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
P 23-AUG-24       6000              65         3   23         4         3       330        -1
P 23-AUG-24       6100              54        13   21        18         7       232        -2
P 30-AUG-24       6200              53        82   20        86        65        53        +7
C 23-AUG-24       6300              49        16   22        48        13       233       -18
C 23-AUG-24       6400              48         5   24        22         4       115        -8
P 30-AUG-24       5800              46         4   23         5         4       108         0
P 30-AUG-24       6000              42        20   21        18        18        49         0
P 30-AUG-24       6100              40        43   20        44        43        40        +4
C 30-AUG-24       6300              31        48   21        77        46        31       -19
C 30-AUG-24       6400              29        25   22        27        21        29       -13

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   19 AUG 2024, MONDAY                                              20 AUG 2024, TUESDAY  

                   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
23-AUG-24   4700 C        0       0       0       0       0  |       0       0       0    1504      -31    0          0  |         0         0          0         0         0
23-AUG-24   4750 C        0       0       0       0       0  |       0       0       0    1454      -31    0          0  |         0         0          0         0         0
23-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1404      -31    0          0  |         0         0          0         0         0
23-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1354      -31    0          0  |         0         0          0         0         0
23-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1304      -31    0          0  |         0         0          0         0         0
23-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1254      -31    0          0  |         0         0          0         0         0
23-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1204      -31    0          0  |         0         0          0         0         0
23-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1104      -31    0          0  |         0         0          0         0         0
23-AUG-24   5200 C        0       0       0       0       0  |       0       0       0    1004      -31    0          0  |         0         0          0         0         0
23-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     904      -31    0          0  |         0         0          0         0         0
23-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     804      -31    0          0  |         0         0          0         0         0
23-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     704      -31    0          0  |         0         0          0         0         0
23-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     604      -31    0          0  |         0         0          0         0         0
23-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     504      -31    0          0  |         0         0          0         0         0
23-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     404      -31    0          0  |         0         0          0         0         0
23-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     304      -32    0          0  |         0         0          0         0         0
23-AUG-24   6000 C        0       0       0       0       0  |       0       0       0     206      -34   21          0  |       176        78          0        21         0
23-AUG-24   6100 C        0       0       0       0       0  |     110     110     110     116      -33   20         19  |       180        38         19       240       +19
23-AUG-24   6200 C       84      84      84      84       1  |      84      84      41      50      -27   21         23  |        99        17         24       476        +4
23-AUG-24   6300 C       38      48      38      48       5  |      44      44      13      16      -18   22         44  |        54         5         49       233       +27
23-AUG-24   6400 C       13      22      13      22       5  |      17      17       4       5       -8   24         43  |        25         3         48       115        -3
23-AUG-24   6500 C        9       9       7       7       2  |       2       2       2       2       -2   27          4  |        10         2          6       354         0
23-AUG-24   6600 C        0       0       0       0       0  |       0       0       0       1       -1   31          0  |         4         1          0        97         0
23-AUG-24   6700 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         1         1          0        56         0
23-AUG-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
23-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0
23-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   56          0  |         0         0          0         0         0
23-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   61          0  |         0         0          0         0         0
23-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   67          0  |         0         0          0         0         0
23-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   72          0  |         0         0          0         0         0
23-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   78          0  |         0         0          0         0         0
23-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   83          0  |         0         0          0         0         0

                                 TOTAL CALL              13  |                               TOTAL CALL             133  | TOTAL CALL                 146      1592       +47

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
23-AUG-24   4700 P        0       0       0       0       0  |       0       0       0       1        0  120          0  |         0         0          0         0         0
23-AUG-24   4750 P        0       0       0       0       0  |       0       0       0       1        0  115          0  |         0         0          0         0         0
23-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0  111          0  |         0         0          0         0         0
23-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0  107          0  |         0         0          0         0         0
23-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0  103          0  |         0         0          0         0         0
23-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0   99          0  |         0         0          0         0         0
23-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   95          0  |         0         0          0         0         0
23-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   87          0  |         0         0          0         0         0
23-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   79          0  |         0         0          0         0         0
23-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   72          0  |         1         1          0         1         0
23-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   64          0  |         2         2          0        14         0
23-AUG-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   56          0  |         4         1          0       337         0
23-AUG-24   5600 P        0       0       0       0       0  |       1       1       1       1        0   49          1  |         5         1          1       364        -1
23-AUG-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   41          0  |        11         1          0       101         0
23-AUG-24   5800 P        0       0       0       0       0  |       0       0       0       1        0   34          0  |        27         1          0       541         0
23-AUG-24   5900 P        0       0       0       0       0  |       1       1       1       1        0   26          5  |        54         1          5       345        +5
23-AUG-24   6000 P        0       0       0       0       0  |       3       4       3       3       -1   23         65  |        90         3         65       330       -58
23-AUG-24   6100 P       12      12       7       7       5  |       7      18       7      13       -2   21         49  |        68         7         54       232       -12
23-AUG-24   6200 P        0       0       0       0       0  |      27      58      27      47       +4   21         21  |       126        27         21       261        +2
23-AUG-24   6300 P        0       0       0       0       0  |      78     120      78     114      +14   23         24  |       120        78         24        16        -2
23-AUG-24   6400 P        0       0       0       0       0  |       0       0       0     202      +23   25          0  |       304       162          0         6         0
23-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     298      +29   27          0  |       347       346          0         4         0
23-AUG-24   6600 P        0       0       0       0       0  |       0       0       0     396      +30    0          0  |       439       439          0         2         0
23-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     496      +31    0          0  |         0         0          0         0         0
23-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     596      +31    0          0  |         0         0          0         0         0
23-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     696      +31    0          0  |         0         0          0         0         0
23-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     796      +31    0          0  |         0         0          0         0         0
23-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     896      +31    0          0  |         0         0          0         0         0
23-AUG-24   7200 P        0       0       0       0       0  |       0       0       0     996      +31    0          0  |         0         0          0         0         0
23-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1096      +31    0          0  |         0         0          0         0         0
23-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1196      +31    0          0  |         0         0          0         0         0
23-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1296      +31    0          0  |         0         0          0         0         0

                                 TOTAL PUT                5  |                               TOTAL PUT              165  | TOTAL PUT                  170      2554       -66

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.16
                                                                                                                         | WEEKLY TOTAL               316      4146       -19
 
 
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
30-AUG-24   4750 C        0       0       0       0       0  |       0       0       0    1453      -31    0          0  |         0         0          0         0         0
30-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1403      -31    0          0  |         0         0          0         0         0
30-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1353      -31    0          0  |         0         0          0         0         0
30-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1303      -31    0          0  |         0         0          0         0         0
30-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1253      -31    0          0  |         0         0          0         0         0
30-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1203      -31    0          0  |         0         0          0         0         0
30-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1103      -31    0          0  |         0         0          0         0         0
30-AUG-24   5200 C        0       0       0       0       0  |       0       0       0    1003      -31    0          0  |         0         0          0         0         0
30-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     903      -31    0          0  |         0         0          0         0         0
30-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     803      -31    0          0  |         0         0          0         0         0
30-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     703      -31    0          0  |         0         0          0         0         0
30-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     603      -32    0          0  |         0         0          0         0         0
30-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     504      -31   22          0  |         0         0          0         0         0
30-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     407      -31   23          0  |         0         0          0         0         0
30-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     312      -31   22          0  |         0         0          0         0         0
30-AUG-24   6000 C        0       0       0       0       0  |       0       0       0     225      -29   22          0  |         0         0          0         0         0
30-AUG-24   6100 C        0       0       0       0       0  |     139     139     139     146      -29   20          5  |       139       139          5         5        +5
30-AUG-24   6200 C        0       0       0       0       0  |      88      88      83      86      -23   20         19  |       115        83         19        84         0
30-AUG-24   6300 C        0       0       0       0       0  |      77      77      46      48      -19   21         31  |        77        46         31        31       +26
30-AUG-24   6400 C        0       0       0       0       0  |      27      27      21      25      -13   22         29  |        27        21         29        29       +29
30-AUG-24   6500 C        0       0       0       0       0  |      14      14      12      13       -8   23          5  |        22        12          5         6        +5
30-AUG-24   6600 C        0       0       0       0       0  |       6       6       5       6       -5   23          7  |        12         5          7         8        +7
30-AUG-24   6700 C        0       0       0       0       0  |       4       4       3       3       -3   24          9  |         7         3          9        12        +9
30-AUG-24   6800 C        0       0       0       0       0  |       0       0       0       2       -1   26          0  |         5         3          0        20         0
30-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1       -1   27          0  |         0         0          0         0         0
30-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         0         0          0         0         0
30-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |         0         0          0         0         0
30-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0
30-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
30-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   42          0  |         0         0          0         0         0
30-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |         0         0          0         0         0

                                 TOTAL CALL               0  |                               TOTAL CALL             105  | TOTAL CALL                 105       195       +81

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
30-AUG-24   4750 P        0       0       0       0       0  |       0       0       0       1        0   63          0  |         0         0          0         0         0
30-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0   61          0  |         0         0          0         0         0
30-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0   58          0  |         0         0          0         0         0
30-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0   56          0  |         0         0          0         0         0
30-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0   54          0  |         0         0          0         0         0
30-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   52          0  |         0         0          0         0         0
30-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   48          0  |         0         0          0         0         0
30-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
30-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
30-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   35          0  |         0         0          0         0         0
30-AUG-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
30-AUG-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   27          0  |         0         0          0         0         0
30-AUG-24   5700 P        0       0       0       0       0  |       0       0       0       2        0   25          0  |         0         0          0         0         0
30-AUG-24   5800 P        0       0       0       0       0  |       4       5       4       4        0   23         46  |         5         4         46       108       +46
30-AUG-24   5900 P        0       0       0       0       0  |       8      10       8       9        0   22          4  |        12         8          4         8        +2
30-AUG-24   6000 P        0       0       0       0       0  |      18      18      18      20        0   21         42  |        19        18         42        49       +42
30-AUG-24   6100 P        0       0       0       0       0  |      43      44      43      43       +4   20         40  |        44        43         40        40       +40
30-AUG-24   6200 P       70      70      70      70       1  |      65      86      65      82       +7   20         52  |        86        65         53        53       +53
30-AUG-24   6300 P        0       0       0       0       0  |     111     111     111     142      +13   20          5  |       134       111          5        50         0
30-AUG-24   6400 P        0       0       0       0       0  |       0       0       0     220      +19   21          0  |         0         0          0         0         0
30-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     307      +24   21          0  |         0         0          0         0         0
30-AUG-24   6600 P        0       0       0       0       0  |       0       0       0     403      +26   23          0  |         0         0          0         0         0
30-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     500      +28   24          0  |         0         0          0         0         0
30-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     598      +29   24          0  |         0         0          0         0         0
30-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     698      +31   27          0  |         0         0          0         0         0
30-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     797      +30    0          0  |         0         0          0         0         0
30-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     897      +31    0          0  |         0         0          0         0         0
30-AUG-24   7200 P        0       0       0       0       0  |       0       0       0     997      +31    0          0  |         0         0          0         0         0
30-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1097      +31    0          0  |         0         0          0         0         0
30-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1197      +31    0          0  |         0         0          0         0         0
30-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1297      +31    0          0  |         0         0          0         0         0

                                 TOTAL PUT                1  |                               TOTAL PUT              189  | TOTAL PUT                  190       308      +183

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.80
                                                                                                                         | WEEKLY TOTAL               295       503      +264
 
                                                                                                                           MARKET PUT/CALL RATIO     1.43
                                                                                                                           MARKET TOTAL               611      4649      +245


                                 ***  END OF REPORT  ***

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