股票股指期权：上行降波，市场下行担忧情绪下降

Report Industry Investment Rating - Not provided in the given content Core Viewpoint - The stock index options show an upward trend with declining volatility, indicating a decrease in the market's concern about a downward trend [1] Summary by Related Catalogs Market Data Statistics - Underlying Market Statistics: The closing prices of major indices and ETFs all increased, with the CSI 1000 Index rising 204.51 points to 7245.67. Trading volumes generally decreased, such as the Shanghai - Shenzhen 300 Index with a volume change of - 58.31 billion hands [1] - Option Market Statistics: Trading volumes and open interests of various options decreased. For example, the trading volume of SSE 50 Index Options decreased by 37,944 to 56,278, and the open interest decreased by 2,790 to 97,398. The VL - PCR and OI - PCR values varied among different options [1] Option Volatility Statistics - Near - month Options: The ATM - IV of most options decreased, like the SSE 50 Index Options with a - 2.22% change. The HV also showed different trends, with some increasing and some decreasing [4] - Next - month Options: Similar to near - month options, the ATM - IV of most next - month options decreased, while the HV generally increased [4] Option Types Analysis - SSE 50 Index Options: Presented data on PCR, skew, volatility cone, and volatility term structure through multiple charts [7][8] - CSI 300 Index Options: Similar to SSE 50 Index Options, with relevant data presented in corresponding charts [11][12] - CSI 1000 Index Options: Showed data on PCR, skew, volatility cone, and volatility term structure in charts [14][15] - SSE 50 ETF Options: Analyzed through charts including PCR, skew, volatility cone, and volatility term structure [18][19] - Huatai - Berry 300ETF Options: Similar analysis methods with corresponding chart data [22][23] - Southern CSI 500ETF Options: Presented data through various charts for analysis [28][32] - Huaxia Science and Technology Innovation 50ETF Options: Analyzed using multiple charts [34][36] - E Fund Science and Technology Innovation 50ETF Options: Similar to the above, with data presented in charts [39][44] - Harvest 300ETF Options: Analyzed through relevant charts [45][46] - Harvest CSI 500ETF Options: Presented data in charts for analysis [49][50] - ChiNext ETF Options: Analyzed using multiple charts [54][57] - Shenzhen 100ETF Options: Similar analysis with chart - based data [59][60]