Market Review - The closing price of the Shanghai Stock Exchange 50 Index was 2769.3934, up 0.55%, with a trading volume of 41.97 billion and a turnover of 802.52 billion yuan [4] - The closing price of the CSI 300 Index was 4070.7023, up 0.39%, with a trading volume of 162.28 billion and a turnover of 2959.77 billion yuan [4] - The closing price of the CSI 1000 Index was 6739.6936, up 1.04%, with a trading volume of 213.49 billion and a turnover of 3295.55 billion yuan [4] - The Shanghai Composite Index rose 0.66% to 3583.31 points, the Shenzhen Component Index rose 0.46%, the ChiNext Index rose 0.5%, the Beijing Stock Exchange 50 Index rose 0.96%, the STAR 50 Index rose 1.22%, the Wind All - A Index rose 0.76%, the Wind A500 Index rose 0.44%, and the CSI A500 Index rose 0.45%. A - shares traded 1.52 trillion yuan throughout the day, compared with 1.62 trillion yuan the previous day [7] CFFEX Stock Index Option Trading Situation Shanghai Stock Exchange 50 Index Options - Option trading volume was 3.03 million contracts, including 1.99 million call options and 1.04 million put options, with a PCR of 0.52 [4] - Option open interest was 7.40 million contracts, including 4.77 million call options and 2.64 million put options, with a PCR of 0.55 [4] CSI 300 Index Options - Option trading volume was 7.23 million contracts, including 4.57 million call options and 2.67 million put options, with a PCR of 0.58 [4] - Option open interest was 20.52 million contracts, including 12.21 million call options and 8.31 million put options, with a PCR of 0.68 [4] CSI 1000 Index Options - Option trading volume was 21.71 million contracts, including 11.80 million call options and 9.91 million put options, with a PCR of 0.84 [4] - Option open interest was 27.61 million contracts, including 13.94 million call options and 13.67 million put options, with a PCR of 0.98 [4] Volatility Analysis Shanghai Stock Exchange 50 Volatility - Analyzed historical volatility chain, maximum, minimum, percentile values, and next - month at - the - money implied volatility, as well as the volatility smile curve [6][12] CSI 300 Volatility - Analyzed historical volatility chain, maximum, minimum, percentile values, and next - month at - the - money implied volatility, as well as the volatility smile curve [12] CSI 1000 Volatility - Analyzed historical volatility chain, maximum, minimum, percentile values, and next - month at - the - money implied volatility, as well as the volatility smile curve [7]
股指期权数据日报-20250805
Guo Mao Qi Huo·2025-08-05 11:59