股指期权数据日报-20251107

Report Summary 1. Report Industry Investment Rating - No information provided. 2. Core Viewpoints - On November 6, the A - share market rose unilaterally with increased trading volume. The Shanghai Composite Index rose nearly 1% and returned to the 4000 - point mark. The computing power hardware industry chain exploded, and the electric power grid theme continued to ferment [3]. 3. Summary by Related Content Market Quotes Review - Index Performance: The Shanghai Composite Index closed up 0.97% at 4007.76 points, the Shenzhen Component Index rose 1.73%, the ChiNext Index rose 1.84%, the CSI 300 rose 1.43%, the Beijing Stock Exchange 50 fell 0.38%, the STAR 50 rose 3.34%, the Wind All - A rose 1.19%, the Wind A500 rose 1.51%, and the CSI A500 rose 1.54%. The A - share market had a full - day trading volume of 2.08 trillion yuan, compared with 1.89 trillion yuan the previous day [3]. - Specific Index Data: The closing price of the SSE 50 was 3044.7416, with a trading volume of 50.63 billion and a turnover of 1439.34 billion yuan, up 1.22%. The CSI 300 closed at 4693.4032, with a trading volume of 224.24 billion and a turnover of 5536.42 billion yuan, up 1.43%. The CSI 1000 closed at 7551.8299, with a trading volume of 4051.69 billion and a turnover of 263.61 billion yuan, up 1.17% [3]. CFFEX Stock Index Option Trading Situation - Option Volume and Position: For the SSE 50, the call option trading volume was 4.07 million, the put option trading volume was 3.11 million, the call option position was 7.29 million, the put option position was 4.19 million, the trading volume PCR was 0.74, and the position PCR was 0.66. For the CSI 300, the call option trading volume was 13.74 million, the put option trading volume was 8.62 million, the call option position was 20.00 million, the put option position was 10.75 million, the trading volume PCR was 0.59, and the position PCR was 0.86. For the CSI 1000, the call option trading volume was 26.01 million, the put option trading volume was 13.93 million, the call option position was 31.01 million, the put option position was 14.85 million, the trading volume PCR was 0.87, and the position PCR was 1.09 [3]. Volatility Analysis - Historical Volatility and Volatility Cone: The report presents the historical volatility and volatility cone of the SSE 50, CSI 300, and CSI 1000, including the 10%, 30%, 60%, 90% quantile values, minimum, maximum, and current values, as well as historical volatility data for different periods (5 - day, 20 - day, 40 - day, 60 - day, 120 - day) [3]. - Volatility Smile Curve and Next - Month At - the - Money Implied Volatility: The report shows the volatility smile curves and next - month at - the - money implied volatility of the SSE 50, CSI 300, and CSI 1000 [3].