股指期权日报

股指期权市场概况 期权成交量 2025-12-11，上证50ETF期权成交量为76.59万张；沪深300ETF期权（沪市）成交量为112.35万张；中证500ETF期权（沪市）成交量为129.65万张；深证100ETF期权成交量为8.14万张；创业板ETF期权成交量为215.97万张；上证50股指期权成交量为2.58万张；沪深300股指期权成交量为11.79万张；中证1000期权总成交量为24.00万张。 期权PCR 上证50ETF期权成交额PCR报0.83，环比变动为-0.02；持仓量PCR报0.93，环比变动为-0.05；沪深300ETF期权（沪市）成交额PCR报0.92，环比变动为-0.08；持仓量PCR报1.01，环比变动为-0.09；中证500ETF期权（沪市）成交额PCR报0.88，环比变动为-0.05；持仓量PCR报1.17，环比变动为-0.06；深圳100ETF期权成交额PCR报0.41，环比变动为-0.50；持仓量PCR报1.33；环比变动为-0.01；创业板ETF期权成交额PCR报0.73，环比变动为-0.09；持仓量PCR报1.48，环比变动为-0.03；上证50股指期权成交额PCR报0.66，环比变动为-0.18；持仓量PCR报0.69，环比变动为+0.00；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0.77，环比变动为-0.01；中证1000股指期权成交额PCR报0.83，环比变动为+0.07；持仓量PCR报0.94，环比变动为-0.04。 期权VIX 上证50ETF期权VIX报14.36%，环比变动为+0.11%；沪深300ETF期权（沪市）VIX报16.04%,环比变动为+0.36%；中证500ETF期权（沪市）VIX报19.78%，环比变动为+0.47%；深证100ETF期权VIX报20.33%，环比变动为+0.52%；创业板ETF期权VIX报27.22%，环比变动为-0.09%；上证50股指期权VIX报15.11%，环比变动为+0.42%；沪深300股指期权VIX报16.59%，环比变动为+0.05%；中证1000股指期权VIX报19.81%，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........................................................................