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

2026-04-22 高天越,李逸资,李光庭,黄煦然 华泰期货 高杨
报告封面

股指期权市场概况 期权成交量 2026-04-21,上证50ETF期权成交量为78.52万张;沪深300ETF期权(沪市)成交量为99.82万张;中证500ETF期权(沪市)成交量为170.13万张;深证100ETF期权成交量为13.42万张;创业板ETF期权成交量为196.79万张万张;上证50股指期权成交量为1.53万张;沪深300股指期权成交量为7.52万张;中证1000期权总成交量为17.36万张。 期权PCR 上证50ETF期权成交额PCR报0.61,环比变动为-0.04;持仓量PCR报0.78,环比变动为-0.02;沪深300ETF期权(沪市)成交额PCR报0.52,环比变动为+0.08;持仓量PCR报0.97,环比变动为-0.02;中证500ETF期权(沪市)成交额PCR报0.73,环比变动为+0.20;持仓量PCR报1.24,环比变动为-0.04;深证100ETF期权成交额PCR报0.77,环比变动为+0.33;持仓量PCR报0.99;环比变动为-0.19;创业板ETF期权成交额PCR报0.54,环比变动为+0.06;持仓量PCR报1.42,环比变动为+0.04;上证50股指期权成交额PCR报0.62,环比变动为-0.07;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0.60,环比变动为+0.04;持仓量PCR报0.74,环比变动为+0.00;中证1000股指期权成交额PCR报0.72,环比变动为+0.17;持仓量PCR报0.92,环比变动为+0.00。 期权VIX 上证50ETF期权VIX报15.15%,环比变动为-0.21%;沪深300ETF期权(沪市)VIX报17.18%,环比变动为+0.16%;中证500ETF期权(沪市)VIX报24.58%,环比变动为-0.07%;深证100ETF期权VIX报22.20%,环比变动为-0.10%;创业板ETF期权VIX报29.61%,环比变动为+0.06%;上证50股指期权VIX报16.42%,环比变动为+0.00%;沪深300股指期权VIX报17.59%,环比变动为-0.20%;中证1000股指期权VIX报24.90%,环比变动为-0.63%。 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.......................................................................