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股指期权数据日报-20250925
Guo Mao Qi Huo· 2025-09-25 05:16
Group 1: Market Overview - The Shanghai Composite Index rose 0.83% to 3853.64 points, the Shenzhen Component Index rose 1.8%, the ChiNext Index rose 2.28%, the BeiZheng 50 rose 2.03%, the KeChuang 50 rose 3.49%, the Wind All A rose 1.4%, the Wind A500 rose 1.17%, and the CSI A500 rose 1.39%. A-share trading volume for the day was 2.35 trillion yuan, compared with 2.52 trillion yuan the previous day [5] Group 2: Index Quotes - The closing price of the Shanghai 50 was 1571.95, with a trading volume of 51.46 billion yuan, a turnover of 4566.0708 billion, and a daily increase of 0.68%. The closing price of the CSI 300 was 6291.61, with a trading volume of 220.48 billion yuan, a turnover of 7534.2223 billion, and a daily increase of 1.02%. The closing price of the CSI 1000 was 4943.98, with a daily increase of 1.70% [3] Group 3: CFFEX Stock Index Option Trading - For the Shanghai 50 index options, the trading volume of call options was 2.47 million contracts, and put options was 3.64 million contracts. The trading volume PCR was 1.19. The open interest of call options was 4.10 million contracts, and put options was 4.47 million contracts. The open interest PCR was 0.60. For the CSI 300 index options, the trading volume of call options was 6.51 million contracts, and put options was 7.60 million contracts. The trading volume PCR was 0.84. The open interest of call options was 9.06 million contracts, and put options was 10.98 million contracts. For the CSI 1000 index options, the trading volume of call options was 31.04 million contracts, and put options was 17.34 million contracts. The trading volume PCR was 0.79. The open interest of call options was 12.85 million contracts, and put options was 12.85 million contracts. The open interest PCR was 1.00 [3] Group 4: Volatility Analysis - Volatility analysis was conducted on the Shanghai 50, CSI 300, and CSI 1000, including historical volatility, historical volatility cones, and volatility smile curves [3][4]
国贸期货股指期权数据日报-20250623
Guo Mao Qi Huo· 2025-06-23 08:16
Report Information - Report Title: Index Option Data Daily Report [4] - Date: June 23, 2025 [4] - Author: Li Zebao from the Financial Derivatives Center of Guomao Futures Research Institute [4] - Data Sources: Wind, Guomao Futures Research Institute [4] Market Review Index Performance - The Shanghai Composite Index fell 0.07% to 3359.9 points; the Shenzhen Component Index dropped 0.47% to 10005.03 points; the ChiNext Index declined 0.84% to 2009.89 points; the CSI 300 rose 0.09% to 3846.64 points; the STAR 50 decreased 0.53% to 957.87 points; the Beijing Stock Exchange 50 tumbled 1.34% to 1347.46 points [12] - The total turnover of the Shanghai and Shenzhen stock markets was 1.07 trillion yuan, with more falling stocks than rising ones and over 3600 stocks declining across the market [12] Index Option Trading | Index | Closing Price | Change (%) | Turnover (Billion Yuan) | Volume (Billion) | Option Volume (Million Contracts) | Call Option Volume (Million Contracts) | Put Option Volume (Million Contracts) | PCR (Volume) | Option Open Interest (Million Contracts) | Call Option Open Interest (Million Contracts) | Put Option Open Interest (Million Contracts) | PCR (Open Interest) | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2673.7191 | 0.31 | 631.62 | 36.32 | 2.85 | 1.58 | 1.27 | 0.80 | 3.97 | 2.34 | 1.64 | 0.70 | | CSI 300 | 3846.6443 | 0.09 | 2135.23 | 118.15 | 7.71 | 4.12 | 3.59 | 0.87 | 11.86 | 7.24 | 4.62 | 0.64 | | CSI 1000 | 5999.5914 | -0.80 | 2265.32 | 180.86 | 22.12 | 11.11 | 11.01 | 0.99 | 17.95 | 9.84 | 8.11 | 0.82 | [5] Volatility Analysis - The report provides historical volatility cones, current volatility values, and volatility smile curves for SSE 50, CSI 300, and CSI 1000, as well as next - month at - the - money implied volatility [9][10]