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股指期权数据日报-20250519
Guo Mao Qi Huo·2025-05-19 13:48

Report Industry Investment Rating - Not provided Core Viewpoint - On the previous trading day, the Shanghai Composite Index dropped 0.4% to 3367.46 points, the Shenzhen Component Index fell 0.07%, the ChiNext Index declined 0.19%, the Northbound 50 Index rose 0.49%, the STAR 50 Index dropped 0.57%, and the CSI A500 Index fell 0.33%. A-share trading volume for the day was 1.12 trillion yuan, compared with 1.19 trillion yuan the previous day [8] Summary by Related Catalogs Market Review - Index closing prices, changes, trading volumes, and turnovers: The Shanghai Stock Exchange 50 Index closed at 2716.6618, down 0.86%; trading volume was 37.01 billion, and turnover was 610.93 billion yuan. The CSI 300 Index closed at 3889.0854, down 0.46%; trading volume was 118.41 billion, and turnover was 2088.36 billion yuan. The CSI 1000 Index closed at 6068.1165, up 0.18%; trading volume was 176.39 billion, and turnover was 2061.57 billion yuan [4] - CFFEX stock index option trading volume and open interest: For the Shanghai Stock Exchange 50 Index, put option trading volume was 1.64 million contracts, call option trading volume was 2.52 million contracts, PCR was 0.65, open interest was 4.57 million contracts, call option open interest was 2.79 million contracts, put option open interest was 1.78 million contracts, and PCR was 0.64. For the CSI 300 Index, put option trading volume was 3.30 million contracts, call option trading volume was 5.85 million contracts, PCR was 0.56, open interest was 12.79 million contracts, call option open interest was 8.02 million contracts, put option open interest was 4.77 million contracts, and PCR was 0.59. For the CSI 1000 Index, put option trading volume was 10.75 million contracts, call option trading volume was 13.25 million contracts, PCR was 0.81, open interest was 18.73 million contracts, call option open interest was 10.35 million contracts, put option open interest was 8.38 million contracts, and PCR was 0.81 [4] Volatility Analysis - Historical volatility and implied volatility of the Shanghai Stock Exchange 50 Index, CSI 300 Index, and CSI 1000 Index were presented, including historical volatility chains, minimum, maximum, 10%, 30%, 60%, 90% quantile values, current values, and volatility smile curves [8][10]