股指期权数据日报-20260331

1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - No clear core view can be summarized from the given content 3. Summary by Related Catalogs 3.1 Market Review - Stock Indexes: The closing prices of Shanghai - Shenzhen 300, Shanghai Stock Exchange 50, and China Securities 1000 are 4446.30, 2833.2054, and 7767.9301 respectively, with changes of -0.24%, -0.14%, and 0.28% [3]. - Trading Volume and Turnover: The trading volume of Shanghai - Shenzhen 300, Shanghai Stock Exchange 50, and China Securities 1000 are 209.29 billion, 49.11 billion, and 261.17 billion respectively, and the turnover are 1033.15 billion, 4491.95 billion, and 4119.74 billion respectively [3]. 3.2 CFFEX Stock Index Option Trading Situation - Option Trading Volume and Open Interest: For Shanghai Stock Exchange 50, the option trading volume is 8.25 million, open - interest is 5.09 million, with a call option trading volume of 2.79 million, put option trading volume of 3.16 million, call option open - interest of 1.30 million, and put option open - interest of 1.49 million. For Shanghai - Shenzhen 300, the option trading volume is 19.20 million, open - interest is 11.58 million, with a call option trading volume of 8.40 million, put option trading volume of 4.38 million, call option open - interest of 4.02 million, and put option open - interest of 7.62 million. For China Securities 1000, the option trading volume is 31.87 million, open - interest is 17.82 million, with a call option trading volume of 31.02 million, put option trading volume of 12.90 million, call option open - interest of 18.11 million, and put option open - interest of 14.05 million [3]. - PCR: The trading volume PCR of Shanghai Stock Exchange 50, Shanghai - Shenzhen 300, and China Securities 1000 are 0.62, 0.92, and 0.71 respectively, and the open - interest PCR are 0.87, 0.66, and 0.79 respectively [3]. 3.3 Volatility Analysis - Historical Volatility and Volatility Cone: For Shanghai Stock Exchange 50, Shanghai - Shenzhen 300, and China Securities 1000, the historical volatility and volatility cone are presented, including the maximum, minimum, current value, and different percentile values (10%, 30%, 60%, 90%) [3]. - Volatility Smile Curve: The volatility smile curves of Shanghai Stock Exchange 50, Shanghai - Shenzhen 300, and China Securities 1000 for the next - month at - the - money implied volatility are provided [3].