股指期权日报

股指期权市场概况 期权成交量 2025-12-05，上证50ETF期权成交量为51.16万张；沪深300ETF期权（沪市）成交量为72.01万张；中证500ETF期权（沪市）成交量为95.28万张；深证100ETF期权成交量为9.43万张；创业板ETF期权成交量为186.16万张；上证50股指期权成交量为3.48万张；沪深300股指期权成交量为8.30万张；中证1000期权总成交量为27.12万张。 期权PCR 上证50ETF期权成交额PCR报0.68，环比变动为-0.15；持仓量PCR报1.07，环比变动为+0.09；沪深300ETF期权（沪市）成交额PCR报0.75，环比变动为-0.15；持仓量PCR报1.13，环比变动为+0.05；中证500ETF期权（沪市）成交额PCR报0.83，环比变动为-0.27；持仓量PCR报1.28，环比变动为+0.05；深圳100ETF期权成交额PCR报1.14，环比变动为-1.02；持仓量PCR报1.30；环比变动为-0.04；创业板ETF期权成交额PCR报0.75，环比变动为-0.29；持仓量PCR报1.40，环比变动为+0.09；上证50股指期权成交额PCR报0.42，环比变动为-0.19；持仓量PCR报0.74，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-0.10；持仓量PCR报0.79，环比变动为+0.05；中证1000股指期权成交额PCR报0.72，环比变动为-0.28；持仓量PCR报0.95，环比变动为+0.06。 期权VIX 上证50ETF期权VIX报13.69%，环比变动为-0.07%；沪深300ETF期权（沪市）VIX报15.11%,环比变动为-0.22%；中证500ETF期权（沪市）VIX报19.23%，环比变动为-0.64%；深证100ETF期权VIX报19.11%，环比变动为-0.20%；创业板ETF期权VIX报25.04%，环比变动为-0.29%；上证50股指期权VIX报14.46%，环比变动为-0.12%；沪深300股指期权VIX报15.67%，环比变动为-0.16%；中证1000股指期权VIX报19.15%，环比变动为-0.58%。 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...........................................................................