股指期权日报

股指期权市场概况 期权成交量 2026-04-28，上证50ETF期权成交量为47.21万张；沪深300ETF期权（沪市）成交量为53.60万张；中证500ETF期权（沪市）成交量为110.35万张；深证100ETF期权成交量为4.22万张；创业板ETF期权成交量为126.01万张；上证50股指期权成交量为2.48万张；沪深300股指期权成交量为6.83万张；中证1000期权总成交量为26.40万张。 期权PCR 上证50ETF期权成交额PCR报0.62，环比变动为-0.06；持仓量PCR报0.75，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.81，环比变动为+0.10；持仓量PCR报0.80，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报1.08，环比变动为+0.29；持仓量PCR报1.08，环比变动为-0.05；深证100ETF期权成交额PCR报0.63，环比变动为-0.47；持仓量PCR报0.99；环比变动为+0.01；创业板ETF期权成交额PCR报1.06，环比变动为+0.27；持仓量PCR报1.05，环比变动为-0.01；上证50股指期权成交额PCR报0.44，环比变动为-0.15；持仓量PCR报0.64，环比变动为+0.00；沪深300股指期权成交额PCR报0.71，环比变动为+0.19；持仓量PCR报0.72，环比变动为-0.01；中证1000股指期权成交额PCR报0.89，环比变动为+0.15；持仓量PCR报0.90，环比变动为-0.04。 期权VIX 上证50ETF期权VIX报14.56%，环比变动为-0.19%；沪深300ETF期权（沪市）VIX报16.43%,环比变动为-0.31%；中证500ETF期权（沪市）VIX报24.10%，环比变动为-0.47%；深证100ETF期权VIX报21.62%，环比变动为-0.67%；创业板ETF期权VIX报29.09%，环比变动为+0.27%；上证50股指期权VIX报16.01%，环比变动为-0.40%；沪深300股指期权VIX报16.74%，环比变动为-0.28%；中证1000股指期权VIX报24.54%，环比变动为-0.50%。 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..........................................................................