I.Options Trading Information
Options trading information refers to the options market data and tradingrelated statistical data generated from options trading on the Exchange, various
announcements/circulars/notices issued by the Exchange, and any other
information required by the China Securities Regulatory Commission (CSRC) to
be disclosed.
II.Ownership of Options Trading Information
The options trading information is the property of the Exchange, and will be
managed and published by the Exchange, who may, independently, cooperate
with third parties to, or authorize a third party to, operate and manage such
information. Without the approval of the Exchange, no entity or individual may
publish the options trading information, or use the same for any commercial
purposes.
III.Publication of Options Trading Information
The Exchange will publish different levels of real-time, delayed, daily, weekly,
monthly, and yearly options market data, various statistics, and historical data in
accordance with applicable rules and market demands.
The Exchange may, if necessary, adjust the details and publication frequency of
the data to be published.
Real-time market data refers to market data published concurrently with trading
activities during trading hours; and delayed market data refers to market data
published by the Exchange after delaying the publication of the real-time market
data for a specific time. Market data mainly include contract name, last price,
price change, trading volume, open interest and change therein, bid price, ask
price, bid volume, ask volume, settlement price, opening price, closing price,
high price, low price, and previous settlement price, among others.
The Exchange will timely publish to Members and OSPs real-time market data
used for futures trading.
The daily options market data will be published after the close of each trading
day, mainly including: contract symbol, opening price, high price, low price,
closing price, previous settlement price, settlement price, price change, trading
volume, open interest and change therein, turnover, delta, implied volatility, and
exercise volume.
Delta means the ratio of the change in the price of an option contract to the
change in the price of the underlying asset; and exercise volume refers to the
quantity of the option contracts that are closed out by exercise.
The weekly options market data will be published after the close of the final
trading day of each week, mainly including: contract symbol, weekly opening
price, high price, low price, weekly closing price, price change (the difference
between the closing price at the end of the current week and the settlement
price at the end of the previous week), open interest and change therein (the
difference between the open interests at the end of the current week and the
previous week), weekly settlement price, trading volume, turnover, and exercise
volume.
The monthly options market data will be published after the end of the final
trading day of each month, mainly including: contract symbol, monthly opening
price, high price, low price, month-end closing price, price change (the difference
between the closing price at the end of the current month and the settlement
price at the end of the previous month), open interest and change therein (the
difference between the open interests at the end of the current month and the
previous month), month-end settlement price, trading volume, turnover, and
exercise volume.
The yearly options market data will be published after the end of the final trading
day of each year, mainly containing:
(i)the total trading volume and turnover for all option products, and the trading
volume and turnover for each product; and
(ii)the total exercise volume for all option products and the exercise volume for
each product.
The Exchange may, if necessary, adjust the details of the yearly option market
data to be published.
声明：本资料仅用于投资者教育，不构成任何投资建议。我们力求本资料信息准确可靠，但对这些信息的准确性、完整性或及时性不作保证，亦不对因使用该等信息而引发的损失承担任何责任，投资者不应以该等信息取代其独立判断或仅根据该等信息做出决策。基金有风险，投资须谨慎。
