股指期权日报

股指期权市场概况 期权成交量 2025-04-21，上证50ETF期权成交量为95.54万张；沪深300ETF期权（沪市）成交量为87.50万张；中证500ETF期权（沪市）成交量为131.53万张；深证100ETF期权成交量为5.40万张；创业板ETF期权成交量为134.12万张；上证50股指期权成交量为2.20万张；沪深300股指期权成交量为6.33万张；中证1000期权总成交量为16.58万张。 期权PCR 上证50ETF期权成交额PCR报0.68，环比变动为-0.04；持仓量PCR报0.77，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.89，环比变动为-0.06；持仓量PCR报0.74，环比变动为+0.00；中证500ETF期权（沪市）成交额PCR报0.91，环比变动为-0.27；持仓量PCR报0.91，环比变动为+0.05；深圳100ETF期权成交额PCR报0.96，环比变动为-0.84；持仓量PCR报0.98；环比变动为-0.04；创业板ETF期权成交额PCR报0.91，环比变动为-0.23；持仓量PCR报0.70，环比变动为+0.08；上证50股指期权成交额PCR报0.66，环比变动为+0.03；持仓量PCR报0.61，环比变动为+0.01；沪深300股指期权成交额PCR报0.78，环比变动为-0.02；持仓量PCR报0.67，环比变动为+0.04；中证1000股指期权成交额PCR报0.89，环比变动为-0.50；持仓量PCR报0.75，环比变动为+0.06。 期权VIX 上证50ETF期权VIX报16.05%，环比变动为-0.12%；沪深300ETF期权（沪市）VIX报17.01%,环比变动为-0.40%；中证500ETF期权（沪市）VIX报23.30%，环比变动为+0.33%；深证100ETF期权VIX报20.60%，环比变动为-0.50%；创业板ETF期权VIX报26.16%，环比变动为-0.23%；上证50股指期权VIX报17.54%，环比变动为-0.02%；沪深300股指期权VIX报18.83%，环比变动为-0.04%；中证1000股指期权VIX报26.57%，环比变动为-0.30%。 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..........................................................................