股指期权数据日报-20250715

Market Overview - The Shanghai Composite Index closed up 9.47 points, a 0.27% increase, at 3519.65 points, with a turnover of 623.102 billion yuan; the Shenzhen Component Index closed down 11.58 points, a 0.11% decrease, at 10684.52 points, with a turnover of 835.648 billion yuan; the ChiNext Index closed down 10.03 points, a 0.45% decrease, at 2197.07 points, with a turnover of 387.28 billion yuan; the CSI 300 closed up 2.86 points, a 0.07% increase, at 4017.67 points, with a turnover of 321.416 billion yuan [13] Index Futures and Options Data Index Futures | Index | Closing Price | Change (%) | Turnover (billion yuan) | Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2757.808 | 0.04 | 900.39 | 51.49 | | CSI 300 | 4017.6678 | 0.07 | 3214.16 | 207.92 | | CSI 1000 | 6462.3051 | 0.02 | 3026.37 | 242.06 | [4] Index Options | Index | Call Option Volume (million contracts) | Put Option Volume (million contracts) | Daily Volume (million contracts) | PCR (Volume) | Option Open Interest (million contracts) | Call Option Open Interest (million contracts) | Put Option Open Interest (million contracts) | PCR (Open Interest) | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2.34 | 1.18 | 3.52 | 0.50 | 7.28 | 4.48 | 2.79 | 0.62 | | CSI 300 | 4.60 | 2.77 | 7.37 | 0.60 | 19.48 | 11.15 | 8.33 | 0.75 | | CSI 1000 | 8.65 | 6.89 | 15.53 | 0.80 | 28.15 | 13.91 | 14.24 | 1.02 | [4] Volatility Analysis SSE 50 Volatility - Historical volatility analysis shows the range of historical volatility, including minimum, maximum, and different percentile values from 2025 - 02 - 27 to 2025 - 06 - 27 for different time - frames (5 - day, 20 - day, etc.) - The next - month at - the - money implied volatility smile curve is presented with specific values at different strike prices [8][9][10] CSI 300 Volatility - Similar to SSE 50, historical volatility analysis shows the range of historical volatility for different time - frames from 2025 - 02 - 27 to 2025 - 06 - 27 - The next - month at - the - money implied volatility smile curve is presented with specific values at different strike prices [10][11][12] CSI 1000 Volatility - Historical volatility analysis shows the range of historical volatility for different time - frames from 2025 - 02 - 27 to 2025 - 06 - 27 - The next - month at - the - money implied volatility smile curve is presented with specific values at different strike prices [13]