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

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TOP 10 TRADED (BY VOLUME)       VOLUME    O.Q.P.  IV%     DAILY     DAILY      OPEN    O.Q.P.  
                                           CLOSE           HIGH       LOW  INTEREST    CHANGE
C 26-JUL-24       6400             767        20   26        20         6       581        +7
C 26-JUL-24       6500             583         8   27        10         1      1105        +3
C 26-JUL-24       6600             403         2   26         3         1       664         0
P 26-JUL-24       6000             309         4   25        17         4       367       -19
P 26-JUL-24       5800             308         1   32         1         1       399        -2
P 26-JUL-24       6200             213        39   24       103        47       241       -56
P 26-JUL-24       6100             149        14   24        52        14       361       -35
P 26-JUL-24       5900             117         1   26         3         1      1206        -8
C 26-JUL-24       6300             102        47   25        50        15        91       +16
C 02-AUG-24       6800              64         5   27         6         3        64        +4

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   19 JUL 2024, FRIDAY                                              22 JUL 2024, MONDAY   

                   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
26-JUL-24   4950 C        -       -       -       -       -  |       0       0       0    1308        -    0          0  |         0         0          0         0         -
26-JUL-24   5000 C        0       0       0       0       0  |       0       0       0    1258      +92    0          0  |         0         0          0         0         0
26-JUL-24   5100 C        0       0       0       0       0  |       0       0       0    1158      +92    0          0  |         0         0          0         0         0
26-JUL-24   5200 C        0       0       0       0       0  |       0       0       0    1058      +92    0          0  |         0         0          0         0         0
26-JUL-24   5300 C        0       0       0       0       0  |       0       0       0     958      +92    0          0  |         0         0          0         0         0
26-JUL-24   5400 C        0       0       0       0       0  |       0       0       0     858      +92    0          0  |         0         0          0         0         0
26-JUL-24   5500 C        0       0       0       0       0  |       0       0       0     758      +92    0          0  |         0         0          0         0         0
26-JUL-24   5600 C        0       0       0       0       0  |       0       0       0     658      +92    0          0  |         0         0          0         0         0
26-JUL-24   5700 C        0       0       0       0       0  |       0       0       0     558      +91    0          0  |         0         0          0         0         0
26-JUL-24   5800 C        0       0       0       0       0  |       0       0       0     458      +85    0          0  |         0         0          0         0         0
26-JUL-24   5900 C        0       0       0       0       0  |       0       0       0     359      +79   26          0  |         0         0          0         0         0
26-JUL-24   6000 C        0       0       0       0       0  |     201     225     166     264      +73   27         50  |       225       166         50        44       +25
26-JUL-24   6100 C        0       0       0       0       0  |     150     177     150     173      +54   25         30  |       177       113         30        22        +4
26-JUL-24   6200 C        0       0       0       0       0  |      69     101      45      97      +33   24         53  |       144        45         53        71       -10
26-JUL-24   6300 C        0       0       0       0       0  |      33      50      15      47      +16   25        102  |       214        15        102        91        +9
26-JUL-24   6400 C       12      12      12      12       1  |      15      20       6      20       +7   26        766  |        99         6        767       581      +466
26-JUL-24   6500 C        0       0       0       0       0  |       5      10       1       8       +3   27        583  |        93         1        583      1105      +570
26-JUL-24   6600 C        0       0       0       0       0  |       1       3       1       2        0   26        403  |        59         1        403       664      +340
26-JUL-24   6700 C        0       0       0       0       0  |       1       1       1       1        0   29         33  |        19         1         33       111         0
26-JUL-24   6800 C        0       0       0       0       0  |       0       0       0       1        0   35          0  |        12         3          0       273         0
26-JUL-24   6900 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |        20         1          0       478         0
26-JUL-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |         7         2          0       181         0
26-JUL-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         7         5          0         5         0
26-JUL-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   55          0  |         4         1          0       187         0
26-JUL-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   60          0  |         0         0          0         0         0
26-JUL-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   64          0  |         1         1          0         1         0
26-JUL-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   69          0  |         0         0          0         0         0
26-JUL-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   73          0  |         0         0          0         0         0
26-JUL-24   7700 C        0       0       0       0       0  |       0       0       0       1        0   77          0  |         0         0          0         0         0
26-JUL-24   7800 C        0       0       0       0       0  |       0       0       0       1        0   82          0  |         0         0          0         0         0
26-JUL-24   7900 C        0       0       0       0       0  |       0       0       0       1        0   86          0  |         0         0          0         0         0

                                 TOTAL CALL               1  |                               TOTAL CALL            2020  | TOTAL CALL                2021      3814     +1404

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
26-JUL-24   4950 P        -       -       -       -       -  |       0       0       0       1        -   89          0  |         0         0          0         0         -
26-JUL-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   85          0  |         0         0          0         0         0
26-JUL-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   78          0  |         0         0          0         0         0
26-JUL-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   72          0  |         0         0          0         0         0
26-JUL-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   65          0  |         0         0          0         0         0
26-JUL-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   58          0  |         0         0          0         0         0
26-JUL-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   52          0  |         0         0          0         0         0
26-JUL-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   45          0  |         1         1          0       350         0
26-JUL-24   5700 P        0       0       0       0       0  |       1       1       1       1        0   39         15  |         2         1         15        15       +13
26-JUL-24   5800 P        0       0       0       0       0  |       1       1       1       1       -2   32        308  |         4         1        308       399       -84
26-JUL-24   5900 P        0       0       0       0       0  |       3       3       1       1       -8   26        117  |        10         1        117      1206      +111
26-JUL-24   6000 P        0       0       0       0       0  |      15      17       4       4      -19   25        309  |        24         4        309       367        +1
26-JUL-24   6100 P        0       0       0       0       0  |      36      52      14      14      -35   24        149  |        53         9        149       361        +8
26-JUL-24   6200 P        0       0       0       0       0  |     103     103      47      39      -56   24        213  |       103        26        213       241      +206
26-JUL-24   6300 P        0       0       0       0       0  |     144     186     144      88      -73   24         30  |       186        81         30       150        -1
26-JUL-24   6400 P        0       0       0       0       0  |     190     190     160     161      -83   25         17  |       190       100         17         4       -10
26-JUL-24   6500 P        0       0       0       0       0  |     280     288     258     249      -89   26          8  |       340       258          8         6        +5
26-JUL-24   6600 P        0       0       0       0       0  |       0       0       0     344      -91   26          0  |       395       394          0         5         0
26-JUL-24   6700 P        0       0       0       0       0  |     532     532     498     443      -91   29          2  |       532       498          2         2         0
26-JUL-24   6800 P        0       0       0       0       0  |       0       0       0     542      -92    0          0  |       599       595          0         2         0
26-JUL-24   6900 P        0       0       0       0       0  |       0       0       0     642      -92    0          0  |         0         0          0         0         0
26-JUL-24   7000 P        0       0       0       0       0  |       0       0       0     742      -92    0          0  |         0         0          0         0         0
26-JUL-24   7100 P        0       0       0       0       0  |       0       0       0     842      -92    0          0  |         0         0          0         0         0
26-JUL-24   7200 P        0       0       0       0       0  |       0       0       0     942      -92    0          0  |         0         0          0         0         0
26-JUL-24   7300 P        0       0       0       0       0  |       0       0       0    1042      -92    0          0  |         0         0          0         0         0
26-JUL-24   7400 P        0       0       0       0       0  |       0       0       0    1142      -92    0          0  |         0         0          0         0         0
26-JUL-24   7500 P        0       0       0       0       0  |       0       0       0    1242      -92    0          0  |         0         0          0         0         0
26-JUL-24   7600 P        0       0       0       0       0  |       0       0       0    1342      -92    0          0  |         0         0          0         0         0
26-JUL-24   7700 P        0       0       0       0       0  |       0       0       0    1442      -92    0          0  |         0         0          0         0         0
26-JUL-24   7800 P        0       0       0       0       0  |       0       0       0    1542      -92    0          0  |         0         0          0         0         0
26-JUL-24   7900 P        0       0       0       0       0  |       0       0       0    1642      -92    0          0  |         0         0          0         0         0

                                 TOTAL PUT                0  |                               TOTAL PUT             1168  | TOTAL PUT                 1168      3108      +249

                                                                                                                         | WEEKLY PUT/CALL RATIO     0.57
                                                                                                                         | WEEKLY TOTAL              3189      6922     +1653
 
 
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
02-AUG-24   4950 C        -       -       -       -       -  |       0       0       0    1310        -    0          0  |         0         0          0         0         -
02-AUG-24   5000 C        0       0       0       0       0  |       0       0       0    1260      +92    0          0  |         0         0          0         0         0
02-AUG-24   5100 C        0       0       0       0       0  |       0       0       0    1160      +92    0          0  |         0         0          0         0         0
02-AUG-24   5200 C        0       0       0       0       0  |       0       0       0    1060      +92    0          0  |         0         0          0         0         0
02-AUG-24   5300 C        0       0       0       0       0  |       0       0       0     960      +92    0          0  |         0         0          0         0         0
02-AUG-24   5400 C        0       0       0       0       0  |       0       0       0     860      +92    0          0  |         0         0          0         0         0
02-AUG-24   5500 C        0       0       0       0       0  |       0       0       0     760      +92    0          0  |         0         0          0         0         0
02-AUG-24   5600 C        0       0       0       0       0  |       0       0       0     660      +91    0          0  |         0         0          0         0         0
02-AUG-24   5700 C        0       0       0       0       0  |       0       0       0     561      +90   23          0  |         0         0          0         0         0
02-AUG-24   5800 C        0       0       0       0       0  |       0       0       0     464      +88   24          0  |         0         0          0         0         0
02-AUG-24   5900 C        0       0       0       0       0  |       0       0       0     370      +84   24          0  |         0         0          0         0         0
02-AUG-24   6000 C        0       0       0       0       0  |     187     232     187     279      +72   23         26  |       232       187         26        26       +26
02-AUG-24   6100 C        0       0       0       0       0  |       0       0       0     199      +59   23          0  |         0         0          0         0         0
02-AUG-24   6200 C        0       0       0       0       0  |      80     114      75     133      +45   23         31  |       114        75         31        31       +31
02-AUG-24   6300 C        0       0       0       0       0  |      67      90      67      84      +33   23         61  |        90        67         61        61       +61
02-AUG-24   6400 C        0       0       0       0       0  |      52      52      50      50      +23   24         32  |        52        50         32        32       +32
02-AUG-24   6500 C        0       0       0       0       0  |      19      30      19      30      +17   25         13  |        30        19         13        12       +12
02-AUG-24   6600 C        0       0       0       0       0  |      13      19       7      17      +11   25         43  |        19         7         43        39       +39
02-AUG-24   6700 C        0       0       0       0       0  |       6       7       6       9       +7   26         46  |         7         6         46        46       +46
02-AUG-24   6800 C        0       0       0       0       0  |       3       6       3       5       +4   27         64  |         6         3         64        64       +64
02-AUG-24   6900 C        0       0       0       0       0  |       3       3       3       3       +2   28         14  |         3         3         14        14       +14
02-AUG-24   7000 C        0       0       0       0       0  |       2       2       2       2       +1   30          4  |         2         2          4         4        +4
02-AUG-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         0         0          0         0         0
02-AUG-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |         0         0          0         0         0
02-AUG-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0
02-AUG-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         0         0          0         0         0
02-AUG-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
02-AUG-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0

                                 TOTAL CALL               0  |                               TOTAL CALL             334  | TOTAL CALL                 334       329      +329

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
02-AUG-24   4950 P        -       -       -       -       -  |       0       0       0       1        -   53          0  |         0         0          0         0         -
02-AUG-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |         0         0          0         0         0
02-AUG-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
02-AUG-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
02-AUG-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
02-AUG-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   35          0  |         0         0          0         0         0
02-AUG-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
02-AUG-24   5600 P        0       0       0       0       0  |       4       4       4       1        0   27         57  |         4         4         57        57       +57
02-AUG-24   5700 P        0       0       0       0       0  |       3       3       3       2       -1   26         40  |         3         3         40        40       +40
02-AUG-24   5800 P        0       0       0       0       0  |      11      12       5       4       -4   24         20  |        12         5         20        20       +20
02-AUG-24   5900 P        0       0       0       0       0  |      12      12      12       9       -9   24          6  |        12        12          6         6        +6
02-AUG-24   6000 P        0       0       0       0       0  |      27      27      27      21      -18   24          1  |        27        27          1         1        +1
02-AUG-24   6100 P        0       0       0       0       0  |       0       0       0      41      -31   23          0  |         0         0          0         0         0
02-AUG-24   6200 P        0       0       0       0       0  |     108     136      74      73      -47   23         50  |       136        74         50        50       +50
02-AUG-24   6300 P        0       0       0       0       0  |       0       0       0     124      -59   23          0  |         0         0          0         0         0
02-AUG-24   6400 P        0       0       0       0       0  |     191     191     191     191      -68   24         38  |       191       191         38        38       +38
02-AUG-24   6500 P        0       0       0       0       0  |       0       0       0     271      -74   25          0  |         0         0          0         0         0
02-AUG-24   6600 P        0       0       0       0       0  |       0       0       0     357      -81   25          0  |         0         0          0         0         0
02-AUG-24   6700 P        0       0       0       0       0  |       0       0       0     450      -84   27          0  |         0         0          0         0         0
02-AUG-24   6800 P        0       0       0       0       0  |       0       0       0     545      -88   27          0  |         0         0          0         0         0
02-AUG-24   6900 P        0       0       0       0       0  |       0       0       0     643      -89   28          0  |         0         0          0         0         0
02-AUG-24   7000 P        0       0       0       0       0  |       0       0       0     742      -90   30          0  |         0         0          0         0         0
02-AUG-24   7100 P        0       0       0       0       0  |       0       0       0     841      -91   30          0  |         0         0          0         0         0
02-AUG-24   7200 P        0       0       0       0       0  |       0       0       0     941      -91   33          0  |         0         0          0         0         0
02-AUG-24   7300 P        0       0       0       0       0  |       0       0       0    1040      -92    0          0  |         0         0          0         0         0
02-AUG-24   7400 P        0       0       0       0       0  |       0       0       0    1140      -92    0          0  |         0         0          0         0         0
02-AUG-24   7500 P        0       0       0       0       0  |       0       0       0    1240      -92    0          0  |         0         0          0         0         0
02-AUG-24   7600 P        0       0       0       0       0  |       0       0       0    1340      -92    0          0  |         0         0          0         0         0

                                 TOTAL PUT                0  |                               TOTAL PUT              212  | TOTAL PUT                  212       212      +212

                                                                                                                         | WEEKLY PUT/CALL RATIO     0.63
                                                                                                                         | WEEKLY TOTAL               546       541      +541
 
                                                                                                                           MARKET PUT/CALL RATIO     0.58
                                                                                                                           MARKET TOTAL              3735      7463     +2194


                                 ***  END OF REPORT  ***

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