股指期权日报

股指期权市场概况 期权成交量 2026-01-26，上证50ETF期权成交量为124.64万张；沪深300ETF期权（沪市）成交量为139.32万张；中证500ETF期权（沪市）成交量为237.37万张；深证100ETF期权成交量为5.79万张；创业板ETF期权成交量为181.59万张；上证50股指期权成交量为7.02万张；沪深300股指期权成交量为12.20万张；中证1000期权总成交量为32.47万张。 期权PCR 上证50ETF期权成交额PCR报0.69，环比变动为-0.30；持仓量PCR报0.76，环比变动为+0.06；沪深300ETF期权（沪市）成交额PCR报0.78，环比变动为-0.05；持仓量PCR报0.91，环比变动为+0.00；中证500ETF期权（沪市）成交额PCR报0.51，环比变动为+0.23；持仓量PCR报1.35，环比变动为-0.14；深圳100ETF期权成交额PCR报0.64，环比变动为-0.08；持仓量PCR报1.30；环比变动为-0.10；创业板ETF期权成交额PCR报0.70，环比变动为+0.21；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0.42，环比变动为-0.25；持仓量PCR报0.58，环比变动为+0.00；沪深300股指期权成交额PCR报0.38，环比变动为-0.14；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0.48，环比变动为+0.16；持仓量PCR报1.02，环比变动为-0.02。 期权VIX 上证50ETF期权VIX报19.29%，环比变动为+1.71%；沪深300ETF期权（沪市）VIX报18.70%,环比变动为+1.33%；中证500ETF期权（沪市）VIX报26.23%，环比变动为+1.54%；深证100ETF期权VIX报22.87%，环比变动为+1.90%；创业板ETF期权VIX报27.52%，环比变动为+0.21%；上证50股指期权VIX报19.79%，环比变动为+1.16%；沪深300股指期权VIX报18.95%，环比变动为+1.55%；中证1000股指期权VIX报24.65%，环比变动为+1.37%。 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.......................................................................