股指期权日报

股指期权市场概况 期权成交量 2025-12-16，上证50ETF期权成交量为85.22万张；沪深300ETF期权（沪市）成交量为97.58万张；中证500ETF期权（沪市）成交量为112.84万张；深证100ETF期权成交量为6.57万张；创业板ETF期权成交量为278.12万张；上证50股指期权成交量为5.86万张；沪深300股指期权成交量为11.97万张；中证1000期权总成交量为40.07万张。 期权PCR 上证50ETF期权成交额PCR报1.29，环比变动为+0.55；持仓量PCR报0.87，环比变动为-0.18；沪深300ETF期权（沪市）成交额PCR报1.53，环比变动为+0.58；持仓量PCR报0.92，环比变动为-0.16；中证500ETF期权（沪市）成交额PCR报1.26，环比变动为+0.44；持仓量PCR报1.09，环比变动为-0.14；深圳100ETF期权成交额PCR报1.47，环比变动为+0.59；持仓量PCR报1.29；环比变动为+0.02；创业板ETF期权成交额PCR报1.51，环比变动为+0.59；持仓量PCR报1.18，环比变动为-0.17；上证50股指期权成交额PCR报1.07，环比变动为+0.57；持仓量PCR报0.70，环比变动为-0.05；沪深300股指期权成交额PCR报1.15，环比变动为+0.61；持仓量PCR报0.75，环比变动为-0.06；中证1000股指期权成交额PCR报1.42，环比变动为+0.57；持仓量PCR报0.90，环比变动为-0.07。 期权VIX 上证50ETF期权VIX报15.06%，环比变动为+0.83%；沪深300ETF期权（沪市）VIX报16.27%,环比变动为+0.66%；中证500ETF期权（沪市）VIX报20.58%，环比变动为+1.16%；深证100ETF期权VIX报21.18%，环比变动为+0.91%；创业板ETF期权VIX报27.36%，环比变动为+0.59%；上证50股指期权VIX报15.12%，环比变动为+0.97%；沪深300股指期权VIX报16.59%，环比变动为+0.43%；中证1000股指期权VIX报20.19%，环比变动为+0.90%。 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.........................................................................