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股指期权数据日报-20250725
Guo Mao Qi Huo·2025-07-25 07:11

Market Review - The Shanghai Composite Index rose 0.65% to 3605.73 points, the Shenzhen Component Index rose 1.21%, the ChiNext Index rose 1.5%, the Beijing Stock Exchange 50 rose 1.1%, the Science and Technology Innovation 50 rose 1.17%, the Wind All A rose 1.08%, the Wind A500 rose 1%, and the CSI A500 rose 0.92% [9] - The B - share market had a turnover of 1.87 trillion yuan, compared with 1.9 trillion yuan the previous day [9] - The closing prices, changes, trading volumes, and turnovers of the Shanghai 50, CSI 300, and CSI 1000 are as follows: the Shanghai 50 closed at 2812.4428, up 0.40%, with a turnover of 118.138 billion yuan and a trading volume of 6.028 billion; the CSI 300 closed at 4149.0368, up 0.71%, with a turnover of 487 billion yuan and a trading volume of 31.963 billion; the CSI 1000 closed at 6701.12, up 1.42%, with a turnover of 374.406 billion yuan and a trading volume of 28.542 billion [4] CFFEX Stock Index Option Trading Situation - For the Shanghai 50 index options, the trading volume was 3.67 million contracts (2.64 million for call options and 1.04 million for put options, with a PCR of 0.39), and the open interest was 6.23 million contracts (4.01 million for call options and 2.22 million for put options, with a PCR of 0.55) [4] - For the CSI 300 index options, the trading volume was 8.7 million contracts (5.83 million for call options and 2.87 million for put options, with a PCR of 0.49), and the open interest was 17.35 million contracts (10.18 million for call options and 7.17 million for put options, with a PCR of 0.70) [4] - For the CSI 1000 index options, the trading volume was 19.6 million contracts (11.22 million for call options and 8.39 million for put options, with a PCR of 0.75), and the open interest was 23.22 million contracts (11.91 million for call options and 11.31 million for put options, with a PCR of 0.95) [4] Volatility Analysis - The historical volatility and implied volatility of the Shanghai 50, CSI 300, and CSI 1000 are presented through historical volatility chains and volatility smile curves [7][8]