Market Review - The closing prices, changes, trading volumes, and turnovers of the Shanghai 50, CSI 300, and CSI 1000 indices are 2684.7761 (0.41%, 42.96 billion shares, 720.36 billion yuan), 3857.9016 (0.29%, 133.80 billion shares, 2324.82 billion yuan), and 6078.2224 (1.31%, 193.56 billion shares, 2399.95 billion yuan) respectively [4] - The trading volumes and open interests of call and put options, as well as the PCR values for the Shanghai 50, CSI 300, and CSI 1000 index options are presented [4] Volatility Analysis - The historical volatility chains and current values of the Shanghai 50, CSI 300, and CSI 1000 indices are analyzed, including minimum, maximum, and percentile values [8][9][10] - The volatility smile curves and next - month at - the - money implied volatilities for the Shanghai 50, CSI 300, and CSI 1000 indices are shown [9][10] Market Overview - The Shanghai Composite Index rose 21.68 points (0.65%) to 3381.58 with a turnover of 4427.89 billion yuan; the Shenzhen Component Index rose 43.36 points (0.43%) to 10048.39 with a turnover of 6798.4 billion yuan; the ChiNext Index rose 7.74 points (0.39%) to 2017.63 with a turnover of 3403.28 billion yuan; the CSI 300 rose 11.26 points (0.29%) to 3857.9 with a turnover of 2324.82 billion yuan [10]
股指期权数据日报-20250624
Guo Mao Qi Huo·2025-06-24 11:32