Report Summary 1. Market Index Performance - The Shanghai Composite Index rose 0.17% to 3615.72 points, while the Shenzhen Component Index fell 0.77%, the ChiNext Index dropped 1.62%, the Beijing Stock Exchange 50 declined 1.75%, the Science and Technology Innovation 50 fell 1.11%, the Wind All A decreased 0.4%, the Wind A500 dropped 0.15%, and the CSI A500 declined 0.22% [11]. - A - share trading volume reached 1.87 trillion yuan throughout the day, compared with 1.83 trillion yuan the previous day [11]. 2. Index Quotes | Index | Closing Price | Change (%) | Turnover (Billion Yuan) | Trading Volume (Billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2819.3508 | 0.38 | 1125.97 | 52.19 | | CSI 300 | 4151.2379 | - 0.02 | 4451.68 | 249.85 | | CSI 1000 | 6718.4819 | - 0.82 | 3926.75 | 268.18 | [4] 3. CFFEX Stock Index Option Trading | Index | Option Trading Volume (10,000 Contracts) | | | Option Open Interest (10,000 Contracts) | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | | Put Options | Call Options | PCR | | Call Options | Put Options | PCR | | SSE 50 | 1.91 | 3.71 | 0.51 | 6.82 | 4.29 | 2.53 | 0.59 | | CSI 300 | 4.83 | 7.58 | 0.64 | 19.26 | 10.95 | 8.31 | 0.76 | | CSI 1000 | 11.22 | 13.69 | 0.82 | 26.13 | 13.49 | 12.65 | 0.94 | [4] 4. Volatility Analysis - The report presents historical volatility chains and next - month at - the - money implied volatility and volatility smile curves for SSE 50, CSI 300, and CSI 1000 [8][10]
股指期权数据日报-20250731
Guo Mao Qi Huo·2025-07-31 06:27