股指期权日报

股指期权市场概况 期权成交量 2026-06-09，上证50ETF期权成交量为92.05万张；沪深300ETF期权（沪市）成交量为109.06万张；中证500ETF期权（沪市）成交量为185.81万张；深证100ETF期权成交量为4.99万张；创业板ETF期权成交量为236.84万张；上证50股指期权成交量为4.01万张；沪深300股指期权成交量为11.68万张；中证1000期权总成交量为38.89万张。 期权PCR 上证50ETF期权成交额PCR报1.27，环比变动为-0.15；持仓量PCR报0.60，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报1.10，环比变动为-0.44；持仓量PCR报0.79，环比变动为+0.05；中证500ETF期权（沪市）成交额PCR报1.18，环比变动为-1.06；持仓量PCR报1.09，环比变动为+0.11；深证100ETF期权成交额PCR报0.91，环比变动为-0.57；持仓量PCR报1.32；环比变动为+0.04；创业板ETF期权成交额PCR报0.96，环比变动为-0.80；持仓量PCR报1.30，环比变动为+0.18；上证50股指期权成交额PCR报1.30，环比变动为-0.31；持仓量PCR报0.59，环比变动为-0.02；沪深300股指期权成交额PCR报1.12，环比变动为-0.39；持仓量PCR报0.70，环比变动为+0.03；中证1000股指期权成交额PCR报1.07，环比变动为-0.67；持仓量PCR报0.80，环比变动为+0.05。 期权VIX 上证50ETF期权VIX报17.65%，环比变动为-0.79%；沪深300ETF期权（沪市）VIX报19.92%,环比变动为-1.07%；中证500ETF期权（沪市）VIX报26.80%，环比变动为-1.30%；深证100ETF期权VIX报26.47%，环比变动为-0.47%；创业板ETF期权VIX报33.81%，环比变动为-0.80%；上证50股指期权VIX报18.82%，环比变动为-1.08%；沪深300股指期权VIX报19.94%，环比变动为-1.54%；中证1000股指期权VIX报27.08%，环比变动为-0.92%。 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........................................................................