ETF期权日数据可提供日期从2015年3月开始，更新至上月月底，包括期间所有期权合约的数据。当日某合约有交易或者委托变化，该合约就有数据。

与基于隐含利率计算的隐含融券利率不同的是，使用零息曲线取得利率后计算的隐含回购利率存在较多的负值。如您需要基于隐含利率计算的隐含融券利率，请至
https://www.wikitter.com/etf-opt-eod-imp-rate下单。

品种：50ETF期权、300ETF期权、500ETF期权、创业板ETF期权等
价格：100元/年/品种

本数据记录每日最后一次成交或委托变化时的期权价格，标的数据为该日标的最后一次成交时的买卖价格及收盘价。
与本数据不同的是，https://www.wikitter.com/etf-opt-eod-calc-qte 链接，记录的同样是后一次成交或委托变化时的期权价格，但标的数据为该日期权记录同时或者小于2秒之前的标的的最后一次成交时的买卖价格及收盘价。

字段：

日期、时间、合约编码、交易代码、开盘价、最高价、最低价、收盘价、成交量、持仓量、成交额、买一价、买一量、卖一价、卖一量、收盘价_标的、买一价_标的、卖一价_标的、执行价、合约单位、到期日、利率、隐含融券利率、期权类型、调整标志、距离到期日天数、连续标志、隐含波动率、理论价格、delta、gamma、vega、theta、rho、隐含波动率_中间价、理论价格_中间价、delta_中间价、gamma_中间价、vega_中间价、theta_中间价、rho_中间价、iv_买一价、iv_卖一价。

数据组成：按日按品种分开存储，csv格式，excel可读。

附：

计算期权买一价对应的隐含波动率时，标的价格标的买一价。

计算期权卖一价的隐含波动率时，标的价格标的卖一价。

计算期权中间价的隐含波动率时，标的价格标的中间价。

中间价等于买一价及卖一价的两者之和除以2。当买一价或者卖一价等于0时，中间价为空。

零息曲线使用3月期、6月期、1年期、2年期及3年期的国债收益率及隔夜Shibor利率构建，计息天数使用Actual ISDA方法。使用线性插值复利方式获得零息曲线，在曲线上，依据到期日，取得对应的利率作为无风险利率。

还可提供多个期限国债收益率构建的零息曲线上取到的无风险利率。

距离到期日天数折算成年，依据Actual ISDA规则，即计算期内的实际天数除以 365（如果计算期内的任何部分为闰年，则为：(A) 计算期内该部分为闰年的实际天数除以 366 和 (B) 计算期内该部分为非闰年的实际天数除以 365 之和）。

根据无分红BS公式计算隐含波动率及希腊字母，theta计算时除以365.25。

隐含融券利率，使用PCP平价公式，C+K*exp(-r*t)=P+S*exp(-b*t)，通过平值期权得到每天每个到期日的隐含融券利率b。

理论价格、Delta、Gamma、Vega、Theta、Rho，通过无分红的BS公式计算得出。

样本：

拷贝下列文字到记事本或文本编辑器后，在记事本内ctrl+a全选后ctrl+c再次拷贝，打开excel，在excel菜单左上角粘贴栏，选择文本导入向导，第一步里选择分隔符号，第二步取消空格选项的勾号，打勾逗号选项，点击完成后即可在excel查看样本。

日期,时间,合约编码,交易代码,开盘价,最高价,最低价,收盘价,成交量,持仓量,成交额,买一价,买一量,卖一价,卖一量,收盘价_标的,买一价_标的,卖一价_标的,执行价,合约单位,到期日,隐含利率,隐含融券利率,期权类型,调整标志,距离到期日天数,连续标志,隐含波动率,理论价格,delta,gamma,vega,theta,rho,隐含波动率_中间价,理论价格_中间价,delta_中间价,gamma_中间价,vega_中间价,theta_中间价,rho_中间价,iv_买一价,iv_卖一价

2024-01-31,15:00,10006413,510050P2403M02400,0.1230,0.1501,0.1195,0.1356,4695,13310,6294923.00,0.1356,9,0.138,1,2.2940,2.2930,2.2940,2.400,10000,20240327,0.0176,0.0074,P,M,56,L2,0.1967,0.1356,-0.7045,1.9534,0.0031,-0.0005,-0.0027,0.2039,0.1368,-0.6940,1.9131,0.0031,-0.0005,-0.0026,0.1990,0.2088

2024-01-31,15:00,10006405,510050C2403M02450,0.0204,0.0242,0.0204,0.0217,9858,27357,2248394.00,0.0217,6,0.0221,1,2.2940,2.2930,2.2940,2.450,10000,20240327,0.0176,0.0074,C,M,56,L2,0.2027,0.0217,0.2170,1.6160,0.0026,-0.0005,0.0007,0.2022,0.0219,0.2188,1.6266,0.0026,-0.0005,0.0007,0.2018,0.2025

2024-01-31,15:00,10005861,510050C2403A02900,0.0022,0.0029,0.0022,0.0022,707,13183,18334.00,0.0022,20,0.0024,111,2.2940,2.2930,2.2940,2.854,10161,20240327,0.0176,0.0074,C,A,56,L2,0.2753,0.0022,0.0245,0.2329,0.0005,-0.0001,0.0001,0.2765,0.0023,0.0254,0.2387,0.0005,-0.0001,0.0001,0.2749,0.2782

2024-01-31,15:00,10006482,510050P2403M02050,0.0070,0.0135,0.0070,0.0108,5272,13001,539906.00,0.0108,9,0.0111,5,2.2940,2.2930,2.2940,2.050,10000,20240327,0.0176,0.0074,P,M,56,L2,0.2371,0.0108,-0.1026,0.8408,0.0016,-0.0003,-0.0004,0.2390,0.0110,-0.1030,0.8360,0.0016,-0.0003,-0.0004,0.2378,0.2403

2024-01-31,15:00,10006403,510050C2403M02350,0.0493,0.0533,0.0476,0.0490,16844,34061,8498490.00,0.049,17,0.0491,3,2.2940,2.2930,2.2940,2.350,10000,20240327,0.0176,0.0074,C,M,56,L2,0.2018,0.0490,0.3980,2.1305,0.0035,-0.0006,0.0013,0.2003,0.0490,0.4002,2.1490,0.0035,-0.0006,0.0013,0.2007,0.1998

2024-01-31,15:00,10006131,510050C2403A02250,0.1247,0.1300,0.1185,0.1221,385,1795,486299.00,0.1204,10,0.1225,10,2.2940,2.2930,2.2940,2.214,10161,20240327,0.0176,0.0074,C,A,56,L2,0.2122,0.1221,0.6827,1.8687,0.0032,-0.0006,0.0022,0.2070,0.1214,0.6891,1.8983,0.0032,-0.0006,0.0022,0.2047,0.2092

2024-01-31,15:00,10006463,510050C2406M02100,0.2643,0.2647,0.2420,0.2546,266,1498,678035.00,0.2509,10,0.255,10,2.2940,2.2930,2.2940,2.100,10000,20240626,0.0184,-0.0070,C,M,147,L3,0.2134,0.2546,0.7874,0.9446,0.0043,-0.0004,0.0062,0.2067,0.2530,0.7951,0.9544,0.0042,-0.0004,0.0063,0.2027,0.2106

2024-01-31,15:00,10006168,510050C2406A02300,0.1491,0.1499,0.1353,0.1405,206,1167,299637.00,0.1417,10,0.1442,10,2.2940,2.2930,2.2940,2.264,10161,20240626,0.0184,-0.0070,C,A,147,L3,0.1969,0.1405,0.5976,1.3580,0.0056,-0.0005,0.0049,0.1997,0.1429,0.5989,1.3373,0.0056,-0.0005,0.0049,0.1980,0.2014

2024-01-31,15:00,10006441,510050C2403M02200,0.1405,0.1414,0.1260,0.1320,1372,4676,1831966.00,0.1302,10,0.132,30,2.2940,2.2930,2.2940,2.200,10000,20240327,0.0176,0.0074,C,M,56,L2,0.2141,0.1320,0.7079,1.7847,0.0031,-0.0006,0.0023,0.2077,0.1311,0.7156,1.8158,0.0030,-0.0006,0.0023,0.2059,0.2095

2024-01-31,15:00,10006409,510050C2403M02650,0.0051,0.0058,0.0045,0.0045,6818,31896,342412.00,0.0045,97,0.0046,10,2.2940,2.2930,2.2940,2.650,10000,20240327,0.0176,0.0074,C,M,56,L2,0.2233,0.0045,0.0547,0.5535,0.0010,-0.0002,0.0002,0.2230,0.0045,0.0553,0.5584,0.0010,-0.0002,0.0002,0.2228,0.2232

2024-01-31,15:00,10006736,510050C2409M02450,0.1015,0.1016,0.0953,0.0985,289,1760,285658.00,0.0964,10,0.0983,10,2.2940,2.2930,2.2940,2.450,10000,20240925,0.0187,-0.0069,C,M,238,L4,0.1980,0.0985,0.4095,1.0656,0.0072,-0.0004,0.0055,0.1955,0.0973,0.4092,1.0780,0.0072,-0.0004,0.0055,0.1945,0.1966

2024-01-31,15:00,10006408,510050C2403M02600,0.0071,0.0087,0.0068,0.0071,4258,29069,336084.00,0.0071,8,0.0072,2,2.2940,2.2930,2.2940,2.600,10000,20240327,0.0176,0.0074,C,M,56,L2,0.2213,0.0071,0.0814,0.7590,0.0014,-0.0003,0.0003,0.2208,0.0072,0.0820,0.7645,0.0014,-0.0003,0.0003,0.2207,0.2209

2024-01-31,15:00,10005773,510050C2403A02850,0.0026,0.0035,0.0026,0.0028,1327,17834,42135.00,0.0028,11,0.0029,11,2.2940,2.2930,2.2940,2.805,10161,20240327,0.0176,0.0074,C,A,56,L2,0.2674,0.0028,0.0311,0.2926,0.0006,-0.0002,0.0001,0.2674,0.0029,0.0316,0.2959,0.0006,-0.0002,0.0001,0.2669,0.2679

2024-01-31,15:00,10006734,510050C2409M02350,0.1433,0.1433,0.1330,0.1378,137,701,188430.00,0.1367,1,0.1379,10,2.2940,2.2930,2.2940,2.350,10000,20240925,0.0187,-0.0069,C,M,238,L4,0.1982,0.1378,0.5133,1.0935,0.0074,-0.0004,0.0068,0.1965,0.1373,0.5145,1.1023,0.0074,-0.0004,0.0068,0.1960,0.1969

2024-01-31,15:00,10005766,510050C2403A02500,0.0198,0.0229,0.0198,0.0201,6793,18416,1472661.00,0.0201,9,0.0208,11,2.2940,2.2930,2.2940,2.460,10161,20240327,0.0176,0.0074,C,A,56,L2,0.2037,0.0201,0.2036,1.5483,0.0025,-0.0005,0.0007,0.2039,0.0204,0.2061,1.5575,0.0026,-0.0005,0.0007,0.2029,0.2049

2024-01-31,15:00,10006623,510050C2402M02050,0.2601,0.2634,0.2346,0.2472,1655,3153,4124420.00,0.2448,5,0.248,10,2.2940,2.2930,2.2940,2.050,10000,20240228,0.0173,0.0100,C,M,28,L1,0.2635,0.2472,0.9417,0.6902,0.0007,-0.0004,0.0015,0.2265,0.2464,0.9658,0.5180,0.0005,-0.0002,0.0015,0.1968,0.2472

2024-01-31,15:00,10005874,510050P2403A02400,0.0956,0.1242,0.0934,0.1119,1888,7630,2023637.00,0.1119,1,0.112,10,2.2940,2.2930,2.2940,2.362,10161,20240327,0.0176,0.0074,P,A,56,L2,0.2046,0.1119,-0.6235,2.0667,0.0034,-0.0006,-0.0024,0.2074,0.1119,-0.6183,2.0452,0.0034,-0.0006,-0.0023,0.2064,0.2085