股指期权数据日报-20251211

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents the daily data of stock index options, including the market performance of related indices, trading volume, open interest, and volatility analysis of stock index options [3][4]. 3. Summary by Related Catalogs Market Review - Index Performance: On December 11, 2025, the Shanghai Composite Index closed at 3900.5, down 0.23%; the Shenzhen Component Index rose 0.29%; the ChiNext Index fell 0.02%; the Northbound 50 Index fell 0.85%; the Science and Technology Innovation 50 Index fell 0.03%; the Wind All - A Index rose 0.12%; the Wind A500 Index rose 0.03%; the CSI A500 Index rose 0.05%. A - shares traded 1.79 trillion yuan throughout the day, compared with 1.92 trillion yuan the previous day [5]. - Index Closing Prices and Changes: The Shanghai Stock Exchange 50 closed at 2988.6375, down 0.31%, with a turnover of 41.51 billion yuan and a trading volume of 1.01334 billion; the CSI 300 closed at 4591.8273, down 0.14%, with a turnover of 4014.53 billion yuan and a trading volume of 169.11 million; the CSI 1000 closed at 7408.2441, up 0.37%, with a turnover of 3602.45 billion yuan and a trading volume of 215.61 million [3]. CFFEX Stock Index Options Trading Situation - Option Volume and Open Interest: For the SSE 50, the call option volume was 0.75 million contracts, the put option volume was 3.55 million contracts, the total option volume was 4.3 million contracts, the call option open interest was 2.03 million contracts, the put option open interest was 1.52 million contracts, and the total open interest was 3.55 million contracts. For the CSI 300, the call option volume was 8.75 million contracts, the put option volume was 11.79 million contracts, the total option volume was 20.54 million contracts, the call option open interest was 11.28 million contracts, the put option open interest was 7.37 million contracts, and the total open interest was 18.65 million contracts. For the CSI 1000, the call option volume was 24.06 million contracts, the put option volume was 13.55 million contracts, the total option volume was 37.61 million contracts, the call option open interest was 10.51 million contracts, the put option open interest was 16.43 million contracts, and the total open interest was 26.94 million contracts [3]. - PCR Indicators: The SSE 50's volume PCR was 0.69, and the open - interest PCR was 0.75; the CSI 300's volume PCR was 0.60, and the open - interest PCR was 0.78; the CSI 1000's volume PCR was 0.78, and the open - interest PCR was 0.98 [3]. Volatility Analysis - SSE 50 Volatility: The historical volatility and historical volatility cone of the SSE 50 are presented, along with the volatility smile curve of the SSE 50's next - month at - the - money implied volatility [3][4]. - CSI 300 Volatility: The historical volatility and historical volatility cone of the CSI 300 are presented, along with the volatility smile curve of the CSI 300's next - month at - the - money implied volatility [3][4]. - CSI 1000 Volatility: The historical volatility and historical volatility cone of the CSI 1000 are presented, along with the volatility smile curve of the CSI 1000's next - month at - the - money implied volatility [3][4].