股指期权日报

股指期权市场概况 期权成交量 2026-02-27，上证50ETF期权成交量为64.65万张；沪深300ETF期权（沪市）成交量为69.24万张；中证500ETF期权（沪市）成交量为83.40万张；深证100ETF期权成交量为6.55万张；创业板ETF期权成交量为101.56万张；上证50股指期权成交量为1.86万张；沪深300股指期权成交量为7.01万张；中证1000期权总成交量为22.20万张。 期权PCR 上证50ETF期权成交额PCR报0.79，环比变动为-0.08；持仓量PCR报0.80，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.79，环比变动为+0.01；持仓量PCR报0.82，环比变动为+0.02；中证500ETF期权（沪市）成交额PCR报0.63，环比变动为+0.04；持仓量PCR报1.36，环比变动为+0.09；深圳100ETF期权成交额PCR报1.00，环比变动为-0.05；持仓量PCR报1.60；环比变动为-0.23；创业板ETF期权成交额PCR报0.80，环比变动为+0.06；持仓量PCR报1.21，环比变动为-0.12；上证50股指期权成交额PCR报0.38，环比变动为-0.13；持仓量PCR报0.64，环比变动为+0.00；沪深300股指期权成交额PCR报0.45，环比变动为-0.09；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0.48，环比变动为+0.02；持仓量PCR报1.07，环比变动为+0.04。 期权VIX 上证50ETF期权VIX报14.44%，环比变动为-0.43%；沪深300ETF期权（沪市）VIX报14.62%,环比变动为-0.28%；中证500ETF期权（沪市）VIX报22.55%，环比变动为-0.05%；深证100ETF期权VIX报17.57%，环比变动为-1.19%；创业板ETF期权VIX报22.78%，环比变动为+0.06%；上证50股指期权VIX报15.41%，环比变动为-0.28%；沪深300股指期权VIX报15.76%，环比变动为-0.05%；中证1000股指期权VIX报23.18%，环比变动为-0.53%。 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...........................................................................