股指期权日报

股指期权市场概况 期权成交量 2026-06-08，上证50ETF期权成交量为147.77万张；沪深300ETF期权（沪市）成交量为173.35万张；中证500ETF期权（沪市）成交量为233.73万张；深证100ETF期权成交量为7.30万张；创业板ETF期权成交量为263.56万张；上证50股指期权成交量为6.19万张；沪深300股指期权成交量为18.57万张；中证1000期权总成交量为48.82万张。 期权PCR 上证50ETF期权成交额PCR报1.42，环比变动为+0.35；持仓量PCR报0.59，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报1.54，环比变动为+0.54；持仓量PCR报0.74，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报2.24，环比变动为+0.80；持仓量PCR报0.98，环比变动为-0.09；深证100ETF期权成交额PCR报1.48，环比变动为+0.80；持仓量PCR报1.28；环比变动为+0.10；创业板ETF期权成交额PCR报1.75，环比变动为+0.57；持仓量PCR报1.13，环比变动为-0.10；上证50股指期权成交额PCR报1.60，环比变动为+0.64；持仓量PCR报0.61，环比变动为-0.01；沪深300股指期权成交额PCR报1.51，环比变动为+0.66；持仓量PCR报0.67，环比变动为-0.05；中证1000股指期权成交额PCR报1.74，环比变动为+0.64；持仓量PCR报0.74，环比变动为-0.06。 期权VIX 上证50ETF期权VIX报18.44%，环比变动为+1.19%；沪深300ETF期权（沪市）VIX报20.99%,环比变动为+1.87%；中证500ETF期权（沪市）VIX报28.10%，环比变动为+1.83%；深证100ETF期权VIX报26.94%，环比变动为+1.08%；创业板ETF期权VIX报33.00%，环比变动为+0.57%；上证50股指期权VIX报19.90%，环比变动为+1.68%；沪深300股指期权VIX报21.48%，环比变动为+1.81%；中证1000股指期权VIX报27.99%，环比变动为+1.57%。 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.......................................................................