股指期权数据日报-20250630

Report Summary 1. Report Industry Investment Rating - Not provided 2. Core View - Not provided 3. Summary by Relevant Catalogs 3.1 Market Review - The Shanghai Composite Index closed down 24.22 points, a decline of 0.7%, at 3424.23 points, with a turnover of 6057.32 billion yuan; the Shenzhen Component Index closed up 35.07 points, an increase of 0.34%, at 10378.55 points, with a turnover of 9353.85 billion yuan; the ChiNext Index closed up 9.91 points, an increase of 0.47%, at 2124.34 points, with a turnover of 4645.62 billion yuan; the CSI 300 closed down 24.26 points, a decline of 0.61%, at 3921.76 points, with a turnover of 3434.68 billion yuan [4][8] - The closing prices, changes, turnovers, and trading volumes of SSE 50, CSI 300, and CSI 1000 are presented. The SSE 50 closed at 2707.5688, down 1.13%; the CSI 300 at 3921.7578, down 0.61%; the CSI 1000 at 6276.9373, up 0.47%. Their turnovers were 957.14 billion yuan, 3434.68 billion yuan, and 3304.55 billion yuan respectively, and trading volumes were 57.08 billion, 194.56 billion, and 248.56 billion respectively [4] 3.2 CFFEX Stock Index Option Trading Situation - For the SSE 50, put option trading volume was 1.32 million contracts, call option was 3.08 million contracts, daily trading volume was 4.39 million contracts, PCR was 0.43, option open interest was 5.78 million contracts, call option open interest was 3.55 million contracts, put option open interest was 2.22 million contracts, and open - interest PCR was 0.63 [4] - For the CSI 300, put option trading volume was 3.08 million contracts, call option was 6.65 million contracts, daily trading volume was 9.73 million contracts, PCR was 0.46, option open interest was 16.53 million contracts, call option open interest was 10.07 million contracts, put option open interest was 6.46 million contracts, and open - interest PCR was 0.64 [4] - For the CSI 1000, put option trading volume was 8.05 million contracts, call option was 12.64 million contracts, daily trading volume was 20.69 million contracts, PCR was 0.64, option open interest was 23.28 million contracts, call option open interest was 11.90 million contracts, put option open interest was 11.38 million contracts, and open - interest PCR was 0.96 [4] 3.3 Volatility Analysis - Historical volatility chains and next - month at - the - money implied volatility smile curves are presented for SSE 50, CSI 300, and CSI 1000 [10]