股指期权日报

股指期权市场概况 期权成交量 2025-12-31，上证50ETF期权成交量为58.15万张；沪深300ETF期权（沪市）成交量为69.61万张；中证500ETF期权（沪市）成交量为110.51万张；深证100ETF期权成交量为3.60万张；创业板ETF期权成交量为126.47万张；上证50股指期权成交量为2.65万张；沪深300股指期权成交量为9.80万张；中证1000期权总成交量为22.19万张。 期权PCR 上证50ETF期权成交额PCR报0.80，环比变动为-0.01；持仓量PCR报0.92，环比变动为-0.03；沪深300ETF期权（沪市）成交额PCR报0.83，环比变动为+0.04；持仓量PCR报0.92，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报0.51，环比变动为-0.04；持仓量PCR报1.09，环比变动为+0.02；深圳100ETF期权成交额PCR报0.65，环比变动为+0.08；持仓量PCR报1.49；环比变动为-0.10；创业板ETF期权成交额PCR报0.86，环比变动为+0.15；持仓量PCR报1.05，环比变动为-0.08；上证50股指期权成交额PCR报0.49，环比变动为-0.11；持仓量PCR报0.67，环比变动为+0.00；沪深300股指期权成交额PCR报0.52，环比变动为+0.03；持仓量PCR报0.72，环比变动为-0.01；中证1000股指期权成交额PCR报0.58，环比变动为+0.08；持仓量PCR报0.97，环比变动为+0.00。 期权VIX 上证50ETF期权VIX报14.43%，环比变动为-0.37%；沪深300ETF期权（沪市）VIX报16.34%,环比变动为-0.17%；中证500ETF期权（沪市）VIX报20.40%，环比变动为-0.86%；深证100ETF期权VIX报20.59%，环比变动为+0.11%；创业板ETF期权VIX报26.53%，环比变动为+0.15%；上证50股指期权VIX报15.01%，环比变动为-0.32%；沪深300股指期权VIX报16.78%，环比变动为-0.04%；中证1000股指期权VIX报20.24%，环比变动为-0.72%。 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..........................................................................