股指期权日报

股指期权市场概况 期权成交量 2026-06-01，上证50ETF期权成交量为91.44万张；沪深300ETF期权（沪市）成交量为105.80万张；中证500ETF期权（沪市）成交量为170.74万张；深证100ETF期权成交量为7.76万张；创业板ETF期权成交量为191.76万张；上证50股指期权成交量为3.07万张；沪深300股指期权成交量为10.21万张；中证1000期权总成交量为34.63万张。 期权PCR 上证50ETF期权成交额PCR报1.03，环比变动为+0.19；持仓量PCR报0.62，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报0.92，环比变动为+0.19；持仓量PCR报0.81，环比变动为+0.02；中证500ETF期权（沪市）成交额PCR报1.60，环比变动为-0.11；持仓量PCR报1.09，环比变动为+0.00；深证100ETF期权成交额PCR报0.80，环比变动为+0.27；持仓量PCR报1.10；环比变动为-0.23；创业板ETF期权成交额PCR报0.86，环比变动为+0.26；持仓量PCR报1.19，环比变动为-0.06；上证50股指期权成交额PCR报1.44，环比变动为+0.48；持仓量PCR报0.65，环比变动为-0.01；沪深300股指期权成交额PCR报0.74，环比变动为+0.25；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0.96，环比变动为-0.12；持仓量PCR报0.80，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报17.94%，环比变动为-0.03%；沪深300ETF期权（沪市）VIX报19.62%,环比变动为-0.22%；中证500ETF期权（沪市）VIX报26.92%，环比变动为+0.11%；深证100ETF期权VIX报25.98%，环比变动为-0.21%；创业板ETF期权VIX报31.67%，环比变动为+0.26%；上证50股指期权VIX报19.00%，环比变动为+0.38%；沪深300股指期权VIX报19.70%，环比变动为+0.20%；中证1000股指期权VIX报27.09%，环比变动为+1.22%。 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........................................................................