股指期权日报

股指期权市场概况 期权成交量 2026-06-03，上证50ETF期权成交量为92.47万张；沪深300ETF期权（沪市）成交量为135.49万张；中证500ETF期权（沪市）成交量为177.78万张；深证100ETF期权成交量为13.01万张；创业板ETF期权成交量为271.50万张；上证50股指期权成交量为3.80万张；沪深300股指期权成交量为14.20万张；中证1000期权总成交量为36.72万张。 期权PCR 上证50ETF期权成交额PCR报0.69，环比变动为-0.15；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0.61，环比变动为-0.24；持仓量PCR报0.89，环比变动为+0.01；中证500ETF期权（沪市）成交额PCR报1.02，环比变动为-0.54；持仓量PCR报1.13，环比变动为+0.02；深证100ETF期权成交额PCR报0.41，环比变动为-0.58；持仓量PCR报1.24；环比变动为+0.18；创业板ETF期权成交额PCR报0.50，环比变动为-0.25；持仓量PCR报1.46，环比变动为+0.14；上证50股指期权成交额PCR报0.77，环比变动为-0.17；持仓量PCR报0.64，环比变动为+0.00；沪深300股指期权成交额PCR报0.44，环比变动为-0.16；持仓量PCR报0.80，环比变动为+0.02；中证1000股指期权成交额PCR报0.78，环比变动为-0.31；持仓量PCR报0.82，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报17.05%，环比变动为-0.17%；沪深300ETF期权（沪市）VIX报18.75%,环比变动为-0.63%；中证500ETF期权（沪市）VIX报25.75%，环比变动为-0.86%；深证100ETF期权VIX报24.71%，环比变动为-0.95%；创业板ETF期权VIX报31.41%，环比变动为-0.25%；上证50股指期权VIX报17.86%，环比变动为-0.38%；沪深300股指期权VIX报19.10%，环比变动为-0.34%；中证1000股指期权VIX报25.77%，环比变动为-0.81%。 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.......................................................................