The settlement price of Shanghai and Shenzhen 300 stock index options can be divided into the transaction settlement price on the non-maturity date and the delivery settlement price on the maturity date. The transaction settlement price is used for daily settlement on non-maturity date, and the delivery settlement price is used for exercise delivery on the last trading day.

The settlement price is the arithmetic average price of the last two hours of the last trading day of the underlying index, and the settlement price of the CSI 300 stock index option is the same as that of the CSI 300 stock index futures.