股指期权日报

股指期权市场概况 期权成交量 2026-06-04，上证50ETF期权成交量为90.77万张；沪深300ETF期权（沪市）成交量为113.77万张；中证500ETF期权（沪市）成交量为141.28万张；深证100ETF期权成交量为4.93万张；创业板ETF期权成交量为158.06万张；上证50股指期权成交量为3.65万张；沪深300股指期权成交量为9.41万张；中证1000期权总成交量为26.76万张。 期权PCR 上证50ETF期权成交额PCR报1.05，环比变动为+0.36；持仓量PCR报0.61，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报0.83，环比变动为+0.22；持仓量PCR报0.81，环比变动为-0.08；中证500ETF期权（沪市）成交额PCR报1.24，环比变动为+0.22；持仓量PCR报1.11，环比变动为-0.02；深证100ETF期权成交额PCR报0.81，环比变动为+0.40；持仓量PCR报1.15；环比变动为-0.10；创业板ETF期权成交额PCR报0.84，环比变动为+0.33；持仓量PCR报1.41，环比变动为-0.05；上证50股指期权成交额PCR报1.11，环比变动为+0.35；持仓量PCR报0.63，环比变动为-0.01；沪深300股指期权成交额PCR报0.63，环比变动为+0.19；持仓量PCR报0.77，环比变动为-0.03；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+0.00。 期权VIX 上证50ETF期权VIX报17.05%，环比变动为+0.00%；沪深300ETF期权（沪市）VIX报19.04%,环比变动为+0.29%；中证500ETF期权（沪市）VIX报25.80%，环比变动为+0.05%；深证100ETF期权VIX报25.41%，环比变动为+0.70%；创业板ETF期权VIX报32.15%，环比变动为+0.33%；上证50股指期权VIX报18.06%，环比变动为+0.20%；沪深300股指期权VIX报19.26%，环比变动为+0.15%；中证1000股指期权VIX报26.00%，环比变动为+0.22%。 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.........................................................................