股指期权数据日报-20251203

Report Industry Investment Rating - No information provided 2. Core View of the Report - On December 2nd, the A - share market fluctuated and declined, with most theme stocks correcting and the market showing a lack of highlights. The Shanghai Composite Index fell 0.55% at the mid - day session to 3892.55 points, the Shenzhen Component Index dropped 0.77%, the ChiNext Index declined 0.88%, the North Securities 50 fell 0.29%, the Science and Technology Innovation 50 decreased 1.18%, the Wind All - A dropped 0.72%, the Wind A500 declined 0.69%, the CSI A500 fell 0.71%, and the half - day trading volume of A - shares was 1.06 trillion yuan [4] 3. Summary by Relevant Catalogs 3.1 Market Review - Index Performance - The closing price of the SSE 50 was 2978.4671, with a turnover of 791.66 billion yuan, a trading volume of 33.48 billion, and a decline of 0.51%. The closing price of the CSI 300 was 4554.3347, with a turnover of 3643.66 billion yuan, a trading volume of 148.49 billion, and a decline of 0.48%. The closing price of the CSI 1000 was 3202.19, with a decline of 1.00% [3] - CFFEX Stock Index Options Trading Situation - SSE 50 Options: The trading volume of call options was 6.72 million contracts, the trading volume of put options was 1.69 million contracts, the trading volume PCR was 0.25. The open interest of call options was 3.92 million contracts, the open interest of put options was 2.80 million contracts, and the open interest PCR was 0.72 [3] - CSI 300 Options: The trading volume of call options was 6.03 million contracts, the trading volume of put options was 17.49 million contracts, the trading volume PCR was 2.90. The open interest of call options was 7.61 million contracts, the open interest of put options was 10.13 million contracts, and the open interest PCR was 1.33 [3] - CSI 1000 Options: The trading volume of call options was 14.35 million contracts, the trading volume of put options was 6.74 million contracts, the trading volume PCR was 0.47. The open interest of call options was 15.87 million contracts, the open interest of put options was 15.08 million contracts, and the open interest PCR was 0.95 [3] 3.2 Volatility Analysis - SSE 50 Volatility - Historical volatility was analyzed using the historical volatility cone, with the current value presented. The volatility smile curve of the next - month at - the - money implied volatility was also provided [3][4] - CSI 300 Volatility - Similar to the SSE 50, historical volatility was analyzed with the historical volatility cone and the current value, and the volatility smile curve of the next - month at - the - money implied volatility was shown [3][4] - CSI 1000 Volatility - Historical volatility was analyzed through the historical volatility cone and the current value, and the volatility smile curve of the next - month at - the - money implied volatility was presented [3][4]