股指期权日报

股指期权市场概况 期权成交量 2025-06-03，上证50ETF期权成交量为87.37万张；沪深300ETF期权（沪市）成交量为64.09万张；中证500ETF期权（沪市）成交量为95.19万张；深证100ETF期权成交量为4.38万张；创业板ETF期权成交量为69.43万张；上证50股指期权成交量为2.11万张；沪深300股指期权成交量为5.05万张；中证1000期权总成交量为12.35万张。 期权PCR 上证50ETF期权成交额PCR报0.95，环比变动为-0.16；持仓量PCR报0.96，环比变动为+0.02；沪深300ETF期权（沪市）成交额PCR报0.91，环比变动为-0.16；持仓量PCR报0.83，环比变动为+0.02；中证500ETF期权（沪市）成交额PCR报1.05，环比变动为-0.17；持仓量PCR报1.07，环比变动为+0.05；深圳100ETF期权成交额PCR报1.92，环比变动为+0.44；持仓量PCR报0.89；环比变动为-0.02；创业板ETF期权成交额PCR报1.15，环比变动为-0.21；持仓量PCR报0.80，环比变动为+0.05；上证50股指期权成交额PCR报0.75，环比变动为-0.07；持仓量PCR报0.62，环比变动为-0.02；沪深300股指期权成交额PCR报0.90，环比变动为-0.13；持仓量PCR报0.66，环比变动为-0.01；中证1000股指期权成交额PCR报0.88，环比变动为-0.34；持仓量PCR报0.94，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报14.43%，环比变动为-0.40%；沪深300ETF期权（沪市）VIX报15.04%,环比变动为-0.32%；中证500ETF期权（沪市）VIX报18.89%，环比变动为-0.22%；深证100ETF期权VIX报17.01%，环比变动为-0.81%；创业板ETF期权VIX报22.39%，环比变动为-0.21%；上证50股指期权VIX报15.69%，环比变动为-0.43%；沪深300股指期权VIX报15.35%，环比变动为-0.62%；中证1000股指期权VIX报21.64%，环比变动为-0.04%。 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..........................................................................