股指期权数据日报-20260108

Report Summary 1. Report Industry Investment Rating - No information provided 2. Core Viewpoints - On January 7, the A-share market fluctuated and rose. The Shanghai Composite Index slightly increased, achieving 14 consecutive positive days and approaching 4,100 points during the session. The semiconductor industry chain led the gains. The Shanghai Composite Index closed up 0.05% at 4085.77 points, the Shenzhen Component Index rose 0.06%, the ChiNext Index rose 0.31%, the Beijing Stock Exchange 50 rose 0.22%, the Science and Technology Innovation 50 rose 0.99%, the Wind All A rose 0.19%, the Wind A500 fell 0.17%, and the CSI A500 remained flat. The total trading volume of A-shares throughout the day was 2.88 trillion yuan, compared with 2.83 trillion yuan the previous day [3] 3. Summary by Relevant Catalogs Market Review - Index Performance: The closing price of the Shanghai 50 was 3145.1197, with a decline of 0.43% and a trading volume of 16.93 billion, and the trading value was 477.666 billion yuan, a decline of 0.29%. The closing price of the CSI 300 was 52.14, with an increase of 0.53%, and the trading volume was 66.49 billion, and the trading value was 25.91 billion yuan. The closing price of the CSI 1000 was 6179.17, and the trading volume was 79.064 billion, and the trading value was 31.873 billion yuan [3] - Options Trading: For the Shanghai 50 index options, the trading volume of call options was 5.33 million contracts, and that of put options was 3.87 million contracts, with a PCR of 0.76; the open interest of call options was 3.43 million contracts, and that of put options was 2.61 million contracts, with a PCR of 0.76. For the CSI 300 index options, the trading volume of call options was 5.23 million contracts, and that of put options was 9.72 million contracts, with a PCR of 0.83; the open interest of call options was 15.12 million contracts, and that of put options was 9.89 million contracts, with a PCR of 0.53. For the CSI 1000 index options, the trading volume of call options was 33.91 million contracts, and that of put options was 20.31 million contracts, with a PCR of 0.67; the open interest of call options was 32.06 million contracts, and that of put options was 15.16 million contracts, with a PCR of 1.12 [3] Volatility Analysis - Shanghai 50 Volatility: The report presents the historical volatility, historical volatility cone, and volatility smile curve of the Shanghai 50 index, as well as the implied volatility of the at - the - money options for the next month [3] - CSI 300 Volatility: Similar to the Shanghai 50, it shows the historical volatility, historical volatility cone, and volatility smile curve of the CSI 300 index, along with the implied volatility of the at - the - money options for the next month [3] - CSI 1000 Volatility: It also includes the historical volatility, historical volatility cone, and volatility smile curve of the CSI 1000 index, and the implied volatility of the at - the - money options for the next month [3]