股指期权日报

股指期权市场概况 期权成交量 2025-08-06，上证50ETF期权成交量为70.22万张；沪深300ETF期权（沪市）成交量为68.02万张；中证500ETF期权（沪市）成交量为131.06万张；深证100ETF期权成交量为10.21万张；创业板ETF期权成交量为101.19万张；上证50股指期权成交量为2.84万张；沪深300股指期权成交量为7.28万张；中证1000期权总成交量为23.48万张。 期权PCR 上证50ETF期权成交额PCR报0.66，环比变动为-0.11；持仓量PCR报0.94，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报0.72，环比变动为-0.06；持仓量PCR报0.95，环比变动为-0.02；中证500ETF期权（沪市）成交额PCR报0.63，环比变动为-0.12；持仓量PCR报1.20，环比变动为+0.03；深圳100ETF期权成交额PCR报0.85，环比变动为-0.30；持仓量PCR报0.94；环比变动为+0.06；创业板ETF期权成交额PCR报0.66，环比变动为+0.01；持仓量PCR报0.99，环比变动为+0.05；上证50股指期权成交额PCR报0.39，环比变动为+0.03；持仓量PCR报0.56，环比变动为-0.01；沪深300股指期权成交额PCR报0.38，环比变动为-0.05；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0.38，环比变动为-0.07；持仓量PCR报1.11，环比变动为+0.09。 期权VIX 上证50ETF期权VIX报15.71%，环比变动为+0.00%；沪深300ETF期权（沪市）VIX报15.84%,环比变动为+0.10%；中证500ETF期权（沪市）VIX报19.15%，环比变动为+0.21%；深证100ETF期权VIX报19.08%，环比变动为+0.15%；创业板ETF期权VIX报24.55%，环比变动为+0.01%；上证50股指期权VIX报17.32%，环比变动为+0.14%；沪深300股指期权VIX报17.83%，环比变动为+0.22%；中证1000股指期权VIX报21.15%，环比变动为-0.05%。 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.........................................................................