股指期权数据日报-20250728

Market Overview - The Shanghai Composite Index dropped 0.33% to 3593.66 points, the Shenzhen Component Index declined 0.22%, the ChiNext Index fell 0.23%, the North Securities 50 Index rose 0.52%, the Science and Technology Innovation 50 Index increased 2.07%, the Wind All A Index dropped 0.13%, the Wind A500 Index declined 0.41%, and the CSI A500 Index fell 0.36%. A-share trading volume was 1.82 trillion yuan for the day, compared with 1.87 trillion yuan the previous day [11] Index Quotes Closing Price and Fluctuation - The Shanghai 50 Index closed at 2795.5127, down 0.60%; the CSI 300 Index closed at 4127.1634, down 0.53%; the CSI 1000 Index closed at 6706.6098, up 0.08% [4] Trading Volume and Turnover - The trading volume of the Shanghai 50 Index was 51.69 billion, with a turnover of 1140.43 billion yuan; the CSI 300 Index had a trading volume of 273.59 billion and a turnover of 4304.46 billion yuan; the CSI 1000 Index had a trading volume of 264.00 billion and a turnover of 3631.40 billion yuan [4] CFFEX Stock Index Option Trading Option Trading Volume - The trading volume of Shanghai 50 Index options was 3.43 million contracts, including 2.35 million call options and 1.07 million put options, with a PCR of 0.46; the CSI 300 Index options had a trading volume of 7.29 million contracts, including 4.53 million call options and 2.76 million put options, with a PCR of 0.61; the CSI 1000 Index options had a trading volume of 15.39 million contracts, including 8.99 million call options and 6.40 million put options, with a PCR of 0.71 [4] Option Open Interest - The open interest of Shanghai 50 Index options was 6.73 million contracts, including 4.39 million call options and 2.34 million put options, with a PCR of 0.53; the CSI 300 Index options had an open interest of 18.37 million contracts, including 10.74 million call options and 7.63 million put options, with a PCR of 0.71; the CSI 1000 Index options had an open interest of 23.87 million contracts, including 12.24 million call options and 11.63 million put options, with a PCR of 0.95 [4] Volatility Analysis Shanghai 50 Volatility - Includes historical volatility analysis and the next - month at - the - money implied volatility and volatility smile curve analysis [9] CSI 300 Volatility - Includes historical volatility analysis and the next - month at - the - money implied volatility and volatility smile curve analysis [9] CSI 1000 Volatility - Includes historical volatility analysis and the next - month at - the - money implied volatility and volatility smile curve analysis [9]