股指期权日报

股指期权市场概况 期权成交量 2025-11-04，上证50ETF期权成交量为91.70万张；沪深300ETF期权（沪市）成交量为92.51万张；中证500ETF期权（沪市）成交量为150.17万张；深证100ETF期权成交量为7.27万张；创业板ETF期权成交量为179.24万张；上证50股指期权成交量为3.60万张；沪深300股指期权成交量为12.40万张；中证1000期权总成交量为27.34万张。 期权PCR 上证50ETF期权成交额PCR报0.82，环比变动为-0.07；持仓量PCR报0.89，环比变动为+0.03；沪深300ETF期权（沪市）成交额PCR报1.00，环比变动为+0.06；持仓量PCR报1.00，环比变动为+0.00；中证500ETF期权（沪市）成交额PCR报1.26，环比变动为+0.08；持仓量PCR报1.17，环比变动为-0.09；深圳100ETF期权成交额PCR报1.81，环比变动为+0.42；持仓量PCR报1.46；环比变动为+0.09；创业板ETF期权成交额PCR报0.99，环比变动为-0.05；持仓量PCR报1.03，环比变动为-0.07；上证50股指期权成交额PCR报0.55，环比变动为+0.03；持仓量PCR报0.68，环比变动为+0.02；沪深300股指期权成交额PCR报0.80，环比变动为+0.07；持仓量PCR报0.78，环比变动为+0.00；中证1000股指期权成交额PCR报0.98，环比变动为+0.10；持仓量PCR报0.95，环比变动为-0.09。 期权VIX 上证50ETF期权VIX报17.29%，环比变动为-0.08%；沪深300ETF期权（沪市）VIX报18.42%,环比变动为+0.01%；中证500ETF期权（沪市）VIX报23.33%，环比变动为+0.44%；深证100ETF期权VIX报24.43%，环比变动为+0.22%；创业板ETF期权VIX报34.30%，环比变动为-0.05%；上证50股指期权VIX报17.64%，环比变动为-0.36%；沪深300股指期权VIX报19.03%，环比变动为-0.16%；中证1000股指期权VIX报24.24%，环比变动为+0.32%。 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.........................................................................