股指期权数据日报-20250929

Market Overview - A-shares fluctuated lower, with the ChiNext Index falling more than 2% and breaking below 3,200 points. Technology stocks pulled back across the board. The Shanghai Composite Index closed down 0.65% at 3,828.11 points, the Shenzhen Component Index fell 1.76%, the ChiNext Index dropped 2.6%, the BeiZheng 50 declined 1.81%, the KeChuang 50 decreased 1.6%, the Wind All A fell 1.2%, the Wind A500 dropped 1%, and the CSI A500 declined 1.14%. The total trading volume of A-shares throughout the day was 2.17 trillion yuan, compared with 2.39 trillion yuan the previous day [5] Index Performance Index Trading Volume and Price | Index | Turnover (billion yuan) | Trading Volume (billion) | Closing Price | Change (%) | | --- | --- | --- | --- | --- | | SSE 50 | 150.188 | 29.410184 | 5,987.24 | -0.40 | | CSI 300 | 455.00487 | 2.0848 | 7,397.5894 | -0.95 | | CSI 1000 | - | 43.6863 | - | -1.45 | [3] CFFEX Stock Index Options Trading | Index | Call Option Volume (million) | Put Option Volume (million) | Volume PCR | Call Option Open Interest (million) | Put Option Open Interest (million) | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2.85 | 1.83 | 0.64 | 2.78 | 1.02 | 0.37 | | CSI 300 | 6.05 | 4.59 | 0.76 | 8.20 | 9.42 | 1.15 | | CSI 1000 | 28.25 | 13.64 | 0.48 | 14.61 | 13.51 | 0.92 | [3] Volatility Analysis SSE 50 Volatility - Historical volatility and historical volatility cone data are presented, along with the volatility smile curve and next-month at-the-money implied volatility [3][4] CSI 300 Volatility - Historical volatility and historical volatility cone data are provided, as well as the volatility smile curve and next-month at-the-money implied volatility [3][4] CSI 1000 Volatility - Historical volatility and historical volatility cone data are shown, along with the volatility smile curve and next-month at-the-money implied volatility [3][4]