股指期权数据日报-20251119

Report Summary 1. Report Industry Investment Rating - No information provided in the given content 2. Core View of the Report - On November 18, the A - share market fluctuated downward with over 4100 stocks falling. The lithium - battery industry chain had a full - scale correction, and sectors like electrolyte and solid - state batteries led the decline. Industries such as steel, chemical, coal, and non - ferrous metals had relatively large declines. The board index fell 1.16%, the North Securities 50 fell 2.92%, the Science and Technology Innovation 50 rose 0.29%, the Wind All - A fell 0.93%, the Wind A500 fell 0.82%, and the CSI A500 fell 0.79%. The A - share trading volume for the whole day was 1.95 trillion yuan, compared with 1.93 trillion yuan the previous day [5] 3. Summary by Relevant Catalogs Market Index Quotes - Index Closing Prices and Changes: The closing price of the Shanghai Composite 50 was 1062.01, down 0.30%, with a trading volume of 43.59 billion yuan and a turnover of 177.71 billion; the Shanghai and Shenzhen 300 closed at 4568.1928, down 0.65%, with a trading volume of 277.48 billion yuan and a turnover of 7448.1007 billion, and another data point showed a 1.00% decline and a trading volume of 4180.65 billion; the CSI 1000 data was not fully presented in terms of closing price and change [3] CFFEX Stock Index Option Trading Situation - Option Volume and Position: For the Shanghai Composite 50, the call option volume was 2.92 million, the put option volume was 0.56 million, the total option volume was 7.82 million, the call option position was 3.18 million, the put option position was 0.69 million, the total position was 4.54 million, the volume PCR was 1.63, and the position PCR was 4.63. For the Shanghai and Shenzhen 300, the call option volume was 9.30 million, the put option volume was 6.63 million, the volume PCR was 0.71, the call option position was 23.59 million, the put option position was 13.26 million, the total position was 10.33 million, the position PCR was 0.78, and another position - related value was 15.93 million. For the CSI 1000, the call option volume was 32.35 million, the put option volume was 17.54 million, the total option volume was 33.59 million, the call option position was 14.81 million, the put option position was 0.84 million, the total position was 16.99 million, the volume PCR was 16.60, and the position PCR was 0.98 [3] Volatility Analysis - Historical Volatility and Volatility Cone: Historical volatility and volatility cone data were presented for the Shanghai Composite 50, Shanghai and Shenzhen 300, and CSI 1000, including different percentile values (such as 10%, 30%, 60%, 90% etc.) and the current value, as well as data for different time - periods (5 - day, 20 - day, 40 - day, 60 - day, 120 - day). Volatility smile curves and next - month at - the - money implied volatility were also provided for each index [3][4]