Report Summary 1. Market Index Performance - The Shanghai Composite Index rose 0.62% to 3581.86 points, the Shenzhen Component Index rose 0.84%, the ChiNext Index rose 0.61%, the CSI 300 rose 0.82%, the Beijing Stock Exchange 50 rose 0.45%, the STAR 50 rose 0.83%, the Wind All - A rose 0.61%, the Wind A500 rose 0.94%, and the CSI A500 rose 0.84% [11]. - A - share trading volume reached 1.93 trillion yuan, compared with 1.73 trillion yuan the previous day [11]. 2. Index Specifics 2.1 Index Quotes | Index | Closing Price | Increase (%) | Turnover (billion yuan) | Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2792.1823 | 0.72 | 1293.95 | 68.31 | | CSI 300 | 4118.9582 | 0.82 | 4508.74 | 257.60 | | CSI 1000 | 6637.1035 | 0.38 | 3959.15 | 301.66 | [4] 2.2 CFFEX Stock Index Option Trading | Index | Option Volume (10,000 contracts) - Put | Option Volume (10,000 contracts) - Call | Daily Volume | Option Open Interest (10,000 contracts) | Open Interest - Call | Open Interest - Put | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 4.12 | 2.86 | 0.44 | 5.64 | 3.65 | 1.99 | 0.54 | | CSI 300 | 10.69 | 6.75 | 0.58 | 15.91 | 9.39 | 6.52 | 0.69 | | CSI 1000 | 18.01 | 10.44 | 0.73 | 21.78 | 11.38 | 10.40 | 0.91 | [4] 3. Volatility Analysis 3.1 SSE 50 Volatility - Historical volatility chain shows various percentile values and the current value, with analysis of 5 - day, 20 - day, 40 - day, 60 - day, and 120 - day historical volatility [11]. - Next - month at - the - money implied volatility and volatility smile curve are presented [11]. 3.2 CSI 300 Volatility - Similar to SSE 50, it includes historical volatility chain analysis and next - month at - the - money implied volatility with a volatility smile curve [11]. 3.3 CSI 1000 Volatility - Historical volatility chain analysis for different time periods and next - month at - the - money implied volatility with a volatility smile curve are provided [11].
股指期权数据日报-20250723
Guo Mao Qi Huo·2025-07-23 12:05