股指期权日报

股指期权市场概况 期权成交量 2025-04-28，上证50ETF期权成交量为53.15万张；沪深300ETF期权（沪市）成交量为45.81万张；中证500ETF期权（沪市）成交量为69.81万张；深证100ETF期权成交量为2.35万张；创业板ETF期权成交量为54.33万张；上证50股指期权成交量为1.58万张；沪深300股指期权成交量为3.67万张；中证1000期权总成交量为14.61万张。 期权PCR 上证50ETF期权成交额PCR报0.93，环比变动为+0.12；持仓量PCR报0.97，环比变动为+0.05；沪深300ETF期权（沪市）成交额PCR报1.08，环比变动为+0.14；持仓量PCR报0.86，环比变动为+0.01；中证500ETF期权（沪市）成交额PCR报1.14，环比变动为+0.25；持仓量PCR报0.95，环比变动为-0.01；深圳100ETF期权成交额PCR报1.33，环比变动为+0.53；持仓量PCR报0.86；环比变动为-0.04；创业板ETF期权成交额PCR报1.09，环比变动为+0.24；持仓量PCR报0.74，环比变动为-0.05；上证50股指期权成交额PCR报0.69，环比变动为-0.04；持仓量PCR报0.65，环比变动为+0.00；沪深300股指期权成交额PCR报0.99，环比变动为+0.27；持仓量PCR报0.71，环比变动为+0.00；中证1000股指期权成交额PCR报1.40，环比变动为+0.41；持仓量PCR报0.75，环比变动为-0.02。 期权VIX 上证50ETF期权VIX报15.81%，环比变动为+0.30%；沪深300ETF期权（沪市）VIX报17.24%,环比变动为+0.31%；中证500ETF期权（沪市）VIX报22.81%，环比变动为+0.44%；深证100ETF期权VIX报20.18%，环比变动为+0.51%；创业板ETF期权VIX报26.02%，环比变动为+0.24%；上证50股指期权VIX报18.04%，环比变动为+0.41%；沪深300股指期权VIX报19.03%，环比变动为+0.43%；中证1000股指期权VIX报27.12%，环比变动为+0.58%。 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..........................................................................