股指期权日报

股指期权市场概况 期权成交量 2026-05-15，上证50ETF期权成交量为151.82万张；沪深300ETF期权（沪市）成交量为194.38万张；中证500ETF期权（沪市）成交量为295.68万张；深证100ETF期权成交量为16.93万张；创业板ETF期权成交量为288.86万张；上证50股指期权成交量为7.27万张；沪深300股指期权成交量为23.62万张；中证1000期权总成交量为65.25万张。 期权PCR 上证50ETF期权成交额PCR报0.99，环比变动为+0.29；持仓量PCR报0.66，环比变动为-0.03；沪深300ETF期权（沪市）成交额PCR报1.13，环比变动为+0.47；持仓量PCR报0.89，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报1.35，环比变动为+0.55；持仓量PCR报0.99，环比变动为-0.07；深证100ETF期权成交额PCR报1.29，环比变动为+0.68；持仓量PCR报1.06；环比变动为+0.08；创业板ETF期权成交额PCR报0.68，环比变动为+0.19；持仓量PCR报1.21，环比变动为-0.08；上证50股指期权成交额PCR报0.82，环比变动为+0.30；持仓量PCR报0.68，环比变动为-0.03；沪深300股指期权成交额PCR报0.73，环比变动为+0.17；持仓量PCR报0.84，环比变动为-0.04；中证1000股指期权成交额PCR报0.73，环比变动为+0.23；持仓量PCR报0.96，环比变动为-0.05。 期权VIX 上证50ETF期权VIX报17.56%，环比变动为+0.18%；沪深300ETF期权（沪市）VIX报19.70%,环比变动为+0.29%；中证500ETF期权（沪市）VIX报26.97%，环比变动为+0.26%；深证100ETF期权VIX报26.05%，环比变动为+0.69%；创业板ETF期权VIX报34.92%，环比变动为+0.19%；上证50股指期权VIX报17.37%，环比变动为-0.32%；沪深300股指期权VIX报19.37%，环比变动为+0.46%；中证1000股指期权VIX报25.35%，环比变动为-0.42%。 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......................................................................