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 06-SEP-24       6100             475        34   20        38        20       670       +15
P 30-AUG-24       6100             458         5   22         9         3       629        +2
C 30-AUG-24       6400             386         4   24        10         3       401       -17
P 30-AUG-24       5900             300         1   35         1         1       549         0
P 06-SEP-24       5800             270         2   22         3         3       536        +1
P 06-SEP-24       6200             225        70   19        81        50       227       +27
C 06-SEP-24       6400             188        22   21        24        20       201       -23
C 30-AUG-24       6200             168        58   21        79        48       324       -71
P 30-AUG-24       6200             115        27   22        35        12       432       +15
C 06-SEP-24       6700             100         2   23         3         3       226        -4

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   27 AUG 2024, TUESDAY                                             28 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
30-AUG-24   4750 C        0       0       0       0       0  |       0       0       0    1484      -86    0          0  |         0         0          0         0         0
30-AUG-24   4800 C        0       0       0       0       0  |       0       0       0    1434      -86    0          0  |         0         0          0         0         0
30-AUG-24   4850 C        0       0       0       0       0  |       0       0       0    1384      -86    0          0  |         0         0          0         0         0
30-AUG-24   4900 C        0       0       0       0       0  |       0       0       0    1334      -86    0          0  |         0         0          0         0         0
30-AUG-24   4950 C        0       0       0       0       0  |       0       0       0    1284      -86    0          0  |         0         0          0         0         0
30-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1234      -86    0          0  |         0         0          0         0         0
30-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1134      -86    0          0  |         0         0          0         0         0
30-AUG-24   5200 C        0       0       0       0       0  |       0       0       0    1034      -86    0          0  |         0         0          0         0         0
30-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     934      -86    0          0  |         0         0          0         0         0
30-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     834      -86    0          0  |         0         0          0         0         0
30-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     734      -86    0          0  |         0         0          0         0         0
30-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     634      -86    0          0  |         0         0          0         0         0
30-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     534      -86    0          0  |         0         0          0         0         0
30-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     434      -86    0          0  |         0         0          0         0         0
30-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     334      -86    0          0  |         0         0          0         0         0
30-AUG-24   6000 C        0       0       0       0       0  |       0       0       0     234      -86    0          0  |       234       148          0        25         0
30-AUG-24   6100 C        0       0       0       0       0  |     196     196     135     137      -85   20          4  |       211        89          4       351        +4
30-AUG-24   6200 C        0       0       0       0       0  |      79      79      48      58      -71   21        168  |       125        48        168       324       -64
30-AUG-24   6300 C       54      54      51      51       4  |      42      47      14      17      -43   22         64  |        77        14         68       195       +13
30-AUG-24   6400 C        0       0       0       0       0  |      10      10       3       4      -17   24        386  |        28         3        386       401      +323
30-AUG-24   6500 C        6       6       6       6       2  |       4       4       4       1       -6   27          1  |        22         3          3       246        +1
30-AUG-24   6600 C        0       0       0       0       0  |       1       1       1       1       -1   36          1  |        12         1          1       803        -1
30-AUG-24   6700 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         7         1          0        88         0
30-AUG-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   51          0  |         5         1          0       263         0
30-AUG-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   59          0  |         0         0          0         0         0
30-AUG-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   66          0  |         0         0          0         0         0
30-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   73          0  |         0         0          0         0         0
30-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   80          0  |         0         0          0         0         0
30-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   86          0  |         0         0          0         0         0
30-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   93          0  |         0         0          0         0         0
30-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   99          0  |         0         0          0         0         0
30-AUG-24   7600 C        0       0       0       0       0  |       0       0       0       1        0  105          0  |         0         0          0         0         0

                                 TOTAL CALL               6  |                               TOTAL CALL             624  | TOTAL CALL                 630      2696      +276

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  144          0  |         0         0          0         0         0
30-AUG-24   4800 P        0       0       0       0       0  |       0       0       0       1        0  139          0  |         0         0          0         0         0
30-AUG-24   4850 P        0       0       0       0       0  |       0       0       0       1        0  134          0  |         0         0          0         0         0
30-AUG-24   4900 P        0       0       0       0       0  |       0       0       0       1        0  129          0  |         0         0          0         0         0
30-AUG-24   4950 P        0       0       0       0       0  |       0       0       0       1        0  124          0  |         0         0          0         0         0
30-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0  119          0  |         0         0          0         0         0
30-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0  109          0  |         0         0          0         0         0
30-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0  100          0  |         0         0          0         0         0
30-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   90          0  |         0         0          0         0         0
30-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   81          0  |         0         0          0         0         0
30-AUG-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   72          0  |         2         1          0        29         0
30-AUG-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   62          0  |         1         1          0        75         0
30-AUG-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   53          0  |         3         2          0       112         0
30-AUG-24   5800 P        0       0       0       0       0  |       1       1       1       1        0   44          1  |        11         1          1       365        -1
30-AUG-24   5900 P        0       0       0       0       0  |       1       1       1       1        0   35        300  |        25         1        300       549      -150
30-AUG-24   6000 P        0       0       0       0       0  |       1       1       1       1        0   25          1  |        23         1          1       607        -1
30-AUG-24   6100 P        3       3       3       3      10  |       3       9       3       5       +2   22        448  |        83         3        458       629       +42
30-AUG-24   6200 P        0       0       0       0       0  |      12      35      12      27      +15   22        115  |       147        12        115       432       -65
30-AUG-24   6300 P       46      48      46      48       2  |      53      93      43      86      +44   24         70  |       214        43         72       329       +65
30-AUG-24   6400 P        0       0       0       0       0  |     119     181     119     174      +69   29         19  |       181       111         19        66       +12
30-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     270      +80   35          0  |         0         0          0         0         0
30-AUG-24   6600 P        0       0       0       0       0  |       0       0       0     366      +82    0          0  |       376       374          0         6         0
30-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     466      +86    0          0  |         0         0          0         0         0
30-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     566      +86    0          0  |         0         0          0         0         0
30-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     666      +86    0          0  |         0         0          0         0         0
30-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     766      +86    0          0  |         0         0          0         0         0
30-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     866      +86    0          0  |         0         0          0         0         0
30-AUG-24   7200 P        0       0       0       0       0  |       0       0       0     966      +86    0          0  |         0         0          0         0         0
30-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1066      +86    0          0  |         0         0          0         0         0
30-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1166      +86    0          0  |         0         0          0         0         0
30-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1266      +86    0          0  |         0         0          0         0         0
30-AUG-24   7600 P        0       0       0       0       0  |       0       0       0    1366      +86    0          0  |         0         0          0         0         0

                                 TOTAL PUT               12  |                               TOTAL PUT              954  | TOTAL PUT                  966      3199       -98

                                                                                                                         | WEEKLY PUT/CALL RATIO     1.53
                                                                                                                         | WEEKLY TOTAL              1596      5895      +178
 
 
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
06-SEP-24   4950 C        0       0       0       0       0  |       0       0       0    1261      -86    0          0  |         0         0          0         0         0
06-SEP-24   5000 C        0       0       0       0       0  |       0       0       0    1211      -86    0          0  |         0         0          0         0         0
06-SEP-24   5100 C        0       0       0       0       0  |       0       0       0    1111      -86    0          0  |         0         0          0         0         0
06-SEP-24   5200 C        0       0       0       0       0  |       0       0       0    1011      -86    0          0  |         0         0          0         0         0
06-SEP-24   5300 C        0       0       0       0       0  |       0       0       0     911      -86    0          0  |         0         0          0         0         0
06-SEP-24   5400 C        0       0       0       0       0  |       0       0       0     811      -86    0          0  |         0         0          0         0         0
06-SEP-24   5500 C        0       0       0       0       0  |       0       0       0     711      -86    0          0  |         0         0          0         0         0
06-SEP-24   5600 C        0       0       0       0       0  |       0       0       0     611      -86    0          0  |         0         0          0         0         0
06-SEP-24   5700 C        0       0       0       0       0  |       0       0       0     511      -86    0          0  |         0         0          0         0         0
06-SEP-24   5800 C        0       0       0       0       0  |       0       0       0     413      -85   22          0  |         0         0          0         0         0
06-SEP-24   5900 C        0       0       0       0       0  |       0       0       0     316      -84   20          0  |         0         0          0         0         0
06-SEP-24   6000 C        0       0       0       0       0  |       0       0       0     227      -79   21          0  |         0         0          0         0         0
06-SEP-24   6100 C        0       0       0       0       0  |     165     165     157     146      -72   20          4  |       165       157          4         4        +4
06-SEP-24   6200 C        0       0       0       0       0  |      81      83      74      83      -57   19         27  |       138        74         27        21       +19
06-SEP-24   6300 C        0       0       0       0       0  |      68      69      40      42      -40   20         21  |        77        40         21        73       +19
06-SEP-24   6400 C        0       0       0       0       0  |      24      24      20      22      -23   21        188  |        36        20        188       201      +185
06-SEP-24   6500 C        0       0       0       0       0  |      19      19       9      11      -13   22         57  |        24         9         57        55       +42
06-SEP-24   6600 C        0       0       0       0       0  |       6       6       4       5       -7   23         23  |         9         4         23        59       +19
06-SEP-24   6700 C        0       0       0       0       0  |       3       3       3       2       -4   23        100  |         7         3        100       226      +100
06-SEP-24   6800 C        0       0       0       0       0  |       3       3       1       1       -2   25          9  |         4         1          9       119        +4
06-SEP-24   6900 C        0       0       0       0       0  |       0       0       0       1       -1   28          0  |         0         0          0         0         0
06-SEP-24   7000 C        0       0       0       0       0  |       1       1       1       1        0   32          1  |         1         1          1         1        +1
06-SEP-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   35          0  |         0         0          0         0         0
06-SEP-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         0         0          0         0         0
06-SEP-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
06-SEP-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
06-SEP-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
06-SEP-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0

                                 TOTAL CALL               0  |                               TOTAL CALL             430  | TOTAL CALL                 430       759      +393

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
06-SEP-24   4950 P        0       0       0       0       0  |       0       0       0       1        0   57          0  |         0         0          0         0         0
06-SEP-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   55          0  |         0         0          0         0         0
06-SEP-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0
06-SEP-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   46          0  |         0         0          0         0         0
06-SEP-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
06-SEP-24   5400 P        0       0       0       0       0  |       1       1       1       1        0   37          1  |         1         1          1        20         0
06-SEP-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   33          0  |         1         1          0        80         0
06-SEP-24   5600 P        0       0       0       0       0  |       1       1       1       1        0   28         12  |         1         1         12        12       +12
06-SEP-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   24          0  |         0         0          0         0         0
06-SEP-24   5800 P        0       0       0       0       0  |       3       3       3       2       +1   22        270  |         4         3        270       536      +183
06-SEP-24   5900 P        0       0       0       0       0  |       3       6       3       6       +3   21         75  |         8         3         75       233       +45
06-SEP-24   6000 P        0       0       0       0       0  |       9      16       9      14       +6   20         47  |        16         9         47        52       +47
06-SEP-24   6100 P       21      21      21      21       1  |      23      38      20      34      +15   20        474  |        42        19        475       670      +467
06-SEP-24   6200 P        0       0       0       0       0  |      50      81      50      70      +27   19        225  |        81        46        225       227      +221
06-SEP-24   6300 P        0       0       0       0       0  |      92     137      92     131      +47   20         36  |       137        87         36        14        -2
06-SEP-24   6400 P        0       0       0       0       0  |     191     215     191     210      +63   21         17  |       215       151         17         1        -4
06-SEP-24   6500 P        0       0       0       0       0  |       0       0       0     298      +71   21          0  |         0         0          0         0         0
06-SEP-24   6600 P        0       0       0       0       0  |       0       0       0     394      +79   23          0  |         0         0          0         0         0
06-SEP-24   6700 P        0       0       0       0       0  |       0       0       0     491      +82   23          0  |         0         0          0         0         0
06-SEP-24   6800 P        0       0       0       0       0  |       0       0       0     590      +84   25          0  |         0         0          0         0         0
06-SEP-24   6900 P        0       0       0       0       0  |       0       0       0     689      +85    0          0  |         0         0          0         0         0
06-SEP-24   7000 P        0       0       0       0       0  |       0       0       0     789      +85    0          0  |         0         0          0         0         0
06-SEP-24   7100 P        0       0       0       0       0  |       0       0       0     889      +86    0          0  |         0         0          0         0         0
06-SEP-24   7200 P        0       0       0       0       0  |       0       0       0     989      +86    0          0  |         0         0          0         0         0
06-SEP-24   7300 P        0       0       0       0       0  |       0       0       0    1089      +86    0          0  |         0         0          0         0         0
06-SEP-24   7400 P        0       0       0       0       0  |       0       0       0    1189      +86    0          0  |         0         0          0         0         0
06-SEP-24   7500 P        0       0       0       0       0  |       0       0       0    1289      +86    0          0  |         0         0          0         0         0
06-SEP-24   7600 P        0       0       0       0       0  |       0       0       0    1389      +86    0          0  |         0         0          0         0         0

                                 TOTAL PUT                1  |                               TOTAL PUT             1157  | TOTAL PUT                 1158      1845      +969

                                                                                                                         | WEEKLY PUT/CALL RATIO     2.69
                                                                                                                         | WEEKLY TOTAL              1588      2604     +1362
 
                                                                                                                           MARKET PUT/CALL RATIO     2.00
                                                                                                                           MARKET TOTAL              3184      8499     +1540


                                 ***  END OF REPORT  ***

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