股指期权数据日报-20250801

Market Review - The closing price of the Shanghai 50 Index was 2775.9935, down 1.54%, with a trading volume of 61.52 billion and a turnover of 131.852 billion yuan; the closing price of the CSI 300 Index was 4075.5912, down 1.82%, with a trading volume of 267.09 billion and a turnover of 492.143 billion yuan; the closing price of the CSI 1000 Index was 6661.1862, down 0.85%, with a trading volume of 270.14 billion and a turnover of 401.822 billion yuan [4] - The trading volume of Shanghai 50 index options was 5.68 million contracts, including 3.59 million call options and 2.09 million put options, with a PCR of 0.58 and an open interest of 7.13 million contracts; the trading volume of CSI 300 index options was 14.43 million contracts, including 8.40 million call options and 6.03 million put options, with a PCR of 0.72 and an open interest of 19.96 million contracts; the trading volume of CSI 1000 index options was 27.99 million contracts, including 14.89 million call options and 13.10 million put options, with a PCR of 0.88 and an open interest of 26.81 million contracts [4] - The Shanghai Composite Index fell 1.18% to 3573.21 points, the Shenzhen Component Index fell 1.73%, the ChiNext Index fell 1.66%, the Beijing Stock Exchange 50 Index fell 1.16%, the STAR 50 Index fell 1.01%, the Wind All - A Index fell 1.36%, the Wind A500 Index fell 1.89%, and the CSI A500 Index fell 1.75%. The A - share trading volume for the day was 1.96 trillion yuan, compared with 1.87 trillion yuan the previous day [10] Volatility Analysis - Conducted historical volatility analysis and next - month at - the - money implied volatility analysis on the Shanghai 50 Index, CSI 300 Index, and CSI 1000 Index, and presented the volatility smile curves [8][9][14]