股指期权日报

股指期权市场概况 期权成交量 2025-11-17，上证50ETF期权成交量为78.62万张；沪深300ETF期权（沪市）成交量为104.09万张；中证500ETF期权（沪市）成交量为128.67万张；深证100ETF期权成交量为5.62万张；创业板ETF期权成交量为157.27万张；上证50股指期权成交量为5.03万张；沪深300股指期权成交量为11.20万张；中证1000期权总成交量为27.79万张。 期权PCR 上证50ETF期权成交额PCR报1.05，环比变动为+0.33；持仓量PCR报0.91，环比变动为-0.07；沪深300ETF期权（沪市）成交额PCR报1.22，环比变动为+0.40；持仓量PCR报0.99，环比变动为-0.08；中证500ETF期权（沪市）成交额PCR报1.09，环比变动为+0.13；持仓量PCR报1.18，环比变动为+0.01；深圳100ETF期权成交额PCR报1.51，环比变动为+0.53；持仓量PCR报1.45；环比变动为+0.10；创业板ETF期权成交额PCR报1.31，环比变动为+0.28；持仓量PCR报1.05，环比变动为-0.03；上证50股指期权成交额PCR报0.87，环比变动为+0.43；持仓量PCR报0.70，环比变动为-0.06；沪深300股指期权成交额PCR报0.99，环比变动为+0.42；持仓量PCR报0.81，环比变动为-0.05；中证1000股指期权成交额PCR报0.85，环比变动为+0.01；持仓量PCR报1.07，环比变动为-0.03。 期权VIX 上证50ETF期权VIX报17.52%，环比变动为+0.57%；沪深300ETF期权（沪市）VIX报18.79%,环比变动为+0.26%；中证500ETF期权（沪市）VIX报23.06%，环比变动为-0.07%；深证100ETF期权VIX报23.75%，环比变动为-0.66%；创业板ETF期权VIX报32.26%，环比变动为+0.28%；上证50股指期权VIX报17.67%，环比变动为+0.33%；沪深300股指期权VIX报19.53%，环比变动为+0.71%；中证1000股指期权VIX报22.60%，环比变动为-0.22%。 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........................................................................