股指期权日报

股指期权市场概况 期权成交量 2025-12-25，上证50ETF期权成交量为88.08万张；沪深300ETF期权（沪市）成交量为101.59万张；中证500ETF期权（沪市）成交量为117.65万张；深证100ETF期权成交量为8.83万张；创业板ETF期权成交量为176.39万张；上证50股指期权成交量为1.88万张；沪深300股指期权成交量为9.46万张；中证1000期权总成交量为23.96万张。 期权PCR 上证50ETF期权成交额PCR报0.74，环比变动为+0.19；持仓量PCR报0.99，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报0.55，环比变动为-0.06；持仓量PCR报0.93，环比变动为-0.18；中证500ETF期权（沪市）成交额PCR报0.54，环比变动为+0.04；持仓量PCR报1.10，环比变动为-0.22；深圳100ETF期权成交额PCR报0.62，环比变动为+0.10；持仓量PCR报1.43；环比变动为+0.03；创业板ETF期权成交额PCR报0.73，环比变动为+0.16；持仓量PCR报1.11，环比变动为-0.39；上证50股指期权成交额PCR报0.47，环比变动为-0.03；持仓量PCR报0.66，环比变动为+0.01；沪深300股指期权成交额PCR报0.41，环比变动为-0.08；持仓量PCR报0.69，环比变动为+0.01；中证1000股指期权成交额PCR报0.44，环比变动为-0.08；持仓量PCR报0.99，环比变动为+0.00。 期权VIX 上证50ETF期权VIX报13.41%，环比变动为-0.22%；沪深300ETF期权（沪市）VIX报15.20%,环比变动为-0.37%；中证500ETF期权（沪市）VIX报19.32%，环比变动为-0.26%；深证100ETF期权VIX报19.46%，环比变动为-0.74%；创业板ETF期权VIX报25.06%，环比变动为+0.16%；上证50股指期权VIX报14.43%，环比变动为-0.43%；沪深300股指期权VIX报15.94%，环比变动为-0.36%；中证1000股指期权VIX报19.09%，环比变动为-0.40%。 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.........................................................................