股指期权日报

股指期权市场概况 期权成交量 2025-03-27，上证50ETF期权成交量为94.30万张；沪深300ETF期权（沪市）成交量为90.19万张；中证500ETF期权（沪市）成交量为118.42万张；深证100ETF期权成交量为4.43万张；创业板ETF期权成交量为97.59万张；上证50股指期权成交量为2.43万张；沪深300股指期权成交量为7.71万张；中证1000期权总成交量为19.72万张。 期权PCR 上证50ETF期权成交额PCR报0.76，环比变动为-0.47；持仓量PCR报0.81，环比变动为+0.13；沪深300ETF期权（沪市）成交额PCR报0.85，环比变动为-0.15；持仓量PCR报0.84，环比变动为+0.07；中证500ETF期权（沪市）成交额PCR报1.15，环比变动为+0.16；持仓量PCR报1.02，环比变动为+0.12；深圳100ETF期权成交额PCR报1.08，环比变动为+0.06；持仓量PCR报0.88；环比变动为+0.19；创业板ETF期权成交额PCR报1.17，环比变动为-0.04；持仓量PCR报0.85，环比变动为+0.27；上证50股指期权成交额PCR报0.43，环比变动为-0.08；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0.66，环比变动为+0.07；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1.03，环比变动为+0.05；持仓量PCR报0.78，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报14.22%，环比变动为-0.76%；沪深300ETF期权（沪市）VIX报14.76%,环比变动为-0.42%；中证500ETF期权（沪市）VIX报19.74%，环比变化为-0.49%；深证100ETF期权VIX报17.09%，环比变化为17.09%；创业板ETF期权VIX报20.87%，环比变化为-0.04%；上证50股指期权VIX报15.02%，环比变化为-0.38%；沪深300股指期权VIX报15.00%，环比变化为-0.32%；中证1000股指期权VIX报21.99%，环比变化为-0.88%%。 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................................................................................