WEEKLY HANG SENG CHINA ENTERPRISES INDEX OPTIONS DAILY MARKET REPORT (Final)

Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
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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 22-NOV-24       7100             369        52   25        63        45       362       -15
P 22-NOV-24       6700              78         1   35         2         1       180        -1
P 22-NOV-24       6600              53         1   43         1         1       133         0
C 22-NOV-24       7300              36         7   29        13         6       249        -7
P 29-NOV-24       6700              35         9   25        15        12        37        -5
C 22-NOV-24       7400              32         3   32         4         2       219        -4
C 22-NOV-24       7200              27        20   27        27        17        75       -12
P 29-NOV-24       7100              22       106   24       128       106        34       -15
C 29-NOV-24       7400              17        27   26        28        22         9        -6
P 22-NOV-24       6900              13         6   28        25         6       108        -8

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   19 NOV 2024, TUESDAY                                             20 NOV 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
22-NOV-24   5600 C        0       0       0       0       0  |       0       0       0    1497       +6    0          0  |         0         0          0         0         0
22-NOV-24   5700 C        0       0       0       0       0  |       0       0       0    1397       +6    0          0  |         0         0          0         0         0
22-NOV-24   5800 C        0       0       0       0       0  |       0       0       0    1297       +6    0          0  |         0         0          0         0         0
22-NOV-24   5900 C        0       0       0       0       0  |       0       0       0    1197       +6    0          0  |         0         0          0         0         0
22-NOV-24   6000 C        0       0       0       0       0  |       0       0       0    1097       +6    0          0  |         0         0          0         0         0
22-NOV-24   6100 C        0       0       0       0       0  |       0       0       0     997       +6    0          0  |         0         0          0         0         0
22-NOV-24   6200 C        0       0       0       0       0  |       0       0       0     897       +6    0          0  |         0         0          0         0         0
22-NOV-24   6300 C        0       0       0       0       0  |       0       0       0     797       +6    0          0  |         0         0          0         0         0
22-NOV-24   6400 C        0       0       0       0       0  |       0       0       0     697       +6    0          0  |         0         0          0         0         0
22-NOV-24   6500 C        0       0       0       0       0  |       0       0       0     597       +6    0          0  |         0         0          0         0         0
22-NOV-24   6600 C        0       0       0       0       0  |       0       0       0     497       +6    0          0  |         0         0          0         0         0
22-NOV-24   6700 C        0       0       0       0       0  |       0       0       0     397       +5    0          0  |       365       323          0         7         0
22-NOV-24   6800 C        0       0       0       0       0  |       0       0       0     297       +2    0          0  |       248       243          0         4         0
22-NOV-24   6900 C        0       0       0       0       0  |       0       0       0     202       -3   26          0  |       227       184          0        10         0
22-NOV-24   7000 C        0       0       0       0       0  |     125     136      91     115      -10   25          9  |       155        86          9        10        +2
22-NOV-24   7100 C       50      50      50      50       1  |      51      63      45      52      -15   25        368  |       101        45        369       362      +282
22-NOV-24   7200 C       22      26      22      26       2  |      17      27      17      20      -12   27         25  |        87        17         27        75       +15
22-NOV-24   7300 C        0       0       0       0       0  |      10      13       6       7       -7   29         36  |       171         6         36       249        +2
22-NOV-24   7400 C        0       0       0       0       0  |       4       4       2       3       -4   32         32  |       130         2         32       219        +4
22-NOV-24   7500 C        0       0       0       0       0  |       0       0       0       1       -2   34          0  |        52         4          0        77         0
22-NOV-24   7600 C        0       0       0       0       0  |       1       1       1       1       -1   41          3  |        80         1          3        38        -1
22-NOV-24   7700 C        0       0       0       0       0  |       1       1       1       1        0   48          2  |        34         1          2        32        -2
22-NOV-24   7800 C        0       0       0       0       0  |       1       1       1       1        0   54          1  |        46         1          1        44        -1
22-NOV-24   7900 C        0       0       0       0       0  |       0       0       0       1        0   61          0  |        25         1          0        37         0
22-NOV-24   8000 C        0       0       0       0       0  |       0       0       0       1        0   67          0  |        18         1          0         4         0
22-NOV-24   8100 C        0       0       0       0       0  |       0       0       0       1        0   73          0  |        11         1          0        35         0
22-NOV-24   8200 C        0       0       0       0       0  |       0       0       0       1        0   79          0  |         7         1          0       120         0
22-NOV-24   8300 C        0       0       0       0       0  |       0       0       0       1        0   84          0  |         5         1          0       255         0
22-NOV-24   8400 C        0       0       0       0       0  |       0       0       0       1        0   90          0  |         4         2          0       220         0
22-NOV-24   8500 C        0       0       0       0       0  |       0       0       0       1        0   96          0  |         3         3          0        40         0
22-NOV-24   8600 C        0       0       0       0       0  |       0       0       0       1        0  101          0  |         1         1          0        18         0
22-NOV-24   8700 C        0       0       0       0       0  |       0       0       0       1        0  107          0  |         2         2          0         5         0
22-NOV-24   8800 C        0       0       0       0       0  |       0       0       0       1        0  112          0  |         1         1          0        13         0
22-NOV-24   8900 C        0       0       0       0       0  |       0       0       0       1        0  117          0  |         0         0          0         0         0
22-NOV-24   9000 C        0       0       0       0       0  |       0       0       0       1        0  122          0  |         0         0          0         0         0
22-NOV-24   9100 C        0       0       0       0       0  |       0       0       0       1        0  127          0  |         1         1          0         1         0

                                 TOTAL CALL               3  |                               TOTAL CALL             476  | TOTAL CALL                 479      1875      +301

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
22-NOV-24   5600 P        0       0       0       0       0  |       0       0       0       1        0  125          0  |         0         0          0         0         0
22-NOV-24   5700 P        0       0       0       0       0  |       0       0       0       1        0  116          0  |         0         0          0         0         0
22-NOV-24   5800 P        0       0       0       0       0  |       0       0       0       1        0  108          0  |         0         0          0         0         0
22-NOV-24   5900 P        0       0       0       0       0  |       0       0       0       1        0  100          0  |         0         0          0         0         0
22-NOV-24   6000 P        0       0       0       0       0  |       0       0       0       1        0   92          0  |         0         0          0         0         0
22-NOV-24   6100 P        0       0       0       0       0  |       0       0       0       1        0   83          0  |         2         1          0         4         0
22-NOV-24   6200 P        0       0       0       0       0  |       0       0       0       1        0   75          0  |         3         1          0       201         0
22-NOV-24   6300 P        0       0       0       0       0  |       0       0       0       1        0   67          0  |         4         1          0         9         0
22-NOV-24   6400 P        0       0       0       0       0  |       0       0       0       1        0   59          0  |         7         1          0       514         0
22-NOV-24   6500 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |        11         1          0         3         0
22-NOV-24   6600 P        0       0       0       0       0  |       1       1       1       1        0   43         53  |        20         1         53       133        -3
22-NOV-24   6700 P        0       0       0       0       0  |       2       2       1       1       -1   35         78  |        25         1         78       180       +43
22-NOV-24   6800 P        0       0       0       0       0  |       5       5       1       1       -4   27          5  |        60         1          5       409        -2
22-NOV-24   6900 P       25      25      25      25       1  |      15      15       6       6       -8   28         12  |        94         6         13       108        +1
22-NOV-24   7000 P       57      57      57      57       1  |      36      36      19      19      -16   26          4  |       143        19          5       166        +2
22-NOV-24   7100 P        0       0       0       0       0  |      60      60      60      55      -21   25          5  |       199        60          5       106        +5
22-NOV-24   7200 P        0       0       0       0       0  |       0       0       0     123      -17   27          0  |       231        92          0        19         0
22-NOV-24   7300 P        0       0       0       0       0  |       0       0       0     213      -13   32          0  |       224       216          0        24         0
22-NOV-24   7400 P        0       0       0       0       0  |       0       0       0     306       -9   32          0  |       155       155          0         6         0
22-NOV-24   7500 P        0       0       0       0       0  |       0       0       0     404       -8   34          0  |         0         0          0         0         0
22-NOV-24   7600 P        0       0       0       0       0  |       0       0       0     503       -7    0          0  |         0         0          0         0         0
22-NOV-24   7700 P        0       0       0       0       0  |       0       0       0     603       -6    0          0  |         0         0          0         0         0
22-NOV-24   7800 P        0       0       0       0       0  |       0       0       0     703       -6    0          0  |         0         0          0         0         0
22-NOV-24   7900 P        0       0       0       0       0  |       0       0       0     803       -6    0          0  |         0         0          0         0         0
22-NOV-24   8000 P        0       0       0       0       0  |       0       0       0     903       -6    0          0  |         0         0          0         0         0
22-NOV-24   8100 P        0       0       0       0       0  |       0       0       0    1003       -6    0          0  |         0         0          0         0         0
22-NOV-24   8200 P        0       0       0       0       0  |       0       0       0    1103       -6    0          0  |         0         0          0         0         0
22-NOV-24   8300 P        0       0       0       0       0  |       0       0       0    1203       -6    0          0  |         0         0          0         0         0
22-NOV-24   8400 P        0       0       0       0       0  |       0       0       0    1303       -6    0          0  |         0         0          0         0         0
22-NOV-24   8500 P        0       0       0       0       0  |       0       0       0    1403       -6    0          0  |         0         0          0         0         0
22-NOV-24   8600 P        0       0       0       0       0  |       0       0       0    1503       -6    0          0  |         0         0          0         0         0
22-NOV-24   8700 P        0       0       0       0       0  |       0       0       0    1603       -6    0          0  |         0         0          0         0         0
22-NOV-24   8800 P        0       0       0       0       0  |       0       0       0    1703       -6    0          0  |         0         0          0         0         0
22-NOV-24   8900 P        0       0       0       0       0  |       0       0       0    1803       -6    0          0  |         0         0          0         0         0
22-NOV-24   9000 P        0       0       0       0       0  |       0       0       0    1903       -6    0          0  |         0         0          0         0         0
22-NOV-24   9100 P        0       0       0       0       0  |       0       0       0    2003       -6    0          0  |         0         0          0         0         0

                                 TOTAL PUT                2  |                               TOTAL PUT              157  | TOTAL PUT                  159      1882       +46

                                                                                                                         | WEEKLY PUT/CALL RATIO     0.33
                                                                                                                         | WEEKLY TOTAL               638      3757      +347
 
 
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
29-NOV-24   5600 C        0       0       0       0       0  |       0       0       0    1507       +6    0          0  |         0         0          0         0         0
29-NOV-24   5700 C        0       0       0       0       0  |       0       0       0    1407       +6    0          0  |         0         0          0         0         0
29-NOV-24   5800 C        0       0       0       0       0  |       0       0       0    1307       +6    0          0  |         0         0          0         0         0
29-NOV-24   5900 C        0       0       0       0       0  |       0       0       0    1207       +6    0          0  |         0         0          0         0         0
29-NOV-24   6000 C        0       0       0       0       0  |       0       0       0    1107       +6    0          0  |         0         0          0         0         0
29-NOV-24   6100 C        0       0       0       0       0  |       0       0       0    1007       +6    0          0  |         0         0          0         0         0
29-NOV-24   6200 C        0       0       0       0       0  |       0       0       0     907       +6    0          0  |         0         0          0         0         0
29-NOV-24   6300 C        0       0       0       0       0  |       0       0       0     807       +5    0          0  |         0         0          0         0         0
29-NOV-24   6400 C        0       0       0       0       0  |       0       0       0     708       +5   28          0  |         0         0          0         0         0
29-NOV-24   6500 C        0       0       0       0       0  |       0       0       0     608       +3   24          0  |         0         0          0         0         0
29-NOV-24   6600 C        0       0       0       0       0  |       0       0       0     511       +3   26          0  |         0         0          0         0         0
29-NOV-24   6700 C        0       0       0       0       0  |       0       0       0     415        0   25          0  |         0         0          0         0         0
29-NOV-24   6800 C        0       0       0       0       0  |       0       0       0     316      -12   20          0  |         0         0          0         0         0
29-NOV-24   6900 C        0       0       0       0       0  |       0       0       0     235       -5   22          0  |         0         0          0         0         0
29-NOV-24   7000 C      147     147     147     147       1  |       0       0       0     164       -8   23          0  |       147       147          1         1        +1
29-NOV-24   7100 C        0       0       0       0       0  |      90      90      90     107       -9   23          2  |       137        90          2        88        +2
29-NOV-24   7200 C        0       0       0       0       0  |       0       0       0      69       -9   24          0  |        91        90          0         4         0
29-NOV-24   7300 C        0       0       0       0       0  |       0       0       0      44       -7   25          0  |         0         0          0         0         0
29-NOV-24   7400 C        0       0       0       0       0  |      22      28      22      27       -6   26         17  |        29        22         17         9        +1
29-NOV-24   7500 C        0       0       0       0       0  |       0       0       0      16       -5   27          0  |        45        20          0         7         0
29-NOV-24   7600 C        0       0       0       0       0  |      10      10       9      10       -3   28          2  |        13         9          2       103        +2
29-NOV-24   7700 C        0       0       0       0       0  |       6       6       6       6       -3   29          2  |        15         6          2         9        +2
29-NOV-24   7800 C        0       0       0       0       0  |       6       6       5       4       -2   31          4  |         6         5          4         4        +3
29-NOV-24   7900 C        0       0       0       0       0  |       0       0       0       3       -1   33          0  |         9         5          0        12         0
29-NOV-24   8000 C        0       0       0       0       0  |       0       0       0       2       -1   34          0  |         4         4          0         1         0
29-NOV-24   8100 C        0       0       0       0       0  |       0       0       0       1       -1   34          0  |         5         5          0         1         0
29-NOV-24   8200 C        0       0       0       0       0  |       0       0       0       1        0   37          0  |         0         0          0         0         0
29-NOV-24   8300 C        0       0       0       0       0  |       0       0       0       1        0   39          0  |         4         4          0         2         0
29-NOV-24   8400 C        0       0       0       0       0  |       0       0       0       1        0   42          0  |         4         1          0         4         0
29-NOV-24   8500 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |         1         1          0         1         0
29-NOV-24   8600 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         1         1          0         1         0

                                 TOTAL CALL               1  |                               TOTAL CALL              27  | TOTAL CALL                  28       247       +11

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
29-NOV-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   59          0  |         0         0          0         0         0
29-NOV-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   55          0  |         0         0          0         0         0
29-NOV-24   5800 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |         0         0          0         0         0
29-NOV-24   5900 P        0       0       0       0       0  |       1       1       1       1        0   47          1  |         1         1          1         1        +1
29-NOV-24   6000 P        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
29-NOV-24   6100 P        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
29-NOV-24   6200 P        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0
29-NOV-24   6300 P        0       0       0       0       0  |       0       0       0       1        0   32          0  |         0         0          0         0         0
29-NOV-24   6400 P        0       0       0       0       0  |       0       0       0       1       -1   28          0  |         4         4          0         1         0
29-NOV-24   6500 P        0       0       0       0       0  |       0       0       0       2       -2   27          0  |        10        10          0         6         0
29-NOV-24   6600 P        0       0       0       0       0  |      10      10      10       4       -4   26          1  |        16        10          1        10        -1
29-NOV-24   6700 P        0       0       0       0       0  |      15      15      12       9       -5   25         35  |        16        12         35        37       +34
29-NOV-24   6800 P        0       0       0       0       0  |      23      23      18      18       -8   25          9  |        30        18          9        13        +9
29-NOV-24   6900 P        0       0       0       0       0  |      33      33      33      34      -11   24          5  |        33        33          5         5        +5
29-NOV-24   7000 P        0       0       0       0       0  |       0       0       0      61      -14   23          0  |        95        95          0         1         0
29-NOV-24   7100 P        0       0       0       0       0  |     124     128     106     106      -15   24         22  |       157       106         22        34        +2
29-NOV-24   7200 P        0       0       0       0       0  |       0       0       0     165      -16   25          0  |         0         0          0         0         0
29-NOV-24   7300 P        0       0       0       0       0  |       0       0       0     244      -15   27          0  |         0         0          0         0         0
29-NOV-24   7400 P        0       0       0       0       0  |       0       0       0     321      -12   27          0  |         0         0          0         0         0
29-NOV-24   7500 P        0       0       0       0       0  |       0       0       0     410      -11   27          0  |         0         0          0         0         0
29-NOV-24   7600 P        0       0       0       0       0  |       0       0       0     503      -10   28          0  |         0         0          0         0         0
29-NOV-24   7700 P        0       0       0       0       0  |       0       0       0     599       -9   29          0  |         0         0          0         0         0
29-NOV-24   7800 P        0       0       0       0       0  |       0       0       0     697       -8   31          0  |         0         0          0         0         0
29-NOV-24   7900 P        0       0       0       0       0  |       0       0       0     795       -8   31          0  |         0         0          0         0         0
29-NOV-24   8000 P        0       0       0       0       0  |       0       0       0     894       -7   31          0  |         0         0          0         0         0
29-NOV-24   8100 P        0       0       0       0       0  |       0       0       0     994       -6   34          0  |         0         0          0         0         0
29-NOV-24   8200 P        0       0       0       0       0  |       0       0       0    1094       -6   37          0  |         0         0          0         0         0
29-NOV-24   8300 P        0       0       0       0       0  |       0       0       0    1193       -7    0          0  |         0         0          0         0         0
29-NOV-24   8400 P        0       0       0       0       0  |       0       0       0    1293       -6    0          0  |         0         0          0         0         0
29-NOV-24   8500 P        0       0       0       0       0  |       0       0       0    1393       -6    0          0  |         0         0          0         0         0
29-NOV-24   8600 P        0       0       0       0       0  |       0       0       0    1493       -6    0          0  |         0         0          0         0         0

                                 TOTAL PUT                0  |                               TOTAL PUT               73  | TOTAL PUT                   73       108       +50

                                                                                                                         | WEEKLY PUT/CALL RATIO     2.60
                                                                                                                         | WEEKLY TOTAL               101       355       +61
 
                                                                                                                           MARKET PUT/CALL RATIO     0.45
                                                                                                                           MARKET TOTAL               739      4112      +408


                                 ***  END OF REPORT  ***

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