股指期权数据日报-20250912
Guo Mao Qi Huo·2025-09-12 13:14

Group 1: Market Performance - The Shanghai Composite Index rose 1.65% to 3875.31 points, the Shenzhen Component Index rose 3.36%, the ChiNext Index rose 5.15%, the Northbound 50 Index rose 1.59%, the STAR 50 Index rose 5.32%, the Wind All - A Index rose 2.26%, the Wind + 500 Index rose 2.5%, and the CSI + 500 Index rose 2.41%. A - shares had a turnover of 2.46 trillion yuan throughout the day, compared with 2 trillion yuan the previous day [4] - The Shanghai Stock Exchange 50 Index had a closing price of 2983.0829, a trading volume of 68.33 billion, a daily increase of 1.48%, and a trading value of 1884.95 billion yuan. The CSI 300 Index had a closing price of 4548.0345, a trading volume of 253.26 billion, a daily increase of 2.31%, and a trading value of 6931.57 billion yuan. The CSI 1000 Index had a closing price of 4862.37, a trading volume of 7399.8854 billion, a daily increase of 2.35%, and a trading value of 293.98 billion yuan [3] Group 2: CFFEX Stock Index Options Trading Situation - For the SSE 50 Index options, the call option trading volume was 6.26 million contracts, the put option trading volume was 4.31 million contracts, the call option open interest was 9.32 million contracts, the put option open interest was 5.60 million contracts, the trading volume PCR was 0.67, and the open interest PCR was 0.45 [3] - For the CSI 300 Index options, the call option trading volume was 22.57 million contracts, the put option trading volume was 21.88 million contracts, the call option open interest was 13.80 million contracts, the put option open interest was 8.08 million contracts, the trading volume PCR was 0.59, and the open interest PCR was 0.85 [3] - For the CSI 1000 Index options, the call option trading volume was 24.13 million contracts, the put option trading volume was 0.78 million contracts, the call option open interest was 34.88 million contracts, the put option open interest was 16.74 million contracts, the trading volume PCR was 1.08, and the open interest PCR was 1.08 [3] Group 3: Volatility Analysis - The report presents historical volatility cones and volatility smile curves for the SSE 50 Index, CSI 300 Index, and CSI 1000 Index, including 5 - day, 20 - day, 40 - day, 60 - day, and 120 - day historical volatilities, as well as minimum, maximum, 10%, 30%, 60%, and 90% quantile values [3]