a +0.08 change, and the open - interest PCR was 0.73 with a +0.03 change; for CSI 300 ETF options (Shanghai market), the trading volume PCR was 1.48 with a +0.14 change, and the open - interest PCR was 0.71 with a +0.01 change; for CSI 500 ETF options (Shanghai market), the trading volume PCR was 1.27 with a - 0.35 change, and the open - interest PCR was 0.94 with a - 0.01 change; for Shenzhen 100 ETF options, the trading volume PCR was 1.89 with a +0.01 change, and the open - interest PCR was 0.95 with a - 0.03 change; for ChiNext ETF options, the trading volume PCR was 1.16 with a +0.03 change, and the open - interest PCR was 1.08 with a +0.02 change; for SSE 50 index options, the trading volume PCR was 0.98 with a +0.03 change, and the open - interest PCR was 0.62 with a +0.00 change; for CSI 300 index options, the trading volume PCR was 1.05 with a +0.06 change, and the open - interest PCR was 0.66 with a +0.01 change; for CSI 1000 index options, the trading volume PCR was 1.10 with a - 0.27 change, and the open - interest PCR was 0.80 with a +0.02 change [2][34] 3.3 Option VIX - The VIX data indicates that for SSE 50 ETF options, the VIX was 17.46% with a - 0.68% change; for CSI 300 ETF options (Shanghai market), the VIX was 18.86% with a - 0.84% change; for CSI 500 ETF options (Shanghai market), the VIX was 28.16% with a - 1.61% change; for Shenzhen 100 ETF options, the VIX was 23.61% with a - 0.31% change; for ChiNext ETF options, the VIX was 26.67% with a - 0.65% change; for SSE 50 index options, the VIX was 18.76% with a - 0.58% change; for CSI 300 index options, the VIX was 19.24% with a - 0.52% change; for CSI 1000 index options, the VIX was 27.74% with a - 0.58% change [3][49]