股指期权日报

股指期权市场概况 期权成交量 2026-04-29，上证50ETF期权成交量为53.26万张；沪深300ETF期权（沪市）成交量为78.76万张；中证500ETF期权（沪市）成交量为120.17万张；深证100ETF期权成交量为3.74万张；创业板ETF期权成交量为155.39万张；上证50股指期权成交量为2.32万张；沪深300股指期权成交量为8.77万张；中证1000期权总成交量为26.98万张。 期权PCR 上证50ETF期权成交额PCR报0.61，环比变动为-0.01；持仓量PCR报0.76，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.77，环比变动为-0.04；持仓量PCR报0.84，环比变动为+0.03；中证500ETF期权（沪市）成交额PCR报0.68，环比变动为-0.40；持仓量PCR报1.16，环比变动为+0.08；深证100ETF期权成交额PCR报0.77，环比变动为+0.15；持仓量PCR报0.80；环比变动为-0.19；创业板ETF期权成交额PCR报0.72，环比变动为-0.34；持仓量PCR报1.12，环比变动为+0.08；上证50股指期权成交额PCR报0.46，环比变动为+0.02；持仓量PCR报0.65，环比变动为+0.01；沪深300股指期权成交额PCR报0.61，环比变动为-0.10；持仓量PCR报0.75，环比变动为+0.03；中证1000股指期权成交额PCR报0.68，环比变动为-0.22；持仓量PCR报0.93，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报14.17%，环比变动为-0.39%；沪深300ETF期权（沪市）VIX报16.38%,环比变动为-0.05%；中证500ETF期权（沪市）VIX报23.26%，环比变动为-0.84%；深证100ETF期权VIX报21.51%，环比变动为-0.11%；创业板ETF期权VIX报28.12%，环比变动为-0.34%；上证50股指期权VIX报15.72%，环比变动为-0.29%；沪深300股指期权VIX报16.43%，环比变动为-0.31%；中证1000股指期权VIX报23.70%，环比变动为-0.84%。 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..........................................................................