股指期权日报

股指期权市场概况 期权成交量 2025-10-15，上证50ETF期权成交量为187.13万张；沪深300ETF期权（沪市）成交量为244.32万张；中证500ETF期权（沪市）成交量为290.55万张；深证100ETF期权成交量为13.09万张；创业板ETF期权成交量为248.48万张；上证50股指期权成交量为8.43万张；沪深300股指期权成交量为25.10万张；中证1000期权总成交量为42.12万张。 期权PCR 上证50ETF期权成交额PCR报0.74，环比变动为-0.24；持仓量PCR报0.74，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报1.11，环比变动为-0.03；持仓量PCR报0.92，环比变动为+0.00；中证500ETF期权（沪市）成交额PCR报1.12，环比变动为+0.15；持仓量PCR报1.06，环比变动为-0.21；深圳100ETF期权成交额PCR报1.65，环比变动为+0.27；持仓量PCR报1.21；环比变动为+0.00；创业板ETF期权成交额PCR报1.52，环比变动为+0.13；持仓量PCR报0.86，环比变动为-0.12；上证50股指期权成交额PCR报0.50，环比变动为-0.04；持仓量PCR报0.72，环比变动为+0.00；沪深300股指期权成交额PCR报0.86，环比变动为+0.05；持仓量PCR报0.84，环比变动为-0.05；中证1000股指期权成交额PCR报1.09，环比变动为+0.03；持仓量PCR报0.91，环比变动为-0.08。 期权VIX 上证50ETF期权VIX报19.83%，环比变动为-0.08%；沪深300ETF期权（沪市）VIX报20.93%,环比变动为+0.37%；中证500ETF期权（沪市）VIX报26.33%，环比变动为+1.30%；深证100ETF期权VIX报28.83%，环比变动为+0.33%；创业板ETF期权VIX报34.14%，环比变动为+0.13%；上证50股指期权VIX报19.92%，环比变动为-0.01%；沪深300股指期权VIX报21.94%，环比变动为+0.87%；中证1000股指期权VIX报25.55%，环比变动为+0.33%。 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......................................................................