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。

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、无风险利率、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。

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,无风险利率,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
2024-01-02,15:00,10006421,510050C2406M02350,0.1266,0.1266,0.1097,0.1099,1079,5099,1257340.00,0.1098,9,0.1113,1,2.3270,2.3260,2.3270,2.350,10000,20240626,0.0208,C,M,176,L4,0.1705,0.1099,0.5241,1.4470,0.0064,-0.0004,0.0053,0.1720,0.1106,0.5236,1.4354,0.0064,-0.0004,0.0053,0.1712,0.1727
2024-01-02,15:00,10006517,510050P2402M02450,0.1099,0.1290,0.1099,0.1281,640,1258,772559.00,0.1278,10,0.1296,1,2.3270,2.3260,2.3270,2.450,10000,20240228,0.0174,P,M,57,L2,0.1323,0.1281,-0.8182,2.1732,0.0024,-0.0002,-0.0032,0.1331,0.1287,-0.8177,2.1640,0.0024,-0.0002,-0.0032,0.1276,0.1384
2024-01-02,15:00,10006454,510050P2403M02150,0.0108,0.0127,0.0107,0.0123,7596,17735,911065.00,0.0122,30,0.0124,30,2.3270,2.3260,2.3270,2.150,10000,20240327,0.0181,P,M,85,L3,0.1601,0.0123,-0.1317,1.1889,0.0024,-0.0002,-0.0007,0.1599,0.0123,-0.1320,1.1925,0.0024,-0.0002,-0.0007,0.1592,0.1606
2024-01-02,15:00,10006174,510050C2406A02600,0.0435,0.0435,0.0424,0.0430,62,1574,27092.00,0.0399,1,0.0412,10,2.3270,2.3260,2.3270,2.559,10161,20240626,0.0208,C,A,176,L4,0.1769,0.0430,0.2637,1.1446,0.0053,-0.0003,0.0027,0.1725,0.0406,0.2569,1.1583,0.0052,-0.0003,0.0027,0.1715,0.1734
2024-01-02,15:00,10006403,510050C2403M02350,0.0851,0.0851,0.0702,0.0702,4724,9140,3587027.00,0.0702,18,0.0712,10,2.3270,2.3260,2.3270,2.350,10000,20240327,0.0181,C,M,85,L3,0.1708,0.0702,0.4891,2.0825,0.0045,-0.0005,0.0025,0.1724,0.0707,0.4885,2.0627,0.0045,-0.0005,0.0025,0.1719,0.1730
2024-01-02,15:00,10006386,510050C2401M02400,0.0222,0.0222,0.0128,0.0128,93172,113989,15105090.00,0.0128,14,0.0129,60,2.3270,2.3260,2.3270,2.400,10000,20240124,0.0165,C,M,22,L1,0.1652,0.0128,0.2364,3.2718,0.0018,-0.0007,0.0003,0.1661,0.0129,0.2361,3.2515,0.0018,-0.0007,0.0003,0.1665,0.1657
2024-01-02,15:00,10006183,510050P2406A02600,0.2164,0.2305,0.2164,0.2305,16,543,36733.00,0.2288,1,0.2345,1,2.3270,2.3260,2.3270,2.559,10161,20240626,0.0208,P,A,176,L4,0.1383,0.2305,-0.7992,1.2574,0.0045,-0.0001,-0.0101,0.1400,0.2316,-0.7967,1.2521,0.0046,-0.0001,-0.0100,0.1326,0.1469