股指期权日报

股指期权市场概况 期权成交量 2026-02-05，上证50ETF期权成交量为83.49万张；沪深300ETF期权（沪市）成交量为97.70万张；中证500ETF期权（沪市）成交量为183.68万张；深证100ETF期权成交量为7.43万张；创业板ETF期权成交量为156.86万张；上证50股指期权成交量为3.73万张；沪深300股指期权成交量为10.30万张；中证1000期权总成交量为31.31万张。 期权PCR 上证50ETF期权成交额PCR报0.76，环比变动为+0.03；持仓量PCR报0.76，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报0.97，环比变动为+0.07；持仓量PCR报0.80，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报1.42，环比变动为+0.32；持仓量PCR报1.11，环比变动为-0.08；深圳100ETF期权成交额PCR报1.07，环比变动为-0.05；持仓量PCR报1.23；环比变动为-0.25；创业板ETF期权成交额PCR报1.14，环比变动为+0.16；持仓量PCR报0.98，环比变动为-0.09；上证50股指期权成交额PCR报0.49，环比变动为+0.08；持仓量PCR报0.61，环比变动为-0.01；沪深300股指期权成交额PCR报0.70，环比变动为+0.02；持仓量PCR报0.63，环比变动为-0.01；中证1000股指期权成交额PCR报0.96，环比变动为+0.21；持仓量PCR报0.82，环比变动为-0.03。 期权VIX 上证50ETF期权VIX报17.26%，环比变动为+0.01%；沪深300ETF期权（沪市）VIX报17.92%,环比变动为-0.03%；中证500ETF期权（沪市）VIX报26.96%，环比变动为+1.39%；深证100ETF期权VIX报22.17%，环比变动为+0.20%；创业板ETF期权VIX报27.35%，环比变动为+0.16%；上证50股指期权VIX报18.35%，环比变动为+0.06%；沪深300股指期权VIX报19.08%，环比变动为-0.23%；中证1000股指期权VIX报27.14%，环比变动为+1.26%。 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.........................................................................