国投期货 韩泽文 期货从业号: F03108100 投资咨询号: Z0021517 2 天 日期 标的物价格 标的涨跌幅 当月IV 次月IV 2026/1/22 3.131 -0.45% 17.66% 15.19% 2026/1/23 3.106 -0.80% 17.81% 17.09% 2026/1/26 3.129 0.74% 19.92% 17.95% 【50ETF】 近1年 当月IV分位数 83.60% 83.60% 93.00% 近2年 当月IV分位数 当月合约距离到期还剩 74.40% 75.20% 87.10% 近1年 次月IV分位数 53.50% 81.40% 84.80% 近2年 次月IV分位数 52.40% 69.90% 73.50% 2026年1月26日 金融期权波动率 0% 10% 20% 30% ATM IV(M1) ATM IV(M2) ATM IV(Q1) ATM IV(Q2) ATM IV期限结构 今日 昨日 0% 20% 40% 60% 80% 2.00 2.50 3.00 3.50 2023/1/30 2023/6/27 2023/11/22 2024/4/23 2024/ ...

Report Industry Investment Rating - Not provided in the given content Core Viewpoints - Not provided in the given content Summary by Related Catalogs 1. 50ETF - From January 13 - 15, 2026, the price decreased from 3.214 to 3.180 with a cumulative decline of about 1.06%, and both the current - month IV and next - month IV decreased [1] - The next - month IV quantiles in the past 1 and 2 years were relatively high, at 86.40% and 77.30% respectively on January 15, 2026 [1] 2. Shanghai 300ETF - From January 12 - 15, 2026, the price fluctuated slightly, and the current - month IV and next - month IV generally decreased [3] - The next - month IV quantiles in the past 1 and 2 years were relatively high, and the current - month IV quantiles also showed certain characteristics [3] 3. Shenzhen 300ETF - From January 13 - 15, 2026, the price first decreased and then increased slightly, and the current - month IV and next - month IV decreased [7] - The next - month IV quantiles in the past 1 and 2 years were relatively high, and the current - month IV quantiles had different levels [7] 4. Shanghai CSI 500ETF - From January 13 - 15, 2026, the price fluctuated, and the current - month IV and next - month IV decreased [15] - The current - month and next - month IV quantiles in the past 1 and 2 years were relatively high [15] 5. Shenzhen CSI 500ETF - From January 13 - 15, 2026, the price fluctuated slightly, and the current - month IV and next - month IV decreased [22] - The current - month and next - month IV quantiles in the past 1 and 2 years were relatively high [22] 6. ChiNext ETF - From January 13 - 15, 2026, the price increased slightly, and the current - month IV and next - month IV decreased [28] - The current - month and next - month IV quantiles in the past 1 and 2 years showed certain levels [28] 7. Shenzhen 100ETF - From January 13 - 15, 2026, the price increased slightly, and the current - month IV and next - month IV decreased [38] - The current - month and next - month IV quantiles in the past 1 and 2 years were at different levels [38] 8. Science and Technology Innovation 50ETF - From January 13 - 15, 2026, the price fluctuated, and the current - month IV and next - month IV showed certain changes [47] - The current - month and next - month IV quantiles in the past 1 and 2 years were relatively high [47] 9. Science and Technology Innovation Board 50ETF - From January 13 - 15, 2026, the price decreased slightly, and the current - month IV and next - month IV decreased [53] - The current - month and next - month IV quantiles in the past 1 and 2 years were relatively high [53] 10. 300 Index - From January 13 - 15, 2026, the price first decreased and then increased slightly, and the current - month IV and next - month IV changed accordingly [65] - The current - month and next - month IV quantiles in the past 1 and 2 years were at different levels [65] 11. 1000 Index - From January 13 - 15, 2026, the price fluctuated, and the current - month IV and next - month IV showed certain trends [70] - The current - month and next - month IV quantiles in the past 1 and 2 years were at different levels [70] 12. Shanghai Composite 50 Index - From January 13 - 15, 2026, the price decreased slightly, and the current - month IV and next - month IV decreased [80] - The current - month and next - month IV quantiles in the past 1 and 2 years were at different levels [80]