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股指期权数据日报-20250730
Guo Mao Qi Huo·2025-07-30 06:39

Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2808.5917, 4152.0247, and 6773.8843 respectively, with increases of 0.21%, 0.39%, and 0.65% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 47.05 billion, 230.81 billion, and 259.26 billion respectively, and the trading turnovers were 1119.54 billion yuan, 4287.64 billion yuan, and 3837.04 billion yuan respectively [4]. CFFEX Stock Index Option Trading - For the Shanghai 50 index, the option trading volume was 2.62 million contracts (1.82 million for call options and 0.81 million for put options), with a PCR of 0.44. The option open interest was 7.05 million contracts (4.53 million for call options and 2.52 million for put options), with a PCR of 0.56 [4]. - For the CSI 300 index, the option trading volume was 7.11 million contracts (4.50 million for call options and 2.62 million for put options), with a PCR of 0.58. The option open interest was 19.17 million contracts (11.10 million for call options and 8.07 million for put options), with a PCR of 0.73 [4]. - For the CSI 1000 index, the option trading volume was 18.15 million contracts (10.00 million for call options and 8.15 million for put options), with a PCR of 0.81. The option open interest was 25.33 million contracts (12.87 million for call options and 12.46 million for put options), with a PCR of 0.97 [4]. Volatility Analysis - The historical volatility and next - month at - the - money implied volatility of the Shanghai 50, CSI 300, and CSI 1000 were analyzed, including the maximum, minimum, percentile values, and the volatility smile curve [8][10][13] Overall Market Situation - The Shanghai Composite Index rose 0.33% to 3609.71 points, the Shenzhen Component Index rose 0.64%, the ChiNext Index rose 1.86%, the Beijing Stock Exchange 50 rose 0.68%, the Science and Technology Innovation 50 rose 1.45%, the Wind All - A rose 0.45%, and the Wind A500 rose 0.43%, and the CSI A500 rose 0.5% [13]. - The A - share trading turnover for the day was 1.83 trillion yuan, compared with 1.77 trillion yuan the previous day [13]