股指期权数据日报-20250521

Market Review - The closing prices and changes of major indices are as follows: the Shanghai 50 Index closed at 2716.6294, up 0.43%; the CSI 300 Index closed at 3898.1705, up 0.54%; the CSI 1000 Index closed at 6146.0166, up 0.83% [4] - The trading volumes and turnovers of major indices are as follows: the Shanghai 50 Index had a turnover of 566.74 billion yuan and a trading volume of 29.31 billion; the CSI 300 Index had a turnover of 2016.37 billion yuan and a trading volume of 104.89 billion; the CSI 1000 Index had a turnover of 2325.87 billion yuan and a trading volume of 192.96 billion [4] - The trading and holding volumes of index options on the CFFEX are presented, including put - call ratios (PCR) for different indices such as the Shanghai 50, CSI 300, and CSI 1000 [4] - On the previous trading day, the Shanghai Composite Index rose 0.38% to 3380.48 points, the Shenzhen Component Index rose 0.77%, the ChiNext Index rose 0.77%, the Northbound 50 Index rose 1.22% hitting a new record high, the STAR 50 Index rose 0.24%, and the CSI A500 Index rose 0.59%. A - share trading volume was 1.21 trillion yuan, compared with 1.12 trillion yuan the previous day [10] Volatility Analysis - Volatility analysis is provided for the Shanghai 50, CSI 300, and CSI 1000 indices, including historical volatility chains and next - month at - the - money implied volatility smile curves [9][10]