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 23-AUG-24       6200             638        15   22        27        12       386       -35
P 23-AUG-24       5900             576         2   29         5         2       464        +1
P 23-AUG-24       6000             315         5   23        20         5       184        +2
P 23-AUG-24       5800             277         1   35         1         1       814         0
P 30-AUG-24       6200             210       114   20       147       107       263       +32
C 30-AUG-24       6100             208        97   19       111        89       213       -49
C 23-AUG-24       6100             183        56   20        71        41       166       -60
C 23-AUG-24       6300             178         3   23         9         2       322       -13
P 23-AUG-24       6100             173        24   20        58        23       191       +11
P 30-AUG-24       6100             139        59   19        83        54       175       +16

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   20 AUG 2024, TUESDAY                                             21 AUG 2024, WEDNESDAY

                   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    1432      -72    0          0  |         0         0          0         0         0
23-AUG-24   4750 C        0       0       0       0       0  |       0       0       0    1382      -72    0          0  |         0         0          0         0         0
23-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1332      -72    0          0  |         0         0          0         0         0
23-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1282      -72    0          0  |         0         0          0         0         0
23-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1232      -72    0          0  |         0         0          0         0         0
23-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1182      -72    0          0  |         0         0          0         0         0
23-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1132      -72    0          0  |         0         0          0         0         0
23-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1032      -72    0          0  |         0         0          0         0         0
23-AUG-24   5200 C        0       0       0       0       0  |       0       0       0     932      -72    0          0  |         0         0          0         0         0
23-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     832      -72    0          0  |         0         0          0         0         0
23-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     732      -72    0          0  |         0         0          0         0         0
23-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     632      -72    0          0  |         0         0          0         0         0
23-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     532      -72    0          0  |         0         0          0         0         0
23-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     432      -72    0          0  |         0         0          0         0         0
23-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     332      -72    0          0  |         0         0          0         0         0
23-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     233      -71   26          0  |         0         0          0         0         0
23-AUG-24   6000 C        0       0       0       0       0  |     151     151     151     137      -69   23          1  |       176        78          1        22        +1
23-AUG-24   6100 C        0       0       0       0       0  |      48      71      41      56      -60   20        183  |       180        38        183       166       -74
23-AUG-24   6200 C       24      24      24      24       1  |      16      27      12      15      -35   22        637  |        99        12        638       386       -90
23-AUG-24   6300 C        9       9       9       9       1  |       4       7       2       3      -13   23        177  |        54         2        178       322       +89
23-AUG-24   6400 C        3       3       3       3       3  |       1       1       1       1       -4   28          6  |        25         1          9       119        +4
23-AUG-24   6500 C        0       0       0       0       0  |       1       1       1       1       -1   36         45  |        10         1         45       310       -44
23-AUG-24   6600 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         4         1          0        97         0
23-AUG-24   6700 C        0       0       0       0       0  |       0       0       0       1        0   52          0  |         1         1          0        56         0
23-AUG-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   60          0  |         0         0          0         0         0
23-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   67          0  |         0         0          0         0         0
23-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   74          0  |         0         0          0         0         0
23-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   81          0  |         0         0          0         0         0
23-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   88          0  |         0         0          0         0         0
23-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   94          0  |         0         0          0         0         0
23-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0  101          0  |         0         0          0         0         0
23-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0  107          0  |         0         0          0         0         0

                                 TOTAL CALL               5  |                               TOTAL CALL            1049  | TOTAL CALL                1054      1478      -114

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  141          0  |         0         0          0         0         0
23-AUG-24   4750 P        0       0       0       0       0  |       0       0       0       1        0  136          0  |         0         0          0         0         0
23-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0  131          0  |         0         0          0         0         0
23-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0  126          0  |         0         0          0         0         0
23-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0  121          0  |         0         0          0         0         0
23-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0  116          0  |         0         0          0         0         0
23-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0  111          0  |         0         0          0         0         0
23-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0  101          0  |         0         0          0         0         0
23-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   92          0  |         0         0          0         0         0
23-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   82          0  |         1         1          0         1         0
23-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   73          0  |         2         2          0        14         0
23-AUG-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   63          0  |         4         1          0       337         0
23-AUG-24   5600 P        0       0       0       0       0  |       1       1       1       1        0   54        102  |         5         1        102       297       -67
23-AUG-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   45          0  |        11         1          0       101         0
23-AUG-24   5800 P        0       0       0       0       0  |       1       1       1       1        0   35        277  |        27         1        277       814      +273
23-AUG-24   5900 P        0       0       0       0       0  |       4       5       2       2       +1   29        576  |        54         1        576       464      +119
23-AUG-24   6000 P        5       5       5       5       1  |      10      20       6       5       +2   23        314  |        90         3        315       184      -146
23-AUG-24   6100 P        0       0       0       0       0  |      42      58      23      24      +11   20        173  |        68         7        173       191       -41
23-AUG-24   6200 P       52      52      52      52       1  |      82      93      78      83      +36   22          9  |       126        27         10       264        +3
23-AUG-24   6300 P      161     161     161     161       1  |     168     168     168     172      +58   25          1  |       168        78          2        17        +1
23-AUG-24   6400 P        0       0       0       0       0  |       0       0       0     268      +66    0          0  |       304       162          0         6         0
23-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     368      +70    0          0  |       347       346          0         4         0
23-AUG-24   6600 P        0       0       0       0       0  |       0       0       0     468      +72    0          0  |       439       439          0         2         0
23-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     568      +72    0          0  |         0         0          0         0         0
23-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     668      +72    0          0  |         0         0          0         0         0
23-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     768      +72    0          0  |         0         0          0         0         0
23-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     868      +72    0          0  |         0         0          0         0         0
23-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     968      +72    0          0  |         0         0          0         0         0
23-AUG-24   7200 P        0       0       0       0       0  |       0       0       0    1068      +72    0          0  |         0         0          0         0         0
23-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1168      +72    0          0  |         0         0          0         0         0
23-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1268      +72    0          0  |         0         0          0         0         0
23-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1368      +72    0          0  |         0         0          0         0         0

                                 TOTAL PUT                3  |                               TOTAL PUT             1452  | TOTAL PUT                 1455      2696      +142

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.38
                                                                                                                         | WEEKLY TOTAL              2509      4174       +28
 
 
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    1388      -65    0          0  |         0         0          0         0         0
30-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1338      -65    0          0  |         0         0          0         0         0
30-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1288      -65    0          0  |         0         0          0         0         0
30-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1238      -65    0          0  |         0         0          0         0         0
30-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1188      -65    0          0  |         0         0          0         0         0
30-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1138      -65    0          0  |         0         0          0         0         0
30-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1038      -65    0          0  |         0         0          0         0         0
30-AUG-24   5200 C        0       0       0       0       0  |       0       0       0     938      -65    0          0  |         0         0          0         0         0
30-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     838      -65    0          0  |         0         0          0         0         0
30-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     738      -65    0          0  |         0         0          0         0         0
30-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     638      -65    0          0  |         0         0          0         0         0
30-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     539      -64   25          0  |         0         0          0         0         0
30-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     440      -64   23          0  |         0         0          0         0         0
30-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     343      -64   22          0  |         0         0          0         0         0
30-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     249      -63   20          0  |         0         0          0         0         0
30-AUG-24   6000 C        0       0       0       0       0  |     148     175     148     165      -60   20         17  |       175       148         17        17       +17
30-AUG-24   6100 C        0       0       0       0       0  |      96     111      89      97      -49   19        208  |       139        89        208       213      +208
30-AUG-24   6200 C        0       0       0       0       0  |      50      58      50      52      -34   20         23  |       115        50         23        84         0
30-AUG-24   6300 C        0       0       0       0       0  |      23      31      23      26      -22   21         13  |        77        23         13        20       -11
30-AUG-24   6400 C        0       0       0       0       0  |      11      14      11      12      -13   22         43  |        27        11         43        71       +42
30-AUG-24   6500 C        0       0       0       0       0  |       6       6       5       6       -7   23         81  |        22         5         81        77       +71
30-AUG-24   6600 C        0       0       0       0       0  |       3       3       3       3       -3   24         25  |        12         3         25        29       +21
30-AUG-24   6700 C        0       0       0       0       0  |       0       0       0       1       -2   24          0  |         7         3          0        12         0
30-AUG-24   6800 C        0       0       0       0       0  |       0       0       0       1       -1   28          0  |         5         3          0        20         0
30-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
30-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |         0         0          0         0         0
30-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         0         0          0         0         0
30-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
30-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
30-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
30-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0

                                 TOTAL CALL               0  |                               TOTAL CALL             410  | TOTAL CALL                 410       543      +348

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   64          0  |         0         0          0         0         0
30-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0   62          0  |         0         0          0         0         0
30-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0   59          0  |         0         0          0         0         0
30-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0   57          0  |         0         0          0         0         0
30-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0   55          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   34          0  |         0         0          0         0         0
30-AUG-24   5500 P        0       0       0       0       0  |       2       2       2       1        0   30          1  |         2         2          1         1        +1
30-AUG-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   25          0  |         0         0          0         0         0
30-AUG-24   5700 P        0       0       0       0       0  |       3       3       3       3       +1   25         82  |         3         3         82        82       +82
30-AUG-24   5800 P        0       0       0       0       0  |      11      11       6       6       +2   23         47  |        11         4         47       111        +3
30-AUG-24   5900 P       12      12      12      12       1  |      24      25      12      13       +4   21         69  |        25         8         70        77       +69
30-AUG-24   6000 P        0       0       0       0       0  |       0       0       0      28       +8   20          0  |        19        18          0        49         0
30-AUG-24   6100 P        0       0       0       0       0  |      79      83      54      59      +16   19        139  |        83        43        139       175      +135
30-AUG-24   6200 P        0       0       0       0       0  |     146     147     107     114      +32   20        210  |       147        65        210       263      +210
30-AUG-24   6300 P        0       0       0       0       0  |     214     214     214     189      +47   21          2  |       214       111          2        48        -2
30-AUG-24   6400 P        0       0       0       0       0  |       0       0       0     276      +56   23          0  |         0         0          0         0         0
30-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     367      +60   22          0  |         0         0          0         0         0
30-AUG-24   6600 P        0       0       0       0       0  |       0       0       0     464      +61   23          0  |         0         0          0         0         0
30-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     563      +63   24          0  |         0         0          0         0         0
30-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     662      +64    0          0  |         0         0          0         0         0
30-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     762      +64    0          0  |         0         0          0         0         0
30-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     862      +65    0          0  |         0         0          0         0         0
30-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     962      +65    0          0  |         0         0          0         0         0
30-AUG-24   7200 P        0       0       0       0       0  |       0       0       0    1062      +65    0          0  |         0         0          0         0         0
30-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1162      +65    0          0  |         0         0          0         0         0
30-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1262      +65    0          0  |         0         0          0         0         0
30-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1362      +65    0          0  |         0         0          0         0         0

                                 TOTAL PUT                1  |                               TOTAL PUT              550  | TOTAL PUT                  551       806      +498

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.34
                                                                                                                         | WEEKLY TOTAL               961      1349      +846
 
                                                                                                                           MARKET PUT/CALL RATIO     1.37
                                                                                                                           MARKET TOTAL              3470      5523      +874


                                 ***  END OF REPORT  ***

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