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股指期权数据日报-20250918
Guo Mao Qi Huo·2025-09-18 13:06

Report Core View - The report presents the trading data and volatility analysis of stock index options on September 18, 2025, including the performance of the Shanghai Composite Index, Shenzhen Component Index, ChiNext Index, etc., as well as the trading volume, turnover, and volatility of options for the Shanghai 50, CSI 300, and CSI 1000 indices [3][4]. Market Review Index Quotes - The Shanghai Composite Index rose 0.37% to 3876.34 points, the Shenzhen Component Index rose 1.16%, the ChiNext Index rose 1.95%, the North - 50 Index fell 0.6%, the Science and Technology Innovation 50 Index rose 0.91%, the Wind All - A Index rose 0.67%, the Wind A500 Index rose 0.72%, and the CSI A500 Index rose 0.78%. A - share trading volume was 2.4 trillion yuan, compared with 2.37 trillion yuan the previous day [4]. Index Option Quotes | Index | Closing Price | Change (%) | Turnover (Billion Yuan) | Trading Volume (Hundred Million) | | --- | --- | --- | --- | --- | | Shanghai 50 | 2952.7778 | 0.17 | 1550.34 | 56.67 | | CSI 300 | 4551.023 | 0.61 | 6084.54 | 235.72 | | CSI 1000 | 7554.8125 | 0.95 | 4932.96 | 301.71 | [3] CFFEX Stock Index Option Trading | Index | Call Option Volume (Million Contracts) | Put Option Volume (Million Contracts) | Volume PCR | Call Option Open Interest (Million Contracts) | Put Option Open Interest (Million Contracts) | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | | Shanghai 50 | 5.78 | 3.90 | 0.48 | 10.55 | 6.45 | 0.64 | | CSI 300 | 11.76 | 6.32 | 0.54 | 24.29 | 13.25 | 0.83 | | CSI 1000 | 25.61 | 18.05 | 0.70 | 43.66 | 19.08 | 1.16 | [3] Volatility Analysis Shanghai 50 Volatility - The report shows the historical volatility and volatility cone of the Shanghai 50 index, as well as the volatility smile curve of the next - month at - the - money implied volatility [3]. CSI 300 Volatility - It presents the historical volatility and volatility cone of the CSI 300 index, along with the volatility smile curve of the next - month at - the - money implied volatility [3]. CSI 1000 Volatility - The historical volatility and volatility cone of the CSI 1000 index are provided, and the volatility smile curve of the next - month at - the - money implied volatility is also shown [3].