股指期权数据日报-20260112

Report Summary 1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core View of the Report On January 9th, the A - share market rose with increased trading volume. The Shanghai Composite Index rose nearly 1% and reached above 4100 points, achieving 16 consecutive positive days and setting a new high in over 10 years. The market turnover exceeded 3.1 trillion yuan, reaching a new high in nearly 4 months. Historically, there have been 6 times when the A - share turnover exceeded 3 trillion yuan including this day. The Shanghai Composite Index closed up 0.92% at 4120.43 points, the Shenzhen Component Index rose 1.15%, the ChiNext Index rose 0.77%, the BeiStock 50 rose 1.05%, the STAR 50 rose 1.43%, the Wind All - A rose 1.18%, the Wind 4500 rose 0.69%, and the CSI A500 rose 0.88% [5]. 3. Summary by Relevant Catalogs 3.1 Market Index Quotes | Index | Closing Price | Change (%) | Turnover (billion yuan) | Trading Volume (billion) | | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 3134.3245 | 0.39 | 60.15 | 1777.40 | | CSI 300 | 4758.9221 | 0.45 | 254.69 | 6687.89 | | CSI 1000 | 7053.23 | 1.98 | 381.04 | 8129.1831 | [3] 3.2 CFFEX Stock Index Option Transaction | Index | Call Option Volume (million) | Put Option Volume (million) | Volume PCR | Call Option Open Interest (million) | Put Option Open Interest (million) | Open Interest PCR | | ---- | ---- | ---- | ---- | ---- | ---- | ---- | | SSE 50 | 6.23 | 1.78 | 0.40 | 6.50 | 3.82 | 0.70 | | CSI 300 | 13.66 | 6.03 | 0.44 | 19.64 | 11.26 | 0.74 | | CSI 1000 | 52.29 | 30.78 | 0.70 | 32.84 | 14.64 | 1.24 | [3] 3.3 Volatility Analysis The report provides historical volatility and historical volatility cones for SSE 50, CSI 300, and CSI 1000, as well as their volatility smile curves and next - month at - the - money implied volatility [3][4].