股指期权日报

股指期权市场概况 期权成交量 2025-07-04，上证50ETF期权成交量为166.67万张；沪深300ETF期权（沪市）成交量为160.03万张；中证500ETF期权（沪市）成交量为162.70万张；深证100ETF期权成交量为8.21万张；创业板ETF期权成交量为152.63万张；上证50股指期权成交量为5.93万张；沪深300股指期权成交量为13.81万张；中证1000期权总成交量为28.67万张。 期权PCR 上证50ETF期权成交额PCR报0.60，环比变动为-0.09；持仓量PCR报1.07，环比变动为+0.10；沪深300ETF期权（沪市）成交额PCR报0.53，环比变动为-0.12；持仓量PCR报0.94，环比变动为+0.06；中证500ETF期权（沪市）成交额PCR报0.73，环比变动为+0.01；持仓量PCR报1.08，环比变动为+0.02；深圳100ETF期权成交额PCR报0.45，环比变动为-0.08；持仓量PCR报1.07；环比变动为+0.05；创业板ETF期权成交额PCR报0.54，环比变动为+0.00；持仓量PCR报0.94，环比变动为-0.02；上证50股指期权成交额PCR报0.39，环比变动为-0.02；持仓量PCR报0.63，环比变动为+0.03；沪深300股指期权成交额PCR报0.37，环比变动为-0.07；持仓量PCR报0.73，环比变动为+0.04；中证1000股指期权成交额PCR报0.65，环比变动为-0.02；持仓量PCR报0.99，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报14.29%，环比变动为+0.30%；沪深300ETF期权（沪市）VIX报14.46%,环比变动为+0.10%；中证500ETF期权（沪市）VIX报18.74%，环比变动为+0.28%；深证100ETF期权VIX报16.55%，环比变动为+0.24%；创业板ETF期权VIX报21.60%，环比变动为+0.00%；上证50股指期权VIX报15.28%，环比变动为+0.01%；沪深300股指期权VIX报14.83%，环比变动为-0.20%；中证1000股指期权VIX报20.21%，环比变动为+0.50%。 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.....................................................................