股指期权数据日报-20251125

Report Summary 1. Report Industry Investment Rating - No information about the report industry investment rating is provided in the given content. 2. Report Core View - The report presents a daily data analysis of stock index options, including market trends, trading volume, open interest, and volatility analysis of different indices such as SSE 50, CSI 300, and CSI 1000 [3][4]. 3. Summary by Relevant Catalogs 3.1 Market Review - On November 24, the A-share market fluctuated and rose. The military theme was active, while the lithium mining sector had a significant correction. The Shanghai Composite Index rose 0.05% to 3836.77 points, the Shenzhen Component Index rose 0.37%, the ChiNext Index rose 0.31%, the Northbound 50 Index rose 0.63%, the STAR 50 Index rose 0.84%, the Wind All A Index rose 0.62%, the Wind A500 Index fell 0.06%, and the CSI A500 Index rose 0.16%. The total A-share trading volume was 1.74 trillion yuan, compared with 1.98 trillion yuan the previous day. More than 4200 stocks rose [4]. 3.2 Index Trading Data | Index | Volume (billion) | Closing Price | Change (%) | Turnover (billion yuan) | | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 1102.71 | 2950.562 | -0.18 | 50.80 | | CSI 300 | - | 4258.07 | -0.12 | 4448.0478 | | CSI 1000 | 7156.4085 | 3689.93 | 1.26 | 240.66 | [3] 3.3 CFFEX Stock Index Options Trading Situation | Index | Call Option Volume (million contracts) | Put Option Volume (million contracts) | Volume PCR | Option Open Interest (million contracts) | Call Option Open Interest (million contracts) | Put Option Open Interest (million contracts) | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 2.59 | 1.61 | 0.61 | 5.66 | 3.35 | 2.31 | 0.69 | | CSI 300 | 9.61 | 5.91 | 0.63 | 17.12 | 10.32 | 6.80 | 0.66 | | CSI 1000 | 12.77 | 0.70 | - | 21.64 | 8.88 | 14.98 | 0.85 | [3] 3.4 Volatility Analysis - SSE 50 Volatility Analysis: It includes historical volatility and a historical volatility cone, as well as a volatility smile curve and the next - month at - the - money implied volatility [3][4]. - CSI 300 Volatility Analysis: Similar to the SSE 50, it has historical volatility, a historical volatility cone, a volatility smile curve, and the next - month at - the - money implied volatility [3][4]. - CSI 1000 Volatility Analysis: Also contains historical volatility, a historical volatility cone, a volatility smile curve, and the next - month at - the - money implied volatility [3][4].