股指期权日报

股指期权市场概况 期权成交量 2026-01-30，上证50ETF期权成交量为129.96万张；沪深300ETF期权（沪市）成交量为128.78万张；中证500ETF期权（沪市）成交量为151.38万张；深证100ETF期权成交量为3.86万张；创业板ETF期权成交量为152.31万张；上证50股指期权成交量为6.43万张；沪深300股指期权成交量为13.48万张；中证1000期权总成交量为37.92万张。 期权PCR 上证50ETF期权成交额PCR报0.79，环比变动为+0.23；持仓量PCR报0.77，环比变动为-0.08；沪深300ETF期权（沪市）成交额PCR报0.91，环比变动为+0.20；持仓量PCR报0.84，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报1.31，环比变动为+0.72；持仓量PCR报1.28，环比变动为-0.07；深圳100ETF期权成交额PCR报0.76，环比变动为+0.12；持仓量PCR报1.32；环比变动为+0.13；创业板ETF期权成交额PCR报0.74，环比变动为+0.03；持仓量PCR报1.13，环比变动为+0.08；上证50股指期权成交额PCR报0.45，环比变动为+0.17；持仓量PCR报0.61，环比变动为-0.03；沪深300股指期权成交额PCR报0.53，环比变动为+0.17；持仓量PCR报0.63，环比变动为-0.02；中证1000股指期权成交额PCR报0.78，环比变动为+0.29；持仓量PCR报0.91，环比变动为-0.08。 期权VIX 上证50ETF期权VIX报18.74%，环比变动为+0.39%；沪深300ETF期权（沪市）VIX报18.55%,环比变动为+0.23%；中证500ETF期权（沪市）VIX报25.52%，环比变动为+1.01%；深证100ETF期权VIX报22.62%，环比变动为+0.12%；创业板ETF期权VIX报27.30%，环比变动为+0.03%；上证50股指期权VIX报19.16%，环比变动为+0.55%；沪深300股指期权VIX报19.50%，环比变动为+0.40%；中证1000股指期权VIX报25.45%，环比变动为+1.12%。 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.......................................................................