股指期权数据日报-20251224
Guo Mao Qi Huo·2025-12-24 08:00

Report Summary 1. Report Industry Investment Rating - No information provided 2. Core View - On December 23, the A-share market showed narrow consolidation. The lithium - battery and lithography machine industrial chains strengthened, while the commercial space theme had a deep correction. The Shanghai Composite Index rose 0.07% to 3919.98 points, the Shenzhen Component Index rose 0.27%, the ChiNext Index rose 0.41%, the North - 50 Index fell 0.64%, the STAR 50 Index rose 0.36%, the Wind All - A Index fell 0.06%, the Wind A500 Index rose 0.22%, and the CSI A500 Index rose 0.22%. The total A - share trading volume was 1.92 trillion yuan, compared with 1.88 trillion yuan the previous day [5] 3. Summary by Relevant Catalogs 3.1 Market Index Quotes | Index | Closing Price | Change (%) | Trading Volume (billion yuan) | Trading Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 3027.5195 | 0.24 | 35.89 | - | | CSI 300 | 4620.7341 | 0.20 | 4331.41 | 169.26 | | CSI 1000 | 3971.82 | -0.22 | 224.29 | - | [3] 3.2 CFFEX Stock Index Options Trading | Index | Call Option Volume (million) | Put Option Volume (million) | Volume PCR | Call Option Open Interest (million) | Put Option Open Interest (million) | Open Interest (million) | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2.73 | 2.09 | 0.77 | 1.79 | 0.66 | 4.52 | 0.88 | | CSI 300 | 7.46 | 4.55 | 0.64 | 8.70 | 5.99 | 14.69 | 0.69 | | CSI 1000 | 15.72 | 8.87 | 0.77 | 12.72 | 6.85 | 11.86 | 0.93 | [3] 3.3 Volatility Analysis - SSE 50: Analyzed historical volatility and the volatility cone, and presented the volatility smile curve and the next - month at - the - money implied volatility [3][4] - CSI 300: Analyzed historical volatility and the volatility cone, and presented the volatility smile curve and the next - month at - the - money implied volatility [3][4] - CSI 1000: Analyzed historical volatility and the volatility cone, and presented the volatility smile curve and the next - month at - the - money implied volatility [3][4]