股指期权数据日报-20251027

Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - The report presents the daily data of stock index options, including the performance of major indices such as the Shanghai Composite Index, Shenzhen Component Index, and ChiNext Index, as well as the trading volume, closing price, and turnover of index options [3][5] 3. Summary by Relevant Catalogs 3.1 Market Review - Index Performance: The Shanghai Composite Index rose 0.71% to 3950.31 points, with a weekly increase of 2.88%. The Shenzhen Component Index rose 2.02% with a weekly increase of 4.73%. The ChiNext Index rose 3.57% with a weekly increase of 8.05%. The CSI 300 rose 1.18% with a weekly increase of 3.24%. The Beijing Stock Exchange 50 rose 1.15% with a weekly increase of 2.74%. The STAR 50 rose 4.35% with a weekly increase of 7.27%. The Wind All A rose 1.27% with a weekly increase of 3.47%. The Wind A500 rose 1.31% with a weekly increase of 3.46%. The CSI A500 rose 1.38% with a weekly increase of 3.59% [5] - Trading Volume: A - shares had a full - day trading volume of 1.99 trillion yuan, compared with 1.66 trillion yuan the previous day [5] 3.2 CFFEX Stock Index Option Trading Situation - Shanghai 50 Index Options: The trading volume of call options was 3.67 million contracts, and put options was 3.73 million contracts. The open interest of call options was 2.51 million contracts, and put options was 6.25 million contracts. The trading volume PCR was 1.16, and the open interest PCR was 0.46 [3] - CSI 300 Index Options: The trading volume of call options was 10.20 million contracts, and put options was 6.52 million contracts. The open interest of call options was 8.83 million contracts, and put options was 7.06 million contracts. The trading volume PCR was 0.56, and the open interest PCR was 0.80 [3] - CSI 1000 Index Options: The trading volume of call options was 22.14 million contracts, and put options was 12.73 million contracts. The open interest of call options was 26.83 million contracts, and put options was 13.75 million contracts. The trading volume PCR was 0.74, and the open interest PCR was 0.95 [3] 3.3 Volatility Analysis - Shanghai 50 Volatility: Historical volatility and volatility smile curves are presented, including historical volatility cone data such as 10% and 30% quantile values, minimum, maximum, and current values [3][4] - CSI 300 Volatility: Similar to the Shanghai 50, historical volatility and volatility smile curves are shown, along with historical volatility cone data [3][4] - CSI 1000 Volatility: Historical volatility and volatility smile curves are provided, along with historical volatility cone data [3][4]