The difference between CSI 300 stock index options and CSI 300 stock index futures:. The settlement price type of Shanghai and Shenzhen 300 stock index options The settlement price of Shanghai and Shenzhen 300 stock index options is the transaction settlement price on the non-maturity date and the maturity date.

1. Transaction settlement price The daily settlement price of the non-expiration date of the CSI 300 stock index option is the closing price of call auction on the day of the CSI 300 stock index option contract.

2. CSI 300 refers to the daily settlement price of futures on the non-maturity date, which is the weighted average price of the transaction price of the futures contract in the last hour according to the volume. There is still a big difference between the daily trading settlement price of Shanghai and Shenzhen 300 stock index options and Shanghai and Shenzhen 300 stock index futures.

3. Shanghai and Shenzhen 300 refers to the settlement price of option delivery and the settlement price of Shanghai and Shenzhen 300 stock index futures, which is the arithmetic average price of the last two hours of the last trading day of the underlying index.