股指期权日报

股指期权市场概况 期权成交量 2025-03-21，上证50ETF期权成交量为186.11万张；沪深300ETF期权（沪市）成交量为156.85万张；中证500ETF期权（沪市）成交量为180.57万张；深证100ETF期权成交量为7.13万张；创业板ETF期权成交量为159.90万张；上证50股指期权成交量为6.22万张；沪深300股指期权成交量为17.97万张；中证1000期权总成交量为35.15万张。 期权PCR 上证50ETF期权成交额PCR报1.04，环比变动为0.22；持仓量PCR报0.70，环比变动为-0.13；沪深300ETF期权（沪市）成交额PCR报1.10，环比变动为0.40；持仓量PCR报0.79，环比变动为-0.08；中证500ETF期权（沪市）成交额PCR报1.19，环比变动为0.36；持仓量PCR报0.92，环比变动为-0.14；深圳100ETF期权成交额PCR报1.29，环比变动为0.39；持仓量PCR报0.72；环比变动为-0.01；创业板ETF期权成交额PCR报1.49，环比变动为0.55；持仓量PCR报0.64，环比变动为-0.06；上证50股指期权成交额PCR报0.68，环比变动为0.21；持仓量PCR报0.52，环比变动为0.00；沪深300股指期权成交额PCR报0.88，环比变动为0.38；持仓量PCR报0.65，环比变动为-0.03；中证1000股指期权成交额PCR报1.07，环比变动为0.39；持仓量PCR报0.82，环比变动为-0.08。 期权VIX 上证50ETF期权VIX报15.78%，环比变动为-0.59%；沪深300ETF期权（沪市）VIX报16.47%,环比变动为-0.37%；中证500ETF期权（沪市）VIX报21.42%，环比变化为-0.41%；深证100ETF期权VIX报19.36%，环比变化为19.36%；创业板ETF期权VIX报23.82%，环比变化为0.55%；上证50股指期权VIX报16.84%，环比变化为-0.58%；沪深300股指期权VIX报17.07%，环比变化为-0.12%；中证1000股指期权VIX报23.93%，环比变化为-3.04%%。 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......................................................................................