股指期权日报

股指期权市场概况 期权成交量 2026-05-20，上证50ETF期权成交量为93.04万张；沪深300ETF期权（沪市）成交量为127.95万张；中证500ETF期权（沪市）成交量为211.93万张；深证100ETF期权成交量为10.10万张；创业板ETF期权成交量为186.29万张；上证50股指期权成交量为2.25万张；沪深300股指期权成交量为7.71万张；中证1000期权总成交量为24.59万张。 期权PCR 上证50ETF期权成交额PCR报1.14，环比变动为+0.17；持仓量PCR报0.65，环比变动为+0.02；沪深300ETF期权（沪市）成交额PCR报1.13，环比变动为-0.14；持仓量PCR报0.90，环比变动为+0.04；中证500ETF期权（沪市）成交额PCR报0.91，环比变动为-0.23；持仓量PCR报1.07，环比变动为+0.04；深证100ETF期权成交额PCR报1.09，环比变动为-0.71；持仓量PCR报0.76；环比变动为-0.15；创业板ETF期权成交额PCR报0.54，环比变动为-0.33；持仓量PCR报1.18，环比变动为+0.02；上证50股指期权成交额PCR报0.79，环比变动为+0.03；持仓量PCR报0.68，环比变动为+0.02；沪深300股指期权成交额PCR报0.64，环比变动为-0.25；持仓量PCR报0.77，环比变动为+0.01；中证1000股指期权成交额PCR报0.68，环比变动为-0.03；持仓量PCR报0.91，环比变动为+0.00。 期权VIX 上证50ETF期权VIX报16.98%，环比变动为-0.39%；沪深300ETF期权（沪市）VIX报18.41%,环比变动为-0.38%；中证500ETF期权（沪市）VIX报25.54%，环比变动为+0.29%；深证100ETF期权VIX报25.40%，环比变动为-0.46%；创业板ETF期权VIX报33.88%，环比变动为-0.33%；上证50股指期权VIX报16.84%，环比变动为-0.28%；沪深300股指期权VIX报17.88%，环比变动为-0.91%；中证1000股指期权VIX报24.46%，环比变动为+0.16%。 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........................................................................