股指期权日报

股指期权市场概况 期权成交量 2025-07-28，上证50ETF期权成交量为82.72万张；沪深300ETF期权（沪市）成交量为84.94万张；中证500ETF期权（沪市）成交量为101.90万张；深证100ETF期权成交量为5.38万张；创业板ETF期权成交量为98.94万张；上证50股指期权成交量为3.12万张；沪深300股指期权成交量为7.62万张；中证1000期权总成交量为18.10万张。 期权PCR 上证50ETF期权成交额PCR报0.65，环比变动为-0.04；持仓量PCR报0.99，环比变动为+0.03；沪深300ETF期权（沪市）成交额PCR报0.70，环比变动为+0.07；持仓量PCR报1.07，环比变动为+0.05；中证500ETF期权（沪市）成交额PCR报0.56，环比变动为+0.00；持仓量PCR报1.04，环比变动为+0.04；深圳100ETF期权成交额PCR报0.59，环比变动为+0.14；持仓量PCR报0.76；环比变动为+0.04；创业板ETF期权成交额PCR报0.46，环比变动为-0.04；持仓量PCR报1.01，环比变动为+0.07；上证50股指期权成交额PCR报0.38，环比变动为+0.02；持仓量PCR报0.56，环比变动为+0.02；沪深300股指期权成交额PCR报0.47，环比变动为-0.03；持仓量PCR报0.72，环比变动为+0.01；中证1000股指期权成交额PCR报0.54，环比变动为+0.07；持仓量PCR报0.96，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报17.63%，环比变动为+0.41%；沪深300ETF期权（沪市）VIX报17.90%,环比变动为+0.07%；中证500ETF期权（沪市）VIX报21.87%，环比变动为-0.20%；深证100ETF期权VIX报21.26%，环比变动为+0.12%；创业板ETF期权VIX报25.17%，环比变动为-0.04%；上证50股指期权VIX报19.85%，环比变动为+0.37%；沪深300股指期权VIX报19.66%，环比变动为+0.09%；中证1000股指期权VIX报23.17%，环比变动为-0.31%。 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.......................................................................................................6图14：上证50股指期权成交额及持仓量PCR |单位：无......................................................................................................6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：%..........................................................................................................8图20：深证100ETF期权波指VIX |单位：%.........................................................................................................................8图21：创业板ETF期权波指VIX |单位：%...........................................................................................................................8图22：上证50股指期权波指VIX |单位：%...........................................................................................................................8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...........................................................................