股指期权日报

股指期权市场概况 期权成交量 2026-03-19，上证50ETF期权成交量为90.01万张；沪深300ETF期权（沪市）成交量为121.31万张；中证500ETF期权（沪市）成交量为190.91万张；深证100ETF期权成交量为7.94万张；创业板ETF期权成交量为194.72万张；上证50股指期权成交量为5.57万张；沪深300股指期权成交量为13.91万张；中证1000期权总成交量为46.84万张。 期权PCR 上证50ETF期权成交额PCR报1.38，环比变动为+0.35；持仓量PCR报0.72，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报1.28，环比变动为+0.11；持仓量PCR报0.75，环比变动为-0.05；中证500ETF期权（沪市）成交额PCR报2.06，环比变动为+0.52；持仓量PCR报1.03，环比变动为-0.12；深圳100ETF期权成交额PCR报0.88，环比变动为-0.44；持仓量PCR报1.54；环比变动为+0.16；创业板ETF期权成交额PCR报0.84，环比变动为+0.02；持仓量PCR报1.20，环比变动为-0.14；上证50股指期权成交额PCR报1.29，环比变动为+0.44；持仓量PCR报0.61，环比变动为-0.02；沪深300股指期权成交额PCR报1.16，环比变动为+0.12；持仓量PCR报0.69，环比变动为-0.04；中证1000股指期权成交额PCR报1.64，环比变动为+0.51；持仓量PCR报0.88，环比变动为-0.03。 期权VIX 上证50ETF期权VIX报17.26%，环比变动为+1.43%；沪深300ETF期权（沪市）VIX报18.48%,环比变动为+1.22%；中证500ETF期权（沪市）VIX报27.48%，环比变动为+1.78%；深证100ETF期权VIX报22.81%，环比变动为+1.45%；创业板ETF期权VIX报27.54%，环比变动为+0.02%；上证50股指期权VIX报18.85%，环比变动为+1.77%；沪深300股指期权VIX报19.26%，环比变动为+1.47%；中证1000股指期权VIX报26.55%，环比变动为+1.69%。 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........................................................................