股指期权数据日报-20250702

Market Review - The closing prices, price changes (%), trading volumes (in billions of yuan), and turnovers (in billions) of the Shanghai 50, CSI 300, and CSI 1000 indices are presented. The Shanghai 50 closed at 2717.7128 with a 0.21% increase, trading volume of 661.44 billion yuan and turnover of 33.03 billion; the CSI 300 closed at 3942.762 with a 0.17% increase, trading volume of 2360.70 billion yuan and turnover of 128.96 billion; the CSI 1000 closed at 6373.7679 with a 0.28% increase, trading volume of 3343.02 billion yuan and turnover of 243.54 billion [4]. - The trading volumes of call and put options, daily trading volumes, option open - interests, and put - call ratios (PCR) of Shanghai 50, CSI 300, and CSI 1000 index options on the CFFEX are provided. For example, the Shanghai 50 option trading volume was 1.74 million contracts, with 1.24 million call options and 0.50 million put options, and a PCR of 0.40, and an open - interest of 6.24 million contracts [4]. Volatility Analysis - Historical volatility chains and next - month at - the - money implied volatility smile curves of Shanghai 50, CSI 300, and CSI 1000 are analyzed, including maximum, minimum, 10%, 30%, 60%, 90% percentile values and current values of historical volatility [9][10]. Overall Market Situation - The Shanghai Composite Index closed up 13.32 points, or 0.39%, at 3457.75, with a trading volume of 5535.57 billion yuan; the Shenzhen Component Index closed up 11.17 points, or 0.11%, at 10476.29, with a trading volume of 9124.79 billion yuan; the ChiNext Index closed down 5.09 points, or 0.24%, at 2147.92, with a trading volume of 4444.96 billion yuan; the CSI 300 closed up 6.68 points, or 0.17%, at 3942.76, with a trading volume of 2360.7 billion yuan [10].