股指期权日报

股指期权市场概况 期权成交量 2026-04-01，上证50ETF期权成交量为83.70万张；沪深300ETF期权（沪市）成交量为89.54万张；中证500ETF期权（沪市）成交量为154.26万张；深证100ETF期权成交量为3.65万张；创业板ETF期权成交量为109.96万张万张；上证50股指期权成交量为3.01万张；沪深300股指期权成交量为9.10万张；中证1000期权总成交量为25.87万张。 期权PCR 上证50ETF期权成交额PCR报0.78，环比变动为-0.29；持仓量PCR报0.78，环比变动为+0.04；沪深300ETF期权（沪市）成交额PCR报0.91，环比变动为-0.52；持仓量PCR报0.71，环比变动为+0.04；中证500ETF期权（沪市）成交额PCR报1.02，环比变动为-0.16；持仓量PCR报0.95，环比变动为+0.02；深证100ETF期权成交额PCR报1.14，环比变动为-1.82；持仓量PCR报0.81；环比变动为-0.10；创业板ETF期权成交额PCR报1.22，环比变动为-0.21；持仓量PCR报0.99，环比变动为+0.03；上证50股指期权成交额PCR报0.60，环比变动为-0.34；持仓量PCR报0.65，环比变动为+0.02；沪深300股指期权成交额PCR报0.81，环比变动为-0.45；持仓量PCR报0.69，环比变动为+0.03；中证1000股指期权成交额PCR报0.92，环比变动为-0.21；持仓量PCR报0.81，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报16.44%，环比变动为-1.36%；沪深300ETF期权（沪市）VIX报18.07%,环比变动为-1.61%；中证500ETF期权（沪市）VIX报26.98%，环比变动为-2.68%；深证100ETF期权VIX报22.96%，环比变动为-2.28%；创业板ETF期权VIX报28.01%，环比变动为-0.21%；上证50股指期权VIX报17.45%，环比变动为-1.83%；沪深300股指期权VIX报18.30%，环比变动为-1.58%；中证1000股指期权VIX报26.63%，环比变动为-2.49%。 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........................................................................