您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。 [华泰期货]:股指期权日报 - 发现报告

股指期权日报

2026-04-08 高天越,李逸资,李光庭,黄煦然 华泰期货 梅斌
报告封面

股指期权市场概况 期权成交量 2026-04-07,上证50ETF期权成交量为70.47万张;沪深300ETF期权(沪市)成交量为85.78万张;中证500ETF期权(沪市)成交量为145.52万张;深证100ETF期权成交量为4.72万张;创业板ETF期权成交量为124.68万张万张;上证50股指期权成交量为2.35万张;沪深300股指期权成交量为8.24万张;中证1000期权总成交量为25.26万张。 期权PCR 上证50ETF期权成交额PCR报1.19,环比变动为-0.05;持仓量PCR报0.73,环比变动为+0.01;沪深300ETF期权(沪市)成交额PCR报1.38,环比变动为-0.34;持仓量PCR报0.70,环比变动为+0.01;中证500ETF期权(沪市)成交额PCR报1.47,环比变动为-0.21;持仓量PCR报0.94,环比变动为+0.03;深证100ETF期权成交额PCR报3.12,环比变动为+1.36;持仓量PCR报0.75;环比变动为-0.06;创业板ETF期权成交额PCR报1.49,环比变动为-0.29;持仓量PCR报0.96,环比变动为+0.04;上证50股指期权成交额PCR报1.21,环比变动为+0.19;持仓量PCR报0.66,环比变动为+0.00;沪深300股指期权成交额PCR报1.34,环比变动为+0.06;持仓量PCR报0.69,环比变动为+0.01;中证1000股指期权成交额PCR报1.32,环比变动为-0.23;持仓量PCR报0.80,环比变动为+0.01。 期权VIX 上证50ETF期权VIX报17.56%,环比变动为-0.77%;沪深300ETF期权(沪市)VIX报18.85%,环比变动为-0.70%;中证500ETF期权(沪市)VIX报28.57%,环比变动为-0.25%;深证100ETF期权VIX报23.80%,环比变动为-0.60%;创业板ETF期权VIX报28.89%,环比变动为-0.29%;上证50股指期权VIX报18.73%,环比变动为-0.58%;沪深300股指期权VIX报19.30%,环比变动为-0.52%;中证1000股指期权VIX报27.90%,环比变动为-0.46%。 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........................................................................