股指期权日报

股指期权市场概况 期权成交量 2026-01-08，上证50ETF期权成交量为106.83万张；沪深300ETF期权（沪市）成交量为110.11万张；中证500ETF期权（沪市）成交量为162.05万张；深证100ETF期权成交量为4.82万张；创业板ETF期权成交量为141.52万张；上证50股指期权成交量为4.68万张；沪深300股指期权成交量为15.12万张；中证1000期权总成交量为35.66万张。 期权PCR 上证50ETF期权成交额PCR报0.71，环比变动为+0.17；持仓量PCR报0.96，环比变动为-0.06；沪深300ETF期权（沪市）成交额PCR报0.80，环比变动为+0.32；持仓量PCR报1.00，环比变动为-0.05；中证500ETF期权（沪市）成交额PCR报0.48，环比变动为+0.11；持仓量PCR报1.37，环比变动为+0.07；深圳100ETF期权成交额PCR报0.67，环比变动为+0.28；持仓量PCR报1.23；环比变动为-0.23；创业板ETF期权成交额PCR报0.64，环比变动为+0.12；持仓量PCR报1.09，环比变动为-0.07；上证50股指期权成交额PCR报0.35，环比变动为+0.13；持仓量PCR报0.72，环比变动为-0.03；沪深300股指期权成交额PCR报0.42，环比变动为+0.09；持仓量PCR报0.76，环比变动为-0.07；中证1000股指期权成交额PCR报0.40，环比变动为+0.05；持仓量PCR报1.16，环比变动为+0.05。 期权VIX 上证50ETF期权VIX报17.30%，环比变动为-0.58%；沪深300ETF期权（沪市）VIX报18.07%,环比变动为-0.21%；中证500ETF期权（沪市）VIX报22.91%，环比变动为-0.11%；深证100ETF期权VIX报21.57%，环比变动为+0.14%；创业板ETF期权VIX报27.71%，环比变动为+0.12%；上证50股指期权VIX报17.53%，环比变动为-0.66%；沪深300股指期权VIX报18.08%，环比变动为+0.08%；中证1000股指期权VIX报21.30%，环比变动为-0.34%。 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.......................................................................