股指期权数据日报-20251014

Report Industry Investment Rating - No relevant content provided Core Viewpoints - The report presents the daily data of stock index options, including the performance of major indices, trading volume and open interest of index options, and volatility analysis of different indices [3][4] Summary by Directory Market Review - Index Performance: The Shanghai Composite Index fell 0.19% to 3889.5 points, the Shenzhen Component Index fell 0.93%, the ChiNext Index fell 1.11%, the Northbound 50 Index fell 1.29%, the Science and Technology Innovation 50 Index rose 1.4%, the Wind All - A Index fell 0.35%, the Wind A500 Index fell 0.5%, and the CSI A500 Index fell 0.49%. A - share trading volume was 2.37 trillion yuan, down from 2.53 trillion yuan the previous day [4] - Index Details: The closing price of the SSE 50 was 2967.206, down 0.26%, with a turnover of 70.16 billion yuan and a trading volume of 1.85783 billion; the CSI 300 closed at 7140.02, down 0.50%, with a turnover of 315.01 billion yuan and a trading volume of 45.939785 billion; the CSI 1000 closed at 7519.7636, down 0.19%, with a turnover of 470.991 billion yuan and a trading volume of 28.84 billion [3] CFFEX Stock Index Options Trading - Trading Volume and Open Interest: For the SSE 50, the trading volume of call options was 3.79 million, put options 7.72 million, with a trading volume PCR of 0.72; the open interest of call options was 6.46 million, put options 2.67 million, with an open interest PCR of 0.41. For the CSI 300, the trading volume of call options was 22.43 million, put options 19.79 million, with a trading volume PCR of 0.88; the open interest of call options was 10.54 million, put options 9.25 million, with an open interest PCR of 0.88. For the CSI 1000, the trading volume of call options was 23.21 million, put options 29.23 million, with a trading volume PCR of 1.26; the open interest of call options was 14.72 million, put options 14.51 million, with an open interest PCR of 0.99 [3] Volatility Analysis - SSE 50: Historical volatility and volatility smile curves are presented, with the current historical volatility value shown in the historical volatility cone [3][4] - CSI 300: Similar to the SSE 50, historical volatility and volatility smile curves are provided [3][4] - CSI 1000: Historical volatility and volatility smile curves are also presented [3][4]