股指期权日报

股指期权市场概况 期权成交量 2025-11-21，上证50ETF期权成交量为97.85万张；沪深300ETF期权（沪市）成交量为116.77万张；中证500ETF期权（沪市）成交量为160.34万张；深证100ETF期权成交量为12.89万张；创业板ETF期权成交量为346.29万张；上证50股指期权成交量为9.09万张；沪深300股指期权成交量为17.28万张；中证1000期权总成交量为54.63万张。 期权PCR 上证50ETF期权成交额PCR报1.18，环比变动为+0.36；持仓量PCR报0.78，环比变动为-0.09；沪深300ETF期权（沪市）成交额PCR报1.95，环比变动为+0.87；持仓量PCR报0.85，环比变动为-0.06；中证500ETF期权（沪市）成交额PCR报1.79，环比变动为+0.63；持仓量PCR报0.97，环比变动为-0.07；深圳100ETF期权成交额PCR报2.51，环比变动为+1.03；持仓量PCR报1.29；环比变动为+0.00；创业板ETF期权成交额PCR报2.09，环比变动为+1.00；持仓量PCR报0.88，环比变动为-0.09；上证50股指期权成交额PCR报0.91，环比变动为+0.39；持仓量PCR报0.68，环比变动为-0.06；沪深300股指期权成交额PCR报1.29，环比变动为+0.65；持仓量PCR报0.71，环比变动为-0.08；中证1000股指期权成交额PCR报1.57，环比变动为+0.64；持仓量PCR报0.79，环比变动为-0.10。 期权VIX 上证50ETF期权VIX报17.81%，环比变动为+0.64%；沪深300ETF期权（沪市）VIX报20.22%,环比变动为+2.00%；中证500ETF期权（沪市）VIX报26.80%，环比变动为+3.42%；深证100ETF期权VIX报25.21%，环比变动为+2.29%；创业板ETF期权VIX报33.71%，环比变动为+1.00%；上证50股指期权VIX报18.26%，环比变动为+1.09%；沪深300股指期权VIX报20.34%，环比变动为+1.45%；中证1000股指期权VIX报25.34%，环比变动为+2.45%。 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.......................................................................