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

2026-04-24 高天越,李逸资,李光庭,黄煦然 华泰期货
报告封面

股指期权市场概况 期权成交量 2026-04-23,上证50ETF期权成交量为63.61万张;沪深300ETF期权(沪市)成交量为85.70万张;中证500ETF期权(沪市)成交量为138.32万张;深证100ETF期权成交量为5.98万张;创业板ETF期权成交量为173.86万张;上证50股指期权成交量为2.88万张;沪深300股指期权成交量为11.73万张;中证1000期权总成交量为31.00万张。 期权PCR 上证50ETF期权成交额PCR报0.84,环比变动为+0.12;持仓量PCR报0.77,环比变动为-0.05;沪深300ETF期权(沪市)成交额PCR报0.74,环比变动为+0.25;持仓量PCR报0.84,环比变动为-0.27;中证500ETF期权(沪市)成交额PCR报0.90,环比变动为+0.31;持仓量PCR报1.10,环比变动为-0.23;深证100ETF期权成交额PCR报0.53,环比变动为+0.21;持仓量PCR报0.90;环比变动为-0.16;创业板ETF期权成交额PCR报0.59,环比变动为+0.22;持仓量PCR报1.10,环比变动为-0.51;上证50股指期权成交额PCR报0.74,环比变动为+0.15;持仓量PCR报0.65,环比变动为+0.00;沪深300股指期权成交额PCR报0.54,环比变动为+0.02;持仓量PCR报0.76,环比变动为+0.00;中证1000股指期权成交额PCR报0.66,环比变动为+0.11;持仓量PCR报0.94,环比变动为-0.04。 期权VIX 上证50ETF期权VIX报14.90%,环比变动为-0.26%;沪深300ETF期权(沪市)VIX报16.93%,环比变动为-0.25%;中证500ETF期权(沪市)VIX报24.59%,环比变动为+0.46%;深证100ETF期权VIX报22.69%,环比变动为-0.13%;创业板ETF期权VIX报30.35%,环比变动为+0.22%;上证50股指期权VIX报16.48%,环比变动为-0.03%;沪深300股指期权VIX报17.30%,环比变动为-0.31%;中证1000股指期权VIX报24.79%,环比变动为+0.08%。 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.........................................................................