股指期权日报

股指期权市场概况 期权成交量 2026-05-12，上证50ETF期权成交量为61.77万张；沪深300ETF期权（沪市）成交量为75.86万张；中证500ETF期权（沪市）成交量为144.48万张；深证100ETF期权成交量为6.12万张；创业板ETF期权成交量为172.09万张；上证50股指期权成交量为3.68万张；沪深300股指期权成交量为11.80万张；中证1000期权总成交量为35.02万张。 期权PCR 上证50ETF期权成交额PCR报0.43，环比变动为+0.02；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0.56，环比变动为+0.08；持仓量PCR报0.93，环比变动为-0.02；中证500ETF期权（沪市）成交额PCR报0.69，环比变动为+0.20；持仓量PCR报1.12，环比变动为-0.03；深证100ETF期权成交额PCR报0.46，环比变动为+0.06；持仓量PCR报0.84；环比变动为+0.01；创业板ETF期权成交额PCR报0.40，环比变动为+0.04；持仓量PCR报1.26，环比变动为-0.07；上证50股指期权成交额PCR报0.24，环比变动为-0.04；持仓量PCR报0.73，环比变动为+0.01；沪深300股指期权成交额PCR报0.33，环比变动为-0.01；持仓量PCR报0.84，环比变动为+0.00；中证1000股指期权成交额PCR报0.46，环比变动为+0.12；持仓量PCR报1.02，环比变动为-0.03。 期权VIX 上证50ETF期权VIX报18.35%，环比变动为-0.12%；沪深300ETF期权（沪市）VIX报20.47%,环比变动为+0.25%；中证500ETF期权（沪市）VIX报27.12%，环比变动为+0.69%；深证100ETF期权VIX报25.00%，环比变动为+0.77%；创业板ETF期权VIX报33.34%，环比变动为+0.04%；上证50股指期权VIX报18.27%，环比变动为+0.00%；沪深300股指期权VIX报20.10%，环比变动为+0.22%；中证1000股指期权VIX报26.90%，环比变动为+0.35%。 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.........................................................................