股指期权日报

股指期权市场概况 期权成交量 2025-03-05，上证50ETF期权成交量为81.23万张；沪深300ETF期权（沪市）成交量为72.02万张；中证500ETF期权（沪市）成交量为107.37万张；深证100ETF期权成交量为5.11万张；创业板ETF期权成交量为85.63万张；上证50股指期权成交量为2.22万张；沪深300股指期权成交量为5.95万张；中证1000期权总成交量为20.31万张。 期权PCR 上证50ETF期权成交额PCR报0.82，环比变动为-0.24；持仓量PCR报0.75，环比变动为0.02；沪深300ETF期权（沪市）成交额PCR报1.06，环比变动为-0.17；持仓量PCR报0.86，环比变动为0.00；中证500ETF期权（沪市）成交额PCR报1.16，环比变动为0.15；持仓量PCR报1.01，环比变动为0.03；深圳100ETF期权成交额PCR报0.75，环比变动为-0.45；持仓量PCR报0.69；环比变动为-0.05；创业板ETF期权成交额PCR报1.21，环比变动为-0.02；持仓量PCR报0.67，环比变动为0.00；上证50股指期权成交额PCR报0.57，环比变动为-0.33；持仓量PCR报0.51，环比变动为0.01；沪深300股指期权成交额PCR报0.85，环比变动为-0.20；持仓量PCR报0.65，环比变动为0.01；中证1000股指期权成交额PCR报1.07，环比变动为0.05；持仓量PCR报0.82，环比变动为0.02。 期权VIX 上证50ETF期权VIX报15.57%，环比变动为-0.13%；沪深300ETF期权（沪市）VIX报16.20%,环比变动为-0.49%；中证500ETF期权（沪市）VIX报20.68%，环比变化为-0.65%；深证100ETF期权VIX报20.06%，环比变化为20.06%；创业板ETF期权VIX报27.10%，环比变化为-0.02%；上证50股指期权VIX报16.34%，环比变化为-0.37%；沪深300股指期权VIX报16.53%，环比变化为-0.67%；中证1000股指期权VIX报24.40%，环比变化为-1.94%%。 目录 一、期权成交量.........................................................................................................................................3二、期权PCR............................................................................................................................................5三、期权VIX.............................................................................................................................................7 图表 图1：上证50ETF期权成交量|单位：万张............................................................................................................................3图2：沪深300ETF期权成交量|单位：万张..........................................................................................................................3图3：中证500ETF期权成交量|单位：万张..........................................................................................................................3图4：深证100ETF期权成交量|单位：万张..........................................................................................................................3图5：创业板ETF期权成交量|单位：万张............................................................................................................................3图6：上证50股指期权成交量|单位：万张............................................................................................................................3图7：沪深300股指期权成交量|单位：万张..........................................................................................................................4图8：中证1000股指期权成交量|单位：万张........................................................................................................................4图9：上证50ETF期权PCR |单位：无.....................................................................................................................................5图10：沪深300ETF期权（沪市）PCR |单位：无.................................................................................................................5图11：中证500ETF期权（沪市）PCR |单位：无.................................................................................................................5图12：深证100ETF期权PCR |单位：无.................................................................................................................................5图13：创业板ETF期权PCR |单位：无...................................................................................................................................5图14：上证50股指期权PCR |单位：无..................................................................................................................................5图15：沪深300股指期权PCR |单位：无................................................................................................................................6图16：中证1000股指期权PCR |单位：无..............................................................................................................................6图17：上证50ETF期权波指VIX |单位：%...........................................................................................................................7图18：沪深300ETF期权（沪市）波指VIX |单位：%..........................................................................................................7图19：中证500ETF期权（沪市）波指VIX |单位：%..........................................................................................................7图20：深证100ETF期权波指VIX |单位：%.........................................................................................................................7图21：创业板ETF期权波指VIX |单位：%...........................................................................................................................7图22：上证50股指期权波指VIX |单位：%...........................................................................................................................7图23：沪深300股指期权波指VIX |单位：%.........................................................................................................................8图24：中证1000股指期权波指VIX |单位：%.......................................................................................................................8表1：股指ETF期权近一日成交量|单元：万张.........................................................................................