股指期权日报

股指期权市场概况 期权成交量 2025-10-13，上证50ETF期权成交量为146.85万张；沪深300ETF期权（沪市）成交量为172.73万张；中证500ETF期权（沪市）成交量为182.36万张；深证100ETF期权成交量为11.21万张；创业板ETF期权成交量为246.11万张；上证50股指期权成交量为9.60万张；沪深300股指期权成交量为19.40万张；中证1000期权总成交量为44.82万张。 期权PCR 上证50ETF期权成交额PCR报0.98，环比变动为+0.38；持仓量PCR报0.75，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报1.14，环比变动为+0.40；持仓量PCR报0.92，环比变动为-0.06；中证500ETF期权（沪市）成交额PCR报0.97，环比变动为+0.20；持仓量PCR报1.27，环比变动为+0.03；深圳100ETF期权成交额PCR报1.38，环比变动为+0.43；持仓量PCR报1.21；环比变动为+0.04；创业板ETF期权成交额PCR报1.38，环比变动为+0.19；持仓量PCR报0.98，环比变动为-0.07；上证50股指期权成交额PCR报0.54，环比变动为+0.14；持仓量PCR报0.73，环比变动为+0.00；沪深300股指期权成交额PCR报0.81，环比变动为+0.26；持仓量PCR报0.89，环比变动为-0.01；中证1000股指期权成交额PCR报1.06，环比变动为+0.23；持仓量PCR报0.99，环比变动为+0.00。 期权VIX 上证50ETF期权VIX报19.91%，环比变动为+1.39%；沪深300ETF期权（沪市）VIX报20.55%,环比变动为+1.74%；中证500ETF期权（沪市）VIX报25.02%，环比变动为+1.90%；深证100ETF期权VIX报28.50%，环比变动为+2.94%；创业板ETF期权VIX报35.88%，环比变动为+0.19%；上证50股指期权VIX报19.93%，环比变动为+1.09%；沪深300股指期权VIX报21.07%，环比变动为+1.67%；中证1000股指期权VIX报25.22%，环比变动为+1.80%。 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......................................................................