股指期权数据日报-20260401

Group 1: Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 indices were 2826.1249, 4450.0493, and 7619.8503 respectively, with daily declines of 0.25%, 0.93%, and 1.91% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 indices were 57.10 billion, 224.54 billion, and 255.26 billion respectively, and the trading turnovers were 1212.35 billion yuan, 4845.58 billion yuan, and 4046.52 billion yuan respectively [4]. Group 2: CFFEX Stock Index Options Trading - The option trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 2.97 million, 9.10 million, and 28.18 million contracts respectively [4]. - The trading volumes of call options for the Shanghai 50, CSI 300, and CSI 1000 were 1.79 million, 4.98 million, and 16.17 million contracts respectively, and the trading volumes of put options were 1.18 million, 4.13 million, and 12.01 million contracts respectively [4]. - The option open interests of the Shanghai 50, CSI 300, and CSI 1000 were 8.33 million, 19.59 million, and 33.06 million contracts respectively [4]. - The open interests of call options for the Shanghai 50, CSI 300, and CSI 1000 were 5.12 million, 11.82 million, and 18.53 million contracts respectively, and the open interests of put options were 3.21 million, 7.78 million, and 14.53 million contracts respectively [4]. - The PCR values of trading volume for the Shanghai 50, CSI 300, and CSI 1000 were 0.66, 0.83, and 0.74 respectively, and the PCR values of open interest were 0.63, 0.66, and 0.78 respectively [4]. Group 3: Volatility Analysis - The report presents the historical volatility cones and volatility smile curves of the Shanghai 50, CSI 300, and CSI 1000, including the current values, maximum values, minimum values, and percentile values of different periods [7].