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       6100             460         2   24        16         2       348       -22
C 23-AUG-24       6200             351        42   21        45         9       542       +27
C 23-AUG-24       6300             271         6   22         7         2       507        +3
P 23-AUG-24       6000             236         1   35         2         1       243        -4
C 30-AUG-24       6200             218        92   20        95        51       191       +40
P 23-AUG-24       6200             201        15   19        61        15       301       -68
C 30-AUG-24       6800             200         1   25         2         2       200         0
P 30-AUG-24       5800             175         2   24         4         3       230        -4
P 30-AUG-24       6000             156        11   21        23        10       102       -17
P 30-AUG-24       6100             105        28   20        49        28       279       -31

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   21 AUG 2024, WEDNESDAY                                           22 AUG 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
23-AUG-24   4700 C        0       0       0       0       0  |       0       0       0    1525      +93    0          0  |         0         0          0         0         0
23-AUG-24   4750 C        0       0       0       0       0  |       0       0       0    1475      +93    0          0  |         0         0          0         0         0
23-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1425      +93    0          0  |         0         0          0         0         0
23-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1375      +93    0          0  |         0         0          0         0         0
23-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1325      +93    0          0  |         0         0          0         0         0
23-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1275      +93    0          0  |         0         0          0         0         0
23-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1225      +93    0          0  |         0         0          0         0         0
23-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1125      +93    0          0  |         0         0          0         0         0
23-AUG-24   5200 C        0       0       0       0       0  |       0       0       0    1025      +93    0          0  |         0         0          0         0         0
23-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     925      +93    0          0  |         0         0          0         0         0
23-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     825      +93    0          0  |         0         0          0         0         0
23-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     725      +93    0          0  |         0         0          0         0         0
23-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     625      +93    0          0  |         0         0          0         0         0
23-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     525      +93    0          0  |         0         0          0         0         0
23-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     425      +93    0          0  |         0         0          0         0         0
23-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     325      +92    0          0  |         0         0          0         0         0
23-AUG-24   6000 C        0       0       0       0       0  |       0       0       0     226      +89   35          0  |       176        78          0        22         0
23-AUG-24   6100 C        0       0       0       0       0  |      85     119      49     128      +72   27         42  |       180        38         42       205       +39
23-AUG-24   6200 C       24      25      24      25       2  |      28      45       9      42      +27   21        349  |        99         9        351       542      +156
23-AUG-24   6300 C        5       5       5       5       3  |       6       7       2       6       +3   22        268  |        54         2        271       507      +185
23-AUG-24   6400 C        0       0       0       0       0  |       1       1       1       1        0   27          9  |        25         1          9       117        -2
23-AUG-24   6500 C        0       0       0       0       0  |       1       1       1       1        0   40         51  |        10         1         51       310         0
23-AUG-24   6600 C        0       0       0       0       0  |       0       0       0       1        0   52          0  |         4         1          0        97         0
23-AUG-24   6700 C        0       0       0       0       0  |       0       0       0       1        0   63          0  |         1         1          0        56         0
23-AUG-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   74          0  |         0         0          0         0         0
23-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   84          0  |         0         0          0         0         0
23-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   94          0  |         0         0          0         0         0
23-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0  104          0  |         0         0          0         0         0
23-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0  114          0  |         0         0          0         0         0
23-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0  123          0  |         0         0          0         0         0
23-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0  133          0  |         0         0          0         0         0
23-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0  142          0  |         0         0          0         0         0

                                 TOTAL CALL               5  |                               TOTAL CALL             719  | TOTAL CALL                 724      1856      +378

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  210          0  |         0         0          0         0         0
23-AUG-24   4750 P        0       0       0       0       0  |       0       0       0       1        0  202          0  |         0         0          0         0         0
23-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0  195          0  |         0         0          0         0         0
23-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0  188          0  |         0         0          0         0         0
23-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0  181          0  |         0         0          0         0         0
23-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0  174          0  |         0         0          0         0         0
23-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0  167          0  |         0         0          0         0         0
23-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0  154          0  |         0         0          0         0         0
23-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0  140          0  |         0         0          0         0         0
23-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0  127          0  |         1         1          0         1         0
23-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0  114          0  |         2         2          0        14         0
23-AUG-24   5500 P        0       0       0       0       0  |       1       1       1       1        0  101         60  |         4         1         60       337         0
23-AUG-24   5600 P        1       1       1       1      10  |       1       1       1       1        0   87         88  |         5         1         98       297         0
23-AUG-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   74          0  |        11         1          0       101         0
23-AUG-24   5800 P        0       0       0       0       0  |       0       0       0       1        0   61          0  |        27         1          0       814         0
23-AUG-24   5900 P        1       1       1       1       1  |       1       1       1       1       -1   48         49  |        54         1         50       464         0
23-AUG-24   6000 P        0       0       0       0       0  |       2       2       1       1       -4   35        236  |        90         1        236       243       +59
23-AUG-24   6100 P        9       9       9       9       1  |       8      16       2       2      -22   24        459  |        68         2        460       348      +157
23-AUG-24   6200 P        0       0       0       0       0  |      43      61      15      15      -68   19        201  |       126        15        201       301       +37
23-AUG-24   6300 P        0       0       0       0       0  |       0       0       0      80      -92   21          0  |       168        78          0        17         0
23-AUG-24   6400 P        0       0       0       0       0  |     225     225     225     175      -93    0          2  |       304       162          2         4        -2
23-AUG-24   6500 P        0       0       0       0       0  |     275     276     275     275      -93    0          9  |       347       275          9         5        +1
23-AUG-24   6600 P        0       0       0       0       0  |     374     374     374     375      -93    0          2  |       439       374          2         1        -1
23-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     475      -93    0          0  |         0         0          0         0         0
23-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     575      -93    0          0  |         0         0          0         0         0
23-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     675      -93    0          0  |         0         0          0         0         0
23-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     775      -93    0          0  |         0         0          0         0         0
23-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     875      -93    0          0  |         0         0          0         0         0
23-AUG-24   7200 P        0       0       0       0       0  |       0       0       0     975      -93    0          0  |         0         0          0         0         0
23-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1075      -93    0          0  |         0         0          0         0         0
23-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1175      -93    0          0  |         0         0          0         0         0
23-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1275      -93    0          0  |         0         0          0         0         0

                                 TOTAL PUT               12  |                               TOTAL PUT             1106  | TOTAL PUT                 1118      2947      +251

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.54
                                                                                                                         | WEEKLY TOTAL              1842      4803      +629
 
 
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    1481      +93    0          0  |         0         0          0         0         0
30-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1431      +93    0          0  |         0         0          0         0         0
30-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1381      +93    0          0  |         0         0          0         0         0
30-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1331      +93    0          0  |         0         0          0         0         0
30-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1281      +93    0          0  |         0         0          0         0         0
30-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1231      +93    0          0  |         0         0          0         0         0
30-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1131      +93    0          0  |         0         0          0         0         0
30-AUG-24   5200 C        0       0       0       0       0  |       0       0       0    1031      +93    0          0  |         0         0          0         0         0
30-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     931      +93    0          0  |         0         0          0         0         0
30-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     831      +93    0          0  |         0         0          0         0         0
30-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     731      +93    0          0  |         0         0          0         0         0
30-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     631      +92    0          0  |         0         0          0         0         0
30-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     531      +91    0          0  |         0         0          0         0         0
30-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     432      +89   22          0  |         0         0          0         0         0
30-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     335      +86   22          0  |         0         0          0         0         0
30-AUG-24   6000 C        0       0       0       0       0  |       0       0       0     241      +76   20          0  |       175       148          0        17         0
30-AUG-24   6100 C        0       0       0       0       0  |     119     119     104     157      +60   20         18  |       139        89         18       230       +17
30-AUG-24   6200 C        0       0       0       0       0  |      67      95      51      92      +40   20        218  |       115        50        218       191      +107
30-AUG-24   6300 C        0       0       0       0       0  |      36      47      26      47      +21   20          4  |        77        23          4        21        +1
30-AUG-24   6400 C        0       0       0       0       0  |      16      20      16      23      +11   21          4  |        27        11          4        70        -1
30-AUG-24   6500 C        0       0       0       0       0  |       7      10       5      11       +5   22         14  |        22         5         14        86        +9
30-AUG-24   6600 C        0       0       0       0       0  |       3       5       3       5       +2   23         24  |        12         3         24        42       +13
30-AUG-24   6700 C        0       0       0       0       0  |       0       0       0       2       +1   24          0  |         7         3          0        12         0
30-AUG-24   6800 C        0       0       0       0       0  |       2       2       2       1        0   25        200  |         5         2        200       200      +180
30-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   29          0  |         0         0          0         0         0
30-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |         0         0          0         0         0
30-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0
30-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |         0         0          0         0         0
30-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
30-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   46          0  |         0         0          0         0         0
30-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   49          0  |         0         0          0         0         0

                                 TOTAL CALL               0  |                               TOTAL CALL             482  | TOTAL CALL                 482       869      +326

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   71          0  |         0         0          0         0         0
30-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0   69          0  |         0         0          0         0         0
30-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0   66          0  |         0         0          0         0         0
30-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0   64          0  |         0         0          0         0         0
30-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0   62          0  |         0         0          0         0         0
30-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   59          0  |         0         0          0         0         0
30-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   54          0  |         0         0          0         0         0
30-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   49          0  |         0         0          0         0         0
30-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   45          0  |         0         0          0         0         0
30-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   40          0  |         0         0          0         0         0
30-AUG-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   35          0  |         2         2          0         1         0
30-AUG-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
30-AUG-24   5700 P        0       0       0       0       0  |       2       2       2       1       -2   26          2  |         3         2          2        82         0
30-AUG-24   5800 P        0       0       0       0       0  |       3       4       3       2       -4   24        175  |        11         3        175       230      +119
30-AUG-24   5900 P        0       0       0       0       0  |       8       8       5       5       -8   23          9  |        25         5          9        81        +4
30-AUG-24   6000 P        0       0       0       0       0  |      17      23      10      11      -17   21        156  |        23        10        156       102       +53
30-AUG-24   6100 P        0       0       0       0       0  |      44      49      28      28      -31   20        105  |        83        28        105       279      +104
30-AUG-24   6200 P        0       0       0       0       0  |      80     107      61      61      -53   20         74  |       147        61         74       337       +74
30-AUG-24   6300 P        0       0       0       0       0  |     158     160     124     117      -72   20          9  |       214       111          9        39        -9
30-AUG-24   6400 P        0       0       0       0       0  |       0       0       0     194      -82   22          0  |         0         0          0         0         0
30-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     281      -86   23          0  |         0         0          0         0         0
30-AUG-24   6600 P        0       0       0       0       0  |     376     376     374     373      -91   22          6  |       376       374          6         6        +6
30-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     471      -92   24          0  |         0         0          0         0         0
30-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     570      -92   25          0  |         0         0          0         0         0
30-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     669      -93    0          0  |         0         0          0         0         0
30-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     769      -93    0          0  |         0         0          0         0         0
30-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     869      -93    0          0  |         0         0          0         0         0
30-AUG-24   7200 P        0       0       0       0       0  |       0       0       0     969      -93    0          0  |         0         0          0         0         0
30-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1069      -93    0          0  |         0         0          0         0         0
30-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1169      -93    0          0  |         0         0          0         0         0
30-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1269      -93    0          0  |         0         0          0         0         0

                                 TOTAL PUT                0  |                               TOTAL PUT              536  | TOTAL PUT                  536      1157      +351

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.11
                                                                                                                         | WEEKLY TOTAL              1018      2026      +677
 
                                                                                                                           MARKET PUT/CALL RATIO     1.37
                                                                                                                           MARKET TOTAL              2860      6829     +1306


                                 ***  END OF REPORT  ***

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