股指期权数据日报-20251114

Group 1: Market Review - Index closing prices, daily changes, trading volumes, and turnovers are presented for the Shanghai 50, CSI 300, and CSI 1000. The Shanghai 50 closed at 3073.6656 with a turnover of 1324.81 billion yuan and a volume of 0.96 billion, and the CSI 300 closed at 4702.0738 with a turnover of 5100.61 billion yuan and a volume of 7590.5763 million. The CSI 1000 had a daily change of 1.39% and a turnover of 4205.96 billion yuan [3]. - On November 13th, the A - share market opened lower and closed higher. The Shanghai Composite Index rose 0.73% to 4029.5 points, hitting a ten - year high. The Shenzhen Component Index rose 1.78%, the ChiNext Index rose 2.55%, the Beijing Stock Exchange 50 rose 2.62%, the STAR 50 rose 1.44%, the Wind All - A rose 1.33%, the Wind A500 rose 1.49%, and the CSI A500 rose 1.43%. The total A - share trading volume was 2.07 trillion yuan, up from 1.96 trillion yuan the previous day [5]. Group 2: CFFEX Stock Index Options Trading - Options trading volumes and open interests, including those of call and put options, as well as the Put - Call Ratio (PCR) for the Shanghai 50, CSI 300, and CSI 1000 are provided. For example, the Shanghai 50 had a call option trading volume of 2.55 million, a put option trading volume of 0.61 million, a call option open interest of 7.18 million, and a put option open interest of 3.16 million [3]. Group 3: Volatility Analysis - Historical volatility and volatility cone data, along with volatility smile curves and next - month at - the - money implied volatility for the Shanghai 50, CSI 300, and CSI 1000 are analyzed [3][4].