股指期权日报

股指期权市场概况 期权成交量 2025-08-18，上证50ETF期权成交量为187.62万张；沪深300ETF期权（沪市）成交量为182.20万张；中证500ETF期权（沪市）成交量为234.48万张；深证100ETF期权成交量为17.70万张；创业板ETF期权成交量为327.28万张；上证50股指期权成交量为5.56万张；沪深300股指期权成交量为16.05万张；中证1000期权总成交量为35.94万张。 期权PCR 上证50ETF期权成交额PCR报0.40，环比变动为-0.09；持仓量PCR报1.08，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.40，环比变动为-0.13；持仓量PCR报1.23，环比变动为+0.05；中证500ETF期权（沪市）成交额PCR报0.38，环比变动为-0.08；持仓量PCR报1.44，环比变动为+0.03；深圳100ETF期权成交额PCR报0.44，环比变动为-0.17；持仓量PCR报1.20；环比变动为-0.12；创业板ETF期权成交额PCR报0.29，环比变动为-0.05；持仓量PCR报1.65，环比变动为+0.13；上证50股指期权成交额PCR报0.26，环比变动为-0.12；持仓量PCR报0.58，环比变动为-0.02；沪深300股指期权成交额PCR报0.32，环比变动为-0.01；持仓量PCR报0.80，环比变动为-0.11；中证1000股指期权成交额PCR报0.32，环比变动为-0.05；持仓量PCR报1.03，环比变动为-0.25。 期权VIX 上证50ETF期权VIX报21.64%，环比变动为+2.02%；沪深300ETF期权（沪市）VIX报21.50%,环比变动为+1.52%；中证500ETF期权（沪市）VIX报27.11%，环比变动为+3.42%；深证100ETF期权VIX报26.12%，环比变动为+2.69%；创业板ETF期权VIX报33.85%，环比变动为-0.05%；上证50股指期权VIX报21.66%，环比变动为+1.38%；沪深300股指期权VIX报22.23%，环比变动为+1.10%；中证1000股指期权VIX报28.27%，环比变动为+4.35%。 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......................................................................