股指期权日报

股指期权市场概况 期权成交量 2025-10-24，上证50ETF期权成交量为90.06万张；沪深300ETF期权（沪市）成交量为92.99万张；中证500ETF期权（沪市）成交量为114.85万张；深证100ETF期权成交量为4.77万张；创业板ETF期权成交量为178.55万张；上证50股指期权成交量为3.76万张；沪深300股指期权成交量为10.41万张；中证1000期权总成交量为22.37万张。 期权PCR 上证50ETF期权成交额PCR报0.50，环比变动为-0.23；持仓量PCR报0.97，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报0.58，环比变动为-0.31；持仓量PCR报1.13，环比变动为+0.06；中证500ETF期权（沪市）成交额PCR报0.73，环比变动为-0.63；持仓量PCR报1.25，环比变动为-0.11；深圳100ETF期权成交额PCR报0.61，环比变动为-0.70；持仓量PCR报1.25；环比变动为-0.04；创业板ETF期权成交额PCR报0.52，环比变动为-0.63；持仓量PCR报1.31，环比变动为+0.14；上证50股指期权成交额PCR报0.31，环比变动为-0.12；持仓量PCR报0.68，环比变动为+0.00；沪深300股指期权成交额PCR报0.37，环比变动为-0.19；持仓量PCR报0.80，环比变动为+0.06；中证1000股指期权成交额PCR报0.66，环比变动为-0.49；持仓量PCR报0.95，环比变动为+0.06。 期权VIX 上证50ETF期权VIX报16.87%，环比变动为-0.09%；沪深300ETF期权（沪市）VIX报17.69%,环比变动为-0.75%；中证500ETF期权（沪市）VIX报22.19%，环比变动为-1.38%；深证100ETF期权VIX报24.42%，环比变动为-0.82%；创业板ETF期权VIX报29.88%，环比变动为-0.63%；上证50股指期权VIX报17.51%，环比变动为-0.16%；沪深300股指期权VIX报18.42%，环比变动为-0.77%；中证1000股指期权VIX报23.00%，环比变动为-0.99%。 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.........................................................................