股指期权日报

股指期权市场概况 期权成交量 2025-06-30，上证50ETF期权成交量为75.29万张；沪深300ETF期权（沪市）成交量为78.81万张；中证500ETF期权（沪市）成交量为101.52万张；深证100ETF期权成交量为6.21万张；创业板ETF期权成交量为99.74万张；上证50股指期权成交量为2.30万张；沪深300股指期权成交量为6.03万张；中证1000期权总成交量为16.39万张。 期权PCR 上证50ETF期权成交额PCR报0.79，环比变动为+0.01；持仓量PCR报0.89，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.75，环比变动为+0.13；持仓量PCR报0.82，环比变动为+0.00；中证500ETF期权（沪市）成交额PCR报0.62，环比变动为+0.05；持仓量PCR报0.99，环比变动为+0.00；深圳100ETF期权成交额PCR报0.69，环比变动为+0.24；持仓量PCR报0.97；环比变动为-0.05；创业板ETF期权成交额PCR报0.48，环比变动为+0.07；持仓量PCR报0.92，环比变动为+0.04；上证50股指期权成交额PCR报0.60，环比变动为+0.12；持仓量PCR报0.59，环比变动为-0.03；沪深300股指期权成交额PCR报0.68，环比变动为+0.17；持仓量PCR报0.64，环比变动为+0.00；中证1000股指期权成交额PCR报0.54，环比变动为+0.00；持仓量PCR报0.97，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报14.41%，环比变动为+0.11%；沪深300ETF期权（沪市）VIX报14.34%,环比变动为-0.21%；中证500ETF期权（沪市）VIX报19.30%，环比变动为+0.11%；深证100ETF期权VIX报17.11%，环比变动为-0.23%；创业板ETF期权VIX报22.63%，环比变动为+0.07%；上证50股指期权VIX报15.72%，环比变动为+0.26%；沪深300股指期权VIX报15.68%，环比变动为-0.05%；中证1000股指期权VIX报20.31%，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.........................................................................