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股指期权数据日报-20250807
Guo Mao Qi Huo·2025-08-07 09:05

Market Performance Summary - The Shanghai Composite Index rose 0.45% to 3639.99 points, the Shenzhen Component Index rose 0.64%, the ChiNext Index rose 0.66%, the North Exchange 50 rose 1.58%, the STAR 50 rose 0.58%, the Wind All A rose 0.62%, the Wind A500 rose 0.35%, and the CSI A500 rose 0.41%. A-share trading volume reached 1.76 trillion yuan, compared with 1.62 trillion yuan the previous day [8] Index Quotes Index Closing Prices and Changes - The Shanghai 50 closed at 2797.4234, up 0.24%, with a trading volume of 884.43 billion yuan and a turnover of 41.18 billion [4] - The CSI 300 closed at 4113.4852, up 0.24%, with a trading volume of 3076.75 billion yuan and a turnover of 176.68 billion [4] - The CSI 1000 closed at 6861.3091, up 1.09%, with a trading volume of 3990.56 billion yuan and a turnover of 258.13 billion [4] CFFEX Stock Index Option Trading - For the Shanghai 50, option trading volume was 2.85 million contracts (1.87 million for call options and 0.98 million for put options, PCR 0.53), and open interest was 7.50 million contracts (4.80 million for call options and 2.70 million for put options, PCR 0.56) [4] - For the CSI 300, option trading volume was 7.28 million contracts (4.88 million for call options and 2.40 million for put options, PCR 0.49), and open interest was 20.85 million contracts (12.11 million for call options and 8.73 million for put options, PCR 0.72) [4] - For the CSI 1000, option trading volume was 23.48 million contracts (13.24 million for call options and 10.24 million for put options, PCR 0.77), and open interest was 28.43 million contracts (13.49 million for call options and 14.93 million for put options, PCR 1.11) [4] Volatility Analysis Shanghai 50 Volatility - Historical volatility and next - month at - the - money implied volatility curves are presented [8][12] CSI 300 Volatility - Historical volatility and next - month at - the - money implied volatility curves are presented [12] CSI 1000 Volatility - Historical volatility and next - month at - the - money implied volatility curves are presented [9]