股指期权数据日报-20251110

Report Summary 1. Market Performance - On November 7, the A-share market fluctuated downward, with AI software and hardware sectors leading the decline and chemical stocks surging. The Shanghai Composite Index closed down 0.25% at 3997.56 points, the Shenzhen Component Index dropped 0.36%, the ChiNext Index fell 0.51%, the Northbound 50 Index rose 0.19%, the Science and Technology Innovation 50 Index declined 1.47%, the Wind All A Index dropped 0.26%, the Wind A500 Index fell 0.18%, and the CSI A500 Index declined 0.2%. The total trading volume of A-shares was 2.02 trillion yuan, down from 2.08 trillion yuan the previous day [5]. 2. Index Quotes | Index | Closing Price | Change (%) | Trading Volume (Billion Yuan) | Trading Volume (Billion) | | --- | --- | --- | --- | --- | | SSE 50 | 3038.3455 | -0.21 | 1198.48 | 212.50 | | CSI 300 | 4678.7944 | -0.31 | 7541.878 | 267.89 | | CSI 1000 | - | -0.13 | 4196.11 | - | [3] 3. CFFEX Stock Index Option Trading | Index | Call Option Volume (Million Contracts) | Put Option Volume (Million Contracts) | Volume PCR | Call Option Open Interest (Million Contracts) | Put Option Open Interest (Million Contracts) | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2.45 | 1.38 | 0.73 | 7.29 | 3.08 | 0.73 | | CSI 300 | 9.41 | 5.44 | 0.88 | 20.06 | 9.40 | 0.88 | | CSI 1000 | 23.14 | 12.17 | 0.90 | 31.29 | 14.79 | 1.12 | [3] 4. Volatility Analysis - The report provides historical volatility and volatility cone data for SSE 50, CSI 300, and CSI 1000, as well as their respective volatility smile curves and next-month at-the-money implied volatility [3][4].