Market Review - The closing price of the Shanghai Stock Exchange 50 Index was 2,790.73, up 0.77%, with a trading volume of 4.13 billion and a transaction amount of 77.88 billion yuan. The trading volume of put options was 1 million, and the trading volume of call options was 2.06 million, with a PCR of 0.49. The open interest of options was 7.28 million, with 4.64 million for call options and 2.65 million for put options, and a PCR of 0.57 [4] - The closing price of the CSI 300 Index was 4,103.45, up 0.80%, with a trading volume of 17.89 billion and a transaction amount of 306.93 billion yuan. The trading volume of put options was 2.7 million, and the trading volume of call options was 5.12 million, with a PCR of 0.53. The open interest of options was 20.59 million, with 12.06 million for call options and 8.53 million for put options, and a PCR of 0.71 [4] - The closing price of the CSI 1000 Index was 6,787.48, up 0.71%, with a trading volume of 22.37 billion and a transaction amount of 348.58 billion yuan. The trading volume of put options was 8.41 million, and the trading volume of call options was 9.89 million, with a PCR of 0.85. The open interest of options was 28.1 million, with 13.96 million for call options and 14.15 million for put options, and a PCR of 1.01 [4] - The Shanghai Composite Index rose 0.96% to 3,617.6 points, the Shenzhen Component Index rose 0.59%, the ChiNext Index rose 0.39%, the Beijing Stock Exchange 50 Index rose 0.25%, the STAR 50 Index rose 0.4%, the Wind All - A Index rose 0.78%, the Wind A500 Index rose 0.77%, and the CSI A500 Index rose 0.67%. The total A - share trading volume for the day was 1.62 trillion yuan, compared with 1.52 trillion yuan the previous day [14] Volatility Analysis Shanghai Stock Exchange 50 Index - The historical volatility chain shows the maximum, minimum, 10%, 30%, 60%, 90% quantile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are also presented [8][9] CSI 300 Index - The historical volatility chain includes the maximum, minimum, 10%, 30%, 60%, 90% quantile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are provided [9] CSI 1000 Index - The historical volatility chain shows the maximum, minimum, 10%, 30%, 60%, 90% quantile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are also shown [14]
股指期权数据日报-20250806
Guo Mao Qi Huo·2025-08-06 11:59