股指期权数据日报-20260109
Guo Mao Qi Huo·2026-01-09 05:41

Report Summary 1. Report Industry Investment Rating - No information provided on the industry investment rating. 2. Core View - On January 8, A-shares showed a narrow - range consolidation. The Shanghai Composite Index slightly declined but still recorded 15 consecutive positive lines. Themes such as commercial space, brain - computer interfaces, and nuclear fusion rebounded, while the large - finance and non - ferrous metals sectors weakened. The Shanghai Composite Index closed down 0.07% at 4082.98 points, the Shenzhen Component Index fell 0.51%, the ChiNext Index dropped 0.82%, the Northern Securities 50 rose 0.81%, the Science and Technology Innovation 50 increased 0.82%, the Wind All - A rose 0.08%, the Wind A500 fell 0.71%, and the CSI A500 declined 0.51%. A - shares had a total trading volume of 2.83 trillion yuan, compared with 2.88 trillion yuan the previous day. Over 3700 stocks in the market rose [3]. 3. Summary by Related Catalogs 3.1 Market Quotes of Indexes | Index | Closing Price | Change (%) | Amount Traded (billion yuan) | Trading Volume (billion) | | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 3122.0627 | - 0.73 | 187.896 | 53.43 | | CSI 300 | 4737.6536 | - 0.82 | 630.656 | 238.80 | | CSI 1000 | 7971.5887 | 0.82 | 32.556 | 6053.89 [3] | 3.2 CFFEX Stock Index Options Trading Situation | Index | Call Option Volume (million contracts) | Put Option Volume (million contracts) | Volume PCR | Call Option Open Interest (million contracts) | Put Option Open Interest (million contracts) | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 3.29 | 1.38 | 0.72 | 6.24 | 3.62 | 0.42 | | CSI 300 | 15.23 | 10.30 | 0.48 | 18.80 | 8.11 | 0.76 | | CSI 1000 | 20.21 | 35.66 | 0.76 | 32.44 | 17.45 | 1.16 [3] | 3.3 Volatility Analysis - SSE 50: Analyzed historical volatility, historical volatility cone, and the volatility smile curve, as well as the next - month at - the - money implied volatility [3]. - CSI 300: Analyzed historical volatility, historical volatility cone, and the volatility smile curve, as well as the next - month at - the - money implied volatility [3]. - CSI 1000: Analyzed historical volatility, historical volatility cone, and the volatility smile curve, as well as the next - month at - the - money implied volatility [3].