WEEKLY HANG SENG CHINA ENTERPRISES INDEX OPTIONS DAILY MARKET REPORT (Final)

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TOP 10 TRADED (BY VOLUME)       VOLUME    O.Q.P.  IV%     DAILY     DAILY      OPEN    O.Q.P.  
                                           CLOSE           HIGH       LOW  INTEREST    CHANGE
C 24-MAY-24       7000             601         1   38         1         1       776        -4
P 24-MAY-24       6500             544         1   31         2         1       435         0
P 24-MAY-24       6600             514         3   23        16         3       616        -1
P 24-MAY-24       6700             406        24   21        58        14       929       +12
P 31-MAY-24       6500             298        22   24        32        15       312        +8
C 31-MAY-24       7100             282         5   22        12         4       310       -12
P 24-MAY-24       6400             255         1   43         1         1       817         0
P 31-MAY-24       6100             238         2   31         4         3       746        +1
C 24-MAY-24       6800             154         6   22        56         5       481       -51
P 31-MAY-24       6400             147        11   25        18        10       164        +3

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   22 MAY 2024, WEDNESDAY                                           23 MAY 2024, THURSDAY 

                   After-Hours Trading Session               |                      Day Trading Session                  |                    Combined
                                                             |                                                           |
 
CONTRACT    STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
WEEK         PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
24-MAY-24   5200 C        0       0       0       0       0  |       0       0       0    1514     -105    0          0  |         0         0          0         0         0
24-MAY-24   5300 C        0       0       0       0       0  |       0       0       0    1414     -105    0          0  |         0         0          0         0         0
24-MAY-24   5400 C        0       0       0       0       0  |       0       0       0    1314     -105    0          0  |         0         0          0         0         0
24-MAY-24   5500 C        0       0       0       0       0  |       0       0       0    1214     -105    0          0  |         0         0          0         0         0
24-MAY-24   5600 C        0       0       0       0       0  |       0       0       0    1114     -105    0          0  |         0         0          0         0         0
24-MAY-24   5700 C        0       0       0       0       0  |       0       0       0    1014     -105    0          0  |         0         0          0         0         0
24-MAY-24   5800 C        0       0       0       0       0  |       0       0       0     914     -105    0          0  |         0         0          0         0         0
24-MAY-24   5900 C        0       0       0       0       0  |       0       0       0     814     -105    0          0  |         0         0          0         0         0
24-MAY-24   6000 C        0       0       0       0       0  |       0       0       0     714     -105    0          0  |         0         0          0         0         0
24-MAY-24   6100 C        0       0       0       0       0  |       0       0       0     614     -105    0          0  |         0         0          0         0         0
24-MAY-24   6200 C        0       0       0       0       0  |       0       0       0     514     -105    0          0  |         0         0          0         0         0
24-MAY-24   6300 C        0       0       0       0       0  |       0       0       0     414     -105    0          0  |         0         0          0       500         0
24-MAY-24   6400 C        0       0       0       0       0  |       0       0       0     314     -105    0          0  |         0         0          0       500         0
24-MAY-24   6500 C        0       0       0       0       0  |     182     185     182     220     -100   44         16  |       440       182         16        11       +10
24-MAY-24   6600 C        0       0       0       0       0  |     151     154      94     121     -100   29         30  |       310        94         30        13        -4
24-MAY-24   6700 C        0       0       0       0       0  |      70      70      26      38      -91   21        109  |       236        26        109        90       +60
24-MAY-24   6800 C       56      56      33      33       3  |      30      30       5       6      -51   22        151  |       175         5        154       481       +55
24-MAY-24   6900 C       18      18       8       8       7  |       3       3       1       1      -18   27         24  |       134         1         31       495       -10
24-MAY-24   7000 C        0       0       0       0       0  |       1       1       1       1       -4   38        601  |       100         1        601       776      -383
24-MAY-24   7100 C        1       1       1       1      16  |       1       1       1       1       -1   49         26  |        52         1         42      1799       -35
24-MAY-24   7200 C        0       0       0       0       0  |       1       1       1       1        0   60          2  |        30         1          2       495        -2
24-MAY-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   70          0  |        14         1          0      1142         0
24-MAY-24   7400 C        0       0       0       0       0  |       1       1       1       1        0   79          2  |         6         1          2       941        -2
24-MAY-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   89          0  |         3         1          0       150         0
24-MAY-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   98          0  |         2         1          0         5         0
24-MAY-24   7700 C        0       0       0       0       0  |       0       0       0       1        0  107          0  |         0         0          0         0         0
24-MAY-24   7800 C        0       0       0       0       0  |       0       0       0       1        0  116          0  |         0         0          0         0         0
24-MAY-24   7900 C        0       0       0       0       0  |       0       0       0       1        0  125          0  |         0         0          0         0         0
24-MAY-24   8000 C        0       0       0       0       0  |       0       0       0       1        0  133          0  |         0         0          0         0         0
24-MAY-24   8100 C        0       0       0       0       0  |       0       0       0       1        0  141          0  |         0         0          0         0         0
24-MAY-24   8200 C        0       0       0       0       0  |       0       0       0       1        0  149          0  |         0         0          0         0         0
24-MAY-24   8300 C        0       0       0       0       0  |       0       0       0       1        0  157          0  |         0         0          0         0         0
24-MAY-24   8400 C        0       0       0       0       0  |       0       0       0       1        0  165          0  |         0         0          0         0         0

                                 TOTAL CALL              26  |                               TOTAL CALL             961  | TOTAL CALL                 987      7398      -311

CONTRACT    STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
WEEK         PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
24-MAY-24   5200 P        0       0       0       0       0  |       0       0       0       1        0  191          0  |         0         0          0         0         0
24-MAY-24   5300 P        0       0       0       0       0  |       0       0       0       1        0  178          0  |         0         0          0         0         0
24-MAY-24   5400 P        0       0       0       0       0  |       0       0       0       1        0  165          0  |         0         0          0         0         0
24-MAY-24   5500 P        0       0       0       0       0  |       0       0       0       1        0  152          0  |         0         0          0         0         0
24-MAY-24   5600 P        0       0       0       0       0  |       0       0       0       1        0  140          0  |         0         0          0         0         0
24-MAY-24   5700 P        0       0       0       0       0  |       0       0       0       1        0  128          0  |         0         0          0         0         0
24-MAY-24   5800 P        0       0       0       0       0  |       0       0       0       1        0  116          0  |         1         1          0       300         0
24-MAY-24   5900 P        0       0       0       0       0  |       0       0       0       1        0  103          0  |         1         1          0         2         0
24-MAY-24   6000 P        0       0       0       0       0  |       0       0       0       1        0   91          0  |         3         1          0        20         0
24-MAY-24   6100 P        0       0       0       0       0  |       0       0       0       1        0   79          0  |         4         1          0        54         0
24-MAY-24   6200 P        0       0       0       0       0  |       1       1       1       1        0   67          3  |         8         1          3       540         0
24-MAY-24   6300 P        0       0       0       0       0  |       1       1       1       1        0   55         46  |        13         1         46      1008         0
24-MAY-24   6400 P        0       0       0       0       0  |       1       1       1       1        0   43        255  |        32         1        255       817       +96
24-MAY-24   6500 P        0       0       0       0       0  |       2       2       1       1        0   31        544  |        42         1        544       435       +35
24-MAY-24   6600 P        0       0       0       0       0  |       5      16       3       3       -1   23        514  |        55         3        514       616      -190
24-MAY-24   6700 P       14      16      14      15       5  |      22      58      22      24      +12   21        401  |        86         6        406       929      -287
24-MAY-24   6800 P       47      52      47      52       3  |      93     129      79      90      +50   20         39  |       129        14         42       625       +10
24-MAY-24   6900 P        0       0       0       0       0  |     150     190     150     187      +86   27         27  |       190        39         27       518        -3
24-MAY-24   7000 P        0       0       0       0       0  |     298     298     298     286      +99    0          2  |       298        82          2        54         0
24-MAY-24   7100 P        0       0       0       0       0  |       0       0       0     386     +103    0          0  |       285       134          0        99         0
24-MAY-24   7200 P        0       0       0       0       0  |       0       0       0     486     +105    0          0  |       221       217          0        10         0
24-MAY-24   7300 P        0       0       0       0       0  |       0       0       0     586     +105    0          0  |         0         0          0         0         0
24-MAY-24   7400 P        0       0       0       0       0  |       0       0       0     686     +105    0          0  |         0         0          0         0         0
24-MAY-24   7500 P        0       0       0       0       0  |       0       0       0     786     +105    0          0  |         0         0          0         0         0
24-MAY-24   7600 P        0       0       0       0       0  |       0       0       0     886     +105    0          0  |         0         0          0         0         0
24-MAY-24   7700 P        0       0       0       0       0  |       0       0       0     986     +105    0          0  |         0         0          0         0         0
24-MAY-24   7800 P        0       0       0       0       0  |       0       0       0    1086     +105    0          0  |         0         0          0         0         0
24-MAY-24   7900 P        0       0       0       0       0  |       0       0       0    1186     +105    0          0  |         0         0          0         0         0
24-MAY-24   8000 P        0       0       0       0       0  |       0       0       0    1286     +105    0          0  |         0         0          0         0         0
24-MAY-24   8100 P        0       0       0       0       0  |       0       0       0    1386     +105    0          0  |         0         0          0         0         0
24-MAY-24   8200 P        0       0       0       0       0  |       0       0       0    1486     +105    0          0  |         0         0          0         0         0
24-MAY-24   8300 P        0       0       0       0       0  |       0       0       0    1586     +105    0          0  |         0         0          0         0         0
24-MAY-24   8400 P        0       0       0       0       0  |       0       0       0    1686     +105    0          0  |         0         0          0         0         0

                                 TOTAL PUT                8  |                               TOTAL PUT             1831  | TOTAL PUT                 1839      6027      -339

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.86
                                                                                                                         | WEEKLY TOTAL              2826     13425      -650
 
 
CONTRACT    STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
WEEK         PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
31-MAY-24   5400 C        0       0       0       0       0  |       0       0       0    1326      -92    0          0  |         0         0          0         0         0
31-MAY-24   5500 C        0       0       0       0       0  |       0       0       0    1226      -92    0          0  |         0         0          0         0         0
31-MAY-24   5600 C        0       0       0       0       0  |       0       0       0    1126      -92    0          0  |         0         0          0         0         0
31-MAY-24   5700 C        0       0       0       0       0  |       0       0       0    1026      -92    0          0  |         0         0          0         0         0
31-MAY-24   5800 C        0       0       0       0       0  |       0       0       0     926      -92    0          0  |         0         0          0         0         0
31-MAY-24   5900 C        0       0       0       0       0  |       0       0       0     826      -92    0          0  |         0         0          0         0         0
31-MAY-24   6000 C        0       0       0       0       0  |       0       0       0     727      -91   32          0  |         0         0          0         0         0
31-MAY-24   6100 C        0       0       0       0       0  |       0       0       0     627      -92   28          0  |         0         0          0         0         0
31-MAY-24   6200 C        0       0       0       0       0  |       0       0       0     529      -90   28          0  |         0         0          0         0         0
31-MAY-24   6300 C        0       0       0       0       0  |       0       0       0     432      -89   27          0  |         0         0          0         0         0
31-MAY-24   6400 C        0       0       0       0       0  |       0       0       0     337      -88   25          0  |         0         0          0         0         0
31-MAY-24   6500 C        0       0       0       0       0  |       0       0       0     241      -92   21          0  |         0         0          0         0         0
31-MAY-24   6600 C        0       0       0       0       0  |       0       0       0     161      -83   21          0  |         0         0          0         0         0
31-MAY-24   6700 C        0       0       0       0       0  |       0       0       0      98      -71   21          5  |         0         0          5         5        +5
31-MAY-24   6800 C      103     103     103     103       1  |      47      60      47      53      -53   21         31  |       103        47         32        31       +31
31-MAY-24   6900 C       63      63      63      63       2  |      30      32      22      27      -34   21         27  |       154        22         29       188       +25
31-MAY-24   7000 C        0       0       0       0       0  |      12      16      10      12      -21   22         80  |       103        10         80       282       +74
31-MAY-24   7100 C       12      12      12      12       1  |       6       7       4       5      -12   22        281  |        31         4        282       310      +255
31-MAY-24   7200 C        0       0       0       0       0  |       3       3       3       2       -6   22         36  |        16         3         36       117       +36
31-MAY-24   7300 C        0       0       0       0       0  |       0       0       0       1       -3   24          0  |        22         5          0       237         0
31-MAY-24   7400 C        0       0       0       0       0  |       0       0       0       1       -1   27          0  |        10         3          0       236         0
31-MAY-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |         8         3          0        42         0
31-MAY-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |         4         3          0         5         0
31-MAY-24   7700 C        0       0       0       0       0  |       0       0       0       1        0   37          0  |         0         0          0         0         0
31-MAY-24   7800 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |         0         0          0         0         0
31-MAY-24   7900 C        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
31-MAY-24   8000 C        0       0       0       0       0  |       0       0       0       1        0   46          0  |         0         0          0         0         0
31-MAY-24   8100 C        0       0       0       0       0  |       0       0       0       1        0   49          0  |         0         0          0         0         0
31-MAY-24   8200 C        0       0       0       0       0  |       0       0       0       1        0   52          0  |         0         0          0         0         0
31-MAY-24   8300 C        0       0       0       0       0  |       0       0       0       1        0   55          0  |         0         0          0         0         0
31-MAY-24   8400 C        0       0       0       0       0  |       0       0       0       1        0   58          0  |         0         0          0         0         0

                                 TOTAL CALL               4  |                               TOTAL CALL             460  | TOTAL CALL                 464      1453      +426

CONTRACT    STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
WEEK         PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
31-MAY-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   58          0  |         0         0          0         0         0
31-MAY-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   54          0  |         0         0          0         0         0
31-MAY-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0
31-MAY-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   45          0  |         0         0          0         0         0
31-MAY-24   5800 P        0       0       0       0       0  |       2       3       2       1        0   41          2  |         3         2          2         2        +2
31-MAY-24   5900 P        0       0       0       0       0  |       0       0       0       1        0   37          0  |         0         0          0         0         0
31-MAY-24   6000 P        0       0       0       0       0  |       0       0       0       1        0   32          0  |         3         3          0        47         0
31-MAY-24   6100 P        0       0       0       0       0  |       3       4       3       2       +1   31        238  |         4         3        238       746      +223
31-MAY-24   6200 P        0       0       0       0       0  |       4       5       4       3       +1   28         13  |         5         3         13        45       +10
31-MAY-24   6300 P        0       0       0       0       0  |       9       9       6       6       +2   27          8  |         9         4          8        71        +2
31-MAY-24   6400 P        0       0       0       0       0  |      14      18      10      11       +3   25        147  |        18         4        147       164      +135
31-MAY-24   6500 P       15      16      15      16      21  |      24      32      20      22       +8   24        277  |        32         8        298       312      +244
31-MAY-24   6600 P        0       0       0       0       0  |      59      61      42      42      +15   23          6  |        61        14          6        61        +1
31-MAY-24   6700 P        0       0       0       0       0  |       0       0       0      72      +22   21          0  |        47        31          0       123         0
31-MAY-24   6800 P      105     105     105     105       1  |     153     153     153     133      +46   22          1  |       153        80          2       214        -1
31-MAY-24   6900 P        0       0       0       0       0  |       0       0       0     208      +66   24          0  |       101        90          0        27         0
31-MAY-24   7000 P        0       0       0       0       0  |       0       0       0     293      +80   25          0  |       140       140          0         2         0
31-MAY-24   7100 P        0       0       0       0       0  |       0       0       0     387      +89   28          0  |         0         0          0         0         0
31-MAY-24   7200 P        0       0       0       0       0  |       0       0       0     476      +87   22          0  |         0         0          0         0         0
31-MAY-24   7300 P        0       0       0       0       0  |       0       0       0     575      +90   24          0  |         0         0          0         0         0
31-MAY-24   7400 P        0       0       0       0       0  |       0       0       0     674      +91    0          0  |         0         0          0         0         0
31-MAY-24   7500 P        0       0       0       0       0  |       0       0       0     774      +91    0          0  |         0         0          0         0         0
31-MAY-24   7600 P        0       0       0       0       0  |       0       0       0     874      +92    0          0  |         0         0          0         0         0
31-MAY-24   7700 P        0       0       0       0       0  |       0       0       0     974      +92    0          0  |         0         0          0         0         0
31-MAY-24   7800 P        0       0       0       0       0  |       0       0       0    1074      +92    0          0  |         0         0          0         0         0
31-MAY-24   7900 P        0       0       0       0       0  |       0       0       0    1174      +92    0          0  |         0         0          0         0         0
31-MAY-24   8000 P        0       0       0       0       0  |       0       0       0    1274      +92    0          0  |         0         0          0         0         0
31-MAY-24   8100 P        0       0       0       0       0  |       0       0       0    1374      +92    0          0  |         0         0          0         0         0
31-MAY-24   8200 P        0       0       0       0       0  |       0       0       0    1474      +92    0          0  |         0         0          0         0         0
31-MAY-24   8300 P        0       0       0       0       0  |       0       0       0    1574      +92    0          0  |         0         0          0         0         0
31-MAY-24   8400 P        0       0       0       0       0  |       0       0       0    1674      +92    0          0  |         0         0          0         0         0

                                 TOTAL PUT               22  |                               TOTAL PUT              692  | TOTAL PUT                  714      1814      +616

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.53
                                                                                                                         | WEEKLY TOTAL              1178      3267     +1042
 
                                                                                                                           MARKET PUT/CALL RATIO     1.75
                                                                                                                           MARKET TOTAL              4004     16692      +392


                                 ***  END OF REPORT  ***

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