股指期权数据日报-20251210

Group 1: Market Overview - On December 9th, A-share large and small indices showed mixed performance, with resource stocks falling across the board and the Shanghai Composite Index dropping; CPO concept stocks were repeatedly active, and the ChiNext Index rising. The Shanghai Composite Index closed down 0.37% at 3909.52 points, the Shenzhen Component Index fell 0.39%, the ChiNext Index rose 0.61%, the North Securities 50 fell 1.72%, the Science and Technology Innovation 50 fell 0.27%, the Wind All A fell 0.55%, the Wind A500 fell 0.54%, and the CSI A500 fell 0.56%. A-shares had a full-day turnover of 1.92 trillion yuan, compared with 2.05 trillion yuan the previous day. More than 4,000 stocks in the market declined [5] Group 2: Index Performance - The closing price of the Shanghai 50 was 2997.9603, with a decline of 0.71%, a turnover of 43.43 billion yuan, and a trading volume of 4598.2232 million [3] - The closing price of the CSI 300 was 3923.13, with a decline of 0.51%, a turnover of 4521.14 billion yuan, and a trading volume of 7380.5835 million [3] - The closing price of the CSI 1000 had a decline of 0.57%, a turnover of 228.49 billion yuan [3] Group 3: CFFEX Stock Index Options Trading Shanghai 50 - Call option trading volume was 2.23 million contracts, put option trading volume was 1.33 million contracts, call option open interest was 6.74 million contracts, put option open interest was 3.96 million contracts. The trading volume PCR was 0.67, and the open interest PCR was 0.70 [3] CSI 300 - Call option trading volume was 9.74 million contracts, put option trading volume was 5.93 million contracts, call option open interest was 19.49 million contracts, put option open interest was 10.86 million contracts. The trading volume PCR was 0.64, and the open interest PCR was 0.79 [3] CSI 1000 - Call option trading volume was 9.78 million contracts, put option trading volume was 8.11 million contracts, call option open interest was 32.95 million contracts, put option open interest was 16.56 million contracts. The trading volume PCR was 0.83, and the open interest PCR was 0.99 [3] Group 4: Volatility Analysis Shanghai 50 - Historical volatility analysis includes historical volatility cone with 10%, 30%, 60%, 90% quantile values, minimum, maximum, and current value, and volatility smile curve with next - month at - the - money implied volatility [3][4] CSI 300 - Historical volatility analysis includes historical volatility cone with 10%, 30%, 60%, 90% quantile values, minimum, maximum, and current value, and volatility smile curve with next - month at - the - money implied volatility [3][4] CSI 1000 - Historical volatility analysis includes historical volatility cone with 10%, 30%, 60%, 90% quantile values, minimum, maximum, and current value, and volatility smile curve with next - month at - the - money implied volatility [3][4]