Market Review - The closing prices of the Shanghai Stock Exchange 50 Index, CSI 300 Index, and CSI 1000 Index were 2648.8297, 3786.8824, and 5984.5833 respectively, with changes of -0.29%, 0.08%, and 0.59%. Their trading volumes were 626.29 billion yuan, 2471.17 billion yuan, and 2743.10 billion yuan, and trading turnovers were 33.05 billion, 131.99 billion, and 218.20 billion respectively [4]. - For the SSE 50 index options, the trading volume of call options was 1.99 million contracts, put options was 1.11 million contracts, with a PCR of 0.79. The open interest of call options was 3.51 million contracts, put options was 2.20 million contracts, with a PCR of 0.63 [4]. - For the CSI 300 index options, the trading volume of call options was 5.45 million contracts, put options was 3.29 million contracts, with a PCR of 0.66. The open interest of call options was 9.87 million contracts, put options was 6.76 million contracts, with a PCR of 0.69 [4]. - For the CSI 1000 index options, the trading volume of call options was 17.06 million contracts, put options was 9.77 million contracts, with a PCR of 0.75. The open interest of call options was 11.84 million contracts, put options was 9.11 million contracts, with a PCR of 0.77 [4]. Market Conditions - In the previous trading day, the Shanghai Composite Index fell 0.1% to 3296.36 points, the Shenzhen Component Index rose 0.67%, the ChiNext Index rose 1.08%, the Beijing Stock Exchange 50 Index rose 0.48%, the STAR 50 Index fell 0.35%, and the CSI A500 Index rose 0.19%. The A - share trading volume was 1.26 trillion yuan, compared with 1.12 trillion yuan the previous day [10]. Volatility Analysis - The report provides historical volatility chains and next - month at - the - money implied volatility for the SSE 50, CSI 300, and CSI 1000, including their minimum, maximum, and percentile values, as well as volatility smile curves [9][10].
国贸期货股指期权数据日报-20250424
Guo Mao Qi Huo·2025-04-24 07:56