股指期权数据日报-20251028

Report Summary 1. Report Industry Investment Rating - No information provided 2. Core View of the Report - The report presents a daily data analysis of stock index options, including market trends, trading volume, open interest, and volatility of major indices such as SSE 50, CSI 300, and CSI 1000 [3][4] 3. Summary by Relevant Catalogs 3.1 Market Review - Index Performance: SSE 50 rose 0.78% to close at 1,852.95, with a trading volume of 70.41 billion and a turnover of 306.95293 billion yuan; CSI 300 rose 1.03%, with relevant trading volume and turnover data; CSI 1000 also had corresponding performance data [3] - Overall Market: The Shanghai Composite Index rose 1.18% to 3,996.94 points, the Shenzhen Component Index rose 1.51%, the ChiNext Index rose 1.98%, the North Star 50 fell 0.2%, the STAR 50 rose 1.5%, the Wind All A rose 1.19%, the Wind A500 rose 1.32%, and the CSI A500 rose 1.3%. A-share trading volume reached 2.36 trillion yuan, up from 1.99 trillion yuan the previous day [5] 3.2 CFFEX Stock Index Options Trading Situation - Trading Volume and Open Interest: For SSE 50 options, call option trading volume was 3.70 million contracts, put option trading volume was 3.97 million contracts, call option open interest was 2.61 million contracts, put option open interest was 2.57 million contracts, etc. Similar data were provided for CSI 300 and CSI 1000 options [3] - PCR (Put - Call Ratio): PCR data for trading volume and open interest were presented for SSE 50, CSI 300, and CSI 1000 options [3] 3.3 Volatility Analysis - Historical Volatility and Volatility Cone: Historical volatility and volatility cone data were analyzed for SSE 50, CSI 300, and CSI 1000, including different percentile values and the current value [3][4] - Volatility Smile Curve: Volatility smile curves for the next - month at - the - money implied volatility were shown for SSE 50, CSI 300, and CSI 1000 [3][4]