股指期权数据日报-20250709

Report Summary Market Performance - The Shanghai Composite Index closed up 24.35 points, a 0.7% increase, at 3497.48 points, with a turnover of 567.507 billion yuan; the Shenzhen Component Index closed up 152.88 points, a 1.46% increase, at 10588.39 points, with a turnover of 886.443 billion yuan; the ChiNext Index closed up 50.89 points, a 2.39% increase, at 2181.08 points, with a turnover of 436.544 billion yuan; the CSI 300 closed up 33.28 points, an 0.84% increase, at 3998.45 points, with a turnover of 292.09 billion yuan [9] Index Quotes | Index | Closing Price | Increase/Decrease (%) | Turnover (billion yuan) | Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2747.1875 | 0.57 | 67.879 | 34.08 | | CSI 300 | 3998.4527 | 0.84 | 292.09 | 156.40 | | CSI 1000 | 6407.6976 | 1.27 | 306.817 | 235.13 | [4] CFFEX Stock Index Option Trading | Index | Option Trading Volume (million contracts) | Call Option Volume | Put Option Volume | PCR | Option Open Interest (million contracts) | Call Option Open Interest | Put Option Open Interest | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3.49 | 2.53 | 0.97 | 0.38 | 6.87 | 4.37 | 2.50 | 0.57 | | CSI 300 | 9.41 | 6.50 | 2.91 | 0.45 | 19.25 | 11.32 | 7.94 | 0.70 | | CSI 1000 | 27.11 | 15.75 | 11.36 | 0.72 | 26.84 | 13.20 | 13.64 | 1.03 | [4] Volatility Analysis - Analyzed historical volatility and volatility smile curves for SSE 50, CSI 300, and CSI 1000, including minimum, maximum, 10%, 30%, 60%, 90% quantile values, and current values, as well as next - month at - the - money implied volatility [8][9]