股指期权日报

股指期权市场概况 期权成交量 2026-04-20，上证50ETF期权成交量为89.50万张；沪深300ETF期权（沪市）成交量为96.26万张；中证500ETF期权（沪市）成交量为166.05万张；深证100ETF期权成交量为17.73万张；创业板ETF期权成交量为208.20万张万张；上证50股指期权成交量为2.11万张；沪深300股指期权成交量为9.73万张；中证1000期权总成交量为20.04万张。 期权PCR 上证50ETF期权成交额PCR报0.66，环比变动为-0.11；持仓量PCR报0.81，环比变动为+0.04；沪深300ETF期权（沪市）成交额PCR报0.44，环比变动为-0.14；持仓量PCR报0.99，环比变动为+0.03；中证500ETF期权（沪市）成交额PCR报0.52，环比变动为-0.14；持仓量PCR报1.28，环比变动为+0.02；深证100ETF期权成交额PCR报0.44，环比变动为-0.21；持仓量PCR报1.18；环比变动为-0.09；创业板ETF期权成交额PCR报0.48，环比变动为+0.08；持仓量PCR报1.38，环比变动为-0.03；上证50股指期权成交额PCR报0.69，环比变动为-0.05；持仓量PCR报0.67，环比变动为-0.02；沪深300股指期权成交额PCR报0.56，环比变动为+0.03；持仓量PCR报0.74，环比变动为-0.09；中证1000股指期权成交额PCR报0.55，环比变动为+0.04；持仓量PCR报0.91，环比变动为-0.13。 期权VIX 上证50ETF期权VIX报15.35%，环比变动为-0.30%；沪深300ETF期权（沪市）VIX报17.02%,环比变动为-0.43%；中证500ETF期权（沪市）VIX报24.65%，环比变动为-0.11%；深证100ETF期权VIX报22.30%，环比变动为-0.58%；创业板ETF期权VIX报29.53%，环比变动为+0.08%；上证50股指期权VIX报16.41%，环比变动为+0.04%；沪深300股指期权VIX报17.80%，环比变动为+0.01%；中证1000股指期权VIX报25.52%，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.......................................................................