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国贸期货股指期权数据日报-20250609
Guo Mao Qi Huo·2025-06-09 11:54

Market Performance - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2688.8504, 3873.9841, and 6152.8446 respectively, with changes of -0.12%, -0.09%, and -0.23% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 29.85 billion, 110.99 billion, and 178.34 billion respectively, and the turnovers were 520.03 billion yuan, 2020.35 billion yuan, and 2403.63 billion yuan respectively [4]. - The previous trading day, the Shanghai Composite Index rose 0.04% to 3385.36 points, the Shenzhen Component Index fell 0.19%, the ChiNext Index fell 0.45%, the Beijing Stock Exchange 50 fell 0.53%, the STAR 50 fell 0.48%, and the CSI A500 fell 0.1%. A - share trading volume was 1.18 trillion yuan, compared with 1.32 trillion yuan the previous day [8]. Options Trading - For the Shanghai 50 index options, the trading volume was 1.53 million contracts, with 1.01 million contracts for call options and 0.52 million contracts for put options. The PCR was 0.51, and the open - interest was 6.76 million contracts, with 4.19 million contracts for call options and 2.57 million contracts for put options, and the open - interest PCR was 0.61 [4]. - For the CSI 300 index options, the trading volume was 4.13 million contracts, with 2.67 million contracts for call options and 1.47 million contracts for put options. The PCR was 0.55, and the open - interest was 17.94 million contracts, with 10.73 million contracts for call options and 7.21 million contracts for put options, and the open - interest PCR was 0.67 [4]. - For the CSI 1000 index options, the trading volume was 11.63 million contracts, with 5.87 million contracts for call options and 5.76 million contracts for put options. The PCR was 0.98, and the open - interest was 27.37 million contracts, with 13.81 million contracts for call options and 13.56 million contracts for put options, and the open - interest PCR was 0.98 [4]. Volatility Analysis - The report presents historical volatility chains and next - month at - the - money implied volatility and volatility smile curves for the Shanghai 50, CSI 300, and CSI 1000 [8][9][10].