股指期权日报

股指期权市场概况 期权成交量 2026-05-19，上证50ETF期权成交量为113.86万张；沪深300ETF期权（沪市）成交量为160.57万张；中证500ETF期权（沪市）成交量为252.35万张；深证100ETF期权成交量为20.81万张；创业板ETF期权成交量为240.86万张；上证50股指期权成交量为2.87万张；沪深300股指期权成交量为11.01万张；中证1000期权总成交量为32.06万张。 期权PCR 上证50ETF期权成交额PCR报0.98，环比变动为-0.34；持仓量PCR报0.63，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报1.27，环比变动为-0.08；持仓量PCR报0.86，环比变动为-0.03；中证500ETF期权（沪市）成交额PCR报1.14，环比变动为-0.04；持仓量PCR报1.04，环比变动为+0.02；深证100ETF期权成交额PCR报1.80，环比变动为+0.88；持仓量PCR报0.91；环比变动为-0.20；创业板ETF期权成交额PCR报0.87，环比变动为+0.20；持仓量PCR报1.16，环比变动为-0.01；上证50股指期权成交额PCR报0.77，环比变动为-0.14；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0.89，环比变动为+0.12；持仓量PCR报0.76，环比变动为-0.02；中证1000股指期权成交额PCR报0.71，环比变动为+0.00；持仓量PCR报0.91，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报17.37%，环比变动为-0.59%；沪深300ETF期权（沪市）VIX报18.79%,环比变动为-0.33%；中证500ETF期权（沪市）VIX报25.25%，环比变动为-0.70%；深证100ETF期权VIX报25.87%，环比变动为-0.13%；创业板ETF期权VIX报33.56%，环比变动为+0.20%；上证50股指期权VIX报17.12%，环比变动为-0.71%；沪深300股指期权VIX报18.79%，环比变动为-0.40%；中证1000股指期权VIX报24.30%，环比变动为-0.72%。 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......................................................................