股指期权日报

股指期权市场概况 期权成交量 2025-11-27，上证50ETF期权成交量为69.21万张；沪深300ETF期权（沪市）成交量为104.87万张；中证500ETF期权（沪市）成交量为123.69万张；深证100ETF期权成交量为8.37万张；创业板ETF期权成交量为198.59万张；上证50股指期权成交量为2.17万张；沪深300股指期权成交量为8.20万张；中证1000期权总成交量为18.41万张。 期权PCR 上证50ETF期权成交额PCR报0.81，环比变动为-0.07；持仓量PCR报1.00，环比变动为+0.16；沪深300ETF期权（沪市）成交额PCR报0.95，环比变动为-0.11；持仓量PCR报1.09，环比变动为+0.18；中证500ETF期权（沪市）成交额PCR报1.09，环比变动为+0.08；持仓量PCR报1.27，环比变动为+0.23；深圳100ETF期权成交额PCR报1.27，环比变动为-0.11；持仓量PCR报1.51；环比变动为+0.26；创业板ETF期权成交额PCR报0.99，环比变动为+0.16；持仓量PCR报1.32，环比变动为+0.20；上证50股指期权成交额PCR报0.55，环比变动为+0.05；持仓量PCR报0.71，环比变动为+0.01；沪深300股指期权成交额PCR报0.54，环比变动为-0.08；持仓量PCR报0.71，环比变动为+0.01；中证1000股指期权成交额PCR报0.95，环比变动为+0.01；持仓量PCR报0.94，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报14.68%，环比变动为-0.74%；沪深300ETF期权（沪市）VIX报15.65%,环比变动为-0.71%；中证500ETF期权（沪市）VIX报20.90%，环比变动为-0.70%；深证100ETF期权VIX报20.63%，环比变动为-0.57%；创业板ETF期权VIX报28.42%，环比变动为+0.16%；上证50股指期权VIX报14.70%，环比变动为-0.31%；沪深300股指期权VIX报16.25%，环比变动为-0.13%；中证1000股指期权VIX报20.73%，环比变动为-0.21%。 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.........................................................................