股指期权日报

股指期权市场概况 期权成交量 2026-06-05，上证50ETF期权成交量为95.05万张；沪深300ETF期权（沪市）成交量为150.63万张；中证500ETF期权（沪市）成交量为186.45万张；深证100ETF期权成交量为6.00万张；创业板ETF期权成交量为237.50万张；上证50股指期权成交量为4.96万张；沪深300股指期权成交量为15.07万张；中证1000期权总成交量为40.46万张。 期权PCR 上证50ETF期权成交额PCR报1.07，环比变动为+0.02；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1.00，环比变动为+0.17；持仓量PCR报0.79，环比变动为-0.02；中证500ETF期权（沪市）成交额PCR报1.43，环比变动为+0.19；持仓量PCR报1.07，环比变动为-0.04；深证100ETF期权成交额PCR报0.68，环比变动为-0.13；持仓量PCR报1.18；环比变动为+0.03；创业板ETF期权成交额PCR报1.18，环比变动为+0.35；持仓量PCR报1.22，环比变动为-0.19；上证50股指期权成交额PCR报0.96，环比变动为-0.15；持仓量PCR报0.62，环比变动为-0.02；沪深300股指期权成交额PCR报0.85，环比变动为+0.22；持仓量PCR报0.72，环比变动为-0.05；中证1000股指期权成交额PCR报1.10，环比变动为+0.01；持仓量PCR报0.80，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报17.25%，环比变动为+0.21%；沪深300ETF期权（沪市）VIX报19.11%,环比变动为+0.08%；中证500ETF期权（沪市）VIX报26.27%，环比变动为+0.47%；深证100ETF期权VIX报25.86%，环比变动为+0.44%；创业板ETF期权VIX报32.38%，环比变动为+0.35%；上证50股指期权VIX报18.22%，环比变动为+0.16%；沪深300股指期权VIX报19.67%，环比变动为+0.41%；中证1000股指期权VIX报26.42%，环比变动为+0.42%。 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........................................................................