股指期权日报

股指期权市场概况 期权成交量 2026-05-29，上证50ETF期权成交量为107.07万张；沪深300ETF期权（沪市）成交量为124.13万张；中证500ETF期权（沪市）成交量为175.86万张；深证100ETF期权成交量为11.37万张；创业板ETF期权成交量为201.56万张；上证50股指期权成交量为3.90万张；沪深300股指期权成交量为12.22万张；中证1000期权总成交量为40.32万张。 期权PCR 上证50ETF期权成交额PCR报0.85，环比变动为-0.20；持仓量PCR报0.63，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.73，环比变动为-0.15；持仓量PCR报0.79，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报1.71，环比变动为+0.36；持仓量PCR报1.09，环比变动为-0.07；深证100ETF期权成交额PCR报0.52，环比变动为-0.35；持仓量PCR报1.33；环比变动为+0.33；创业板ETF期权成交额PCR报0.60，环比变动为+0.01；持仓量PCR报1.25，环比变动为-0.03；上证50股指期权成交额PCR报0.97，环比变动为-0.24；持仓量PCR报0.67，环比变动为-0.03；沪深300股指期权成交额PCR报0.49，环比变动为-0.19；持仓量PCR报0.78，环比变动为-0.01；中证1000股指期权成交额PCR报1.09，环比变动为+0.31；持仓量PCR报0.81，环比变动为-0.06。 期权VIX 上证50ETF期权VIX报17.97%，环比变动为+0.20%；沪深300ETF期权（沪市）VIX报19.84%,环比变动为+0.42%；中证500ETF期权（沪市）VIX报26.80%，环比变动为+0.32%；深证100ETF期权VIX报26.18%，环比变动为-0.19%；创业板ETF期权VIX报33.25%，环比变动为+0.01%；上证50股指期权VIX报18.62%，环比变动为+0.40%；沪深300股指期权VIX报19.50%，环比变动为+0.50%；中证1000股指期权VIX报25.86%，环比变动为+0.80%。 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......................................................................