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股指期权数据日报-20250619
Guo Mao Qi Huo· 2025-06-19 11:27
Group 1: Market Performance - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2679.9218, 3874.9708, and 6135.3858 respectively, with changes of -0.15%, 0.12%, and -0.10% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 36.67 billion, 127.53 billion, and 204.11 billion respectively, and the trading turnovers were 621.34 billion yuan, 2305.54 billion yuan, and 2564.64 billion yuan respectively [4]. - The previous trading day, the Shanghai Composite Index rose 0.04% to 3388.81 points, the Shenzhen Component Index rose 0.24%, the ChiNext Index rose 0.23%, the Beijing Stock Exchange 50 fell 0.65%, the STAR 50 rose 0.53%, and the CSI A500 rose 0.07%. A - share trading volume was 1.22 trillion yuan, compared with 1.24 trillion yuan the previous day [8]. Group 2: CFFEX Stock Index Option Trading - For the Shanghai 50 index options, the trading volume was 3.02 million contracts, with 1.98 million call options and 1.05 million put options, and the PCR was 0.53. The open - interest was 7.45 million contracts, with 4.67 million call options and 2.78 million put options, and the PCR was 0.60 [4]. - For the CSI 300 index options, the trading volume was 7.68 million contracts, with 4.65 million call options and 3.03 million put options, and the PCR was 0.65. The open - interest was 19.68 million contracts, with 11.64 million call options and 8.04 million put options, and the PCR was 0.69 [4]. - For the CSI 1000 index options, the trading volume was 21.27 million contracts, with 10.62 million call options and 10.65 million put options, and the PCR was 1.00. The open - interest was 28.97 million contracts, with 14.86 million call options and 14.11 million put options, and the PCR was 0.95 [4]. Group 3: Volatility Analysis - The report includes historical volatility analysis and next - month at - the - money implied volatility smile curves for the Shanghai 50, CSI 300, and CSI 1000 [12].