股指期权数据日报-20251020

Report Information - Report Title: Stock Index Option Data Daily Report [2] - Date: October 20, 2025 [3] - Research Institute: Guomao Futures Research Institute [3] - Analyst: Li Zeju from the Financial Derivatives Center [3] - Data Sources: Wind, Guomao Futures Research Institute [3] Market Review Index Performance - Shanghai Composite Index rose 0.1% to 3916.23 points; Shenzhen Component Index fell 0.25%; ChiNext Index rose 0.38%; North Star 50 Index fell 1.3%; STAR 50 Index fell 0.94%; Wind All - A Index fell 0.44%; Wind A500 Index rose 0.03%; CSI A500 Index fell 0.04%. A - share trading volume was 1.95 trillion yuan, compared with 2.09 trillion yuan the previous day [4] - Shanghai Stock Exchange 50 Index closed at 2967.7748, down 1.70%, with a trading volume of 62.68 billion and a turnover of 1487.49 billion yuan [3] - CSI 300 Index fell 2.26% (value N/A), with a trading volume of 256.91 billion and a turnover of 5590.86 billion yuan [3] - CSI 1000 Index closed at 7185.4781, down 2.92%, with a trading volume of 254.33 billion and a turnover of 3838.75 billion yuan [3] CFFEX Stock Index Option Trading | Index | Call Option Volume (10,000 contracts) | Put Option Volume (10,000 contracts) | Volume PCR | Call Option Open Interest (10,000 contracts) | Put Option Open Interest (10,000 contracts) | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | | Shanghai Stock Exchange 50 | 7.47 | 2.83 | 0.70 | 2.94 | 4.64 | 0.61 | | CSI 300 | 22.84 | 12.28 | 0.86 | 7.78 | 10.56 | 0.71 | | CSI 1000 | 44.22 | 22.01 | 0.99 | 11.69 | 22.13 | 0.89 | [3] Volatility Analysis - The report presents historical volatility cones and volatility smile curves for the Shanghai Stock Exchange 50, CSI 300, and CSI 1000 indexes, including different time - period historical volatilities (such as 5 - day, 20 - day, 40 - day, 60 - day, and 120 - day) and the current values compared with different percentile values (10%, 30%, 60%, 90%) [3][4]