股指期权数据

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股指期权数据日报-20250820
Guo Mao Qi Huo· 2025-08-20 09:09
Report Summary Market Performance - The Shanghai Composite Index fell 0.02% to 3727.29 points, the Shenzhen Component Index fell 0.12%, the ChiNext Index fell 0.17%, the Beijing Stock Exchange 50 rose 1.27% hitting a new record high, the STAR 50 fell 1.12%, the Wind All - A fell 0.05%, the Wind A500 fell 0.31%, and the CSI A500 fell 0.43%. A - share trading volume was 2.64 trillion yuan, compared with 2.81 trillion yuan the previous day [11]. Index Futures and Options Index Futures - The closing price of the SSE 50 was 2812.4225, down 0.93%, with a trading volume of 62.84 billion and a turnover of 1531.40 billion yuan; the CSI 300 closed at 4223.3741, down 0.38%, with a trading volume of 250.82 billion and a turnover of 5535.36 billion yuan; the CSI 1000 closed at 7242.8494, up 0.07%, with a trading volume of 340.88 billion and a turnover of 5587.81 billion yuan [4]. Index Options - For the SSE 50 index options, the trading volume was 4.84 million contracts (3.76 million for call options and 1.07 million for put options, PCR = 0.29), and the open interest was 6.66 million contracts (4.32 million for call options and 2.34 million for put options, PCR = 0.54). - For the CSI 300 index options, the trading volume was 9.98 million contracts (7.25 million for call options and 2.73 million for put options, PCR = 0.38), and the open interest was 16.36 million contracts (9.18 million for call options and 7.18 million for put options, PCR = 0.78). - For the CSI 1000 index options, the trading volume was 26.82 million contracts (18.08 million for call options and 8.74 million for put options, PCR = 0.48), and the open interest was 25.29 million contracts (12.46 million for call options and 12.83 million for put options, PCR = 1.03) [4]. Volatility Analysis SSE 50 - Historical volatility and volatility smile curves are analyzed, including historical volatility ranges (minimum, maximum, 10% - 90% quantiles) and current values for different time - periods (5 - day, 20 - day, 40 - day, 80 - day, 120 - day), as well as the next - month at - the - money implied volatility [8][10]. CSI 300 - Similar to the SSE 50, historical volatility and volatility smile curves are presented, with historical volatility ranges and current values for different time - periods and the next - month at - the - money implied volatility [10]. CSI 1000 - Historical volatility and volatility smile curves are also analyzed, showing historical volatility ranges and current values for different time - periods and the next - month at - the - money implied volatility [10].
股指期权数据日报-20250806
Guo Mao Qi Huo· 2025-08-06 11:59
投资咨询业务资格:证监许可【2012】31号 ITG国贸期 I 08 0 6 0 4 0.2 挂 CPCR 上证50波动率分析 权教据日报 CI + CI + m + =: F0251925 2025/8/6 数据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2790. 7287 0. 77 | | | 778. 83 | | 41.26 | | | 沪深300 | 4103. 45 0. 80 | | | 3069. 34 | | 178. 85 | | | 中证1000 | 6787. 4806 0. 71 | | | 3485. 78 | | 223. 72 | | | | 中金所股指期权成交情况 | | | | | | | | 指数 | 期权成交里 山沽期权 | 认购期权 | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 | 持仓里 | | | (万张 ...
股指期权数据日报-20250805
Guo Mao Qi Huo· 2025-08-05 11:59
投资咨询业务资格:证监许可【2012】31号 =: F0251925 2025/8/5 数据来源: Wind,国贸期货研究院 | | | | | 行情回顾 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 | | 张跌幅(%) | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2769. 3934 | | 0. 55 | | 802. 52 | | 41. 97 | | | 沪深300 | 4070. 7023 | | 0. 39 | | 2959. 77 | | 162. 28 | | | 中证1000 | 6739. 6936 | | 1.04 | | 3295. 55 | | 213. 49 | | | | | | | 中金所股指期权成交情况 | | | | | | 指数 | 期权成交里 | 认购期权 | 认洁期权 | 日咸交堂 | 期权持仓里 | 认购期权 | 认洁期权 | 持仓堂 | | (万张) | | 成交里 | 成交里 | PCR | (万5k) | 持位里 | 持创里 ...
股指期权数据日报-20250801
Guo Mao Qi Huo· 2025-08-01 05:59
权教据日报 CT + m H =: F0251925 2025/8/1 投资咨询业务资格:证监许可【2012】31号 ITG国贸期] 数据来源: Wind,国贸期货研究院 | | | | | 行情回顾 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 | | 张肤幅(%) | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2775. 9935 | | -1.54 | | 1318. 52 | | 61. 52 | | | 沪深300 | 4075. 5912 | | -1.82 | | 4921. 43 | | 267. 09 | | | 中证1000 | 6661. 1862 | | -0. 85 | | 4018. 22 | | 270. 14 | | | | | | | 中金所股指期权成交情况 | | | | | | 指数 | 期权成交里 | 认购期权 | 认洁期权 | 日成交里 | 期权持仓里 | 认购期权 | 认洁期权 | 持仓堂 | | (万张) | | 成交里 | 成交里 ...
股指期权数据日报-20250730
Guo Mao Qi Huo· 2025-07-30 06:39
投资咨询业务资格:证监许可【2012】31号 IIG 国贸期 权教据日报 14 14 10 =: F0251925 2025/7/30 数据来源: Wind,国贸期货研究院 | | | | | 行情回顾 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 | | 张跃帽(%) | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2808. 5917 | | 0.21 | | 1119.54 | | 47.05 | | | 沪深300 | 4152. 0247 | | 0. 39 | | 4287. 64 | | 230. 81 | | | 中证1000 | 6773. 8843 | | 0. 65 | | 3837.04 | | 259. 26 | | | | 中金所股指期权成交情况 | | | | | | | | | 指数 | 期权成交里 认购期权 认洁期权 | | | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 | 持食堂 | | | (万张) | 成交堂 | 成交里 | P ...
股指期权数据日报-20250729
Guo Mao Qi Huo· 2025-07-29 07:12
投资咨询业务资格:证监许可【2012】31号 IIG 国贸期 中证1000PCR走势 权教据日报 CI + CI + m + =: F0251925 2025/7/29 数据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上UE50 | 2802. 7674 0. 26 | | | 1145. 71 | | 49. 74 | | | 沪至300 | 4135. 8242 0. 21 | | | 4067. 93 | | 222. 76 | | | 中证1000 | 6729. 979 0. 35 | | | 3595. 76 | | 252. 74 | | | | 中金所股指期权成交情况 | | | | | | | | 指数 | 期权成交里 山沽期权 | 认购期权 | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 | 持仓里 | | | (万张) 成交里 | 成交里 | PC ...
股指期权数据日报-20250723
Guo Mao Qi Huo· 2025-07-23 12:05
投资咨询业务资格:证监许可【2012】31号 IIG 国贸期 权教据日报 CI + m = =: F0251925 2025/7/23 数据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2792. 1823 0. 72 | | | 1293.95 | | 68. 31 | | | 沪深300 | 4118. 9582 0. 82 | | | 4508. 74 | | 257. 60 | | | 中证1000 | 6637. 1035 0. 38 | | | 3959. 15 | | 301. 66 | | | | 中金所股指期权成交情况 | | | | | | | | 指数 | 期权成交里 认沽期权 | 认购期权 | 日成交堂 | 期权持仓里 | 认购期权 | 认沽期权 | 持仓里 | | | (万张) 成父里 | 成父里 | PCR | (万5k) | 持仓里 | ...
股指期权数据日报-20250708
Guo Mao Qi Huo· 2025-07-08 13:20
CI + m 中 投资咨询业务资格:证监许可【2012】31号 IIG 国贸期 权教据日报 | | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2731. 5324 -0. 33 | | | 566. 60 | | 29. 32 | | | 沪深300 | 3965. 1746 -0. 43 | | | 2251.07 | | 131.14 | | | 中证1000 | 6327.139 0.24 | | | 2648. 35 | | 210. 48 | | | | 中金所股指期权成交情况 | | | | | | | | 指数 | 期权成交里 认沽期权 | 认购期权 | 日成交里 | 期权持仓里 | 认购期权 | 认洁期权 | 持仓里 | | | (万张) 成交里 | 成交里 | PCR | (万5k) | 持仓里 | 持创里 | PCR | | 上证50 | 2. 26 0. 71 | 1.54 | 0. ...
股指期权数据日报-20250702
Guo Mao Qi Huo· 2025-07-02 13:16
投资咨询业务资格:证监许可【2012】31号 IIC 国兴期 沪深300PCR走势 1.2 J 0.8 0.6 0.4 0.2 0 中证1000PCR走势 权教据日报 CI + m = 2025/7/2 数据来源: Wind,国贸期货研究院 | | | | | 行情回顾 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 收盘价 | | | 张肤帽(%) | | 成交额(亿元) | | 成交里(亿) | | | 上证50 2717. 7128 | | | 0. 21 | | 661. 44 | | 33.03 | | | 沪深300 3942. 762 | | | 0.17 | | 2360. 70 | | 128. 96 | | | 中证1000 6373. 7679 | | | 0. 28 | | 3343.02 | | 243. 54 | | | | | | | 中金所股指期权成交情况 | | | | | | 期权成交望 指数 | | 认购期权 | 山沽期权 | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 ...
股指期权数据日报-20250624
Guo Mao Qi Huo· 2025-06-24 11:32
投资咨询业务资格:证监许可【2012】31号 IIC ERR. 权教据目报 主能介于品中心 =: F0251925 2025/6/24 数据来源: Wind,国贸期货研究院 沪深300PCR走势 中证1000PCR走势 11 J 0.9 0.8 0.7 04 03 02 = 位PCR 1.2 0.8 0.6 04 0.2 上证50波动率分析 上证50历史波动率 力史波动率链 0.5 醫小值 最大值 -- 10%分位值 0.45 30%分位值 -- 60%分位值 · 当前值 0.4 90%分位值 0.35 0.3 80% 0.25 70% 0.2 60% 50% 0.15 | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | | 指数 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上证50 2684. 7761 0. 41 | | | 720. 36 | | 42. 96 | | | 沪深300 3857. 9016 0. 29 | | | 2324. 82 | | 133.80 | | | 中证1 ...