股指期权数据日报-20250930

Report Summary 1. Core View - A-shares fluctuated lower, with the ChiNext Index falling more than 2% and breaking below 3,200 points. Technology stocks corrected 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 Beijing Stock Exchange 50 declined 1.81%, the Science and Technology Innovation 50 decreased 1.6%, the Wind All-A fell 1.2%, the Wind A500 dropped 1%, and the CSI A500 decreased 1.14%. A-share trading volume was 2.17 trillion yuan for the day, compared with 2.39 trillion yuan the previous day [5]. 2. Market Data Index Quotes | Index | Closing Price | Change (%) | Trading Volume (billion yuan) | Trading Volume (billion shares) | | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 1,899.69 | 70.63 | 2973.0417 | 1.09 | | CSI 300 | 6,933.95 | 274.36 | 1.54 | 7497.8308 | | CSI 1000 | 1.36 | 258.68 | - | - | [3] CFFEX Stock Index Option Trading | Index | Call Option Volume (million contracts) | Put Option Volume (million contracts) | Total Volume (million contracts) | Call Option Open Interest (million contracts) | Put Option Open Interest (million contracts) | Total Open Interest (million contracts) | Volume PCR | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 7.41 | 5.10 | 2.31 | 7.14 | 0.70 | 0.45 | 4.20 | 2.94 | | CSI 300 | 17.60 | 11.38 | 6.22 | 0.55 | 17.86 | 9.31 | 8.55 | 0.92 | | CSI 1000 | 30.66 | 17.05 | 0.80 | 27.35 | 13.61 | 13.63 | 0.99 | - | [3] Volatility Analysis - The report presents historical volatility and volatility cones for the SSE 50, CSI 300, and CSI 1000, as well as their respective volatility smile curves and next-month at-the-money implied volatility [3][4].