股指期权日报

股指期权市场概况 期权成交量 2025-04-17，上证50ETF期权成交量为120.56万张；沪深300ETF期权（沪市）成交量为121.44万张；中证500ETF期权（沪市）成交量为134.28万张；深证100ETF期权成交量为7.07万张；创业板ETF期权成交量为109.26万张；上证50股指期权成交量为4.26万张；沪深300股指期权成交量为10.69万张；中证1000期权总成交量为27.29万张。 期权PCR 上证50ETF期权成交额PCR报0.62，环比变动为-0.27；持仓量PCR报0.78，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.96，环比变动为-0.43；持仓量PCR报0.73，环比变动为+0.02；中证500ETF期权（沪市）成交额PCR报1.01，环比变动为-0.54；持仓量PCR报0.88，环比变动为+0.00；深圳100ETF期权成交额PCR报0.68，环比变动为-1.55；持仓量PCR报1.03；环比变动为-0.06；创业板ETF期权成交额PCR报1.09，环比变动为-0.43；持仓量PCR报0.64，环比变动为+0.02；上证50股指期权成交额PCR报0.56，环比变动为+0.03；持仓量PCR报0.65，环比变动为+0.02；沪深300股指期权成交额PCR报0.87，环比变动为-0.41；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0.97，环比变动为-0.55；持仓量PCR报0.68，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报16.26%，环比变动为-0.68%；沪深300ETF期权（沪市）VIX报17.69%,环比变动为-0.47%；中证500ETF期权（沪市）VIX报23.30%，环比变动为-0.27%；深证100ETF期权VIX报21.36%，环比变动为-0.30%；创业板ETF期权VIX报27.98%，环比变动为-0.43%；上证50股指期权VIX报17.75%，环比变动为-0.09%；沪深300股指期权VIX报18.95%，环比变动为-0.01%；中证1000股指期权VIX报27.32%，环比变动为-0.52%。 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期权成交额及持仓量PCR |单位：无.........................................................................................................5图10：沪深300ETF期权成交额及持仓量PCR |单位：无.....................................................................................................5图11：中证500ETF期权成交额及持仓量PCR |单位：无.....................................................................................................5图12：深证100ETF期权成交额及持仓量PCR |单位：无.....................................................................................................5图13：创业板ETF期权成交额及持仓量PCR |单位：无.......................................................................................................5图14：上证50股指期权成交额及持仓量PCR |单位：无......................................................................................................5图15：沪深300股指期权成交额及持仓量PCR |单位：无....................................................................................................6图16：中证1000股指期权成交额及持仓量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....................................................................................................................4表2：股指ETF期权近一日PCR |单元：无.......................................................................