股指期权数据日报-20251126

1. Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - On November 25th, the broader market oscillated and rebounded throughout the day with a mid - day pull - back, and the ChiNext Index rose over 3% intraday. Nearly 4300 stocks closed in the green, and nearly a hundred stocks hit the daily limit. CPO, fiberglass, and electrolyte concepts led the gains, while aquaculture, civil aviation, and CSSC sectors declined against the trend [5] 3. Summary by Related Catalogs 3.1 Market Review Index Performance - The closing price of the SSE 50 was 2968.2023, with a turnover of 42.41 billion yuan, a trading volume of 4490.4047 million, and a daily increase of 0.60%. The CSI 300 had a closing price of 4041.74, a turnover of 169.57 billion yuan, a trading volume of 7249.9471 million, and a daily increase of 0.95%. The CSI 1000 had a closing price of 6980.32, a turnover of 245.43 billion yuan, and a trading volume of 1.31 billion [3] CFFEX Stock Index Options Trading Situation - For SSE 50 options, the trading volume of call options was 2.37 million contracts, put options 1.53 million contracts, and the total trading volume 5.79 million contracts. The open interest of call options was 3.41 million contracts, put options 3.85 million contracts, and the total open interest 16.77 million contracts, with a trading volume PCR of 0.55 and an open interest PCR of 0.70. For CSI 300 options, the trading volume of call options was 6.13 million contracts, put options 0.63 million contracts, and the total trading volume 9.97 million contracts. The open interest of call options was 10.09 million contracts, put options 6.68 million contracts, and the total open interest 22.71 million contracts, with a trading volume PCR of 0.66 and an open interest PCR of 0.72. For CSI 1000 options, the trading volume of call options was 13.21 million contracts, put options 27.95 million contracts, and the total trading volume 9.49 million contracts. The open interest of call options was 13.31 million contracts, put options 14.65 million contracts, with a trading volume PCR of 0.91 [3] 3.2 Volatility Analysis - SSE 50 Volatility: Analyzed historical volatility and the volatility cone, and presented the volatility smile curve and next - month at - the - money implied volatility [3][4] - CSI 300 Volatility: Conducted historical volatility and volatility cone analysis, and showed the volatility smile curve and next - month at - the - money implied volatility [4] - CSI 1000 Volatility: Analyzed historical volatility and the volatility cone, and provided the volatility smile curve and next - month at - the - money implied volatility [4]