股指期权数据日报-20250716

Market Performance Summary - The Shanghai Composite Index closed down 14.65 points, a decline of 0.42%, at 3505.0 points, with a turnover of 646.852 billion yuan [8] - The Shenzhen Component Index closed up 60.04 points, a gain of 0.56%, at 10744.56 points, with a turnover of 965.212 billion yuan [8] - The ChiNext Index closed up 37.98 points, a gain of 1.73%, at 2235.05 points, with a turnover of 447.444 billion yuan [8] - The CSI 300 closed up 1.39 points, a gain of 0.03%, at 4019.06 points, with a turnover of 353.525 billion yuan [4][8] Index Details Index Closing Prices and Changes - The Shanghai Stock Exchange 50 Index closed at 2747.2269, down 0.38% with a turnover of 79.806 billion yuan and a trading volume of 4.117 billion [4] - The CSI 300 Index closed at 4019.0644, up 0.03% with a turnover of 353.525 billion yuan and a trading volume of 19.104 billion [4] - The CSI 1000 Index closed at 6442.834, down 0.30% with a turnover of 347.378 billion yuan and a trading volume of 26.987 billion [4] CFFEX Stock Index Option Trading - For the Shanghai Stock Exchange 50 Index, put option trading volume was 2.16 million contracts, call option trading volume was 3.39 million contracts, daily trading volume was 5.55 million contracts (PCR 0.64), option open interest was 7.36 million contracts, call option open interest was 4.64 million contracts, put option open interest was 2.72 million contracts (PCR 0.59) [4] - For the CSI 300 Index, put option trading volume was 4.91 million contracts, call option trading volume was 7.80 million contracts, daily trading volume was 12.71 million contracts (PCR 0.63), option open interest was 19.63 million contracts, call option open interest was 11.30 million contracts, put option open interest was 8.33 million contracts (PCR 0.74) [4] - For the CSI 1000 Index, put option trading volume was 12.79 million contracts, call option trading volume was 14.76 million contracts, daily trading volume was 27.55 million contracts (PCR 0.87), option open interest was 28.27 million contracts, call option open interest was 14.21 million contracts, put option open interest was 14.06 million contracts (PCR 0.99) [4] Volatility Analysis - Volatility analysis was conducted on the Shanghai Stock Exchange 50 Index, CSI 300 Index, and CSI 1000 Index including historical volatility chains, maximum and minimum values, percentile values, and next - month at - the - money implied volatility [8][10]