Report Summary 1. Market Performance - The Shanghai Composite Index rose 0.63% to 3863.89 points, the Shenzhen Component Index rose 0.98%, the ChiNext Index rose 1.98%, the Beijing Stock Exchange 50 Index fell 0.25%, the STAR 50 Index rose 0.35%, the Wind All - A Index rose 0.79%, the Wind A500 Index rose 0.61%, and the CSI A500 Index rose 0.63% [4]. - A - share trading volume was 1.75 trillion yuan, the lowest since August 8th, compared with 1.95 trillion yuan the previous day [4]. 2. Index Quotes | Index | Closing Price | Change (%) | Turnover (billion yuan) | Volume (billion) | | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 1283.62 | 53.18 | 2974.8648 | 0.24 | | CSI 300 | N/A | 0.53 | 5057.99 | 0.75 | | CSI 1000 | 3284.45 | 218.58 | - | - | [3] 3. CFFEX Stock Index Options Trading | Index | Call Option Volume (million contracts) | Put Option Volume (million contracts) | Volume PCR | Option Open Interest (million contracts) | Call Option Open Interest (million contracts) | Put Option Open Interest (million contracts) | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 2.72 | 1.77 | 0.54 | 5.41 | 3.20 | 2.21 | 0.69 | | CSI 300 | 3.06 | 7.98 | 0.62 | 8.22 | 5.88 | 4.92 | 0.72 | | CSI 1000 | 21.04 | 11.60 | 0.81 | 23.71 | 9.44 | 12.59 | 0.88 | [3] 4. Volatility Analysis - The report provides historical volatility and volatility cone analysis for SSE 50, CSI 300, and CSI 1000, as well as their next - month at - the - money implied volatility smile curves [3][4].
股指期权数据日报-20251021
Guo Mao Qi Huo·2025-10-21 07:38