股指期权数据日报-20260120

Group 1: Report Industry Investment Rating - Not provided in the given content Group 2: Report's Core View - On January 19, the A-share market showed a shrinking and fluctuating trend with differentiated performances among major indices. The Shanghai Composite Index closed up 0.29% at 4114 points, the Shenzhen Component Index rose 0.09%, and the ChiNext Index fell 0.7%. The Beijing Stock Exchange 50 rose 0.02%, the STAR 50 fell 0.48%, the Wind All-A rose 0.41%, the Wind A500 rose 0.28%, and the CSI A500 rose 0.28%. The UHV and AVIC concepts exploded with many stocks hitting the daily limit, while the petrochemical and catering tourism sectors performed well. The CPO, OCS, semiconductor silicon wafers, and consumer electronics sectors led the decline. The A-share market's total trading volume for the day was 2.73 trillion yuan, down from 3.06 trillion yuan the previous day [6] Group 3: Summary by Related Catalogs Market Review - Index closing prices and changes: The Shanghai Stock Exchange 50 closed at 3075.9357, down 0.12%; the CSI 300 closed at 4734.4556, up 0.05%; the CSI 1000 closed at 8265.6462, up 0.40%. Their trading volumes were 55.87 billion, 267.61 billion, and 326.69 billion respectively, and their turnovers were 1661.80 billion yuan, 6551.49 billion yuan, and 5816.76 billion yuan respectively [3] CFFEX Stock Index Option Trading Situation - Option trading volume and position: For the SSE 50, the call option trading volume was 2.84 million contracts, the put option trading volume was 1.88 million contracts, the daily trading volume was 5.25 million contracts, the call option position was 3.23 million contracts, the put option position was 2.02 million contracts, and the PCR was 0.62. For the CSI 300, the call option trading volume was 8.50 million contracts, the put option trading volume was 5.48 million contracts, the daily trading volume was 15.38 million contracts, the call option position was 9.17 million contracts, the put option position was 6.20 million contracts, and the PCR was 0.68. For the CSI 1000, the call option trading volume was 22.71 million contracts, the put option trading volume was 13.04 million contracts, the daily trading volume was 27.10 million contracts, the call option position was 13.94 million contracts, the put option position was 13.16 million contracts, and the PCR was 0.94 [3] Volatility Analysis - The report presents historical volatility and volatility cone charts for the SSE 50, CSI 300, and CSI 1000, as well as their next-month at-the-money implied volatility and volatility smile curves [3][4]