股指期权日报

股指期权市场概况 期权成交量 2026-03-13，上证50ETF期权成交量为68.35万张；沪深300ETF期权（沪市）成交量为104.13万张；中证500ETF期权（沪市）成交量为162.84万张；深证100ETF期权成交量为6.01万张；创业板ETF期权成交量为145.72万张；上证50股指期权成交量为2.81万张；沪深300股指期权成交量为9.36万张；中证1000期权总成交量为29.37万张。 期权PCR 上证50ETF期权成交额PCR报1.13，环比变动为-0.01；持仓量PCR报0.77，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报0.91，环比变动为-0.26；持仓量PCR报0.85，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报1.50，环比变动为+0.11；持仓量PCR报1.24，环比变动为-0.01；深圳100ETF期权成交额PCR报1.42，环比变动为-0.36；持仓量PCR报1.81；环比变动为+0.02；创业板ETF期权成交额PCR报0.81，环比变动为-0.38；持仓量PCR报1.33，环比变动为+0.00；上证50股指期权成交额PCR报0.84，环比变动为+0.05；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0.55，环比变动为-0.15；持仓量PCR报0.72，环比变动为+0.02；中证1000股指期权成交额PCR报0.91，环比变动为+0.09；持仓量PCR报0.98，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报16.87%，环比变动为+0.99%；沪深300ETF期权（沪市）VIX报17.96%,环比变动为+0.99%；中证500ETF期权（沪市）VIX报26.19%，环比变动为+1.04%；深证100ETF期权VIX报22.44%，环比变动为+1.00%；创业板ETF期权VIX报26.29%，环比变动为-0.38%；上证50股指期权VIX报18.55%，环比变动为+0.92%；沪深300股指期权VIX报19.06%，环比变动为+1.05%；中证1000股指期权VIX报26.70%，环比变动为+0.83%。 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.........................................................................