股指期权数据日报-20251023
Guo Mao Qi Huo·2025-10-23 05:33

Report Summary 1. Report Industry Investment Rating - No information on the industry investment rating is provided in the report. 2. Core View - The report presents a daily data analysis of stock index options, including the performance of major stock indices, trading volume and open interest of index options, and volatility analysis of different indices. It also shows the market trends of A - shares on the day, with a decrease in trading volume [3][4]. 3. Summary by Relevant Catalogs 3.1 Market Review - Stock Index Performance: The closing price of the Shanghai - Shenzhen 300 index is N/A, with a decline of 0.33%, and a trading volume of 440.935 billion yuan and 18.533 billion shares; the Shanghai Composite Index fell 0.07% to 3913.76 points, the Shenzhen Component Index fell 0.62%, the ChiNext Index fell 0.79%, the North - bound 50 rose 0.87%, the Science and Technology Innovation 50 fell 0.06%, the Wind All - A fell 0.38%, the Wind A500 fell 0.52%, and the CSI A500 fell 0.39%. A - share trading volume was 1.69 trillion yuan, hitting a new phased low [3][4]. - Stock Index Option Trading Volume and Open Interest: For the SSE 50 index options, the trading volume of call options is 2.26 million contracts, put options is 5.76 million contracts, the open interest of call options is 3.42 million contracts, and put options is 2.34 million contracts. For the CSI 300 index options, the trading volume of call options is 4.46 million contracts, put options is 2.94 million contracts, the open interest of call options is 6.38 million contracts, and put options is 7.13 million contracts. For the CSI 1000 index options, the trading volume of call options is 8.82 million contracts, put options is 0.81 million contracts, the open interest of call options is 12.86 million contracts, and put options is 12.06 million contracts [3]. 3.2 Volatility Analysis - SSE 50 Volatility: The report shows the historical volatility cone and volatility smile curve of the SSE 50 index, including the current value and different percentile values of historical volatility [3][4]. - CSI 300 Volatility: Similar to the SSE 50, the historical volatility cone and volatility smile curve of the CSI 300 index are presented [4]. - CSI 1000 Volatility: The historical volatility cone and volatility smile curve of the CSI 1000 index are also provided [4].