股指期权日报

股指期权市场概况 期权成交量 2026-06-11，上证50ETF期权成交量为76.04万张；沪深300ETF期权（沪市）成交量为139.34万张；中证500ETF期权（沪市）成交量为188.52万张；深证100ETF期权成交量为4.50万张；创业板ETF期权成交量为256.63万张；上证50股指期权成交量为3.05万张；沪深300股指期权成交量为11.37万张；中证1000期权总成交量为35.41万张。 期权PCR 上证50ETF期权成交额PCR报1.16，环比变动为+0.07；持仓量PCR报0.61，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报1.27，环比变动为-0.02；持仓量PCR报0.74，环比变动为-0.02；中证500ETF期权（沪市）成交额PCR报1.45，环比变动为-0.20；持仓量PCR报1.05，环比变动为+0.01；深证100ETF期权成交额PCR报1.42，环比变动为-0.38；持仓量PCR报1.23；环比变动为-0.20；创业板ETF期权成交额PCR报1.44，环比变动为+0.09；持仓量PCR报1.06，环比变动为-0.10；上证50股指期权成交额PCR报1.32，环比变动为+0.04；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1.23，环比变动为-0.03；持仓量PCR报0.68，环比变动为-0.02；中证1000股指期权成交额PCR报1.28，环比变动为-0.08；持仓量PCR报0.77，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报17.05%，环比变动为-0.47%；沪深300ETF期权（沪市）VIX报19.58%,环比变动为-0.37%；中证500ETF期权（沪市）VIX报27.04%，环比变动为-0.14%；深证100ETF期权VIX报26.87%，环比变动为-0.03%；创业板ETF期权VIX报34.37%，环比变动为+0.09%；上证50股指期权VIX报18.56%，环比变动为-0.26%；沪深300股指期权VIX报19.77%，环比变动为-0.33%；中证1000股指期权VIX报27.57%，环比变动为+0.05%。 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........................................................................