股指期权数据日报-20250925

Group 1: Market Overview - The Shanghai Composite Index rose 0.83% to 3853.64 points, the Shenzhen Component Index rose 1.8%, the ChiNext Index rose 2.28%, the BeiZheng 50 rose 2.03%, the KeChuang 50 rose 3.49%, the Wind All A rose 1.4%, the Wind A500 rose 1.17%, and the CSI A500 rose 1.39%. A-share trading volume for the day was 2.35 trillion yuan, compared with 2.52 trillion yuan the previous day [5] Group 2: Index Quotes - The closing price of the Shanghai 50 was 1571.95, with a trading volume of 51.46 billion yuan, a turnover of 4566.0708 billion, and a daily increase of 0.68%. The closing price of the CSI 300 was 6291.61, with a trading volume of 220.48 billion yuan, a turnover of 7534.2223 billion, and a daily increase of 1.02%. The closing price of the CSI 1000 was 4943.98, with a daily increase of 1.70% [3] Group 3: CFFEX Stock Index Option Trading - For the Shanghai 50 index options, the trading volume of call options was 2.47 million contracts, and put options was 3.64 million contracts. The trading volume PCR was 1.19. The open interest of call options was 4.10 million contracts, and put options was 4.47 million contracts. The open interest PCR was 0.60. For the CSI 300 index options, the trading volume of call options was 6.51 million contracts, and put options was 7.60 million contracts. The trading volume PCR was 0.84. The open interest of call options was 9.06 million contracts, and put options was 10.98 million contracts. For the CSI 1000 index options, the trading volume of call options was 31.04 million contracts, and put options was 17.34 million contracts. The trading volume PCR was 0.79. The open interest of call options was 12.85 million contracts, and put options was 12.85 million contracts. The open interest PCR was 1.00 [3] Group 4: Volatility Analysis - Volatility analysis was conducted on the Shanghai 50, CSI 300, and CSI 1000, including historical volatility, historical volatility cones, and volatility smile curves [3][4]