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股指期权数据日报-20250430
Guo Mao Qi Huo·2025-04-30 11:10

Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2645.5122, 3775.0767, and 5903.3812 respectively, with changes of -0.22%, -0.17%, and 0.45% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 28.04 billion, 111.51 billion, and 186.02 billion respectively, and the trading turnovers were 538.94 billion yuan, 1974.63 billion yuan, and 2194.12 billion yuan respectively [4]. - In the previous trading day, the Shanghai Composite Index closed down 0.05% at 3286.65 points, the Shenzhen Component Index fell 0.05%, the ChiNext Index fell 0.13%, the Beijing Stock Exchange 50 rose 1.24%, the Science and Technology Innovation 50 rose 0.1%, and the CSI A500 fell 0.01%. The A - share trading volume was 1.04 trillion yuan, compared with 1.08 trillion yuan the previous day [8][11]. CFFEX Stock Index Option Trading Situation - For the Shanghai 50 index options, the trading volume of call options was 0.74 million contracts, put options was 0.62 million contracts, with a PCR of 0.83. The open interest was 6.05 million contracts, with call option open interest of 3.68 million contracts, put option open interest of 2.37 million contracts, and a PCR of 0.64 [4]. - For the CSI 300 index options, the trading volume of call options was 2.18 million contracts, put options was 1.52 million contracts, with a PCR of 0.69. The open interest was 17.52 million contracts, with call option open interest of 10.30 million contracts, put option open interest of 7.22 million contracts, and a PCR of 0.70 [4]. - For the CSI 1000 index options, the trading volume of call options was 6.99 million contracts, put options was 6.38 million contracts, with a PCR of 0.91. The open interest was 23.31 million contracts, with call option open interest of 13.28 million contracts, put option open interest of 10.03 million contracts, and a PCR of 0.75 [4]. Volatility Analysis - The report presents historical volatility chains, including maximum, minimum, and various percentile values, as well as current values for the Shanghai 50, CSI 300, and CSI 1000. It also shows next - month at - the - money implied volatility and volatility smile curves for these indices [8][10].