50ETF价格、隐波近一年走势,不同月份平值IV日内走势,ATM IV期限结构:50ETF价格、隐波近三年走势
Guo Tou Qi Huo·2025-11-24 12:04
  1. Report Industry Investment Rating - No information provided in the given content. 2. Report's Core View - No clear core view is presented in the provided text. The report mainly offers data on various financial products' prices, price changes, implied volatilities (IV), and related quantile information over specific time - periods. 3. Summary by Related Catalogs 3.1 General Information - The report covers multiple financial products including 50ETF, various 300ETFs (Shanghai, Shenzhen), Shanghai and Shenzhen CSI 500ETFs, ChiNext ETF, Shenzhen 100ETF,科创50ETF,科创板50ETF, 300 Index, 1000 Index, and Shanghai 50 Index [1][6][9][17][26][33][43][52][57][69][74][82]. - The current month's contracts for most products are 2 days from expiration, while for 300 Index, 1000 Index, and Shanghai 50 Index, they are 19 days from expiration [1][6][9][17][26][33][43][52][57][69][74][82]. 3.2 Price and Price Change - For 50ETF, on 2025/11/24, the price was 3.094 with a - 0.23% change from the previous day [1]. - Shanghai 300ETF had a price of 4.557 on 2025/11/24 with a - 0.15% change [6]. - Shenzhen 300ETF's price was 4.710 on 2025/11/24 with a - 0.06% change [9]. - Shanghai CSI 500ETF's price was 6.970 on 2025/11/24 with a - 2.79% change [17]. - Shenzhen CSI 500ETF's price was 2.787 on 2025/11/24 with a 0.72% change [26]. - ChiNext ETF's price was 2.908 on 2025/11/24 with a 0.14% change [33]. - Shenzhen 100ETF's price was 3.269 on 2025/11/24 with a - 0.09% change [43]. - 科创50ETF's price was 1.360 on 2025/11/24 with a 0.67% change [52]. - 科创板50ETF's price was 1.317 on 2025/11/24 with a 0.69% change [57]. - 300 Index's price was 4448.048 on 2025/11/24 with a - 0.12% change [69]. - 1000 Index's price was 7156.409 on 2025/11/24 with a 1.26% change [74]. - Shanghai 50 Index's price was 2950.562 on 2025/11/24 with a - 0.18% change [82]. 3.3 Implied Volatility (IV) - 50ETF's 2025/11/24 IV: 12.79% (current month), 14.13% (next month) [1]. - Shanghai 300ETF's 2025/11/24 IV: 15.05% (current month), 15.91% (next month) [6]. - Shenzhen 300ETF's 2025/11/24 IV: 16.58% (current month), 16.34% (next month) [9]. - Shanghai CSI 500ETF's 2025/11/24 IV: 16.76% (current month), 20.41% (next month) [17]. - Shenzhen CSI 500ETF's 2025/11/24 IV: 18.28% (current month), 20.69% (next month) [26]. - ChiNext ETF's 2025/11/24 IV: 25.93% (current month), 27.54% (next month) [33]. - Shenzhen 100ETF's 2025/11/24 IV: 21.61% (current month), 19.15% (next month) [43]. - 科创50ETF's 2025/11/24 IV: 30.31% (current month), 29.20% (next month) [52]. - 科创板50ETF's 2025/11/24 IV: 27.58% (current month), 29.29% (next month) [57]. - 300 Index's 2025/11/24 IV: 16.77% (current month), 17.42% (next month) [69]. - 1000 Index's 2025/11/24 IV: 20.26% (current month), 21.12% (next month) [74]. - Shanghai 50 Index's 2025/11/24 IV: 14.76% (current month), 48.90% (next month) [82]. 3.4 IV Quantiles - For 50ETF, the current - month IV quantiles in the past 1 - year and 2 - year are provided, such as 28.90% and 22.40% in the past 1 - year [1]. - Similar IV quantile data for other products like Shanghai 300ETF, Shenzhen 300ETF, etc., are also presented [6][9]. 3.5 Skew Index - The skew index for each product's main contract month is given, for example, 105.84 for 50ETF on the current day [5]. - Other products like Shanghai 300ETF, Shenzhen 300ETF also have their respective skew index data [8][14]. 3.6 Other Information - There are also data on the term structure of IV, intraday trends of at - the - money (ATM) IV for different months, option smile curves, price and position - volume PCR trends, and implied volatility and trading volume trends for each product [3][4][5].