国贸期货股指期权数据日报-20251226

Group 1: Report Information - Report title: Stock Index Option Data Daily Report [2] - Report date: December 26, 2025 [3] - Data sources: Wind, Guomao Futures Research Institute [3] Group 2: Market Review Index Quotes - Shanghai Composite Index closed up 0.47% at 3959.62 points, Shenzhen Component Index up 0.33%, ChiNext Index up 0.3%, North Securities 50 up 0.86%, Science and Technology Innovation 50 down 0.23%, Wind All A up 0.6%, Wind A500 up 0.25%, and CSI A500 up 0.25%. A-share trading volume reached 1.94 trillion yuan, compared with 1.9 trillion yuan the previous day [5] Index Details | Index | Closing Price | Change (%) | Turnover (billion yuan) | Trading Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 28.27 | 0.25 | 3032.8414 | 820.76 | | CSI 300 | 4642.5357 | 0.18 | 139.43 | 7579.3791 | | CSI 1000 | 4344.19 | 0.97 | 228.74 | - | [3] Group 3: CFFEX Stock Index Option Trading Option Trading Volume | Index | Call Option Volume (10,000 contracts) | Put Option Volume (10,000 contracts) | Total Volume (10,000 contracts) | Volume PCR | | --- | --- | --- | --- | --- | | SSE 50 | 1.17 | 0.70 | 2.95 | 0.60 | | CSI 300 | 8.39 | 2.81 | 16.26 | 0.50 | | CSI 1000 | 23.96 | 14.33 | 26.04 | 0.67 | [3] Option Open Interest | Index | Call Option Open Interest (10,000 contracts) | Put Option Open Interest (10,000 contracts) | Total Open Interest (10,000 contracts) | Open Interest PCR | | --- | --- | --- | --- | --- | | SSE 50 | 1.88 | 1.95 | 4.90 | 0.66 | | CSI 300 | 6.64 | 9.62 | 16.26 | 0.69 | | CSI 1000 | 9.63 | 13.09 | 22.72 | 0.99 | [3] Group 4: Volatility Analysis SSE 50 Volatility - Historical volatility cone analysis includes 10%, 30%, 60%, 90% quantiles, minimum, maximum, and current values, with data from August 11, 2025, to December 11, 2025. Volatility smile curve shows next - month at - the - money implied volatility [3][4] CSI 300 Volatility - Historical volatility cone analysis includes 10%, 30%, 60%, 90% quantiles, minimum, maximum, and current values, with data from August 11, 2025, to December 11, 2025. Volatility smile curve shows next - month at - the - money implied volatility [3][4] CSI 1000 Volatility - Historical volatility cone analysis includes 10%, 30%, 60%, 90% quantiles, minimum, maximum, and current values, with data from August 11, 2025, to December 11, 2025. Volatility smile curve shows next - month at - the - money implied volatility [3][4]