Report Summary 1. Market Performance Review - The Shanghai Composite Index rose 0.34% to close at 3647.55 points, the Shenzhen Component Index rose 1.46%, the ChiNext Index rose 1.96%, the Beijing Stock Exchange 50 rose 1.18%, the Science and Technology Innovation 50 rose 0.59%, the Wind All A rose 0.99%, the Wind A500 rose 0.63%, and the CSI A500 rose 0.71% [10]. - A - share trading volume reached 1.85 trillion yuan throughout the day, compared with 1.74 trillion yuan the previous day [10]. 2. Index Performance Details | Index | Closing Price | Change (%) | Turnover (billion yuan) | Trading Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2789.8959 | 0.03 | 903.34 | 43.48 | | CSI 300 | 4122.5106 | 0.43 | 3606.86 | 190.44 | | CSI 1000 | 6943.9366 | 1.55 | 4011.63 | 260.97 | [4] 3. CFFEX Stock Index Option Trading | Index | Option Trading Volume (million contracts) | Call Option Volume | Put Option Volume | PCR | Option Open Interest (million contracts) | Call Option Open Interest | Put Option Open Interest | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 4.49 | 2.81 | 1.68 | 0.60 | 7.81 | 5.09 | 2.72 | 0.53 | | CSI 300 | 11.64 | 7.49 | 4.15 | 0.55 | 21.19 | 12.10 | 9.09 | 0.75 | | CSI 1000 | 32.18 | 18.10 | 14.08 | 0.78 | 29.47 | 13.65 | 15.82 | 1.16 | [4] 4. Volatility Analysis - The report includes historical volatility chains and next - month at - the - money implied volatility smile curves for SSE 50, CSI 300, and CSI 1000 [6][8][10].
股指期权数据日报-20250812
Guo Mao Qi Huo·2025-08-12 11:11