当月合约距离到期还剩2天:50ETF
Guo Tou Qi Huo·2026-01-26 13:15
  1. Report Industry Investment Rating - Not provided in the given content 2. Core Viewpoints of the Report - Not provided in the given content 3. Summary by Related Catalogs 3.1 50ETF - Price and Volatility Data: From January 22 - 26, 2026, the price fluctuated with a -0.45% drop on the 22nd, -0.80% on the 23rd, and 0.74% increase on the 26th. The current month IV and next month IV also changed accordingly [1]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were relatively high, reaching up to 93.00% and 87.10% respectively [1]. - Skew Index: The skew index on January 26, 2026, was 79.16, showing a change compared to previous days [2]. 3.2 Shanghai 300ETF - Price and Volatility Data: From January 21 - 23, 2026, the price decreased by 0.06% on the 22nd and 0.49% on the 23rd. The current month IV and next month IV increased [3]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 60.70% - 77.20% [3]. - Skew Index: The skew index on January 21, 2026, was 84.90, with changes in previous days [6]. 3.3 Shenzhen 300ETF - Price and Volatility Data: From January 22 - 26, 2026, the price decreased by 0.57% on the 23rd and then increased by 0.31% on the 26th. The current month IV and next month IV increased [7]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 16.70% - 49.00% [7]. - Skew Index: The skew index on January 22, 2026, was 97.70, with changes in previous days [13]. 3.4 Shanghai CSI 500ETF - Price and Volatility Data: From January 22 - 26, 2026, the price increased by 1.74% on the 22nd, 3.40% on the 23rd, and 1.12% on the 26th. The current month IV and next month IV increased significantly [15]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were relatively high, reaching up to 92.20% and 82.00% respectively [15]. - Skew Index: The skew index on January 26, 2026, was 90.65, with changes in previous days [18]. 3.5 Shenzhen CSI 500ETF - Price and Volatility Data: From January 22 - 26, 2026, the price increased by 0.57% on the 22nd, 2.94% on the 23rd, and decreased by 1.64% on the 26th. The current month IV and next month IV changed accordingly [21]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 41.90% - 90.20% [21]. - Skew Index: The skew index on January 22, 2026, was 95.54, with changes in previous days [25]. 3.6 GEM ETF - Price and Volatility Data: From January 22 - 26, 2026, the price increased by 1.04% on the 22nd, 0.66% on the 23rd, and decreased by 0.96% on the 26th. The current month IV and next month IV changed [26]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 20.80% - 61.10% [26]. - Skew Index: The skew index on January 26, 2026, was 110.98, with changes in previous days [32]. 3.7 Shenzhen 100ETF - Price and Volatility Data: From January 22 - 26, 2026, the price decreased by 0.43% on the 23rd and 0.51% on the 26th. The current month IV and next month IV increased [36]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 22.00% - 40.80% [36]. - Skew Index: The skew index on January 26, 2026, was 87.24, with changes in previous days [39]. 3.8 Science and Technology Innovation 50ETF - Price and Volatility Data: From January 22 - 26, 2026, the price increased by 0.37% on the 22nd, 0.80% on the 23rd, and decreased by 1.22% on the 26th. The current month IV and next month IV changed [45]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 47.70% - 77.20% [45]. - Skew Index: The skew index on January 26, 2026, was 85.15, with changes in previous days [47]. 3.9 STAR 50ETF - Price and Volatility Data: From January 22 - 26, 2026, the price increased by 0.38% on the 22nd, 0.76% on the 23rd, and decreased by 1.20% on the 26th. The current month IV and next month IV changed [51]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 54.10% - 83.10% [51]. - Skew Index: The skew index on January 26, 2026, was 83.96, with changes in previous days [57]. 3.10 300 Index - Price and Volatility Data: From January 22 - 26, 2026, the price decreased by 0.45% on the 23rd and then increased by 0.10% on the 26th. The current month IV and next month IV increased [63]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 62.10% - 90.60% [63]. - Skew Index: The skew index on January 26, 2026, was 96.95, with changes in previous days [67]. 3.11 1000 Index - Price and Volatility Data: From January 22 - 26, 2026, the price increased by 0.75% on the 22nd, 1.94% on the 23rd, and decreased by 1.24% on the 26th. The current month IV and next month IV increased [68]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 46.20% - 93.00% [68]. - Skew Index: The skew index on January 26, 2026, was 85.96, with changes in previous days [72]. 3.12 Shanghai 50 Index - Price and Volatility Data: From January 22 - 26, 2026, the price decreased by 0.46% on the 22nd, 0.69% on the 23rd, and then increased by 0.57% on the 26th. The current month IV and next month IV increased [73]. - IV Quantiles: The current month IV quantiles in the past 1 - year and 2 - year periods were in the range of 70.50% - 88.10% [73]. - Skew Index: The skew index on January 26, 2026, was 72.37, with changes in previous days [78].
当月合约距离到期还剩2天:50ETF - Reportify