股指期权数据日报-20250903

Group 1: Market Overview - The Shanghai Composite Index fell 0.45% to 3858.13 points, the Shenzhen Component Index fell 2.14%, the ChiNext Index fell 2.85%, the Northbound 50 Index rose 0.4%, the Science and Technology Innovation 50 Index fell 2.13%, the Wind All - A Index fell 1.48%, the Wind 500 Index fell 0.98%, and the CSI A500 Index fell 1.11%. A - share trading volume was 2.91 trillion yuan, compared with 2.78 trillion yuan the previous day [5] Group 2: Index Quotes - The closing price of the SSE 50 was 1960.61, with a change of 77.45, a trading volume of 7779.99 billion yuan, and a turnover of 0.39 billion shares. The CSI 300 had a change of - 0.74, a trading volume of 7313.8824 billion yuan, and the CSI 1000 had a change of - 2.50 and a trading volume of 5985.14 billion yuan [3] Group 3: CFFEX Stock Index Options Trading SSE 50 - Call option trading volume was 3.72 million contracts, put option trading volume was 6.96 million contracts, the trading volume PCR was 0.56, call option open interest was 9.32 million contracts, put option open interest was 5.60 million contracts, the open - interest PCR was 0.66, and the total open interest was 22.30 million contracts [3] CSI 300 - Call option trading volume was 12.28 million contracts, put option trading volume was 6.81 million contracts, the trading volume PCR was 0.55, call option open interest was 10.25 million contracts, put option open interest was 19.09 million contracts, and the open - interest PCR was 0.85 [3] CSI 1000 - Call option trading volume was 38.92 million contracts, put option trading volume was 19.79 million contracts, the trading volume PCR was 0.97, call option open interest was 33.98 million contracts, put option open interest was 17.07 million contracts, the open - interest PCR was 0.99, and the total open interest was 16.91 million contracts [3] Group 4: Volatility Analysis SSE 50 - Historical volatility analysis includes historical volatility cones with 10%, 30%, 60%, 90% quantile values, minimum, maximum, and current values. The next - month at - the - money implied volatility was presented in the volatility smile curve [3][4] CSI 300 - Similar to the SSE 50, historical volatility analysis with historical volatility cones and quantile values was provided, and the next - month at - the - money implied volatility was shown in the volatility smile curve [3][4] CSI 1000 - Historical volatility analysis with historical volatility cones and quantile values was conducted, and the next - month at - the - money implied volatility was presented in the volatility smile curve [3][4]