股指期权日报

股指期权市场概况 期权成交量 2026-01-28，上证50ETF期权成交量为116.17万张；沪深300ETF期权（沪市）成交量为137.40万张；中证500ETF期权（沪市）成交量为262.63万张；深证100ETF期权成交量为6.07万张；创业板ETF期权成交量为158.75万张；上证50股指期权成交量为3.58万张；沪深300股指期权成交量为11.88万张；中证1000期权总成交量为21.88万张。 期权PCR 上证50ETF期权成交额PCR报0.83，环比变动为+0.17；持仓量PCR报0.73，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.85，环比变动为+0.09；持仓量PCR报0.93，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-0.14；持仓量PCR报1.64，环比变动为+0.14；深圳100ETF期权成交额PCR报0.77，环比变动为-0.15；持仓量PCR报1.13；环比变动为-0.14；创业板ETF期权成交额PCR报0.72，环比变动为+0.06；持仓量PCR报1.09，环比变动为-0.05；上证50股指期权成交额PCR报0.39，环比变动为-0.03；持仓量PCR报0.59，环比变动为-0.01；沪深300股指期权成交额PCR报0.42，环比变动为+0.04；持仓量PCR报0.65，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-0.12；持仓量PCR报0.99，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报18.30%，环比变动为+0.41%；沪深300ETF期权（沪市）VIX报18.35%,环比变动为+0.62%；中证500ETF期权（沪市）VIX报25.91%，环比变动为-0.06%；深证100ETF期权VIX报22.21%，环比变动为+0.28%；创业板ETF期权VIX报26.91%，环比变动为+0.06%；上证50股指期权VIX报18.75%，环比变动为+0.30%；沪深300股指期权VIX报18.94%，环比变动为+0.58%；中证1000股指期权VIX报25.11%，环比变动为+0.29%。 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.....................................................................