股指期权日报

股指期权市场概况 期权成交量 2026-01-16，上证50ETF期权成交量为95.13万张；沪深300ETF期权（沪市）成交量为125.32万张；中证500ETF期权（沪市）成交量为220.65万张；深证100ETF期权成交量为7.35万张；创业板ETF期权成交量为190.71万张；上证50股指期权成交量为6.22万张；沪深300股指期权成交量为16.40万张；中证1000期权总成交量为42.48万张。 期权PCR 上证50ETF期权成交额PCR报0.81，环比变动为+0.09；持仓量PCR报0.82，环比变动为-0.07；沪深300ETF期权（沪市）成交额PCR报0.68，环比变动为-0.02；持仓量PCR报0.89，环比变动为-0.05；中证500ETF期权（沪市）成交额PCR报0.56，环比变动为-0.02；持仓量PCR报1.28，环比变动为-0.01；深圳100ETF期权成交额PCR报0.49，环比变动为-0.07；持仓量PCR报1.26；环比变动为-0.03；创业板ETF期权成交额PCR报0.49，环比变动为-0.10；持仓量PCR报1.05，环比变动为-0.05；上证50股指期权成交额PCR报0.54，环比变动为+0.05；持仓量PCR报0.62，环比变动为-0.03；沪深300股指期权成交额PCR报0.36，环比变动为-0.03；持仓量PCR报0.75，环比变动为+0.00；中证1000股指期权成交额PCR报0.46，环比变动为-0.11；持仓量PCR报1.09，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报16.73%，环比变动为+0.14%；沪深300ETF期权（沪市）VIX报18.16%,环比变动为-0.37%；中证500ETF期权（沪市）VIX报24.04%，环比变动为-2.18%；深证100ETF期权VIX报21.59%，环比变动为-0.68%；创业板ETF期权VIX报28.45%，环比变动为-0.10%；上证50股指期权VIX报17.17%，环比变动为-0.02%；沪深300股指期权VIX报18.27%，环比变动为-0.40%；中证1000股指期权VIX报23.32%，环比变动为-1.33%。 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........................................................................