您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。 [华泰期货]:股指期权日报 - 发现报告

股指期权日报

2026-05-19 高天越,李逸资,李光庭,黄煦然 华泰期货 @·*&&
报告封面

股指期权市场概况 期权成交量 2026-05-18,上证50ETF期权成交量为110.21万张;沪深300ETF期权(沪市)成交量为134.68万张;中证500ETF期权(沪市)成交量为204.25万张;深证100ETF期权成交量为11.71万张;创业板ETF期权成交量为203.33万张;上证50股指期权成交量为3.13万张;沪深300股指期权成交量为8.98万张;中证1000期权总成交量为25.88万张。 期权PCR 上证50ETF期权成交额PCR报1.31,环比变动为+0.32;持仓量PCR报0.65,环比变动为-0.01;沪深300ETF期权(沪市)成交额PCR报1.35,环比变动为+0.22;持仓量PCR报0.89,环比变动为+0.00;中证500ETF期权(沪市)成交额PCR报1.18,环比变动为-0.17;持仓量PCR报1.02,环比变动为+0.03;深证100ETF期权成交额PCR报0.92,环比变动为-0.37;持仓量PCR报1.11;环比变动为+0.05;创业板ETF期权成交额PCR报0.67,环比变动为-0.01;持仓量PCR报1.17,环比变动为-0.04;上证50股指期权成交额PCR报0.90,环比变动为+0.08;持仓量PCR报0.67,环比变动为-0.01;沪深300股指期权成交额PCR报0.77,环比变动为+0.03;持仓量PCR报0.78,环比变动为-0.06;中证1000股指期权成交额PCR报0.71,环比变动为-0.02;持仓量PCR报0.90,环比变动为-0.06。 期权VIX 上证50ETF期权VIX报17.96%,环比变动为+0.40%;沪深300ETF期权(沪市)VIX报19.11%,环比变动为-0.58%;中证500ETF期权(沪市)VIX报25.95%,环比变动为-1.01%;深证100ETF期权VIX报26.00%,环比变动为-0.05%;创业板ETF期权VIX报34.29%,环比变动为-0.01%;上证50股指期权VIX报17.83%,环比变动为+0.46%;沪深300股指期权VIX报19.19%,环比变动为-0.18%;中证1000股指期权VIX报25.02%,环比变动为-0.33%。 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.......................................................................