股指期权数据日报-20251231

Report Overview - This is an index option data daily report from Guomao Futures Research Institute, covering market trends, trading volumes, and volatility analysis of the Shanghai - Shenzhen 300, Shanghai 50, and China Securities 1000 indices on December 30, 2025 [3][5] Market Trends Index Performance - The Shanghai Composite Index closed slightly lower at 3965.12 points. The Shenzhen Component Index rose 0.49%, the ChiNext Index rose 0.63%, the Beijing Stock Exchange 50 fell 0.4%, the Science and Technology Innovation 50 rose 1.01%, the Wind All - A rose 0.13%, the Wind A500 rose 0.28%, and the CSI A500 rose 0.32% [5] - The trading volume of A - shares throughout the day was 2.16 trillion yuan, the same as the previous day [5] Index Details | Index | Closing Price | Change (%) | Trading Volume (Billion Yuan) | Turnover (Billion) | |--|--|--|--|--| | Shanghai 50 | 38.54 | 0.06 | 3036.5523 | 1131.75 | | Shanghai - Shenzhen 300 | 4651.2818 | 0.26 | 4571.85 | 180.37 | | China Securities 1000 | 7597.299 | 0.04 | 4680.24 | 263.33 | [3] Option Trading Volume and Open Interest Shanghai 50 - Call option trading volume was 2.51 million contracts, put option trading volume was 1.53 million contracts, with a trading volume PCR of 0.64. The open interest of call options was 3.11 million contracts, and that of put options was 2.09 million contracts, with an open - interest PCR of 0.67 [3] Shanghai - Shenzhen 300 - Call option trading volume was 9.80 million contracts, put option trading volume was 6.08 million contracts, with a trading volume PCR of 0.61. The open interest of call options was 9.87 million contracts, and that of put options was 7.26 million contracts, with an open - interest PCR of 0.74 [3] China Securities 1000 - Call option trading volume was 12.30 million contracts, put option trading volume was 8.84 million contracts, with a trading volume PCR of 0.72. The open interest of call options was 14.17 million contracts, and that of put options was 14.59 million contracts, with an open - interest PCR of 0.97 [3] Volatility Analysis Shanghai 50 - Historical volatility analysis includes historical volatility cones, with different percentile values and current values presented. The volatility smile curve shows the implied volatility of next - month at - the - money options [3][4] Shanghai - Shenzhen 300 - Similar to the Shanghai 50, historical volatility analysis and volatility smile curves are provided [3][4] China Securities 1000 - Historical volatility analysis and volatility smile curves are also presented, with different percentile values and current values for historical volatility [3][4]