股指期权数据日报-20251016

Report Summary 1. Report Industry Investment Rating - No information provided on the industry investment rating in the given content. 2. Core View of the Report - The report presents a daily data analysis of stock index options, including the performance of major stock indexes, trading volume, turnover, and volatility analysis of上证50, 沪深300, and 中证1000 [3][4]. 3. Summary by Relevant Catalogs 3.1 Market Review - Stock Index Performance: The Shanghai Composite Index rose 1.22% to 3912.21 points, the Shenzhen Component Index rose 1.73%, the ChiNext Index rose 2.36%, the Beixin 50 rose 1.62%, the Kechuang 50 rose 1.4%, the Wind All - A rose 1.49%, the Wind A500 rose 1.54%, and the CSI A500 rose 1.51%. A - shares traded 2.09 trillion yuan throughout the day, compared with 2.6 trillion yuan the previous day [5]. - Index Trading Details: For 上证50, the trading volume was 1571.06 billion, the closing price was 3001.3489, the increase was 1.36%, and the turnover was 4606.2879 billion yuan; for 沪深300, the trading volume was 284.77 billion, the increase was 1.48%, and the closing price was 4037.98; for 中证1000, the trading volume was 7483.449 billion, the increase was 1.50%, and the turnover was 244.85 billion yuan [3]. 3.2 CFFEX Stock Index Option Trading Situation - Option Volume and Open Interest: For 上证50, the call option trading volume was 7.77 million, the put option trading volume was 5.50 million, the call option open interest was 3.39 million, and the put option open interest was 1.98 million; for 沪深300, the call option trading volume was 11.08 million, the put option trading volume was 20.11 million, the call option open interest was 10.61 million, and the put option open interest was 9.51 million; for 中证1000, the call option trading volume was 0.94 million, the put option trading volume was 42.12 million, the call option open interest was 14.73 million, and the put option open interest was 15.04 million [3]. - PCR (Put - Call Ratio): The trading volume PCR for 上证50 was 0.70, for 沪深300 was 0.90, and for 中证1000 was 0.98; the open interest PCR for 上证50 was 0.56, for 沪深300 was 0.90, and for 中证1000 was 0.98 [3]. 3.3 Volatility Analysis - Historical Volatility and Volatility Cone: The report shows the historical volatility and volatility cones of 上证50, 沪深300, and 中证1000, including the 10%, 30%, 60%, 90% quantile values, minimum, maximum, and current values, as well as the volatility for different periods (5 - day, 20 - day, 40 - day, 60 - day, 120 - day) [3][4]. - Volatility Smile Curve: The report also presents the next - month at - the - money implied volatility smile curves for 上证50, 沪深300, and 中证1000 [3][4].