股指期权数据日报-20260121

Group 1: Report Overview - The report is the "Stock Index Option Data Daily Report" by ITG Futures Research Institute on January 21, 2026, with data from Wind [2][3][5] Group 2: Market Review - On January 20, A - shares fluctuated and adjusted, with the market style shifting from high - valuation growth sectors to value sectors [4] - The Shanghai Composite Index closed down 0.01% at 4113.65 points, the Shenzhen Component Index fell 0.97%, the ChiNext Index dropped 1.79%, the Beijing Stock Exchange 50 declined 2.0%, the STAR 50 decreased 1.58%, the Wind All - A fell 0.58%, the Wind A500 dropped 0.36%, and the CSI A500 declined 0.46% [4] - Satellite Internet, CPO, Commercial Space, and Communication led the decline, while Cultured Diamonds, Real Estate, Petrochemicals, and Precious Metals led the gains [4] - A - shares had a full - day trading volume of 2.8 trillion yuan, compared with 2.73 trillion yuan the previous day [4] Group 3: Index Performance Shanghai - Shenzhen 300 Index - The closing price was 4718.8782, with a decline of 0.33%, and the trading volume was 6719.61 billion yuan [3] Shanghai 50 Index - The closing price was 3070.646, with a decline of 0.17%, and the trading volume was 60.00 billion yuan [3] CSI 1000 Index - The closing price was 8182.7522, with a decline of 1.00%, and the trading volume was 5790.37 billion yuan [3] Group 4: CFFEX Stock Index Option Trading Shanghai 50 Index - Call option trading volume was 3.12 million contracts, put option trading volume was 2.01 million contracts, call option open interest was 5.71 million contracts, and put option open interest was 3.50 million contracts. The trading volume PCR was 0.63, and the open interest PCR was 0.63 [3] Shanghai - Shenzhen 300 Index - Call option trading volume was 7.19 million contracts, put option trading volume was 3.76 million contracts, call option open interest was 16.08 million contracts, and put option open interest was 9.63 million contracts. The trading volume PCR was 0.52, and the open interest PCR was 0.67 [3] CSI 1000 Index - Call option trading volume was 17.78 million contracts, put option trading volume was 12.39 million contracts, call option open interest was 30.17 million contracts, and put option open interest was 14.27 million contracts. The trading volume PCR was 0.70, and the open interest PCR was 0.95 [3] Group 5: Volatility Analysis - The report provides historical volatility, historical volatility cones, and volatility smile curves for the Shanghai 50, Shanghai - Shenzhen 300, and CSI 1000 indices, including data such as maximum, minimum, percentile values, and current values [3]