Hong Kong Stock Exchange: The number of trading contracts for stock options introduced every week has exceeded 65 million so far.

The Hong Kong Exchanges and Clearing Limited (HKEX) stated on June 12 that the trading volume of weekly stock options has exceeded 65 million contracts since its launch, and it is expected to continue to increase after more products are launched in June 2026. From November 2024 to March 2026, the average daily trading volume of weekly stock options has tripled. As of the first quarter of 2026, weekly contracts accounted for 20% to 22% of the total trading volume in stock options offering monthly and weekly contracts. The article mentions that HKEX first launched weekly stock options on November 4, 2024, becoming the first exchange in Asia to offer weekly stock options contracts. Subsequently, HKEX further expanded the categories of weekly stock options in June 2026, marking the product series entering a new phase of growth towards scale development. One Product, Two Engines Due to the lower option premium of weekly contracts, investors can adjust their positions flexibly using these products before and after financial report releases and significant events. Some contracts have a participation rate of 20% to 25% among retail investors. At the same time, institutional users are expanding the use of derivative products to enhance returns, implement dynamic hedging, and execute asset allocation strategies, utilizing derivative products flexibly to achieve risk management, position establishment, and return objectives. Adding 17 new products, main stocks covering five major sectors In June 2026, HKEX will introduce weekly stock options for 17 new stocks, covering five major sectors including non-essential consumption, biotechnology/pharmaceuticals, new energy vehicles, commodities/materials, and real estate/industrial sectors. The risks associated with the underlying stocks of these contracts in the five major sectors, such as returns, policy decisions, clinical trial results, or commodity fluctuations, often converge during a particular week, making precise hedging tools especially necessary. Following Global Trends The rapid adoption of weekly stock options in the Hong Kong market also reflects the global trend towards short-term derivative products. According to FIA statistics, the trading volume of stock derivatives in North America, Europe, and Latin America increased by 24%, 5%, and 14% respectively in 2025. These international markets are also seeing more active and short-term derivative products trending. Three Development Stages At the initial launch of weekly options, only 10 underlying stocks were covered, which will increase to 33 by the end of June 2026, providing additional product choices for different types of stocks: liquid large-cap stocks, popular mainstream stocks, and event-driven sector stocks. Through gradual development, the options product ecosystem can meet the changing needs of the market, not only adapting to new trading tools and expanding avenues for retail investors to access quality data but also helping to address risk management needs brought about by geopolitical uncertainties. As trading patterns continue to evolve and investors seek more efficient and precise tools for capital gains, the development of HKEX's weekly options contracts is expected to accelerate further - in the future, HKEX will cover more underlying stocks with weekly options contracts and provide more choices for investors.