股指期权数据日报-20250924
Guo Mao Qi Huo·2025-09-24 06:04

Report Summary 1. Report Industry Investment Rating - No investment rating information is provided in the report. 2. Core View - The report presents the daily data of stock index options, including the closing prices, price changes, trading volumes, and trading turnovers of major indices such as SSE 50, CSI 300, and CSI 1000. It also shows the trading volume and open interest of call and put options for these indices, as well as the PCR (Put-Call Ratio) values and historical volatility analysis [3]. 3. Summary by Relevant Catalogs 3.1 Market Overview - The Shanghai Composite Index fell 0.18% to 3821.83 points, the Shenzhen Component Index fell 0.29%, the ChiNext Index rose 0.21%, the Northbound 50 Index fell 2.63%, the STAR 50 Index fell 0.1%, the Wind All A Index fell 0.63%, the Wind A500 Index fell 0.25%, and the CSI A500 Index fell 0.21%. The total trading volume of A-shares throughout the day was 2.52 trillion yuan, compared with 2.14 trillion yuan the previous day [5]. 3.2 Index Performance | Index | Closing Price | Price Change (%) | Trading Turnover (billion yuan) | Trading Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 1689.87 | -0.09 | 2919.5148 | 62.90 | | CSI 300 | 4519.7781 | -0.06 | 6805.14 | 252.83 | | CSI 1000 | 7408.0691 | -1.09 | 5039.60 | 313.26 | [3] 3.3 CFFEX Stock Index Options Trading Situation | Index | Call Option Volume (million) | Put Option Volume (million) | Volume PCR | Option Open Interest (million) | Call Option Open Interest (million) | Put Option Open Interest (million) | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2.79 | 1.50 | 0.54 | 6.53 | 2.42 | 0.59 | 4.29 | | CSI 300 | 8.04 | 6.43 | 0.80 | 16.01 | 0.77 | 14.46 | 9.05 | | CSI 1000 | 13.72 | 35.66 | 17.86 | 25.62 | 17.81 | 1.00 | 11.89 | [3] 3.4 Volatility Analysis - The report provides historical volatility cones and volatility smile curves for SSE 50, CSI 300, and CSI 1000 indices, including the 5 - day, 20 - day, 40 - day, 60 - day, and 120 - day historical volatilities, as well as the current values and percentile values [3][4].