国投期货期权日报-20251015
Guo Tou Qi Huo·2025-10-15 13:59
  1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report No clear core view is presented in the given text. The report mainly provides detailed data on various financial products, including price, volatility, and related quantile information. 3. Summary by Product 3.1 50ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price fluctuated with a -0.35% decline on Oct 13, -0.03% on Oct 14, and a 1.23% increase on Oct 15. The current IV was 16.92%, 17.38%, and 16.01% respectively, and the next - month IV was 17.65%, 17.48%, and 16.36% [1]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are provided, with current IV 1 - year quantiles at 60.40%, 63.20%, 54.20% and 2 - year quantiles at 70.70%, 72.80%, 64.80% [1]. 3.2 Shanghai 300ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price had a -0.57% decline on Oct 13, -1.00% on Oct 14, and a 1.31% increase on Oct 15. The current IV was 18.05%, 19.49%, and 16.89% respectively, and the next - month IV was 18.39%, 19.07%, and 17.46% [4]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are given, such as 1 - year current IV quantiles at 53.00%, 64.80%, 53.50% [4]. 3.3 Shenzhen 300ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price dropped by -0.47% on Oct 13, -1.09% on Oct 14, and rose by 1.48% on Oct 15. The current IV was 19.05%, 19.67%, and 17.39% respectively, and the next - month IV was 18.74%, 19.37%, and 17.49% [8]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are provided, like 1 - year current IV quantiles at 66.50%, 70.60%, 57.90% [8]. 3.4 Shanghai CSI 500ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price decreased by -2.35% on Oct 13, -2.88% on Oct 14, and -1.02% on Oct 15. The current IV was 20.93%, 22.86%, and 20.55% respectively, and the next - month IV was 21.72%, 22.50%, and 20.87% [17]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are presented, for example, 1 - year current IV quantiles at 52.20%, 62.80%, 50.20% [17]. 3.5 Shenzhen CSI 500ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price fell by -0.50% on Oct 13, -2.25% on Oct 14, and rose by 1.27% on Oct 15. The current IV was 21.37%, 23.72%, and 20.26% respectively, and the next - month IV was 22.50%, 23.06%, and 21.36% [27]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are given, such as 1 - year current IV quantiles at 55.10%, 65.30% [27]. 3.6 ChiNext ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price dropped by -1.32% on Oct 13, -3.93% on Oct 14, and rose by 2.35% on Oct 15. The current IV was 38.89%, 40.15%, and 35.12% respectively, and the next - month IV was 36.71%, 38.08%, and 34.84% [33]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are provided, with 1 - year current IV quantiles at 85.70%, 87.70%, 74.60% [33]. 3.7 Shenzhen 100ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price decreased by -1.27% on Oct 13, -2.54% on Oct 14, and rose by 2.14% on Oct 15. The current IV was 25.76%, 27.59%, and 23.56% respectively, and the next - month IV was 26.30%, 26.40%, and 25.03% [43]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are presented, for example, 1 - year current IV quantiles at 74.60%, 83.20%, 64.00% [43]. 3.8 Science and Technology Innovation 50ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price rose by 1.18% on Oct 13, dropped by -4.20% on Oct 14, and rose by 1.35% on Oct 15. The current IV was 47.39%, 46.66%, and 40.73% respectively, and the next - month IV was 42.65%, 43.07%, and 40.10% [52]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are given, such as 1 - year current IV quantiles at 85.70%, 91.40%, 79.70% [52]. 3.9 STAR 50ETF - Price and Volatility Data: From Oct 13 - 15, 2025, the price rose by 1.00% on Oct 13, dropped by -4.10% on Oct 14, and rose by 1.10% on Oct 15. The current IV was 45.79%, 45.71%, and 41.44% respectively, and the next - month IV was 42.36%, 43.16%, and 40.76% [57]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are provided, with 1 - year current IV quantiles at 82.80%, 89.90%, 81.80% [57]. 3.10 300 Index - Price and Volatility Data: From Oct 13 - 15, 2025, the price decreased by -0.50% on Oct 13, -1.20% on Oct 14, and rose by 1.48% on Oct 15. The current IV was 16.88%, 18.26%, and 15.19% respectively, and the next - month IV was 18.72%, 19.78%, and 17.40% [65]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are presented, for example, 1 - year current IV quantiles at 56.30%, 64.40%, 38.30% [65]. 3.11 1000 Index - Price and Volatility Data: From Oct 13 - 15, 2025, the price dropped by -0.19% on Oct 13, -1.95% on Oct 14, and rose by 1.50% on Oct 15. The current IV was 21.41%, 22.86%, and 19.06% respectively, and the next - month IV was 22.57%, 22.55%, and 21.47% [69]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are given, such as 1 - year current IV quantiles at 34.60%, 49.70%, 22.00% [69]. 3.12 SSE 50 Index - Price and Volatility Data: From Oct 13 - 15, 2025, the price decreased by -0.26% on Oct 13, -0.21% on Oct 14, and rose by 1.36% on Oct 15. The current IV was 15.76%, 17.52%, and 14.57% respectively, and the next - month IV was 53.26%, 53.17%, and 57.64% [73]. - IV Quantiles: The 1 - year and 2 - year quantiles of current and next - month IV are provided, with 1 - year current IV quantiles at 46.50%, 58.70% [73].