当月合约距离到期还剩7天:50ETF
Guo Tou Qi Huo·2026-01-19 12:26
- Report Industry Investment Rating - No information provided in the content 2. Report's Core View - No clear core view is presented in the given content 3. Summary by Related Catalogs 3.1 ETFs and Indexes Information - For 50ETF, from January 15 - 19, 2026, the price decreased from 3.180 to 3.153 with corresponding fluctuations in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 13.34% to 11.85%, and the next - month IV decreased from 16.60% to 14.98%. The current - month IV quantile in the past 1 year was 24.00%, and 24.10% in the past 2 years [1]. - For沪300ETF, from January 14 - 19, 2026, the price fluctuated around 4.7, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 14.17% to 12.20%, and the next - month IV decreased from 18.13% to 15.66%. The current - month IV quantile in the past 1 year was 10.60%, and 24.30% in the past 2 years [3]. - For深300ETF, from January 15 - 19, 2026, the price fluctuated slightly around 4.9, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 14.15% to 12.62%, and the next - month IV decreased from 17.88% to 15.98%. The current - month IV quantile in the past 1 year was 27.30%, and 31.00% in the past 2 years [9]. - For沪中证500ETF, from January 15 - 19, 2026, the price increased from 8.277 to 8.348, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 25.69% to 19.87%, and the next - month IV decreased from 26.19% to 22.76%. The current - month IV quantile in the past 1 year was 90.60%, and 84.20% in the past 2 years [13]. - For深中证500ETF, from January 15 - 19, 2026, the price increased from 3.299 to 3.328, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 25.46% to 19.22%. The current - month IV quantile in the past 1 year was 89.30%, and 80.90% in the past 2 years [21]. - For创业板ETF, from January 15 - 19, 2026, the price decreased from 3.352 to 3.318, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 26.83% to 20.83%, and the next - month IV decreased from 31.25% to 26.13%. The current - month IV quantile in the past 1 year was 63.60%, and 37.10% in the past 2 years [27]. - For深证100ETF, from January 15 - 19, 2026, the price decreased from 3.543 to 3.531, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 18.75% to 16.10%, and the next - month IV decreased from 22.51% to 20.58%. The current - month IV quantile in the past 1 year was 44.00%, and 45.30% in the past 2 years [37]. - For科创50ETF, from January 15 - 19, 2026, the price fluctuated around 1.5, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 32.94% to 25.92%, and the next - month IV decreased from 37.63% to 32.41%. The current - month IV quantile in the past 1 year was 36.30%, and 41.50% in the past 2 years [46]. - For科创板50ETF, from January 15 - 19, 2026, the price fluctuated around 1.5, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 32.08% to 23.99%, and the next - month IV decreased from 35.34% to 31.32%. The current - month IV quantile in the past 1 year was 65.30%, and 59.50% in the past 2 years [51]. - For 300指数, from January 15 - 19, 2026, the price fluctuated around 4700, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 15.16% to 16.20%, and the next - month IV decreased from 19.21% to 18.42%. The current - month IV quantile in the past 1 year was 56.30%, and 49.80% in the past 2 years [59]. - For 1000指数, from January 15 - 19, 2026, the price increased from 8240.775 to 8265.646, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 25.40% to 23.17%, and the next - month IV decreased from 26.06% to 24.15%. The current - month IV quantile in the past 1 year was 65.40%, and 68.30% in the past 2 years [64]. - For上证50指数, from January 15 - 19, 2026, the price decreased from 3105.575 to 3075.936, with corresponding changes in the underlying asset's price change rate, current - month IV, and next - month IV; the current - month IV decreased from 13.95% to 15.52%, and the next - month IV decreased from 67.66% to 55.03%. The current - month IV quantile in the past 1 year was 40.80%, and 36.60% in the past 2 years [70]. 3.2 Skew Index Information - The skew index of 50ETF's main contract month was 94.83 today [2]. - The skew index of沪300ETF's main contract month was 92.10 today [5]. - The skew index of深300ETF's main contract month was 98.93 today [11]. - The skew index of沪中证500ETF's main contract month was 90.61 today [16]. - The skew index of深中证500ETF's main contract month was 100.00 today [26]. - The skew index of创业板ETF's main contract month was 96.29 today [33]. - The skew index of深证100ETF's main contract month was 92.08 today [40]. - The skew index of科创50ETF's main contract month was 89.48 today [48]. - The skew index of科创板50ETF's main contract month was 96.98 today [54]. - The skew index of 300指数's main contract month was 87.68 today [63]. - The skew index of 1000指数's main contract month was 88.56 today [69]. - The skew index of上证50指数's main contract month was 85.85 today [76]. 3.3 Other Information - The expiration of the current - month contracts for 50ETF,沪300ETF,深300ETF,沪中证500ETF,深中证500ETF,创业板ETF,深证100ETF,科创50ETF, and科创板50ETF was 7 days away; the expiration of the current - month contracts for 300指数, 1000指数, and上证50指数 was 20 days away [1][3][9]