Market Review - The closing prices and changes of major indices are as follows: SSE 50 closed at 2802.7674, up 0.26%; CSI 300 at 4135.8242, up 0.21%; CSI 1000 at 6729.979, up 0.35%. The trading volumes of these indices were 49.74 billion, 222.76 billion, and 252.74 billion respectively, with turnovers of 1145.71 billion yuan, 4067.93 billion yuan, and 3595.76 billion yuan [4]. - Regarding the trading situation of CFFEX stock index options, for SSE 50, the trading volume of put options was 1.05 million contracts, call options 2.09 million contracts, with a PCR of 0.50. The open interest was 6.92 million contracts, with 4.46 million call contracts and 2.46 million put contracts, and a PCR of 0.55. For CSI 300, the put option trading volume was 3.02 million contracts, call options 4.60 million contracts, PCR 0.66. The open interest was 18.81 million contracts, with 10.91 million call contracts and 7.89 million put contracts, and a PCR of 0.72. For CSI 1000, the put option trading volume was 8.30 million contracts, call options 9.81 million contracts, PCR 0.85. The open interest was 24.55 million contracts, with 12.55 million call contracts and 12.00 million put contracts, and a PCR of 0.96 [4]. Volatility Analysis SSE 50 Volatility - The historical volatility of SSE 50 is presented with various percentile values, including the maximum, minimum, 10%, 30%, 60%, 90% percentile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are also shown [8][12]. CSI 300 Volatility - The historical volatility of CSI 300 shows different percentile values such as the maximum, minimum, 10%, 30%, 60%, 90% percentile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are provided [12]. CSI 1000 Volatility - The historical volatility of CSI 1000 includes the maximum, minimum, 10%, 30%, 60%, 90% percentile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are presented [12]. Overall Market Conditions - The Shanghai Composite Index rose 0.12% to 3597.94 points, the Shenzhen Component Index rose 0.44%, the ChiNext Index rose 0.96%, the Beijing Stock Exchange 50 fell 0.25%, the STAR 50 rose 0.09%, the Wind All - A rose 0.36%, the Wind A500 rose 0.33%, and the CSI A500 rose 0.3%. The total trading volume of A - shares for the day was 1.77 trillion yuan, compared with 1.82 trillion yuan the previous day [12].
股指期权数据日报-20250729
Guo Mao Qi Huo·2025-07-29 07:12