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股指期权数据日报-20251030
Guo Mao Qi Huo·2025-10-30 11:23

Report Summary 1. Market Performance Overview - On October 29, A-shares performed strongly. The Shanghai Composite Index reached 4000 points, hitting a new rebound high. The ChiNext Index soared nearly 3%, and the Beixin 50 skyrocketed over 8%, achieving its largest single - day gain in 9 months. The Shanghai Composite Index closed up 0.7% at 4016.33 points, the Shenzhen Component Index rose 1.95%, the ChiNext Index climbed 2.93%, the Beixin 50 jumped 8.41%, the Kechuang 50 increased 1.18%, the Wind All - A rose 1.16%, the Wind A500 advanced 1.55%, and the CSI A500 went up 1.34%. A - shares had a full - day trading volume of 2.29 trillion yuan, compared with 2.17 trillion yuan the previous day [5] 2. Index Quotes | Index | Closing Price | Change (%) | Trading Volume (Billion Yuan) | Trading Volume (Billion) | | --- | --- | --- | --- | --- | | SSE 50 | 3063.021 | 0.41 | 60.14 | - | | CSI 300 | 4747.8378 | 1.20 | 246.21 | 1.19 | | CSI 1000 | - | - | 4391.62 | - | [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 | 2.46 | 1.75 | 0.71 | 6.60 | 2.70 | 3.91 | 0.69 | | CSI 300 | 10.83 | 4.46 | 0.70 | 16.96 | 8.05 | 8.90 | 0.90 | | CSI 1000 | 11.10 | 0.81 | - | 28.17 | 13.54 | 14.63 | 1.08 | [3] 4. Volatility Analysis - SSE 50: Historical volatility data and volatility smile curve for the next - month at - the - money implied volatility are presented, including historical volatility cone with values such as 10% and 90% quantiles [3][4] - CSI 300: Similar to SSE 50, historical volatility and volatility smile curve for the next - month at - the - money implied volatility are shown, along with historical volatility cone [3][4] - CSI 1000: Historical volatility analysis and volatility smile curve for the next - month at - the - money implied volatility are provided, including historical volatility cone [3][4]