股指期权数据日报-20250605

Report Summary 1. Index Market Performance - The Shanghai Composite Index rose 0.42% to close at 3376.2 points, the Shenzhen Component Index rose 0.87%, the ChiNext Index rose 1.11%, the Northbound 50 Index rose 1.1%, the STAR 50 Index rose 0.45%, and the CSI A500 Index rose 0.48%. A-share trading volume reached 1.18 trillion yuan, up from 1.16 trillion yuan the previous day [7] - The closing prices, changes, trading volumes, and turnovers of the Shanghai 50, CSI 300, and CSI 1000 indices are as follows: Shanghai 50 closed at 2690.8243 with a 0.13% change, trading volume of 27.60 billion and turnover of 511.09 billion yuan; CSI 300 closed at 3868.7429 with a 0.43% change, trading volume of 116.80 billion and turnover of 2117.36 billion yuan; CSI 1000 closed at 6123.172 with a 0.88% change, trading volume of 186.96 billion and turnover of 2320.40 billion yuan [4] 2. CFFEX Stock Index Option Trading - The trading volume and open interest data of put and call options for the Shanghai 50, CSI 300, and CSI 1000 indices are presented, including put/call ratios (PCR) for both trading volume and open interest [4] 3. Volatility Analysis - Historical volatility chains and next - month at - the - money implied volatility, as well as volatility smile curves, are analyzed for the Shanghai 50, CSI 300, and CSI 1000 indices [7]