股指期权日报

股指期权市场概况 期权成交量 2026-05-28，上证50ETF期权成交量为100.12万张；沪深300ETF期权（沪市）成交量为108.76万张；中证500ETF期权（沪市）成交量为176.34万张；深证100ETF期权成交量为10.24万张；创业板ETF期权成交量为194.55万张；上证50股指期权成交量为3.59万张；沪深300股指期权成交量为11.59万张；中证1000期权总成交量为41.22万张。 期权PCR 上证50ETF期权成交额PCR报1.04，环比变动为+0.05；持仓量PCR报0.62，环比变动为+0.02；沪深300ETF期权（沪市）成交额PCR报0.89，环比变动为+0.20；持仓量PCR报0.80，环比变动为-0.09；中证500ETF期权（沪市）成交额PCR报1.35，环比变动为+0.05；持仓量PCR报1.16，环比变动为+0.09；深证100ETF期权成交额PCR报0.87，环比变动为+0.45；持仓量PCR报1.00；环比变动为-0.11；创业板ETF期权成交额PCR报0.60，环比变动为+0.11；持仓量PCR报1.28，环比变动为-0.18；上证50股指期权成交额PCR报1.21，环比变动为+0.28；持仓量PCR报0.69，环比变动为-0.02；沪深300股指期权成交额PCR报0.68，环比变动为+0.16；持仓量PCR报0.79，环比变动为-0.01；中证1000股指期权成交额PCR报0.78，环比变动为-0.32；持仓量PCR报0.88，环比变动为+0.05。 期权VIX 上证50ETF期权VIX报17.77%，环比变动为-1.54%；沪深300ETF期权（沪市）VIX报19.42%,环比变动为-1.02%；中证500ETF期权（沪市）VIX报26.49%，环比变动为-2.42%；深证100ETF期权VIX报26.37%，环比变动为-2.74%；创业板ETF期权VIX报34.59%，环比变动为+0.11%；上证50股指期权VIX报18.22%，环比变动为-0.82%；沪深300股指期权VIX报19.00%，环比变动为-0.71%；中证1000股指期权VIX报25.07%，环比变动为-2.21%。 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......................................................................