当月合约距离到期还剩17天:50ETF
Guo Tou Qi Huo·2026-03-02 12:59
  1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints of the Report - No clear overall core viewpoints presented, but detailed data on various financial products are provided 3. Summary by Related Contents 3.1 50ETF - From February 26 to March 2, 2026, the 50ETF price fluctuated slightly, with a -0.61% decline on February 26, a 0.26% increase on February 27, and a 0.06% increase on March 2 [1] - The current month's IV was 12.57% on February 26, 12.03% on February 27, and 12.60% on March 2; the next month's IV was 13.31%, 13.14%, and 13.57% respectively [1] - The current month's IV quantiles in the past 1 - year and 2 - year were 14.20% - 15.90% and 17.70% - 18.80% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 23.30% - 28.60% and 25.40% - 30.70% respectively [1] - The skew index of the main contract was 107.16 today, 97.77 yesterday, 100.43 two days ago, 100.67 three days ago, and 100.00 four days ago [3] 3.2 Shanghai 300ETF - From February 25 to February 27, 2026, the Shanghai 300ETF price decreased first and then increased slightly, with a 0.72% increase on February 25, a -0.32% decline on February 26, and a -0.21% decline on February 27 [4] - The current month's IV was 12.55% on February 25, 12.22% on February 26, and 12.69% on February 27; the next month's IV was 13.64%, 13.54%, and 13.76% respectively [4] - The current month's IV quantiles in the past 1 - year and 2 - year were 0.40% - 7.50% and 4.40% - 9.20% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 6.70% - 17.50% and 5.90% - 15.80% respectively [4] - The skew index of the main contract was 112.50 today, 100.07 yesterday, 104.51 two days ago, 103.33 three days ago, and 100.00 four days ago [6] 3.3 Shenzhen 300ETF - From February 26 to March 2, 2026, the Shenzhen 300ETF price decreased first and then increased, with a -0.28% decline on February 26, a -0.24% decline on February 27, and a 0.24% increase on March 2 [7] - The current month's IV was 12.86% on February 26, 12.57% on February 27, and 12.97% on March 2; the next month's IV was 13.73%, 13.65%, and 13.67% respectively [7] - The current month's IV quantiles in the past 1 - year and 2 - year were 4.80% - 12.20% and 7.50% - 13.40% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 14.00% - 15.30% and 17.80% - 19.10% respectively [7] - The skew index of the main contract was 107.05 today, 98.76 yesterday, 100.82 two days ago, 102.14 three days ago, and 74.20 four days ago [10] 3.4 Shanghai CSI 500ETF - From February 26 to March 2, 2026, the Shanghai CSI 500ETF price increased, with a 1.90% increase on February 26, a 1.57% increase on February 27, and a 1.19% increase on March 2 [12] - The current month's IV was 20.69% on February 26, 20.22% on February 27, and 20.37% on March 2; the next month's IV was 21.01%, 20.91%, and 21.20% respectively [12] - The current month's IV quantiles in the past 1 - year and 2 - year were 66.90% - 71.40% and 55.60% - 59.70% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 66.50% - 68.30% and 59.90% - 62.00% respectively [12] - The skew index of the main contract was 110.69 today, 109.76 yesterday, 116.18 two days ago, 105.53 three days ago, and 100.00 four days ago [15] 3.5 Shenzhen CSI 500ETF - From February 26 to March 2, 2026, the Shenzhen CSI 500ETF price increased slightly, with a 0.29% increase on February 26, a 1.20% increase on February 27, and a 0.03% increase on March 2 [18] - The current month's IV was 20.97% on February 26, 20.57% on February 27, and 20.33% on March 2; the next month's IV was 21.25%, 21.19%, and 21.19% respectively [18] - The current month's IV quantiles in the past 1 - year and 2 - year were 65.70% - 70.20% and 56.00% - 63.20% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 64.50% - 65.60% and 59.10% - 59.30% respectively [18] - The skew index of the main contract was 113.04 today, 114.78 yesterday, 105.89 two days ago, 100.00 three days ago, and 100.00 four days ago [20] 3.6 GEM ETF - From February 26 to March 2, 2026, the GEM ETF price decreased, with a -0.24% decline on February 26, a -1.05% decline on February 27, and a -0.58% decline on March 2 [21] - The current month's IV was 20.49% on February 26, 20.07% on February 27, and 20.43% on March 2; the next month's IV was 22.61%, 22.20%, and 22.00% respectively [21] - The current month's IV quantiles in the past 1 - year and 2 - year were 11.80% - 26.20% and 12.20% - 32.80% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 15.50% - 30.00% and 15.90% - 32.80% respectively [21] - The skew index of the main contract was 99.44 today, 100.00 yesterday, 108.81 two days ago, 100.45 three days ago, and 102.04 four days ago [23] 3.7 Shenzhen 100ETF - From February 26 to March 2, 2026, the Shenzhen 100ETF price decreased first and then remained stable, with a 0.09% increase on February 26, a -0.99% decline on February 27, and a -0.03% decline on March 2 [25] - The current month's IV was 16.49% on February 26, 15.91% on February 27, and 16.48% on March 2; the next month's IV was 17.70%, 17.84%, and 17.74% respectively [25] - The current month's IV quantiles in the past 1 - year and 2 - year were 13.80% - 22.00% and 11.60% - 20.20% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 28.80% - 30.50% and 31.50% - 33.40% respectively [25] - The skew index of the main contract was 109.68 today, 101.21 yesterday, 104.39 two days ago, 102.56 three days ago, and 100.00 four days ago [28] 3.8 Science and Technology Innovation 50ETF - From February 26 to March 2, 2026, the Science and Technology Innovation 50ETF price increased first and then decreased, with a 0.77% increase on February 26, a 0.13% increase on February 27, and a -1.40% decline on March 2 [34] - The current month's IV was 24.86% on February 26, 24.26% on February 27, and 24.13% on March 2; the next month's IV was 25.50%, 24.72%, and 24.19% respectively [34] - The current month's IV quantiles in the past 1 - year and 2 - year were 22.70% - 39.10% and 25.30% - 34.70% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 24.40% - 31.10% and 25.70% - 31.10% respectively [34] - The skew index of the main contract was 96.92 today, 87.73 yesterday, 92.93 two days ago, 101.59 three days ago, and 109.50 four days ago [36] 3.9 STAR 50ETF - From February 26 to March 2, 2026, the STAR 50ETF price increased first and then decreased, with a 0.86% increase on February 26, a 0.20% increase on February 27, and a -1.51% decline on March 2 [39] - The current month's IV was 24.13% on February 26, 23.36% on February 27, and 24.55% on March 2; the next month's IV was 25.91%, 24.97%, and 24.84% respectively [39] - The current month's IV quantiles in the past 1 - year and 2 - year were 23.90% - 37.20% and 30.20% - 36.40% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 27.30% - 41.30% and 28.40% - 41.30% respectively [39] - The skew index of the main contract was 106.85 today, 97.60 yesterday, 99.58 two days ago, 99.63 three days ago, and 100.00 four days ago [40] 3.10 300 Index - From February 26 to March 2, 2026, the 300 Index price decreased first and then increased, with a -0.19% decline on February 26, a -0.34% decline on February 27, and a 0.38% increase on March 2 [42] - The current month's IV was 12.33% on February 26, 12.57% on February 27, and 12.40% on March 2; the next month's IV was 13.65%, 13.49%, and 13.52% respectively [42] - The current month's IV quantiles in the past 1 - year and 2 - year were 14.60% - 17.50% and 11.00% - 13.20% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 8.90% - 10.60% and 11.60% - 13.90% respectively [42] - The skew index of the main contract was 116.87 today, 107.83 yesterday, 99.03 two days ago, 103.02 three days ago, and 101.03 four days ago [44] 3.11 1000 Index - From February 26 to March 2, 2026, the 1000 Index price increased first and then decreased, with a 0.76% increase on February 26, a 0.83% increase on February 27, and a -0.98% decline on March 2 [47] - The current month's IV was 20.80% on February 26, 20.73% on February 27, and 20.34% on March 2; the next month's IV was 21.62%, 21.68%, and 21.54% respectively [47] - The current month's IV quantiles in the past 1 - year and 2 - year were 28.40% - 53.00% and 28.40% - 31.90% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 48.90% - 51.40% and 29.60% - 49.70% respectively [47] - The skew index of the main contract was 118.99 today, 108.08 yesterday, 114.41 two days ago, 112.69 three days ago, and 116.12 four days ago [51] 3.12 Shanghai 50 Index - From February 26 to March 2, 2026, the Shanghai 50 Index price increased slightly, with a -0.65% decline on February 26, a 0.14% increase on February 27, and a 0.23% increase on March 2 [53] - The current month's IV was 13.04% on February 26, 12.95% on February 27, and 13.25% on March 2; the next month's IV was 62.01%, 64.95%, and 65.31% respectively [53] - The current month's IV quantiles in the past 1 - year and 2 - year were 20.40% - 26.50% and 22.20% - 25.30% respectively; the next month's IV quantiles in the past 1 - year and 2 - year were 78.30% - 93.80% and 29.70% - 93.80% respectively [5
当月合约距离到期还剩17天:50ETF - Reportify