股指期权数据日报-20250926

Market Performance - The Shanghai Composite Index dropped 0.01% to 3853.3 points, the Shenzhen Component Index rose 0.67%, the ChiNext Index rose 1.58%, the North Securities 50 Index fell 1.37%, the Science and Technology Innovation 50 Index rose 1.24%, and the Wind All - A Index rose 0.17% [5] - The Wind A500 rose 0.54% and the CSI A500 rose 0.71%. A - shares had a full - day trading volume of 2.39 trillion yuan, compared with 2.35 trillion yuan the previous day [7] Index Data Index Quotes | Index | Closing Price | Trading Volume (Billion) | Turnover (Billion Yuan) | Increase/Decrease (%) | | --- | --- | --- | --- | --- | | SSE 50 | 2952.7352 | 1586.67 | 54.32 | 0.45 | | CSI 300 | 4593.4875 | 0.60 | 6698.67 | - 0.37 | | CSI 1000 | 4647.45 | - | - | - | [3] CFFEX Stock Index Options Trading | Index | Call Option Volume (Million Contracts) | Put Option Volume (Million Contracts) | Option Volume (Million Contracts) | Call Option Open Interest (Million Contracts) | Put Option Open Interest (Million Contracts) | Open Interest (Million Contracts) | Volume PCR | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3.57 | 2.45 | 6.66 | 4.06 | 2.59 | 6.65 | 0.64 | 0.64 | | CSI 300 | 13.42 | 8.03 | 21.45 | 17.04 | 8.03 | 25.07 | 0.89 | 0.47 | | CSI 1000 | 22.91 | 12.69 | 35.6 | 13.28 | 10.22 | 23.5 | 0.81 | 0.77 | [3] Volatility Analysis - The report presents historical volatility and historical volatility cones, as well as volatility smile curves for SSE 50, CSI 300, and CSI 1000, including data such as minimum, maximum, 10% quantile, 30% quantile, 60% quantile, 90% quantile, and current values for different time - periods (5 - day, 20 - day, 40 - day, 60 - day, 120 - day) [3][4]