股指期权日报
股指期权市场概况 期权成交量 2025-08-28，上证50ETF期权成交量为184.33万张；沪深300ETF期权（沪市）成交量为175.81万张；中证500ETF期权（沪市）成交量为219.90万张；深证100ETF期权成交量为16.68万张；创业板ETF期权成交量为241.43万张；上证50股指期权成交量为6.92万张；沪深300股指期权成交量为17.49万张；中证1000期权总成交量为40.57万张。 期权PCR 上证50ETF期权成交额PCR报0.57，环比变动为+0.09；持仓量PCR报0.93，环比变动为-0.16；沪深300ETF期权（沪市）成交额PCR报0.50，环比变动为+0.11；持仓量PCR报1.21，环比变动为-0.07；中证500ETF期权（沪市）成交额PCR报0.67，环比变动为+0.20；持仓量PCR报1.28，环比变动为-0.29；深圳100ETF期权成交额PCR报0.36，环比变动为+0.02；持仓量PCR报1.05；环比变动为-0.51；创业板ETF期权成交额PCR报0.46，环比变动为+0.11；持仓量PCR报1.28，环比变动为-0.35；上证50股指期权成交额PCR报0.23，环比变动为-0.01；持仓量PCR报0.60，环比变动为-0.02；沪深300股指期权成交额PCR报0.39，环比变动为+0.07；持仓量PCR报0.80，环比变动为-0.02；中证1000股指期权成交额PCR报0.73，环比变动为+0.25；持仓量PCR报1.10，环比变动为-0.04。 期权VIX 上证50ETF期权VIX报24.21%，环比变动为+0.43%；沪深300ETF期权（沪市）VIX报23.95%,环比变动为+0.75%；中证500ETF期权（沪市）VIX报28.27%，环比变动为+0.79%；深证100ETF期权VIX报29.80%，环比变动为+1.59%；创业板ETF期权VIX报34.96%，环比变动为+0.11%；上证50股指期权VIX报24.54%，环比变动为+0.73%；沪深300股指期权VIX报24.69%，环比变动为+1.50%；中证1000股指期权VIX报28.32%，环比变动为+0.18%。 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......................................................................
