股指期权数据日报-20250922
Guo Mao Qi Huo·2025-09-22 08:03

Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core Viewpoints - The report presents a daily data analysis of stock index options, including market trends, trading volume, open interest, and volatility analysis of major indices such as SSE 50, CSI 300, and CSI 1000 [3][4]. 3. Summary by Relevant Catalogs 3.1 Market Review - SSE 50 closed at 1632.61, with a turnover of 6038.87 billion yuan and a trading volume of 2909.7442 million, down 0.11% [3]. - CSI 300 closed at 4501.9195, with a turnover of 4832.03 billion yuan and a trading volume of 7438.1887 million, up 0.08% [3]. - CSI 1000 had a turnover of 295.90 billion yuan, down 0.51% [3]. - Shanghai Composite Index rose 0.04% to 3861.87 points, Shenzhen Component Index rose 0.45%, ChiNext Index rose 0.68%, North - 50 Index rose 0.63%, STAR 50 Index rose 1.32%, Wind All - A Index rose 0.48%, Wind 4500 fell 0.1%, and CSI A500 rose 0.03%. A - shares traded 2.37 trillion yuan throughout the day, compared with 2.3 trillion yuan the previous day [5]. 3.2 CFFEX Stock Index Options Trading Situation | Index | Call Option Volume (10,000 contracts) | Put Option Volume (10,000 contracts) | Volume PCR | Call Option Open Interest (10,000 contracts) | Put Option Open Interest (10,000 contracts) | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 6.21 | 3.70 | 0.68 | 5.56 | 3.47 | 0.60 | | CSI 300 | 18.87 | 7.40 | 0.65 | 13.71 | 7.88 | 0.74 | | CSI 1000 | 46.29 | 24.95 | 0.86 | 22.15 | 11.43 | 0.94 | [3] 3.3 Volatility Analysis - SSE 50 Volatility: Analyzed historical volatility and historical volatility cone, and presented the next - month at - the - money implied volatility curve [3][4]. - CSI 300 Volatility: Analyzed historical volatility and historical volatility cone, and presented the next - month at - the - money implied volatility curve [4]. - CSI 1000 Volatility: Analyzed historical volatility and historical volatility cone, and presented the next - month at - the - money implied volatility curve [4].