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 13-SEP-24       5500            1079         1   49         1         1      1577         0
P 13-SEP-24       5700             835         1   29         3         2      1029         0
C 13-SEP-24       6100             513         6   25        14         3       590        -9
P 13-SEP-24       5900             492        18   24        34        15       410        +2
C 13-SEP-24       6200             480         2   29         5         1       801        -3
P 20-SEP-24       5600             357         4   23         7         5       806        +1
P 13-SEP-24       5400             281         1   59         1         1       281         0
C 13-SEP-24       6000             271        26   23        40        15       208       -21
P 13-SEP-24       5800             231         4   26        10         4       931         0
P 20-SEP-24       6000             211        90   19       116        83        68       +13

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   10 SEP 2024, TUESDAY                                             11 SEP 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
13-SEP-24   4750 C        0       0       0       0       0  |       0       0       0    1213      -31    0          0  |         0         0          0         0         0
13-SEP-24   4800 C        0       0       0       0       0  |       0       0       0    1163      -31    0          0  |         0         0          0         0         0
13-SEP-24   4850 C        0       0       0       0       0  |       0       0       0    1113      -31    0          0  |         0         0          0         0         0
13-SEP-24   4900 C        0       0       0       0       0  |       0       0       0    1063      -31    0          0  |         0         0          0         0         0
13-SEP-24   4950 C        0       0       0       0       0  |       0       0       0    1013      -31    0          0  |         0         0          0         0         0
13-SEP-24   5000 C        0       0       0       0       0  |       0       0       0     963      -31    0          0  |         0         0          0         0         0
13-SEP-24   5100 C        0       0       0       0       0  |       0       0       0     863      -31    0          0  |         0         0          0         0         0
13-SEP-24   5200 C        0       0       0       0       0  |       0       0       0     763      -31    0          0  |         0         0          0         0         0
13-SEP-24   5300 C        0       0       0       0       0  |       0       0       0     663      -31    0          0  |         0         0          0         0         0
13-SEP-24   5400 C        0       0       0       0       0  |       0       0       0     563      -31    0          0  |         0         0          0         0         0
13-SEP-24   5500 C        0       0       0       0       0  |       0       0       0     463      -31    0          0  |         0         0          0         0         0
13-SEP-24   5600 C        0       0       0       0       0  |       0       0       0     363      -31    0          0  |         0         0          0         0         0
13-SEP-24   5700 C        0       0       0       0       0  |       0       0       0     267      -31   38          0  |       253       253          0         1         0
13-SEP-24   5800 C        0       0       0       0       0  |     155     170     155     169      -32   29          3  |       235       155          3        11        +1
13-SEP-24   5900 C       83      83      83      83       1  |      61      84      52      84      -28   26         12  |        88        52         13        11        +9
13-SEP-24   6000 C       40      40      28      28       7  |      23      29      15      26      -21   23        264  |       139        15        271       208      +155
13-SEP-24   6100 C       14      14       9       9      12  |       7       7       3       6       -9   25        501  |       150         3        513       590      +269
13-SEP-24   6200 C        5       5       3       3       4  |       1       1       1       2       -3   29        476  |        60         1        480       801      +449
13-SEP-24   6300 C        0       0       0       0       0  |       0       0       0       1       -1   35          0  |        50         1          0       280         0
13-SEP-24   6400 C        0       0       0       0       0  |       1       1       1       1        0   43          1  |        32         1          1       102         0
13-SEP-24   6500 C        0       0       0       0       0  |       0       0       0       1        0   51          0  |        27         1          0       356         0
13-SEP-24   6600 C        0       0       0       0       0  |       0       0       0       1        0   59          0  |        15         1          0       251         0
13-SEP-24   6700 C        0       0       0       0       0  |       0       0       0       1        0   67          0  |         6         1          0       255         0
13-SEP-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   74          0  |         3         3          0        47         0
13-SEP-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   81          0  |         0         0          0         0         0
13-SEP-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   88          0  |         1         1          0        11         0
13-SEP-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   95          0  |         0         0          0         0         0
13-SEP-24   7200 C        0       0       0       0       0  |       0       0       0       1        0  101          0  |         0         0          0         0         0
13-SEP-24   7300 C        0       0       0       0       0  |       0       0       0       1        0  108          0  |         0         0          0         0         0
13-SEP-24   7400 C        0       0       0       0       0  |       0       0       0       1        0  114          0  |         0         0          0         0         0
13-SEP-24   7500 C        0       0       0       0       0  |       0       0       0       1        0  121          0  |         0         0          0         0         0
13-SEP-24   7600 C        0       0       0       0       0  |       0       0       0       1        0  127          0  |         0         0          0         0         0

                                 TOTAL CALL              24  |                               TOTAL CALL            1257  | TOTAL CALL                1281      2924      +883

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
13-SEP-24   4750 P        0       0       0       0       0  |       0       0       0       1        0  123          0  |         0         0          0         0         0
13-SEP-24   4800 P        0       0       0       0       0  |       0       0       0       1        0  118          0  |         0         0          0         0         0
13-SEP-24   4850 P        0       0       0       0       0  |       0       0       0       1        0  113          0  |         0         0          0         0         0
13-SEP-24   4900 P        0       0       0       0       0  |       0       0       0       1        0  108          0  |         0         0          0         0         0
13-SEP-24   4950 P        0       0       0       0       0  |       0       0       0       1        0  103          0  |         0         0          0         0         0
13-SEP-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   98          0  |         0         0          0         0         0
13-SEP-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   88          0  |         0         0          0         0         0
13-SEP-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   78          0  |         0         0          0         0         0
13-SEP-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   68          0  |         0         0          0         0         0
13-SEP-24   5400 P        0       0       0       0       0  |       1       1       1       1        0   59        281  |         1         1        281       281      +281
13-SEP-24   5500 P        0       0       0       0       0  |       1       1       1       1        0   49       1079  |         1         1       1079      1577     +1007
13-SEP-24   5600 P        0       0       0       0       0  |       1       1       1       1        0   39        140  |         2         1        140       292      +138
13-SEP-24   5700 P        3       3       3       3     130  |       2       2       2       1        0   29        705  |         5         1        835      1029       -80
13-SEP-24   5800 P        5       6       5       6      15  |       7      10       4       4        0   26        216  |        14         3        231       931       +17
13-SEP-24   5900 P       22      22      22      22       3  |      24      34      15      18       +2   24        489  |        38         8        492       410      +250
13-SEP-24   6000 P       48      58      48      58       2  |      76      77      56      61      +10   22        207  |        80        21        209       188       +50
13-SEP-24   6100 P        0       0       0       0       0  |     158     158     158     140      +21   21          2  |       166        56          2       285         0
13-SEP-24   6200 P        0       0       0       0       0  |     249     249     249     238      +30   26          1  |       256        92          1         5        -1
13-SEP-24   6300 P        0       0       0       0       0  |       0       0       0     337      +30    0          0  |         0         0          0         0         0
13-SEP-24   6400 P        0       0       0       0       0  |       0       0       0     437      +31    0          0  |         0         0          0         0         0
13-SEP-24   6500 P        0       0       0       0       0  |       0       0       0     537      +31    0          0  |         0         0          0         0         0
13-SEP-24   6600 P        0       0       0       0       0  |       0       0       0     637      +31    0          0  |         0         0          0         0         0
13-SEP-24   6700 P        0       0       0       0       0  |       0       0       0     737      +31    0          0  |         0         0          0         0         0
13-SEP-24   6800 P        0       0       0       0       0  |       0       0       0     837      +31    0          0  |         0         0          0         0         0
13-SEP-24   6900 P        0       0       0       0       0  |       0       0       0     937      +31    0          0  |         0         0          0         0         0
13-SEP-24   7000 P        0       0       0       0       0  |       0       0       0    1037      +31    0          0  |         0         0          0         0         0
13-SEP-24   7100 P        0       0       0       0       0  |       0       0       0    1137      +31    0          0  |         0         0          0         0         0
13-SEP-24   7200 P        0       0       0       0       0  |       0       0       0    1237      +31    0          0  |         0         0          0         0         0
13-SEP-24   7300 P        0       0       0       0       0  |       0       0       0    1337      +31    0          0  |         0         0          0         0         0
13-SEP-24   7400 P        0       0       0       0       0  |       0       0       0    1437      +31    0          0  |         0         0          0         0         0
13-SEP-24   7500 P        0       0       0       0       0  |       0       0       0    1537      +31    0          0  |         0         0          0         0         0
13-SEP-24   7600 P        0       0       0       0       0  |       0       0       0    1637      +31    0          0  |         0         0          0         0         0

                                 TOTAL PUT              150  |                               TOTAL PUT             3120  | TOTAL PUT                 3270      4998     +1662

                                                                                                                         | WEEKLY PUT/CALL RATIO     2.55
                                                                                                                         | WEEKLY TOTAL              4551      7922     +2545
 
 
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
20-SEP-24   4750 C        0       0       0       0       0  |       0       0       0    1217      -31    0          0  |         0         0          0         0         0
20-SEP-24   4800 C        0       0       0       0       0  |       0       0       0    1167      -31    0          0  |         0         0          0         0         0
20-SEP-24   4850 C        0       0       0       0       0  |       0       0       0    1117      -31    0          0  |         0         0          0         0         0
20-SEP-24   4900 C        0       0       0       0       0  |       0       0       0    1067      -31    0          0  |         0         0          0         0         0
20-SEP-24   4950 C        0       0       0       0       0  |       0       0       0    1017      -31    0          0  |         0         0          0         0         0
20-SEP-24   5000 C        0       0       0       0       0  |       0       0       0     967      -31    0          0  |         0         0          0         0         0
20-SEP-24   5100 C        0       0       0       0       0  |       0       0       0     867      -31    0          0  |         0         0          0         0         0
20-SEP-24   5200 C        0       0       0       0       0  |       0       0       0     767      -31    0          0  |         0         0          0         0         0
20-SEP-24   5300 C        0       0       0       0       0  |       0       0       0     667      -31    0          0  |         0         0          0         0         0
20-SEP-24   5400 C        0       0       0       0       0  |       0       0       0     568      -30   28          0  |         0         0          0         0         0
20-SEP-24   5500 C        0       0       0       0       0  |       0       0       0     468      -31   23          0  |         0         0          0         0         0
20-SEP-24   5600 C        0       0       0       0       0  |       0       0       0     371      -30   23          0  |         0         0          0         0         0
20-SEP-24   5700 C        0       0       0       0       0  |       0       0       0     278      -29   23          0  |         0         0          0         0         0
20-SEP-24   5800 C        0       0       0       0       0  |     175     175     175     188      -28   21          2  |       198       175          2         3        -2
20-SEP-24   5900 C        0       0       0       0       0  |     103     103      83     112      -24   19         54  |       103        83         54        50       +50
20-SEP-24   6000 C       71      71      71      71       2  |      50      60      42      59      -16   19        126  |        71        42        128       111      +110
20-SEP-24   6100 C        0       0       0       0       0  |      20      30      20      29      -10   20         15  |        44        20         15        11        +6
20-SEP-24   6200 C       18      18      17      17       2  |      12      15       9      14       -5   21         93  |        25         9         95        92       +75
20-SEP-24   6300 C        8       8       7       7       2  |       4       8       4       7       -3   23         84  |        11         4         86       120       +49
20-SEP-24   6400 C        0       0       0       0       0  |       3       3       3       3       -2   24        141  |         6         3        141       406      +141
20-SEP-24   6500 C        0       0       0       0       0  |       0       0       0       2        0   26          0  |         3         3          0       240         0
20-SEP-24   6600 C        0       0       0       0       0  |       0       0       0       1        0   27          0  |         0         0          0         0         0
20-SEP-24   6700 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |         1         1          0       395         0
20-SEP-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |         0         0          0         0         0
20-SEP-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         0         0          0         0         0
20-SEP-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
20-SEP-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
20-SEP-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
20-SEP-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0
20-SEP-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   53          0  |         0         0          0         0         0

                                 TOTAL CALL               6  |                               TOTAL CALL             515  | TOTAL CALL                 521      1428      +429

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
20-SEP-24   4750 P        0       0       0       0       0  |       0       0       0       1        0   58          0  |         0         0          0         0         0
20-SEP-24   4800 P        0       0       0       0       0  |       0       0       0       1        0   55          0  |         0         0          0         0         0
20-SEP-24   4850 P        0       0       0       0       0  |       0       0       0       1        0   53          0  |         0         0          0         0         0
20-SEP-24   4900 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |         0         0          0         0         0
20-SEP-24   4950 P        0       0       0       0       0  |       0       0       0       1        0   48          0  |         0         0          0         0         0
20-SEP-24   5000 P        0       0       0       0       0  |       1       1       1       1        0   46        101  |         1         1        101       101      +101
20-SEP-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
20-SEP-24   5200 P        0       0       0       0       0  |       2       2       2       1        0   37        123  |         2         1        123       122      -116
20-SEP-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   32          0  |         0         0          0         0         0
20-SEP-24   5400 P        0       0       0       0       0  |       2       2       2       1        0   28          5  |         2         2          5        21        +5
20-SEP-24   5500 P        0       0       0       0       0  |       4       4       3       2       +1   25        133  |         4         2        133       199      +100
20-SEP-24   5600 P        5       5       5       5       1  |       6       7       5       4       +1   23        356  |         7         3        357       806       +69
20-SEP-24   5700 P        0       0       0       0       0  |      13      13       9      10       +3   22        162  |        14         5        162       236       -16
20-SEP-24   5800 P        0       0       0       0       0  |      25      28      19      22       +5   21        158  |        29        12        158       201      +158
20-SEP-24   5900 P       45      45      45      45       1  |      61      61      42      46       +8   20         43  |        61        42         44        44       +14
20-SEP-24   6000 P        0       0       0       0       0  |     102     116      83      90      +13   19        211  |       116        70        211        68      -134
20-SEP-24   6100 P        0       0       0       0       0  |       0       0       0     160      +20   20          0  |       164       164          0         5         0
20-SEP-24   6200 P        0       0       0       0       0  |     259     259     259     255      +35   25          1  |       259       245          1         6        +1
20-SEP-24   6300 P        0       0       0       0       0  |       0       0       0     340      +30   23          0  |         0         0          0         0         0
20-SEP-24   6400 P        0       0       0       0       0  |       0       0       0     437      +31   25          0  |         0         0          0         0         0
20-SEP-24   6500 P        0       0       0       0       0  |       0       0       0     535      +31   26          0  |         0         0          0         0         0
20-SEP-24   6600 P        0       0       0       0       0  |       0       0       0     634      +31   27          0  |         0         0          0         0         0
20-SEP-24   6700 P        0       0       0       0       0  |       0       0       0     734      +32   31          0  |         0         0          0         0         0
20-SEP-24   6800 P        0       0       0       0       0  |       0       0       0     833      +31    0          0  |         0         0          0         0         0
20-SEP-24   6900 P        0       0       0       0       0  |       0       0       0     933      +31    0          0  |         0         0          0         0         0
20-SEP-24   7000 P        0       0       0       0       0  |       0       0       0    1033      +31    0          0  |         0         0          0         0         0
20-SEP-24   7100 P        0       0       0       0       0  |       0       0       0    1133      +31    0          0  |         0         0          0         0         0
20-SEP-24   7200 P        0       0       0       0       0  |       0       0       0    1233      +31    0          0  |         0         0          0         0         0
20-SEP-24   7300 P        0       0       0       0       0  |       0       0       0    1333      +31    0          0  |         0         0          0         0         0
20-SEP-24   7400 P        0       0       0       0       0  |       0       0       0    1433      +31    0          0  |         0         0          0         0         0

                                 TOTAL PUT                2  |                               TOTAL PUT             1293  | TOTAL PUT                 1295      1809      +182

                                                                                                                         | WEEKLY PUT/CALL RATIO     2.48
                                                                                                                         | WEEKLY TOTAL              1816      3237      +611
 
                                                                                                                           MARKET PUT/CALL RATIO     2.53
                                                                                                                           MARKET TOTAL              6367     11159     +3156


                                 ***  END OF REPORT  ***

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