股指期权日报

股指期权市场概况 期权成交量 2026-01-22，上证50ETF期权成交量为94.51万张；沪深300ETF期权（沪市）成交量为132.29万张；中证500ETF期权（沪市）成交量为190.06万张；深证100ETF期权成交量为4.53万张；创业板ETF期权成交量为178.10万张；上证50股指期权成交量为3.25万张；沪深300股指期权成交量为9.17万张；中证1000期权总成交量为18.84万张。 期权PCR 上证50ETF期权成交额PCR报0.76，环比变动为+0.06；持仓量PCR报0.72，环比变动为-0.06；沪深300ETF期权（沪市）成交额PCR报1.00，环比变动为+0.25；持仓量PCR报0.87，环比变动为-0.07；中证500ETF期权（沪市）成交额PCR报0.44，环比变动为-0.01；持仓量PCR报1.44，环比变动为+0.01；深圳100ETF期权成交额PCR报0.48，环比变动为+0.11；持仓量PCR报1.43；环比变动为+0.14；创业板ETF期权成交额PCR报0.71，环比变动为+0.03；持仓量PCR报1.08，环比变动为+0.03；上证50股指期权成交额PCR报0.72，环比变动为+0.20；持仓量PCR报0.63，环比变动为+0.01；沪深300股指期权成交额PCR报0.56，环比变动为+0.16；持仓量PCR报0.67，环比变动为-0.01；中证1000股指期权成交额PCR报0.50，环比变动为-0.02；持仓量PCR报1.00，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报15.92%，环比变动为+0.39%；沪深300ETF期权（沪市）VIX报15.20%,环比变动为-0.28%；中证500ETF期权（沪市）VIX报22.07%，环比变动为+0.79%；深证100ETF期权VIX报19.45%，环比变动为-0.53%；创业板ETF期权VIX报24.81%，环比变动为+0.03%；上证50股指期权VIX报15.98%，环比变动为+0.35%；沪深300股指期权VIX报15.41%，环比变动为+0.03%；中证1000股指期权VIX报20.98%，环比变动为+0.33%。 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.........................................................................