当月合约距离到期还剩15天：50ETF
Guo Tou Qi Huo·2026-01-07 13:19
  1. Report Industry Investment Rating - No information provided in the given content 2. Report Core Viewpoints - No clear core viewpoints are presented in the provided text. The content mainly consists of data on various financial products such as ETFs and indices, including their prices, price changes, implied volatility (IV), IV quantiles, skew indices, and related historical trends. 3. Summary by Related Catalogs 3.1 50ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the 50ETF price increased from 3.174 to 3.220 with corresponding daily price increases of 2.22%, 1.92%, and - 0.46%. The monthly IV increased from 12.81% to 15.24%, and the next - month IV from 14.41% to 16.87% [1] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 16.30%, 64.80%, 60.00% and 21.40%, 60.70%, 56.60% respectively. The 1 - year and 2 - year next - month IV quantiles are 42.60%, 76.70%, 76.30% and 41.80%, 68.70%, 67.80% respectively [1] - Skew Index: The skew index for the main contract month is 85.71 today, compared to 79.41 yesterday, 94.80 two days ago, 101.59 three days ago, and 92.86 four days ago [2] 3.2 Shanghai 300ETF - 15 - day Data: From 2025/12/31 to 2026/1/7, the Shanghai 300ETF price changed from 4.753 to 4.977, with corresponding daily price changes of - 0.42%, 1.91%, 1.55%, and - 0.38%. The monthly IV increased from 13.69% to 15.90%, and the next - month IV from 15.44% to 17.35% [3] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 28.10%, 46.90% and 29.00%, 47.00% respectively. The 1 - year and 2 - year next - month IV quantiles are 45.90% and 47.70%, 67.00%, 62.50% respectively [3] - Skew Index: The skew index for the main contract month is 92.17 today, compared to 88.31 yesterday, 98.98 two days ago, 103.24 three days ago, and 97.70 four days ago [5] 3.3 Shenzhen 300ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the Shenzhen 300ETF price changed from 4.921 to 4.977, with corresponding daily price changes of 1.95%, 1.52%, and - 0.38%. The monthly IV increased from 13.82% to 15.90%, and the next - month IV from 15.40% to 17.35% [6] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 22.40%, 44.80%, 55.50% and 26.30%, 47.40%, 54.60% respectively. The 1 - year and 2 - year next - month IV quantiles are 46.70%, 59.80%, 69.40% and 45.80%, 58.20%, 64.30% respectively [6] - Skew Index: The skew index for the main contract month is 92.95 today, compared to 84.27 yesterday, 96.64 two days ago, 97.26 three days ago, and 97.01 four days ago [11] 3.4 Shanghai CSI 500ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the Shanghai CSI 500ETF price increased from 7.792 to 7.999, with corresponding daily price increases of 2.78%, 4.92%, and 2.66%. The monthly IV increased from 18.07% to 21.09%, and the next - month IV from 19.10% to 21.53% [13] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 40.00%, 69.70%, 74.60% and 29.80%, 58.00%, 62.70% respectively. The 1 - year and 2 - year next - month IV quantiles are 46.40%, 72.90%, 74.20% and 41.40%, 64.90%, 66.30% respectively [13] - Skew Index: The skew index for the main contract month is 95.76 today, compared to 91.41 yesterday, 97.43 two days ago, 103.65 three days ago, and 99.36 four days ago [16] 3.5 Shenzhen CSI 500ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the Shenzhen CSI 500ETF price increased from 3.075 to 3.157, with corresponding daily price increases of 2.74%, 2.15%, and 0.51%. The monthly IV increased from 18.47% to 21.22%, and the next - month IV from 19.61% to 22.17% [20] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 42.00%, 68.50% and 33.90%, 60.30%, 74.60%, 63.50% respectively. The 1 - year and 2 - year next - month IV quantiles are 49.70%, 72.10%, 74.60%, 68.00% and 45.00%, 65.70% respectively [20] - Skew Index: The skew index for the main contract month is 103.24 today, compared to 96.54 yesterday, 89.04 two days ago, 86.53 three days ago, and 94.69 four days ago [25] 3.6 ChiNext ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the ChiNext ETF price increased from 3.281 to 3.311, with corresponding daily price increases of 2.98%, 0.67%, and 0.24%. The monthly IV increased from 24.55% to 26.32%, and the next - month IV from 26.88% to 28.42% [26] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 43.60%, 59.50%, 59.10% and 48.00%, 60.70%, 60.30% respectively. The 1 - year and 2 - year next - month IV quantiles are 57.80%, 65.80%, 69.10% and 64.90%, 68.40%, 63.00% respectively [26] - Skew Index: The skew index for the main contract month is 92.31 today, compared to 90.34 yesterday, 96.58 two days ago, 95.66 three days ago, and 95.52 four days ago [32] 3.7 Shenzhen 100ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the Shenzhen 100ETF price changed from 3.515 to 3.542, with corresponding daily price changes of 1.83%, 1.08%, and - 0.31%. The monthly IV increased from 17.73% to 19.45%, and the next - month IV from 19.06% to 21.47% [36] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 31.80%, 49.70%, 57.50% and 34.10%, 50.50%, 55.20% respectively. The 1 - year and 2 - year next - month IV quantiles are 44.70%, 56.50%, 67.00% and 48.40%, 56.60%, 65.70% respectively [36] - Skew Index: The skew index for the main contract month is 92.01 today, compared to 92.19 yesterday, 97.30 two days ago, 101.19 three days ago, and 101.65 four days ago [39] 3.8 Science and Technology Innovation 50ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the Science and Technology Innovation 50ETF price increased from 1.479 to 1.520, with corresponding daily price increases of 4.38%, 1.76%, and 1.00%. The monthly IV increased from 27.09% to 28.95%, and the next - month IV from 29.59% to 32.00% [45] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 44.40%, 49.20%, 52.70%, 60.60% and 55.50%, 59.50%, 64.50%, 69.30% respectively. The 1 - year and 2 - year next - month IV quantiles are 52.60%, 55.60%, 63.70%, 68.00% [45] - Skew Index: The skew index for the main contract month is 84.76 today, compared to 81.12 yesterday, 91.56 two days ago, 96.21 three days ago, and 97.41 four days ago [47] 3.9 STAR 50ETF - 15 - day Data: From 2026/1/5 to 2026/1/7, the STAR 50ETF price increased from 1.430 to 1.471, with corresponding daily price increases of 4.23%, 1.89%, and 0.96%. The monthly IV increased from 27.66% to 30.50%, and the next - month IV from 29.05% to 33.31% [50] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 47.70%, 51.70%, 51.00%, 59.10% and 62.80%, 65.00%, 64.90%, 70.10% respectively. The 1 - year and 2 - year next - month IV quantiles are 57.50%, 60.10%, 70.00%, 73.50% [50] - Skew Index: The skew index for the main contract month is 90.94 today, compared to 86.62 yesterday, 97.19 two days ago, 96.99 three days ago, and 96.38 four days ago [57] 3.10 300 Index - 7 - day Data: From 2026/1/5 to 2026/1/7, the 300 Index price changed from 4717.746 to 4776.666, with corresponding daily price changes of 1.90%, 1.55%, and - 0.29%. The monthly IV increased from 13.52% to 15.34%, and the next - month IV from 15.84% to 17.73% [63] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 31.40%, 63.60%, 57.50% and 25.90%, 56.40% respectively. The 1 - year and 2 - year next - month IV quantiles are 45.30%, 66.10%, 73.00% and 46.60%, 61.70%, 51.30%, 65.60% respectively [63] - Skew Index: The skew index for the main contract month is 103.84 today, compared to 89.05 yesterday, 73.68 two days ago, 97.40 three days ago, and 105.72 four days ago [67] 3.11 1000 Index - 7 - day Data: From 2026/1/5 to 2026/1/7, the 1000 Index price increased from 7753.880 to 7906.420, with corresponding daily price increases of 2.09%, 1.43%, and 0.53%. The monthly IV increased from 19.14% to 20.60%, and the next - month IV from 21.08% to 21.92% [68] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 36.30%, 54.60%, 52.60% and 21.20%, 34.90%, 31.00% respectively. The 1 - year and 2 - year next - month IV quantiles are 44.80%, 63.20%, 55.10% and 26.50%, 46.80%, 35.50% respectively [68] - Skew Index: The skew index for the main contract month is 98.78 today, compared to 90.94 yesterday, 95.62 two days ago, 111.32 three days ago, and 102.69 four days ago [72] 3.12 Shanghai Composite 50 Index - 7 - day Data: From 2026/1/5 to 2026/1/7, the Shanghai Composite 50 Index price changed from 3099.746 to 3145.120, with corresponding daily price changes of 2.26%, 1.90%, and - 0.43%. The monthly IV increased from 12.42% to 15.54%, and the next - month IV from 56.52% to 68.21% [76] - IV Quantiles: The 1 - year and 2 - year monthly IV quantiles are 19.10%, 84.40% and 15.90%, 74.40%, 56.60% respectively. The 1 - year and 2 - year next - month IV quantiles are 69.30%, 68.50%, 64.40% and 84.20%, 83.40%, 97.10%, 98.50% respectively [76] - Skew Index: The skew index for the main contract month is