股指期权数据日报-20260123

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - On January 22, A-shares showed narrow consolidation with unapparent sector rotation, and funds still favored the commercial aerospace direction. The Shanghai Composite Index rose 0.14% to close at 4122.58 points, the Shenzhen Component Index rose 0.5%, the ChiNext Index rose 1.01%, the North Star 50 Index rose 0.69%, the STAR 50 Index rose 0.41%, the Wind All A Index rose 0.44%, the Wind A500 Index rose 0.09%, and the CSI 4500 Index rose 0.12%. The total trading volume of A-shares throughout the day was 2.72 trillion yuan, compared with 2.62 trillion yuan the previous day [5] 3. Summary by Relevant Catalogs 3.1 Market Review | Index | Closing Price | Change (%) | Turnover (Billion Yuan) | Trading Volume (Billion) | | --- | --- | --- | --- | --- | | Index 1 | 3053.1277 | -0.46 | 1934.11 | 62.92 | | Index 2 | 4723.7091 | 0.01 | 6902.35 | 274.20 | | Index 3 | 8309.3456 | 0.75 | 5718.06 | 328.56 | [3] 3.2 CFFEX Stock Index Option Trading Situation | Option Type | Option Trading Volume (Ten Thousand Contracts) | Call Option Volume | Put Option Volume | PCR | Option Open Interest (Ten Thousand Contracts) | Call Option Open Interest | Put Option Open Interest | PCR | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | Option 1 | 3.25 | 1.98 | 1.27 | 0.64 | 6.51 | 4.00 | 2.51 | 0.63 | | Option 2 | 8.41 | 5.17 | 3.23 | 0.62 | 17.10 | 10.23 | 6.87 | 0.67 | | Option 3 | 18.84 | 10.99 | 7.85 | 0.71 | 28.94 | 14.46 | 14.47 | 1.00 | [3] 3.3 Volatility Analysis - The report presents the historical volatility cones and volatility smile curves for the SSE 50, CSI 300, and CSI 1000 indices, including information such as the maximum, minimum, 10%, 30%, 60%, 90% quantile values, and the current values, as well as the next-month at-the-money implied volatility [7]