股指期权数据日报-20260105

Report Summary 1. Report Industry Investment Rating - Not mentioned in the provided content 2. Core View - The report presents a daily data analysis of stock index options including market trends of major indices and trading volume and open - interest data of index options on the CFFEX, as well as volatility analysis of relevant indices [3][4] 3. Summary by Related Catalogs 3.1 Market Review - On December 31, 2025, the Shanghai Composite Index closed up 0.09% at 3,968.84 points. The Shenzhen Component Index fell 0.58%, the ChiNext Index fell 1.23%, the Bei - zheng 50 fell 0.7%, the Kechuang 50 fell 1.15%, the Wind All - A fell 0.17%, the Wind A500 fell 0.36%, and the CSI A500 fell 0.28%. A - share trading volume for the day was RMB 2.07 trillion, compared with RMB 2.16 trillion the previous day [5] - Index closing prices, daily changes (%), trading volume (billion yuan), and trading volume (billion) are provided: the closing price of SSE 50 was 1,076.68 with a change of 37.36, trading volume of 3,031.1258 billion yuan and a trading volume of 170.76 billion; the closing price of CSI 300 was 4,629.9395 with a change of - 0.46%, trading volume of 4,444.92 billion yuan and a trading volume of 4,406.72 billion; the closing price of CSI 1000 was 7,595.2845 with a change of - 0.03% and trading volume of 244.55 billion yuan [3] 3.2 CFFEX Stock Index Options Trading Volume - For SSE 50 index options: call option trading volume was 5.27 million contracts, put option trading volume was 2.65 million contracts, trading volume PCR was 1.73, call option open - interest was 3.16 million contracts, put option open - interest was 2.11 million contracts, open - interest PCR was 0.67, and total open - interest was 3.74 million contracts [3] - For CSI 300 index options: call option trading volume was 10.32 million contracts, put option trading volume was 6.58 million contracts, trading volume PCR was 0.57, call option open - interest was 10.27 million contracts, put option open - interest was 7.43 million contracts, and open - interest PCR was 0.72 [3] - For CSI 1000 index options: call option trading volume was 22.19 million contracts, put option trading volume was 12.83 million contracts, trading volume PCR was 0.73, call option open - interest was 29.43 million contracts, put option open - interest was 9.36 million contracts, open - interest PCR was 0.97, and total open - interest was 14.95 million contracts [3] 3.3 Volatility Analysis - Volatility analysis includes historical volatility and historical volatility cones for SSE 50, CSI 300, and CSI 1000 indices, along with volatility smile curves and next - month at - the - money implied volatility [4]