A股震荡走低，创业板指跌超2%失守3200点，科技股全线回调。 上证指数收跌0.65%报3828.11点，深证成指跌1.76%，创业板 指跌2.6%，北证50跌1.81%，科创50跌1.6%，万得全A跌1.2%，万得A500跌1%，中证A500跌1.14%。A股全天成交2.17万亿元， 上日成交2.39万亿元。 | 免责 | 本报告中的信息均源于公开可获得的资料,国贸期货力求准确可靠,但不对上述信息的准确性及完整性做任何保证。本报告不构 | | | --- | --- | --- | | | 成个人投资建议,也未针对个别投资者特殊的投资目标、财务状况或需要，投资者需自行判断本报告中的任何意见或建议是否符 合其特定状况,据此投资,责任自负。本报告未经国贸期货授权许可,任何引用、转载以及向第三方传播的行为均构成对国贸期 | | | 声明 | 货的侵权,我司将视情况追究法律责任。期市有风险,入市需谨慎。 | | | ITG国贸期货 | | | | | 世界500强投资企业 | | | | 贸期货有限公司 | | | | 流的衍生品综合服务商 | | | | 入 期 | 市 市 | | | 需 有 客 服 热 线 官 ...

Market Performance - The Shanghai Composite Index dropped 0.01% to 3853.3 points, the Shenzhen Component Index rose 0.67%, the ChiNext Index rose 1.58%, the North Securities 50 Index fell 1.37%, the Science and Technology Innovation 50 Index rose 1.24%, and the Wind All - A Index rose 0.17% [5] - The Wind A500 rose 0.54% and the CSI A500 rose 0.71%. A - shares had a full - day trading volume of 2.39 trillion yuan, compared with 2.35 trillion yuan the previous day [7] Index Data Index Quotes | Index | Closing Price | Trading Volume (Billion) | Turnover (Billion Yuan) | Increase/Decrease (%) | | --- | --- | --- | --- | --- | | SSE 50 | 2952.7352 | 1586.67 | 54.32 | 0.45 | | CSI 300 | 4593.4875 | 0.60 | 6698.67 | - 0.37 | | CSI 1000 | 4647.45 | - | - | - | [3] CFFEX Stock Index Options Trading | Index | Call Option Volume (Million Contracts) | Put Option Volume (Million Contracts) | Option Volume (Million Contracts) | Call Option Open Interest (Million Contracts) | Put Option Open Interest (Million Contracts) | Open Interest (Million Contracts) | Volume PCR | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3.57 | 2.45 | 6.66 | 4.06 | 2.59 | 6.65 | 0.64 | 0.64 | | CSI 300 | 13.42 | 8.03 | 21.45 | 17.04 | 8.03 | 25.07 | 0.89 | 0.47 | | CSI 1000 | 22.91 | 12.69 | 35.6 | 13.28 | 10.22 | 23.5 | 0.81 | 0.77 | [3] Volatility Analysis - The report presents historical volatility and historical volatility cones, as well as volatility smile curves for SSE 50, CSI 300, and CSI 1000, including data such as minimum, maximum, 10% quantile, 30% quantile, 60% quantile, 90% quantile, and current values for different time - periods (5 - day, 20 - day, 40 - day, 60 - day, 120 - day) [3][4]

投资咨询业务资格:证监许可【2012】31号 股指期权数据日报 投资咨询号: Z0000116 国贸期货研究院 2025/9/22 金融衍生品中心 李泽钜 从业资格号:F0251925 数据来源: Wind,国贸期货研究院 行情回顾 指数 收盘价 涨跌幅(%) 成交额(亿元) 成交量(亿) 上证50 1632.61 57. 24 2909. 7442 -0. 11 6038. 87 沪深300 4501. 9195 0. 08 225. 04 7438. 1887 4832. 03 中证1000 -0. 51 295. 90 中金所股指期权成交情况 期权成交量 认购期权 认沾期权 日成交量 期权持企量 认购期权 认洁期权 持仓量 指数 持仓量 持仓量 (万张) (万张) 成交量 成交量 PCR PCR 上证50 6. 21 3. 70 2. 51 0. 68 5. 56 3. 47 2. 09 0. 60 沪深300 18. 87 7. 40 0. 65 13. 71 7. 88 0. 74 11. 46 5. 84 中证1000 46. 29 24. 95 21. 34 0. 86 22. 15 11. 4 ...

Report Information - Report Title: Stock Index Options Data Daily Report [2] - Date: September 16, 2025 [3] - Research Institute: Guomao Futures Research Institute [3] - Analyst: Li Zeju from the Financial Derivatives Center [3] - Data Sources: Wind, Guomao Futures Research Institute [3] Market Review Index Performance - The closing price of the Shanghai Stock Exchange 50 Index was 1456.98, with a decline of 0.20% and a trading volume of 296.26154 billion yuan [3]. - The closing price of the CSI 300 Index was 4533.0557, with an increase of 0.24% and a trading volume of 613.315 billion yuan [3]. - The closing price of the CSI 1000 Index was 7415.5711, with a decline of 0.10% and a trading volume of 475.105 billion yuan [3]. Overall Market Conditions - The Shanghai Composite Index fell 0.26% to 3860.5 points, the Shenzhen Component Index rose 0.63%, the ChiNext Index rose 1.51%, the Beijing Stock Exchange 50 Index rose 0.38%, the Science and Technology Innovation 50 Index rose 0.18%, the Wind All - A Index rose 0.09%, the Wind A500 rose 0.22%, and the CSI A500 rose 0.3% [5]. - The total A - share trading volume for the day was 2.3 trillion yuan, compared to 2.55 trillion yuan the previous day [5]. CFFEX Stock Index Options Trading Situation Option Trading Volume - For the Shanghai Stock Exchange 50 Index options, the trading volume of call options was 2.71 million contracts, and that of put options was 3.77 million contracts, with a trading volume PCR of 0.51 [3]. - For the CSI 300 Index options, the trading volume of call options was 8.63 million contracts, and that of put options was 0.55 million contracts, with a trading volume PCR of 0.83 [3]. - For the CSI 1000 Index options, the trading volume of call options was 25.04 million contracts, and that of put options was 13.62 million contracts, with a trading volume PCR of 0.84 [3]. Option Open Interest - For the Shanghai Stock Exchange 50 Index options, the open interest of call options was 9.71 million contracts, and that of put options was 4.08 million contracts, with an open interest PCR of 0.64 [3]. - For the CSI 300 Index options, the open interest of call options was 12.77 million contracts, and that of put options was 10.58 million contracts, with an open interest PCR of 0.83 [3]. - For the CSI 1000 Index options, the open interest of call options was 35.62 million contracts, and that of put options was 18.56 million contracts, with an open interest PCR of 1.09 [3]. Volatility Analysis Shanghai Stock Exchange 50 Index Volatility - Historical volatility and historical volatility cone are presented, along with the volatility smile curve and next - month at - the - money implied volatility [3][4]. CSI 300 Index Volatility - Historical volatility and historical volatility cone are shown, as well as the volatility smile curve and next - month at - the - money implied volatility [3][4]. CSI 1000 Index Volatility - Historical volatility and historical volatility cone are provided, together with the volatility smile curve and next - month at - the - money implied volatility [3][4].

股指期权数据日报 投资咨询业务资格:证监许可【2012】31号 投资咨询号:Z0000116 国贸期货研究院 2025/9/15 金融衍生品中心 李泽矩 从业资格号:F0251925 数据来源: Wind,国资期货财资 Time to Matutity 行情回顾 成交额(亿元) 成交量(亿) 收盘价 涨跌幅(%) 指数 2968. 5397 1774.53 61. 71 上证50 -0. 49 -0. 57 6895. 76 266. 44 沪深300 4521. 998 中证1000 7422. 8844 0. 31 5088. 28 315. 84 中金所股指期权成交情况 期权成交量 认洁期权 持仓量 认购期权 期权持企量 认购期权 日成交量 认洁期权 指数 持仓量 持仓量 (万张) 成交量 成交量 (万张) PCR PCR 3.75 上证50 5. 76 0. 39 9. 35 0. 67 1. 62 5. 60 4. 14 沪深300 10. 32 22. 96 5. 17 0. 50 12. 50 0. 84 15. 49 10. 45 中证1000 22. 25 38. 00 15. 75 0. ...

投资咨询业务资格:证监许可【2012】31号 股指期权数据日报 投资咨询号:Z0000116 国贸期货研究院 2025/9/11 金融衍生品中心 李泽矩 从业资格号:F0251925 数据米源: Wind,因资期货研究 Time to Matutity 行情回顾 成交量(亿) 收盘价 涨跌幅(%) 成交额(亿元) 指数 2939. 5911 0. 37 1338. 02 56. 40 上证50 203. 60 4445. 3649 0. 21 5355. 39 沪深300 252. 67 中证1000 7230. 1678 0. 06 3961. 05 中金所股指期权成交情况 持仓量 期权成交量 认购期权 认洁期权 期权持企量 认购期权 日成交量 认洁期权 指数 持仓量 持仓量 (万张) 成交量 成交量 PCR (万张) PCR 上证50 2. 54 5.72 3. 84 1. 30 3.69 0. 65 0. 51 9. 41 7. 43 沪深300 22. 93 11. 94 4. 51 0. 61 12. 65 10. 28 0. 81 中证1000 30. 11 16. 60 13. 51 35. 2 ...

Market Review - The closing price of SSE 50 was 2976.4732, up 0.53%, with a trading volume of 84.76 billion and a turnover of 226.531 billion yuan; the closing price of CSI 300 was 4496.7591, up 0.74%, with a trading volume of 351.94 billion and a turnover of 831.194 billion yuan; the closing price of CSI 1000 was 7438.6767, down 0.11%, with a trading volume of 327.64 billion and a turnover of 565.059 billion yuan [4]. - For SSE 50 index options, the trading volume was 77,700 contracts (58,500 call options and 19,300 put options, PCR 0.33), and the open interest was 93,000 contracts (56,700 call options and 36,300 put options, PCR 0.64); for CSI 300 index options, the trading volume was 208,000 contracts (139,000 call options and 69,000 put options, PCR 0.50), and the open interest was 219,400 contracts (118,500 call options and 101,000 put options, PCR 0.85); for CSI 1000 index options, the trading volume was 330,600 contracts (187,100 call options and 143,500 put options, PCR 0.77), and the open interest was 321,800 contracts (151,900 call options and 169,900 put options, PCR 1.12) [4]. Market Overview - The Shanghai Composite Index rose 0.37% to 3857.93 points, the Shenzhen Component Index rose 0.99%, the ChiNext Index rose 2.23%, the CSI 300 rose 0.74%, the North - bound 50 rose 1.28%, the STAR 50 fell 1.71%, the Wind All - A rose 0.37%, the Wind A500 rose 0.86%, and the CSI A500 rose 0.84%. A - shares traded 2.83 trillion yuan throughout the day, compared with 3 trillion yuan the previous day [8]. Volatility Analysis - The report presents historical volatility chains and volatility smile curves for SSE 50, CSI 300, and CSI 1000, including historical volatility values at different time points (5 - day, 20 - day, 40 - day, etc.) and next - month at - the - money implied volatility [8].

Report Summary Market Performance - The Shanghai Composite Index fell 0.02% to 3727.29 points, the Shenzhen Component Index fell 0.12%, the ChiNext Index fell 0.17%, the Beijing Stock Exchange 50 rose 1.27% hitting a new record high, the STAR 50 fell 1.12%, the Wind All - A fell 0.05%, the Wind A500 fell 0.31%, and the CSI A500 fell 0.43%. A - share trading volume was 2.64 trillion yuan, compared with 2.81 trillion yuan the previous day [11]. Index Futures and Options Index Futures - The closing price of the SSE 50 was 2812.4225, down 0.93%, with a trading volume of 62.84 billion and a turnover of 1531.40 billion yuan; the CSI 300 closed at 4223.3741, down 0.38%, with a trading volume of 250.82 billion and a turnover of 5535.36 billion yuan; the CSI 1000 closed at 7242.8494, up 0.07%, with a trading volume of 340.88 billion and a turnover of 5587.81 billion yuan [4]. Index Options - For the SSE 50 index options, the trading volume was 4.84 million contracts (3.76 million for call options and 1.07 million for put options, PCR = 0.29), and the open interest was 6.66 million contracts (4.32 million for call options and 2.34 million for put options, PCR = 0.54). - For the CSI 300 index options, the trading volume was 9.98 million contracts (7.25 million for call options and 2.73 million for put options, PCR = 0.38), and the open interest was 16.36 million contracts (9.18 million for call options and 7.18 million for put options, PCR = 0.78). - For the CSI 1000 index options, the trading volume was 26.82 million contracts (18.08 million for call options and 8.74 million for put options, PCR = 0.48), and the open interest was 25.29 million contracts (12.46 million for call options and 12.83 million for put options, PCR = 1.03) [4]. Volatility Analysis SSE 50 - Historical volatility and volatility smile curves are analyzed, including historical volatility ranges (minimum, maximum, 10% - 90% quantiles) and current values for different time - periods (5 - day, 20 - day, 40 - day, 80 - day, 120 - day), as well as the next - month at - the - money implied volatility [8][10]. CSI 300 - Similar to the SSE 50, historical volatility and volatility smile curves are presented, with historical volatility ranges and current values for different time - periods and the next - month at - the - money implied volatility [10]. CSI 1000 - Historical volatility and volatility smile curves are also analyzed, showing historical volatility ranges and current values for different time - periods and the next - month at - the - money implied volatility [10].

投资咨询业务资格:证监许可【2012】31号 ITG国贸期 I 08 0 6 0 4 0.2 挂 CPCR 上证50波动率分析 权教据日报 CI + CI + m + =: F0251925 2025/8/6 数据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2790. 7287 0. 77 | | | 778. 83 | | 41.26 | | | 沪深300 | 4103. 45 0. 80 | | | 3069. 34 | | 178. 85 | | | 中证1000 | 6787. 4806 0. 71 | | | 3485. 78 | | 223. 72 | | | | 中金所股指期权成交情况 | | | | | | | | 指数 | 期权成交里 山沽期权 | 认购期权 | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 | 持仓里 | | | (万张 ...

Market Review - The closing price of the Shanghai Stock Exchange 50 Index was 2769.3934, up 0.55%, with a trading volume of 41.97 billion and a turnover of 802.52 billion yuan [4] - The closing price of the CSI 300 Index was 4070.7023, up 0.39%, with a trading volume of 162.28 billion and a turnover of 2959.77 billion yuan [4] - The closing price of the CSI 1000 Index was 6739.6936, up 1.04%, with a trading volume of 213.49 billion and a turnover of 3295.55 billion yuan [4] - The Shanghai Composite Index rose 0.66% to 3583.31 points, the Shenzhen Component Index rose 0.46%, the ChiNext Index rose 0.5%, the Beijing Stock Exchange 50 Index rose 0.96%, the STAR 50 Index rose 1.22%, the Wind All - A Index rose 0.76%, the Wind A500 Index rose 0.44%, and the CSI A500 Index rose 0.45%. A - shares traded 1.52 trillion yuan throughout the day, compared with 1.62 trillion yuan the previous day [7] CFFEX Stock Index Option Trading Situation Shanghai Stock Exchange 50 Index Options - Option trading volume was 3.03 million contracts, including 1.99 million call options and 1.04 million put options, with a PCR of 0.52 [4] - Option open interest was 7.40 million contracts, including 4.77 million call options and 2.64 million put options, with a PCR of 0.55 [4] CSI 300 Index Options - Option trading volume was 7.23 million contracts, including 4.57 million call options and 2.67 million put options, with a PCR of 0.58 [4] - Option open interest was 20.52 million contracts, including 12.21 million call options and 8.31 million put options, with a PCR of 0.68 [4] CSI 1000 Index Options - Option trading volume was 21.71 million contracts, including 11.80 million call options and 9.91 million put options, with a PCR of 0.84 [4] - Option open interest was 27.61 million contracts, including 13.94 million call options and 13.67 million put options, with a PCR of 0.98 [4] Volatility Analysis Shanghai Stock Exchange 50 Volatility - Analyzed historical volatility chain, maximum, minimum, percentile values, and next - month at - the - money implied volatility, as well as the volatility smile curve [6][12] CSI 300 Volatility - Analyzed historical volatility chain, maximum, minimum, percentile values, and next - month at - the - money implied volatility, as well as the volatility smile curve [12] CSI 1000 Volatility - Analyzed historical volatility chain, maximum, minimum, percentile values, and next - month at - the - money implied volatility, as well as the volatility smile curve [7]