股指期权日报

股指期权市场概况 期权成交量 2026-06-02，上证50ETF期权成交量为89.63万张；沪深300ETF期权（沪市）成交量为117.26万张；中证500ETF期权（沪市）成交量为170.79万张；深证100ETF期权成交量为7.59万张；创业板ETF期权成交量为196.29万张；上证50股指期权成交量为3.78万张；沪深300股指期权成交量为11.37万张；中证1000期权总成交量为37.58万张。 期权PCR 上证50ETF期权成交额PCR报0.85，环比变动为-0.18；持仓量PCR报0.63，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.86，环比变动为-0.07；持仓量PCR报0.88，环比变动为+0.07；中证500ETF期权（沪市）成交额PCR报1.57，环比变动为-0.03；持仓量PCR报1.11，环比变动为+0.02；深证100ETF期权成交额PCR报0.99，环比变动为+0.19；持仓量PCR报1.06；环比变动为-0.04；创业板ETF期权成交额PCR报0.75，环比变动为-0.11；持仓量PCR报1.31，环比变动为+0.12；上证50股指期权成交额PCR报0.94，环比变动为-0.50；持仓量PCR报0.64，环比变动为-0.01；沪深300股指期权成交额PCR报0.60，环比变动为-0.14；持仓量PCR报0.78，环比变动为+0.02；中证1000股指期权成交额PCR报1.10，环比变动为+0.13；持仓量PCR报0.79，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报17.22%，环比变动为-0.72%；沪深300ETF期权（沪市）VIX报19.38%,环比变动为-0.24%；中证500ETF期权（沪市）VIX报26.61%，环比变动为-0.31%；深证100ETF期权VIX报25.66%，环比变动为-0.31%；创业板ETF期权VIX报31.94%，环比变动为-0.11%；上证50股指期权VIX报18.23%，环比变动为-0.77%；沪深300股指期权VIX报19.44%，环比变动为-0.26%；中证1000股指期权VIX报26.58%，环比变动为-0.51%。 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........................................................................