股指期权日报

股指期权市场概况 期权成交量 2025-09-11，上证50ETF期权成交量为95.89万张；沪深300ETF期权（沪市）成交量为115.36万张；中证500ETF期权（沪市）成交量为169.68万张；深证100ETF期权成交量为11.73万张；创业板ETF期权成交量为328.33万张；上证50股指期权成交量为5.37万张；沪深300股指期权成交量为11.94万张；中证1000期权总成交量为42.96万张。 期权PCR 上证50ETF期权成交额PCR报0.54，环比变动为-0.15；持仓量PCR报0.91，环比变动为+0.05；沪深300ETF期权（沪市）成交额PCR报0.47，环比变动为-0.21；持仓量PCR报1.29，环比变动为+0.17；中证500ETF期权（沪市）成交额PCR报0.53，环比变动为-0.24；持仓量PCR报1.24，环比变动为+0.03；深圳100ETF期权成交额PCR报0.37，环比变动为-0.35；持仓量PCR报1.33；环比变动为+0.20；创业板ETF期权成交额PCR报0.35，环比变动为-0.21；持仓量PCR报1.41，环比变动为+0.23；上证50股指期权成交额PCR报0.28，环比变动为-0.07；持仓量PCR报0.67，环比变动为+0.02；沪深300股指期权成交额PCR报0.27，环比变动为-0.11；持仓量PCR报0.86，环比变动为+0.04；中证1000股指期权成交额PCR报0.56，环比变动为-0.15；持仓量PCR报1.08，环比变动为+0.09。 期权VIX 上证50ETF期权VIX报19.68%，环比变动为+2.19%；沪深300ETF期权（沪市）VIX报19.31%,环比变动为+1.25%；中证500ETF期权（沪市）VIX报25.01%，环比变动为+1.07%；深证100ETF期权VIX报25.57%，环比变动为+1.51%；创业板ETF期权VIX报35.28%，环比变动为-0.21%；上证50股指期权VIX报20.12%，环比变动为+1.05%；沪深300股指期权VIX报20.31%，环比变动为+1.44%；中证1000股指期权VIX报25.61%，环比变动为+0.59%。 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.......................................................................