股指期权日报

股指期权市场概况 期权成交量 2025-12-29，上证50ETF期权成交量为90.46万张；沪深300ETF期权（沪市）成交量为115.17万张；中证500ETF期权（沪市）成交量为159.91万张；深证100ETF期权成交量为4.48万张；创业板ETF期权成交量为115.07万张；上证50股指期权成交量为2.35万张；沪深300股指期权成交量为13.58万张；中证1000期权总成交量为20.27万张。 期权PCR 上证50ETF期权成交额PCR报0.74，环比变动为+0.10；持仓量PCR报0.94，环比变动为-0.07；沪深300ETF期权（沪市）成交额PCR报0.79，环比变动为+0.27；持仓量PCR报0.92，环比变动为-0.02；中证500ETF期权（沪市）成交额PCR报0.56，环比变动为+0.05；持仓量PCR报1.05，环比变动为-0.04；深圳100ETF期权成交额PCR报0.56，环比变动为+0.12；持仓量PCR报1.55；环比变动为+0.19；创业板ETF期权成交额PCR报0.79，环比变动为+0.18；持仓量PCR报1.07，环比变动为-0.05；上证50股指期权成交额PCR报0.43，环比变动为+0.11；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0.45，环比变动为+0.11；持仓量PCR报0.71，环比变动为+0.00；中证1000股指期权成交额PCR报0.47，环比变动为+0.10；持仓量PCR报0.98，环比变动为+0.00。 期权VIX 上证50ETF期权VIX报14.23%，环比变动为+0.34%；沪深300ETF期权（沪市）VIX报16.05%,环比变动为+0.35%；中证500ETF期权（沪市）VIX报20.81%，环比变动为+0.95%；深证100ETF期权VIX报20.57%，环比变动为+0.53%；创业板ETF期权VIX报26.74%，环比变动为+0.18%；上证50股指期权VIX报14.89%，环比变动为+0.21%；沪深300股指期权VIX报16.57%，环比变动为+0.45%；中证1000股指期权VIX报20.47%，环比变动为+1.16%。 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........................................................................