股指期权日报

股指期权市场概况 期权成交量 2025-11-13，上证50ETF期权成交量为91.56万张；沪深300ETF期权（沪市）成交量为112.55万张；中证500ETF期权（沪市）成交量为177.75万张；深证100ETF期权成交量为4.99万张；创业板ETF期权成交量为213.08万张；上证50股指期权成交量为4.10万张；沪深300股指期权成交量为12.11万张；中证1000期权总成交量为30.85万张。 期权PCR 上证50ETF期权成交额PCR报0.57，环比变动为-0.10；持仓量PCR报1.04，环比变动为+0.06；沪深300ETF期权（沪市）成交额PCR报0.68，环比变动为-0.26；持仓量PCR报1.15，环比变动为+0.08；中证500ETF期权（沪市）成交额PCR报0.68，环比变动为-0.43；持仓量PCR报1.29，环比变动为+0.17；深圳100ETF期权成交额PCR报1.64，环比变动为+0.17；持仓量PCR报1.55；环比变动为+0.28；创业板ETF期权成交额PCR报0.70，环比变动为-0.63；持仓量PCR报1.21，环比变动为+0.17；上证50股指期权成交额PCR报0.33，环比变动为-0.04；持仓量PCR报0.79，环比变动为+0.03；沪深300股指期权成交额PCR报0.39，环比变动为-0.26；持仓量PCR报0.89，环比变动为+0.05；中证1000股指期权成交额PCR报0.65，环比变动为-0.33；持仓量PCR报1.14，环比变动为+0.10。 期权VIX 上证50ETF期权VIX报16.90%，环比变动为-0.34%；沪深300ETF期权（沪市）VIX报18.49%,环比变动为-0.22%；中证500ETF期权（沪市）VIX报22.88%，环比变动为-0.57%；深证100ETF期权VIX报24.04%，环比变动为-0.48%；创业板ETF期权VIX报32.70%，环比变动为-0.63%；上证50股指期权VIX报17.45%，环比变动为-0.32%；沪深300股指期权VIX报18.96%，环比变动为-0.27%；中证1000股指期权VIX报23.03%，环比变动为-0.68%。 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........................................................................