股指期权日报

股指期权市场概况 期权成交量 2026-05-14，上证50ETF期权成交量为107.71万张；沪深300ETF期权（沪市）成交量为137.15万张；中证500ETF期权（沪市）成交量为220.76万张；深证100ETF期权成交量为10.31万张；创业板ETF期权成交量为253.32万张；上证50股指期权成交量为6.04万张；沪深300股指期权成交量为20.65万张；中证1000期权总成交量为55.23万张。 期权PCR 上证50ETF期权成交额PCR报0.70，环比变动为+0.27；持仓量PCR报0.68，环比变动为-0.04；沪深300ETF期权（沪市）成交额PCR报0.66，环比变动为+0.10；持仓量PCR报0.92，环比变动为-0.05；中证500ETF期权（沪市）成交额PCR报0.81，环比变动为+0.29；持仓量PCR报1.06，环比变动为-0.11；深证100ETF期权成交额PCR报0.62，环比变动为+0.24；持仓量PCR报0.98；环比变动为+0.06；创业板ETF期权成交额PCR报0.49，环比变动为+0.11；持仓量PCR报1.29，环比变动为-0.08；上证50股指期权成交额PCR报0.53，环比变动为+0.21；持仓量PCR报0.71，环比变动为-0.01；沪深300股指期权成交额PCR报0.56，环比变动为+0.22；持仓量PCR报0.88，环比变动为-0.04；中证1000股指期权成交额PCR报0.50，环比变动为+0.13；持仓量PCR报1.01，环比变动为-0.07。 期权VIX 上证50ETF期权VIX报17.38%，环比变动为-1.23%；沪深300ETF期权（沪市）VIX报19.41%,环比变动为-1.33%；中证500ETF期权（沪市）VIX报26.71%，环比变动为-0.32%；深证100ETF期权VIX报25.36%，环比变动为-0.32%；创业板ETF期权VIX报34.67%，环比变动为+0.11%；上证50股指期权VIX报17.68%，环比变动为-0.77%；沪深300股指期权VIX报18.91%，环比变动为-0.93%；中证1000股指期权VIX报25.77%，环比变动为-0.52%。 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......................................................................