股指期权数据日报-20250804

Report Summary 1. Report Industry Investment Rating - No information provided 2. Report's Core View - No clear core view presented in the given content 3. Summary by Relevant Catalogs 3.1 Market Review - Index closing prices and changes: The Shanghai Composite Index closed down 0.37% at 3559.95 points, the Shenzhen Component Index fell 0.17%, the ChiNext Index dropped 0.24%, the Northbound 50 Index declined 0.23%, the Science and Technology Innovation 50 Index decreased 1.06%, the Wind All - A Index fell 0.13%, the Wind A500 Index dropped 0.45%, and the CSI A500 Index declined 0.44% [4][11]. - Index trading volume: A - share trading volume was 1.62 trillion yuan for the day, compared to 1.96 trillion yuan the previous day [11]. - Index performance details: The Shanghai 50 Index closed at 2754.1302, down 0.79%, with a trading volume of 940.74 billion yuan and a turnover of 48.96 billion; the CSI 300 Index closed at 4054.9286, down 0.51%, with a trading volume of 3596.85 billion yuan and a turnover of 196.22 billion; the CSI 1000 Index closed at 6670.472, up 0.14%, with a trading volume of 3490.71 billion yuan and a turnover of 232.48 billion [4]. 3.2 CFFEX Stock Index Option Trading Situation - Option trading volume: The trading volume of Shanghai 50 index options was 3.80 million contracts (2.58 million for call options and 1.22 million for put options, PCR = 0.47), the trading volume of CSI 300 index options was 10.99 million contracts (6.79 million for call options and 4.21 million for put options, PCR = 0.62), and the trading volume of CSI 1000 index options was 22.65 million contracts (12.52 million for call options and 10.13 million for put options, PCR = 0.81) [4]. - Option open interest: The open interest of Shanghai 50 index options was 7.30 million contracts (4.70 million for call options and 2.60 million for put options, PCR = 0.55), the open interest of CSI 300 index options was 20.18 million contracts (12.01 million for call options and 8.17 million for put options, PCR = 0.68), and the open interest of CSI 1000 index options was 27.13 million contracts (14.07 million for call options and 13.06 million for put options, PCR = 0.93) [4]. 3.3 Volatility Analysis - Shanghai 50 volatility: Historical volatility and current value comparison are presented, along with the volatility smile curve and next - month at - the - money implied volatility [11]. - CSI 300 volatility: Historical volatility and current value comparison are shown, as well as the volatility smile curve and next - month at - the - money implied volatility [11]. - CSI 1000 volatility: Historical volatility and current value comparison are provided, along with the volatility smile curve and next - month at - the - money implied volatility [11].