当月合约距离到期还剩4天：50ETF
Guo Tou Qi Huo·2026-02-11 11:49
  1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Report's Core View There is no clear core view presented in the provided content. The report mainly presents data on various financial products such as ETFs and indices, including their prices, price changes, implied volatility (IV), IV quantiles, skew indices, and related trends over different time periods. 3. Summary by Related Catalogs 3.1 50ETF - Price and IV Data: From February 9 - 11, 2026, the 50ETF price changed from 3.161 to 3.170, with corresponding daily price changes of 1.48%, 0.28%, and 0.00%. The corresponding monthly IVs were 17.21%, 16.27%, and 17.51%, and the next - month IVs were 17.34%, 16.57%, and 16.75% [1]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are provided, with the 1 - year current - month IV quantiles being 77.90%, 69.70%, and 80.40% [1]. - Skew Index: The skew index on February 11, 2026, was 91.85, with previous values of 94.71 (yesterday), 92.27 (two days ago), 99.29 (three days ago), and 98.62 (four days ago) [2]. 3.2 Shanghai 300ETF - Price and IV Data: From February 6 - 11, 2026, the Shanghai 300ETF price changed, with the price on February 11 being 4.733. The daily price changes and corresponding monthly and next - month IVs are provided. For example, on February 9, the price was 4.727, with a 1.68% change, monthly IV of 16.56%, and next - month IV of 17.06% [3]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are presented, such as the 1 - year current - month IV quantiles being 68.90%, 54.20%, etc. [3]. - Skew Index: The skew index on February 6, 2026, was 111.30, with previous values also provided [5]. 3.3 Shenzhen 300ETF - Price and IV Data: From February 9 - 11, 2026, the Shenzhen 300ETF price changed from 4.928 to 4.920, with corresponding daily price changes and monthly and next - month IVs. For instance, on February 9, the price change was 1.61%, monthly IV was 18.23%, and next - month IV was 17.91% [6]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are given, like the 1 - year current - month IV quantiles being 78.70%, 69.70%, etc. [6]. - Skew Index: The skew index on February 9, 2026, was 107.99, with previous values available [10]. 3.4 Shanghai CSI 500ETF - Price and IV Data: From February 9 - 11, 2026, the Shanghai CSI 500ETF price changed from 8.395 to 8.411, with corresponding daily price changes and monthly and next - month IVs. For example, on February 9, the price change was 2.17%, monthly IV was 27.08%, and next - month IV was 26.47% [12]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are provided, such as the 1 - year current - month IV quantiles being 93.40%, 88.50%, etc. [12]. - Skew Index: The skew index on February 11, 2026, was 108.27, with previous values also presented [15]. 3.5 Shenzhen CSI 500ETF - Price and IV Data: From February 10 - 12, 2026, the Shenzhen CSI 500ETF price changed, with the price on February 12 being 3.338. The daily price changes and corresponding monthly and next - month IVs are shown. For example, on February 10, the price change was - 0.24%, monthly IV was 27.32%, and next - month IV was 26.88% [20]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are given, like the 1 - year current - month IV quantiles being 94.20%, 88.10%, etc. [20]. - Skew Index: The skew index on February 10, 2026, was 113.89, with previous values available [27]. 3.6 ChiNext ETF - Price and IV Data: From February 9 - 11, 2026, the ChiNext ETF price changed from 3.321 to 3.273, with corresponding daily price changes and monthly and next - month IVs. For instance, on February 9, the price change was 2.85%, monthly IV was 27.90%, and next - month IV was 28.10% [28]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are presented, such as the 1 - year current - month IV quantiles being 66.50%, 64.00%, etc. [28]. - Skew Index: The skew index on February 11, 2026, was 97.50, with previous values also provided [34]. 3.7 Shenzhen 100ETF - Price and IV Data: From February 9 - 11, 2026, the Shenzhen 100ETF price changed from 3.494 to 3.462, with corresponding daily price changes and monthly and next - month IVs. For example, on February 9, the price change was 1.96%, monthly IV was 22.64%, and next - month IV was 22.48% [38]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are given, like the 1 - year current - month IV quantiles being 75.10%, 68.10%, etc. [38]. - Skew Index: The skew index on February 11, 2026, was 106.18, with previous values available [42]. 3.8 Science and Technology Innovation 50ETF - Price and IV Data: From February 9 - 11, 2026, the Science and Technology Innovation 50ETF price changed from 1.535 to 1.533, with corresponding daily price changes and monthly and next - month IVs. For instance, on February 9, the price change was 2.40%, monthly IV was 33.05%, and next - month IV was 32.07% [48]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are presented, such as the 1 - year current - month IV quantiles being 67.30%, 67.60%, etc. [48]. - Skew Index: The skew index on February 11, 2026, was 95.49, with previous values also provided [50]. 3.9 STAR 50ETF - Price and IV Data: From February 9 - 11, 2026, the STAR 50ETF price changed from 1.486 to 1.486, with corresponding daily price changes and monthly and next - month IVs. For example, on February 9, the price change was 2.48%, monthly IV was 34.38%, and next - month IV was 32.88% [54]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are given, like the 1 - year current - month IV quantiles being 62.80%, 62.70%, etc. [54]. - Skew Index: The skew index on February 11, 2026, was 92.95, with previous values available [61]. 3.10 300 Index - Price and IV Data: From February 9 - 11, 2026, the 300 Index price changed from 4719.056 to 4713.819, with corresponding daily price changes and monthly and next - month IVs. For instance, on February 9, the price change was 1.63%, monthly IV was 18.70%, and next - month IV was 18.21% [66]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are presented, such as the 1 - year current - month IV quantiles being 86.50%, 73.80%, etc. [66]. - Skew Index: The skew index on February 11, 2026, was 100.38, with previous values also provided [69]. 3.11 1000 Index - Price and IV Data: From February 9 - 11, 2026, the 1000 Index price changed from 8233.778 to 8239.513, with corresponding daily price changes and monthly and next - month IVs. For example, on February 9, the price change was 2.26%, monthly IV was 27.20%, and next - month IV was 26.14% [70]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are given, like the 1 - year current - month IV quantiles being 91.80%, 78.70%, etc. [70]. - Skew Index: The skew index on February 11, 2026, was 113.30, with previous values available [75]. 3.12 Shanghai Composite 50 Index - Price and IV Data: From February 9 - 11, 2026, the Shanghai Composite 50 Index price changed from 3081.779 to 3088.457, with corresponding daily price changes and monthly and next - month IVs. For instance, on February 9, the price change was 1.45%, monthly IV was 17.74%, and next - month IV was 66.58% [80]. - IV Quantiles: The 1 - year and 2 - year quantiles of the current - month IV and next - month IV are presented, such as the 1 - year current - month IV quantiles being 82.00%, 77.10%, etc. [80]. - Skew Index: The skew index on February 11, 2026, was 100.49, with previous values also provided [86].
当月合约距离到期还剩4天：50ETF - Reportify