50ETF当月合约距离到期还剩5天:50ETF价格、隐波相关数据及走势分析
Guo Tou Qi Huo·2026-03-18 13:03
  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 provides a large amount of data on various financial products' prices, price changes, implied volatility (IV), and related statistics. 3. Summary by Related Catalogs 3.1 50ETF - Price and IV Data: From March 16 - 18, 2026, the 50ETF price was 3.028, 3.039, and 3.035 respectively, with corresponding price changes of -0.23%, 0.36%, and -0.13%. The corresponding monthly IVs were 14.45%, 15.58%, and 14.44%, and the next - month IVs were 14.71%, 14.79%, and 14.29% [1]. - IV Quantiles: The monthly IV quantiles in the past 1 - year were 47.70%, 64.40%, and 47.30%, and in the past 2 - year were 49.80%, 63.10%, and 49.20%. The next - month IV quantiles in the past 1 - year were 46.40%, 47.20%, and 40.90%, and in the past 2 - year were 47.70%, 49.40%, and 41.40% [1]. - Skew Index: The skew index of the main contract month was 106.41 today, 112.32 yesterday, 107.13 two days ago, 117.10 three days ago, and 107.20 four days ago [2]. 3.2 Shanghai 300ETF - Price and IV Data: From March 13 - 18, 2026, the Shanghai 300ETF price and price changes, monthly IV, and next - month IV are provided. For example, on March 16, the price was 4.680 with a 0.06% increase, monthly IV of 16.09%, and next - month IV of 15.74% [5]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, as well as the next - month IV quantiles in the past 1 - year and 2 - year, are presented [5]. - Skew Index: The skew index of the main contract month today is 108.94, and other historical data is also provided [8]. 3.3 Shenzhen 300ETF - Price and IV Data: From March 16 - 18, 2026, the Shenzhen 300ETF price and price changes, monthly IV, and next - month IV are shown. For example, on March 16, the price was 4.879 with a 0.06% increase, monthly IV of 14.83%, and next - month IV of 15.28% [10]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are given [10]. - Skew Index: The skew index of the main contract month today is 112.17, and historical data is also available [13]. 3.4 Shanghai CSI 500ETF - Price and IV Data: From March 16 - 18, 2026, the Shanghai CSI 500ETF price and price changes, monthly IV, and next - month IV are provided. For example, on March 16, the price was 8.259 with a - 1.98% decrease, monthly IV of 22.08%, and next - month IV of 23.14% [16]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are presented [16]. - Skew Index: The skew index of the main contract month today is 114.79, and historical data is also provided [18]. 3.5 Shenzhen CSI 500ETF - Price and IV Data: From March 16 - 18, 2026, the Shenzhen CSI 500ETF price and price changes, monthly IV, and next - month IV are shown. For example, on March 16, the price was 3.282 with a - 0.76% decrease, monthly IV of 22.10%, and next - month IV of 23.22% [19]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are given [19]. - Skew Index: The skew index of the main contract month today is 130.43, and historical data is also available [21]. 3.6 ChiNext ETF - Price and IV Data: From March 16 - 18, 2026, the ChiNext ETF price and price changes, monthly IV, and next - month IV are provided. For example, on March 16, the price was 3.349 with a 1.48% increase, monthly IV of 23.45%, and next - month IV of 24.47% [22]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are presented [22]. - Skew Index: The skew index of the main contract month today is 125.46, and historical data is also provided [24]. 3.7 Shenzhen 100ETF - Price and IV Data: From March 16 - 18, 2026, the Shenzhen 100ETF price and price changes, monthly IV, and next - month IV are shown. For example, on March 16, the price was 3.541 with a 0.45% increase, monthly IV of 19.59%, and next - month IV of 19.96% [25]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are given [25]. - Skew Index: The skew index of the main contract month today is 117.33, and historical data is also available [28]. 3.8 Science and Technology Innovation 50ETF - Price and IV Data: From March 16 - 18, 2026, the Science and Technology Innovation 50ETF price and price changes, monthly IV, and next - month IV are provided. For example, on March 16, the price was 1.458 with a 0.55% increase, monthly IV of 27.48%, and next - month IV of 27.40% [32]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are presented [32]. - Skew Index: The skew index of the main contract month today is 102.71, and historical data is also provided [35]. 3.9 STAR 50ETF - Price and IV Data: From March 16 - 18, 2026, the STAR 50ETF price and price changes, monthly IV, and next - month IV are shown. For example, on March 16, the price was 1.413 with a 0.50% increase, monthly IV of 27.35%, and next - month IV of 27.09% [38]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are given [38]. - Skew Index: The skew index of the main contract month today is 101.18, and historical data is also available [40]. 3.10 300 Index - Price and IV Data: From March 16 - 18, 2026, the 300 Index price and price changes, monthly IV, and next - month IV are provided. For example, on March 16, the price was 4671.559 with a 0.05% increase, monthly IV of 13.76%, and next - month IV of 14.72% [45]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are presented [45]. - Skew Index: The skew index of the main contract month today is 127.74, and historical data is also provided [47]. 3.11 1000 Index - Price and IV Data: From March 16 - 18, 2026, the 1000 Index price and price changes, monthly IV, and next - month IV are shown. For example, on March 16, the price was 8211.352 with a - 0.04% decrease, monthly IV of 19.38%, and next - month IV of 22.86% [50]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are given [50]. - Skew Index: The skew index of the main contract month today is 112.02, and historical data is also available [54]. 3.12 Shanghai 50 Index - Price and IV Data: From March 16 - 18, 2026, the Shanghai 50 Index price and price changes, monthly IV, and next - month IV are provided. For example, on March 16, the price was 2954.089 with a - 0.09% decrease, monthly IV of 14.79%, and next - month IV of 59.09% [55]. - IV Quantiles: The monthly IV quantiles in the past 1 - year and 2 - year, and the next - month IV quantiles in the past 1 - year and 2 - year are presented [55]. - Skew Index: The skew index of the main contract month today is 98.95, and historical data is also provided [57].
50ETF当月合约距离到期还剩5天:50ETF价格、隐波相关数据及走势分析 - Reportify