股指期权数据日报-20260128

Group 1: Report Information - Report title: Stock Index Option Data Daily Report [2] - Report date: January 28, 2026 [3] - Data sources: Wind, Guomao Futures Research Institute [3] Group 2: Market Review - On January 27, the A - share market fluctuated and rose with scattered hotspots. Gold stocks rose again with many hitting new highs. Commercial space and space photovoltaic themes strengthened locally. The Shanghai Composite Index closed up 0.18% at 4139.9 points, the Shenzhen Component Index rose 0.09%, the ChiNext Index rose 0.71%, the Beixin 50 fell 0.05%, the Kechuang 50 rose 1.51%, the Wind All - A rose 0.14%, the Wind A500 fell 0.03%, and the CSI A500 rose 0.08%. A - share trading volume was 2.92 trillion yuan, compared with 3.28 trillion yuan the previous day [4] Group 3: Index Performance | Index | Closing Price | Change (%) | Trading Volume (billion) | Turnover (billion yuan) | | --- | --- | --- | --- | --- | | SSE 50 | 3052.3932 | 0.09 | 2023.27 | 75.14 | | CSI 300 | 4705.6918 | - 0.03 | 7152.68 | 301.48 | | CSI 1000 | 8382.1533 | 0.20 | 365.66 | 6302.08 | [3] Group 4: CFFEX Stock Index Option Trading | Index | Call Option Volume (10,000 contracts) | Put Option Volume (10,000 contracts) | Option Volume (10,000 contracts) | Call Option Open Interest (10,000 contracts) | Put Option Open Interest (10,000 contracts) | Option Open Interest (10,000 contracts) | Volume PCR | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3.78 | 1.50 | 5.28 | 3.01 | 0.40 | 3.41 | 0.40 | 0.13 | | CSI 300 | 8.37 | 3.51 | 11.88 | 7.71 | 11.81 | 19.52 | 0.42 | 1.53 | | CSI 1000 | 33.75 | 31.11 | 64.86 | 18.80 | 15.59 | 34.39 | 0.92 | 0.83 | [3] Group 5: Volatility Analysis - The report presents historical volatility cones and volatility smile curves for SSE 50, CSI 300, and CSI 1000, including maximum, minimum, 10%, 30%, 60%, 90% quantile values, and current values of historical volatility, as well as next - month at - the - money implied volatility [3]