股指期权日报

股指期权市场概况 期权成交量 2026-03-27，上证50ETF期权成交量为113.37万张；沪深300ETF期权（沪市）成交量为89.71万张；中证500ETF期权（沪市）成交量为140.96万张；深证100ETF期权成交量为4.99万张；创业板ETF期权成交量为120.08万张；上证50股指期权成交量为2.18万张；沪深300股指期权成交量为7.37万张；中证1000期权总成交量为29.49万张。 期权PCR 上证50ETF期权成交额PCR报1.20，环比变动为+0.08；持仓量PCR报0.73，环比变动为+0.03；沪深300ETF期权（沪市）成交额PCR报1.48，环比变动为+0.14；持仓量PCR报0.71，环比变动为+0.01；中证500ETF期权（沪市）成交额PCR报1.27，环比变动为-0.35；持仓量PCR报0.94，环比变动为-0.01；深圳100ETF期权成交额PCR报1.89，环比变动为+0.01；持仓量PCR报0.95；环比变动为-0.03；创业板ETF期权成交额PCR报1.16，环比变动为+0.03；持仓量PCR报1.08，环比变动为+0.02；上证50股指期权成交额PCR报0.98，环比变动为+0.03；持仓量PCR报0.62，环比变动为+0.00；沪深300股指期权成交额PCR报1.05，环比变动为+0.06；持仓量PCR报0.66，环比变动为+0.01；中证1000股指期权成交额PCR报1.10，环比变动为-0.27；持仓量PCR报0.80，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报17.46%，环比变动为-0.68%；沪深300ETF期权（沪市）VIX报18.86%,环比变动为-0.84%；中证500ETF期权（沪市）VIX报28.16%，环比变动为-1.61%；深证100ETF期权VIX报23.61%，环比变动为-0.31%；创业板ETF期权VIX报26.67%，环比变动为+0.03%；上证50股指期权VIX报18.76%，环比变动为-0.58%；沪深300股指期权VIX报19.24%，环比变动为-0.52%；中证1000股指期权VIX报27.74%，环比变动为-0.58%。 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.........................................................................