股指期权日报

股指期权市场概况 期权成交量 2025-12-01，上证50ETF期权成交量为49.06万张；沪深300ETF期权（沪市）成交量为66.25万张；中证500ETF期权（沪市）成交量为100.12万张；深证100ETF期权成交量为10.60万张；创业板ETF期权成交量为137.05万张；上证50股指期权成交量为2.83万张；沪深300股指期权成交量为7.38万张；中证1000期权总成交量为16.90万张。 期权PCR 上证50ETF期权成交额PCR报0.71，环比变动为-0.21；持仓量PCR报1.05，环比变动为+0.05；沪深300ETF期权（沪市）成交额PCR报0.82，环比变动为-0.30；持仓量PCR报1.17，环比变动为+0.07；中证500ETF期权（沪市）成交额PCR报0.74，环比变动为-0.27；持仓量PCR报1.36，环比变动为+0.05；深圳100ETF期权成交额PCR报1.84，环比变动为-1.85；持仓量PCR报1.37；环比变动为-0.17；创业板ETF期权成交额PCR报0.90，环比变动为-0.19；持仓量PCR报1.39，环比变动为+0.03；上证50股指期权成交额PCR报0.63，环比变动为-0.13；持仓量PCR报0.73，环比变动为+0.04；沪深300股指期权成交额PCR报0.48，环比变动为-0.18；持仓量PCR报0.74，环比变动为+0.04；中证1000股指期权成交额PCR报0.78，环比变动为-0.13；持仓量PCR报0.99，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报14.07%，环比变动为-0.29%；沪深300ETF期权（沪市）VIX报15.34%,环比变动为-0.02%；中证500ETF期权（沪市）VIX报20.35%，环比变动为+0.16%；深证100ETF期权VIX报20.31%，环比变动为+0.67%；创业板ETF期权VIX报27.15%，环比变动为-0.19%；上证50股指期权VIX报14.54%，环比变动为+0.34%；沪深300股指期权VIX报16.10%，环比变动为+0.32%；中证1000股指期权VIX报20.13%，环比变动为+0.26%。 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.........................................................................