金融期权波动率日报-20260203

1. Report Industry Investment Rating No relevant information provided. 2. Report's Core View No clear core view is presented in the provided text. It mainly contains detailed data and charts about various financial products' price, volatility, and related indices. 3. Summary by Related Catalogs A. 50ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 3.147 to 3.108 with corresponding fluctuations in monthly and next - month IV [1] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [1] - Skew index: Today's skew index is 103.65, showing changes compared to previous days [2] B. Shanghai 300ETF - 10 - day data: From 2026/1/29 to 2/3, the price changed from 4.768 to 4.600 (on 2/2) and 4.660107 (on 2/3), with corresponding IV changes [3] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [3] - Skew index: Today's skew index is 97.50, with variations from previous days [6] C. Shenzhen 300ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 4.912 to 4.864, and IV also fluctuated [8] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [8] - Skew index: Today's skew index is 96.50, different from previous days [10] D. Shanghai CSI 500ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 8.440 to 8.366, and IV had corresponding changes [12] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [12] - Skew index: Today's skew index is 100.80, varying from previous days [15] E. Shenzhen CSI 500ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 3.350 to 3.324, and IV fluctuated [21] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [21] - Skew index: Today's skew index is 101.30, different from previous days [25] F. ChiNext ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 3.335 to 3.313, and IV had corresponding changes [26] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [26] - Skew index: Today's skew index is 95.19, varying from previous days [31] G. Shenzhen 100ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 3.478 to 3.463, and IV fluctuated [35] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [35] - Skew index: Today's skew index is 93.78, different from previous days [38] H. Science and Technology Innovation 50ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 1.588 to 1.548, and IV had corresponding changes [44] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [44] - Skew index: Today's skew index is 88.58, varying from previous days [46] I. STAR 50ETF - 10 - day data: From 2026/1/30 to 2/3, the price changed from 1.538 to 1.499, and IV fluctuated [50] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [50] - Skew index: Today's skew index is 88.25, different from previous days [56] J. 300 Index - 9 - day data: From 2026/1/30 to 2/3, the price changed from 4706.340 to 4660.107, and IV had corresponding changes [61] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [61] - Skew index: Today's skew index is 82.13, varying from previous days [65] K. 1000 Index - 9 - day data: From 2026/1/30 to 2/3, the price changed from 8254.860 to 8209.101, and IV fluctuated [66] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [66] - Skew index: Today's skew index is 104.03, different from previous days [71] L. Shanghai Composite 50 Index - 9 - day data: From 2026/1/30 to 2/3, the price changed from 3066.496 to 3034.580, and IV had corresponding changes [79] - IV quantiles: High quantiles for both monthly and next - month IV in the past 1 and 2 years [79] - Skew index: Today's skew index is 95.93, varying from previous days [81]