股指期权日报

股指期权市场概况 期权成交量 2025-06-26，上证50ETF期权成交量为92.72万张；沪深300ETF期权（沪市）成交量为94.30万张；中证500ETF期权（沪市）成交量为112.34万张；深证100ETF期权成交量为6.97万张；创业板ETF期权成交量为137.99万张；上证50股指期权成交量为3.15万张；沪深300股指期权成交量为8.49万张；中证1000期权总成交量为21.28万张。 期权PCR 上证50ETF期权成交额PCR报0.61，环比变动为+0.14；持仓量PCR报1.06，环比变动为-0.22；沪深300ETF期权（沪市）成交额PCR报0.54，环比变动为+0.06；持仓量PCR报0.90，环比变动为-0.13；中证500ETF期权（沪市）成交额PCR报0.68，环比变动为+0.12；持仓量PCR报0.97，环比变动为-0.29；深圳100ETF期权成交额PCR报0.55，环比变动为-0.01；持仓量PCR报1.11；环比变动为+0.05；创业板ETF期权成交额PCR报0.47，环比变动为+0.04；持仓量PCR报0.86，环比变动为-0.22；上证50股指期权成交额PCR报0.31，环比变动为-0.05；持仓量PCR报0.67，环比变动为+0.00；沪深300股指期权成交额PCR报0.38，环比变动为+0.00；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0.51，环比变动为+0.00；持仓量PCR报0.95，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报15.29%，环比变动为-1.42%；沪深300ETF期权（沪市）VIX报14.99%,环比变动为-2.57%；中证500ETF期权（沪市）VIX报19.98%，环比变动为-2.38%；深证100ETF期权VIX报17.88%，环比变动为-2.84%；创业板ETF期权VIX报22.97%，环比变动为+0.04%；上证50股指期权VIX报16.33%，环比变动为-1.74%；沪深300股指期权VIX报16.57%，环比变动为-2.06%；中证1000股指期权VIX报20.90%，环比变动为-1.10%。 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........................................................................