股指期权日报

股指期权市场概况 期权成交量 2026-02-09，上证50ETF期权成交量为79.33万张；沪深300ETF期权（沪市）成交量为102.48万张；中证500ETF期权（沪市）成交量为190.20万张；深证100ETF期权成交量为4.62万张；创业板ETF期权成交量为142.14万张；上证50股指期权成交量为2.96万张；沪深300股指期权成交量为11.94万张；中证1000期权总成交量为26.69万张。 期权PCR 上证50ETF期权成交额PCR报0.64，环比变动为-0.30；持仓量PCR报0.77，环比变动为+0.04；沪深300ETF期权（沪市）成交额PCR报0.64，环比变动为-0.39；持仓量PCR报0.85，环比变动为+0.06；中证500ETF期权（沪市）成交额PCR报0.70，环比变动为-0.37；持仓量PCR报1.17，环比变动为+0.03；深圳100ETF期权成交额PCR报0.77，环比变动为-0.66；持仓量PCR报1.25；环比变动为+0.09；创业板ETF期权成交额PCR报0.65，环比变动为-0.43；持仓量PCR报1.11，环比变动为+0.10；上证50股指期权成交额PCR报0.34，环比变动为-0.24；持仓量PCR报0.62，环比变动为+0.02；沪深300股指期权成交额PCR报0.46，环比变动为-0.26；持仓量PCR报0.64，环比变动为+0.02；中证1000股指期权成交额PCR报0.54，环比变动为-0.29；持仓量PCR报0.88，环比变动为+0.04。 期权VIX 上证50ETF期权VIX报17.05%，环比变动为-0.47%；沪深300ETF期权（沪市）VIX报17.75%,环比变动为-0.34%；中证500ETF期权（沪市）VIX报25.72%，环比变动为-1.88%；深证100ETF期权VIX报21.66%，环比变动为-0.71%；创业板ETF期权VIX报27.42%，环比变动为-0.43%；上证50股指期权VIX报18.31%，环比变动为-0.12%；沪深300股指期权VIX报19.03%，环比变动为-0.21%；中证1000股指期权VIX报27.00%，环比变动为-0.86%。 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........................................................................