股指期权数据日报-20250717

Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2740.9006, 4007.2019, and 6462.063 respectively, with changes of -0.23%, -0.30%, and 0.30%. Their trading volumes were 34.25 billion, 151.03 billion, and 220.23 billion, and trading turnovers were 681.42 billion yuan, 3006.57 billion yuan, and 3060.83 billion yuan [4]. - The option trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 4.24 million, 9.69 million, and 25.56 million contracts respectively. Their option open - interests were 7.53 million, 20.08 million, and 28.70 million contracts [4]. - The Shanghai Composite Index closed down 0.03% at 3503.78 points, the Shenzhen Component Index fell 0.22%, the ChiNext Index dropped 0.22%, the Beijing Stock Exchange 50 rose 0.27%, the STAR 50 rose 0.14%, the Wind All - A rose 0.06%, the Wind 8500 fell 0.27%, and the CSI A500 fell 0.22%. A - share trading volume was 1.46 trillion yuan, compared with 1.64 trillion yuan the previous day [10]. Volatility Analysis Shanghai 50 Volatility - The historical volatility of the Shanghai 50 is presented with values for different time - frames and percentile levels. The difference between HV5 and HV20 is also shown [8][9]. - The next - month at - the - money implied volatility and the volatility smile curve for the Shanghai 50 are analyzed [9]. CSI 300 Volatility - The historical volatility of the CSI 300 shows values for different time - frames and percentile levels, and the difference between HV5 and HV20 is provided [9]. - The next - month at - the - money implied volatility and the volatility smile curve for the CSI 300 are presented [9]. CSI 1000 Volatility - The historical volatility of the CSI 1000 is presented with values for different time - frames and percentile levels [10]. - The next - month at - the - money implied volatility and the volatility smile curve for the CSI 1000 are analyzed [10].