股指期权日报

股指期权市场概况 期权成交量 2026-02-24，上证50ETF期权成交量为113.55万张；沪深300ETF期权（沪市）成交量为120.21万张；中证500ETF期权（沪市）成交量为134.98万张；深证100ETF期权成交量为6.12万张；创业板ETF期权成交量为149.13万张；上证50股指期权成交量为5.12万张；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31.06万张。 期权PCR 上证50ETF期权成交额PCR报0.81，环比变动为-0.19；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0.81，环比变动为-0.29；持仓量PCR报0.78，环比变动为-0.03；中证500ETF期权（沪市）成交额PCR报0.62，环比变动为-0.20；持仓量PCR报1.14，环比变动为-0.03；深圳100ETF期权成交额PCR报1.03，环比变动为-0.15；持仓量PCR报1.36；环比变动为-0.08；创业板ETF期权成交额PCR报0.68，环比变动为-0.23；持仓量PCR报1.13，环比变动为+0.04；上证50股指期权成交额PCR报0.71，环比变动为-0.01；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0.56，环比变动为-0.14；持仓量PCR报0.62，环比变动为-0.03；中证1000股指期权成交额PCR报0.63，环比变动为+0.06；持仓量PCR报0.82，环比变动为-0.15。 期权VIX 上证50ETF期权VIX报16.37%，环比变动为-1.47%；沪深300ETF期权（沪市）VIX报16.61%,环比变动为-1.63%；中证500ETF期权（沪市）VIX报25.27%，环比变动为-2.01%；深证100ETF期权VIX报20.12%，环比变动为-1.85%；创业板ETF期权VIX报25.93%，环比变动为-0.23%；上证50股指期权VIX报17.28%，环比变动为-1.75%；沪深300股指期权VIX报17.97%，环比变动为-1.97%；中证1000股指期权VIX报26.17%，环比变动为-1.32%。 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.......................................................................