股指期权日报

股指期权市场概况 期权成交量 2025-09-30，上证50ETF期权成交量为147.37万张；沪深300ETF期权（沪市）成交量为144.72万张；中证500ETF期权（沪市）成交量为152.95万张；深证100ETF期权成交量为12.79万张；创业板ETF期权成交量为137.49万张；上证50股指期权成交量为5.18万张；沪深300股指期权成交量为17.60万张；中证1000期权总成交量为26.77万张。 期权PCR 上证50ETF期权成交额PCR报0.45，环比变动为-0.03；持仓量PCR报0.80，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.42，环比变动为-0.05；持仓量PCR报1.08，环比变动为+0.01；中证500ETF期权（沪市）成交额PCR报0.51，环比变动为-0.12；持仓量PCR报1.31，环比变动为+0.03；深圳100ETF期权成交额PCR报0.71，环比变动为-0.01；持仓量PCR报1.18；环比变动为+0.01；创业板ETF期权成交额PCR报0.62，环比变动为+0.03；持仓量PCR报1.33，环比变动为+0.00；上证50股指期权成交额PCR报0.28，环比变动为+0.00；持仓量PCR报0.74，环比变动为+0.04；沪深300股指期权成交额PCR报0.26，环比变动为-0.05；持仓量PCR报0.94，环比变动为+0.02；中证1000股指期权成交额PCR报0.46，环比变动为-0.20；持仓量PCR报1.07，环比变动为+0.08。 期权VIX 上证50ETF期权VIX报18.30%，环比变动为-0.43%；沪深300ETF期权（沪市）VIX报19.02%,环比变动为-0.66%；中证500ETF期权（沪市）VIX报23.66%，环比变动为-0.62%；深证100ETF期权VIX报26.35%，环比变动为-0.88%；创业板ETF期权VIX报35.92%，环比变动为+0.03%；上证50股指期权VIX报18.26%，环比变动为-0.28%；沪深300股指期权VIX报18.87%，环比变动为-0.30%；中证1000股指期权VIX报23.93%，环比变动为-0.77%。 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......................................................................