Shanghai Stock Exchange 50 Option Data (Due December 2022)

This dataset comes from the Wind database. This dataset includes a series of Shanghai Stock Exchange 50 ETF option data due in December 2022. This dataset also includes some economic variables.The data used in this article is the trading data of Shanghai Stock Exchange 50ETF call options. The time of option data is from April 28 to October 26, 2022, sourced from the WIND database. The exercise price range of the selected option is from 2.5 to 3.5 (European call options). In addition, the expiration date of the options in this experiment is December 28, 2022.

For the preprocessing part of the original data, data with a blank option closing price was excluded. And samples with data volume less than 20 were excluded. Finally, there are 1535 pieces of data remaining.