股指期权数据日报-20250916

Report Information - Report Title: Stock Index Options Data Daily Report [2] - Date: September 16, 2025 [3] - Research Institute: Guomao Futures Research Institute [3] - Analyst: Li Zeju from the Financial Derivatives Center [3] - Data Sources: Wind, Guomao Futures Research Institute [3] Market Review Index Performance - The closing price of the Shanghai Stock Exchange 50 Index was 1456.98, with a decline of 0.20% and a trading volume of 296.26154 billion yuan [3]. - The closing price of the CSI 300 Index was 4533.0557, with an increase of 0.24% and a trading volume of 613.315 billion yuan [3]. - The closing price of the CSI 1000 Index was 7415.5711, with a decline of 0.10% and a trading volume of 475.105 billion yuan [3]. Overall Market Conditions - The Shanghai Composite Index fell 0.26% to 3860.5 points, the Shenzhen Component Index rose 0.63%, the ChiNext Index rose 1.51%, the Beijing Stock Exchange 50 Index rose 0.38%, the Science and Technology Innovation 50 Index rose 0.18%, the Wind All - A Index rose 0.09%, the Wind A500 rose 0.22%, and the CSI A500 rose 0.3% [5]. - The total A - share trading volume for the day was 2.3 trillion yuan, compared to 2.55 trillion yuan the previous day [5]. CFFEX Stock Index Options Trading Situation Option Trading Volume - For the Shanghai Stock Exchange 50 Index options, the trading volume of call options was 2.71 million contracts, and that of put options was 3.77 million contracts, with a trading volume PCR of 0.51 [3]. - For the CSI 300 Index options, the trading volume of call options was 8.63 million contracts, and that of put options was 0.55 million contracts, with a trading volume PCR of 0.83 [3]. - For the CSI 1000 Index options, the trading volume of call options was 25.04 million contracts, and that of put options was 13.62 million contracts, with a trading volume PCR of 0.84 [3]. Option Open Interest - For the Shanghai Stock Exchange 50 Index options, the open interest of call options was 9.71 million contracts, and that of put options was 4.08 million contracts, with an open interest PCR of 0.64 [3]. - For the CSI 300 Index options, the open interest of call options was 12.77 million contracts, and that of put options was 10.58 million contracts, with an open interest PCR of 0.83 [3]. - For the CSI 1000 Index options, the open interest of call options was 35.62 million contracts, and that of put options was 18.56 million contracts, with an open interest PCR of 1.09 [3]. Volatility Analysis Shanghai Stock Exchange 50 Index Volatility - Historical volatility and historical volatility cone are presented, along with the volatility smile curve and next - month at - the - money implied volatility [3][4]. CSI 300 Index Volatility - Historical volatility and historical volatility cone are shown, as well as the volatility smile curve and next - month at - the - money implied volatility [3][4]. CSI 1000 Index Volatility - Historical volatility and historical volatility cone are provided, together with the volatility smile curve and next - month at - the - money implied volatility [3][4].