当月合约距离到期还剩8天:50ETF
Guo Tou Qi Huo·2026-01-16 12:43
- Report Industry Investment Rating No relevant content provided. 2. Report Core Viewpoints No clear core viewpoints are presented in the provided text. The document mainly offers detailed data and charts regarding various financial products such as ETFs and indices, including price, implied volatility, and skew index information. 3. Summary by Related Catalogs a. 50ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price dropping from 3.187 to 3.160, and the implied volatility of the current and next months showing a downward trend [1] - The current - month implied volatility quantiles are 58.30%, 24.00%, and 19.10% for the past year, and 54.30%, 29.20%, 24.10% for the past two years; the next - month implied volatility quantiles are 84.80%, 74.60%, 78.90% for the past year, and 75.60%, 65.70%, 68.90% for the past two years [1] - The skew index of the main contract month is 92.27 today [2] b. Shanghai 300ETF - 8 - day price, daily change, and implied volatility data from January 13 - 16, 2026, with the price fluctuating around 4.8 - 4.9, and the implied volatility of the current and next months also changing [3] - The current - month implied volatility quantiles are 73.40%, 32.20%, etc., and the next - month implied volatility quantiles are 90.70%, 82.40%, etc., for different time frames [3] - The skew index of the main contract month is 94.92 today [5] c. Shenzhen 300ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 4.9, and the implied volatility of the current and next months changing [6] - The current - month implied volatility quantiles are 52.60%, 27.30%, etc., and the next - month implied volatility quantiles are 87.70%, 76.40%, etc., for different time frames [6] - The skew index of the main contract month is 93.04 today [11] d. Shanghai CSI 500ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 8.3, and the implied volatility of the current and next months showing a downward trend [13] - The current - month implied volatility quantiles are 95.90%, 90.60%, etc., and the next - month implied volatility quantiles are 98.30%, 93.20%, etc., for different time frames [13] - The skew index of the main contract month is 90.61 today [17] e. Shenzhen CSI 500ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 3.3, and the implied volatility of the current and next months changing [23] - The current - month implied volatility quantiles are 94.60%, 89.30%, etc., and the next - month implied volatility quantiles are 98.30%, 93.60%, etc., for different time frames [23] - The skew index of the main contract month is 87.84 today [28] f. ChiNext ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 3.3, and the implied volatility of the current and next months showing a downward trend [29] - The current - month implied volatility quantiles are 64.80%, 63.60%, etc., and the next - month implied volatility quantiles are 75.90%, 75.10%, etc., for different time frames [29] - The skew index of the main contract month is 89.89 today [35] g. Shenzhen 100ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 3.5, and the implied volatility of the current and next months showing a downward trend [39] - The current - month implied volatility quantiles are 62.00%, 44.00%, etc., and the next - month implied volatility quantiles are 73.80%, 72.90%, etc., for different time frames [39] - The skew index of the main contract month is 89.29 today [42] h. Science and Technology Innovation 50ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 1.5 - 1.6, and the implied volatility of the current and next months changing [48] - The current - month implied volatility quantiles are 80.80%, 76.80%, etc., and the next - month implied volatility quantiles are 84.80%, 84.30%, etc., for different time frames [48] - The skew index of the main contract month is 26.92 today [50] i. STAR 50ETF - 8 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 1.5 - 1.6, and the implied volatility of the current and next months changing [53] - The current - month implied volatility quantiles are 65.30%, 65.20%, etc., and the next - month implied volatility quantiles are 77.60%, 78.40%, etc., for different time frames [53] - The skew index of the main contract month is 71.44 today [59] j. 300 Index - 21 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 4700 - 4800, and the implied volatility of the current and next months changing [64] - The current - month implied volatility quantiles are 52.20%, 56.30%, etc., and the next - month implied volatility quantiles are 88.10%, 80.40%, etc., for different time frames [64] - The skew index of the main contract month is 89.05 today [67] k. 1000 Index - 21 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 8200 - 8300, and the implied volatility of the current and next months changing [68] - The current - month implied volatility quantiles are 77.50%, 82.80%, etc., and the next - month implied volatility quantiles are 88.10%, 82.40%, etc., for different time frames [68] - The skew index of the main contract month is 90.85 today [72] l. SSE 50 Index - 21 - day price, daily change, and implied volatility data from January 14 - 16, 2026, with the price around 3000 - 3100, and the implied volatility of the current and next months changing [78] - The current - month implied volatility quantiles are 65.70%, 40.80%, etc., and the next - month implied volatility quantiles are 97.10%, 94.20%, etc., for different time frames [78] - The skew index of the main contract month is 90.69 today [83]