股指期权数据日报-20250828

Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 indices were 2918.3789, 4386.1266, and 7336.5036 respectively, with declines of 1.73%, 1.49%, and 1.87% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 indices were 71.01 billion, 333.13 billion, and 416.76 billion respectively, with turnovers of 1976.54 billion yuan, 7850.98 billion yuan, and 6727.84 billion yuan [4]. - For the Shanghai 50 index options, the put - call ratio (PCR) of trading volume was 0.43, and the PCR of open interest was 0.61. For the CSI 300 index options, the PCR of trading volume was 0.55, and the PCR of open interest was 0.81. For the CSI 1000 index options, the PCR of trading volume was 0.81, and the PCR of open interest was 1.14 [4]. Volatility Analysis - Analyzed the historical volatility and volatility smile curve of the Shanghai 50, CSI 300, and CSI 1000 indices, including the minimum, maximum, 10%, 30%, 60%, 90% quantile values, and the current values of different - period historical volatilities, as well as the next - month at - the - money implied volatility [9][11][12]. Overall Market Situation - The Shanghai Composite Index fell 1.76% to 3800.35 points, the Shenzhen Component Index fell 1.43%, the ChiNext Index fell 0.69%, the North 50 Index fell 2.6%, the STAR 50 Index rose 0.13%, the Wind All - A Index fell 1.74%, the Wind A500 Index fell 1.51%, and the CSI A500 Index fell 1.44% [12]. - A - share trading volume reached 3.2 trillion yuan throughout the day, up from 2.71 trillion yuan the previous day, hitting a new stage high [12]