股指期权数据日报-20251128

Group 1: Report Information - The report is the "Stock Index Option Data Daily Report" released by the Research Institute of Guomao Futures on November 28, 2025 [2][3] - The data sources are Wind and Guomao Futures Research Institute [3] Group 2: Market Review Index Performance - The closing price of SSE 50 is 2972.2651, with a turnover of 39.29 billion yuan, a trading volume of 10.5106 billion, and a daily increase of 0.02% [3] - The closing price of CSI 300 is 4515.4027, with a turnover of 417.79 billion yuan, a trading volume of 21.128 billion, and a daily decrease of 0.05% [3] - The closing price of CSI 1000 is 7257.454, with a turnover of 365.626 billion yuan, a trading volume of 15.031 billion, and a daily increase of 0.12% [3] Overall Market Conditions - The Shanghai Composite Index rose 0.29% to 3875.26 points, the Shenzhen Component Index fell 0.25%, the ChiNext Index fell 0.44%, the Beijing Stock Exchange 50 fell 0.62%, the STAR 50 fell 0.33%, the Wind All A fell 0.01%, the Wind A500 fell 0.12%, and the CSI A500 fell 0.12% [4] - A-share trading volume was 1.72 trillion yuan, down from 1.8 trillion yuan the previous day [4] Group 3: CFFEX Stock Index Option Trading Option Trading Volume - For SSE 50, the trading volume of call options is 2.17 million contracts, put options is 1.30 million contracts, and the trading volume PCR is 0.67 [3] - For CSI 300, the trading volume of call options is 9.05 million contracts, put options is 5.40 million contracts, and the trading volume PCR is 0.68 [3] - For CSI 1000, the trading volume of call options is 9.69 million contracts, put options is 8.71 million contracts, and the trading volume PCR is 0.90 [3] Option Open Interest - For SSE 50, the open interest of call options is 6.05 million contracts, put options is 3.55 million contracts, and the open - interest PCR is 0.70 [3] - For CSI 300, the open interest of call options is 16.81 million contracts, put options is 9.86 million contracts, and the open - interest PCR is 0.70 [3] - For CSI 1000, the open interest of call options is 29.21 million contracts, put options is 14.18 million contracts, and the open - interest PCR is 0.94 [3] Group 4: Volatility Analysis SSE 50 Volatility - Analyzed through historical volatility and historical volatility cone, and presented the volatility smile curve and next - month at - the - money implied volatility [3][4] CSI 300 Volatility - Analyzed through historical volatility and historical volatility cone, and presented the volatility smile curve and next - month at - the - money implied volatility [3][4] CSI 1000 Volatility - Analyzed through historical volatility and historical volatility cone, and presented the volatility smile curve and next - month at - the - money implied volatility [3][4]