股指期权数据日报-20251120

Market Overview - On November 19, boosted by the rise of heavy - weight sectors, the Shanghai Composite Index closed in the red after volatile trading. Tech stocks performed poorly, with more than 4,100 stocks falling in the market. The Shanghai Composite Index rose 0.18% to 3,946.74 points, the Shenzhen Component Index remained flat, the ChiNext Index rose 0.25%, the North - bound 50 Index fell 1.4%, the STAR 50 Index fell 0.97%, the Wind All - A Index fell 0.3%, the Wind A500 Index rose 0.35%, and the CSI A500 Index rose 0.29% [5] - A - share trading volume for the whole day was 1.74 trillion yuan, compared with 1.95 trillion yuan the previous day [5] Index Performance | Index | Closing Price | Change (%) | Trading Volume (billion yuan) | Turnover (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 995.51 | 0.58 | 48.20 | 3852.30 | | CSI 300 | 4588.2922 | 0.44 | 7387.2084 | 3671.73 | | CSI 1000 | - | -0.82 | 238.39 | - | [3] CFFEX Stock Index Options Trading Option Volume | Index | Call Option Volume (million contracts) | Put Option Volume (million contracts) | Total Volume (million contracts) | Volume PCR | | --- | --- | --- | --- | --- | | SSE 50 | 3.23 | 2.89 | 7.66 | 0.90 | | CSI 300 | 16.61 | 23.49 | 40.1 | 1.41 | | CSI 1000 | 36.16 | 34.33 | 70.49 | 0.95 | [3] Option Open Interest | Index | Call Option Open Interest (million contracts) | Put Option Open Interest (million contracts) | Total Open Interest (million contracts) | Open Interest PCR | | --- | --- | --- | --- | --- | | SSE 50 | 0.73 | 0.67 | 1.4 | 0.92 | | CSI 300 | 6.94 | 13.07 | 20.01 | 1.88 | | CSI 1000 | 19.86 | 16.30 | 36.16 | 0.82 | [3] Volatility Analysis - The report presents historical volatility and volatility cone charts for SSE 50, CSI 300, and CSI 1000, as well as their next - month at - the - money implied volatility smile curves [3][4]