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股指期权数据日报-20251104
Guo Mao Qi Huo·2025-11-04 07:25

Report Summary 1. Report Industry Investment Rating - There is no information about the report industry investment rating in the provided content. 2. Core Viewpoints - On November 3rd, the A - share market recovered after hitting a low, with all three major indexes closing in the green. The ChiNext Index dropped 2% during the session. The Shanghai Composite Index rose 0.55% to 3976.52 points, the Shenzhen Component Index rose 0.19%, and the ChiNext Index rose 0.29%. The North Securities 50 Index fell 0.98%, the Sci - Tech Innovation 50 Index fell 1.04%, the Wind All - A Index rose 0.39%, the Wind 4500 Index rose 0.19%, and the CSI A500 Index rose 0.19%. The total trading volume of A - shares for the day was 2.13 trillion yuan, compared with 2.35 trillion yuan the previous day [5]. 3. Summary by Relevant Catalogs 3.1 Market Index Quotes - The Shanghai Stock Exchange 50 Index closed at 3016.3507, up 0.16%, with a trading volume of 1346.37 billion yuan and a trading volume of 54.90 billion [3]. - The CSI 300 Index closed at 4653.4028, up 0.27%, with a trading volume of 5576.03 billion yuan and a trading volume of 239.87 billion [3]. - The CSI 1000 Index closed at 7538.1178, up 0.42%, with a trading volume of 4324.23 billion yuan and a trading volume of 278.24 billion [3]. 3.2 CFFEX Stock Index Option Trading Situation | Index | Call Option Volume (10,000 contracts) | Put Option Volume (10,000 contracts) | Volume PCR | Call Option Open Interest (10,000 contracts) | Put Option Open Interest (10,000 contracts) | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | Shanghai Stock Exchange 50 | 3.57 | 2.22 | 0.61 | 2.98 | 1.97 | 0.66 | | CSI 300 | 7.15 | 5.25 | 0.73 | 11.03 | 8.64 | 0.78 | | CSI 1000 | 24.31 | 12.92 | 0.88 | 14.44 | 15.01 | 1.04 | [3] 3.3 Volatility Analysis - The report presents historical volatility cones and volatility smile curves for the Shanghai Stock Exchange 50, CSI 300, and CSI 1000 indexes, including historical volatility data for different periods such as 5 - day, 20 - day, 40 - day, 60 - day, and 120 - day, as well as the current value and percentile values [3][4].