股指期权日报

股指期权市场概况 期权成交量 2026-06-12，上证50ETF期权成交量为166.83万张；沪深300ETF期权（沪市）成交量为150.05万张；中证500ETF期权（沪市）成交量为206.55万张；深证100ETF期权成交量为8.00万张；创业板ETF期权成交量为202.43万张；上证50股指期权成交量为5.72万张；沪深300股指期权成交量为14.22万张；中证1000期权总成交量为44.74万张。 期权PCR 上证50ETF期权成交额PCR报0.56，环比变动为-0.59；持仓量PCR报0.66，环比变动为+0.05；沪深300ETF期权（沪市）成交额PCR报0.77，环比变动为-0.50；持仓量PCR报0.81，环比变动为+0.07；中证500ETF期权（沪市）成交额PCR报0.82，环比变动为-0.63；持仓量PCR报1.10，环比变动为+0.05；深证100ETF期权成交额PCR报0.77，环比变动为-0.65；持仓量PCR报1.36；环比变动为+0.13；创业板ETF期权成交额PCR报0.94，环比变动为-0.50；持仓量PCR报1.10，环比变动为+0.05；上证50股指期权成交额PCR报0.46，环比变动为-0.86；持仓量PCR报0.64，环比变动为+0.02；沪深300股指期权成交额PCR报0.54，环比变动为-0.69；持仓量PCR报0.73，环比变动为+0.04；中证1000股指期权成交额PCR报0.75，环比变动为-0.53；持仓量PCR报0.79，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报17.03%，环比变动为-0.01%；沪深300ETF期权（沪市）VIX报19.21%,环比变动为-0.37%；中证500ETF期权（沪市）VIX报26.37%，环比变动为-0.67%；深证100ETF期权VIX报26.22%，环比变动为-0.65%；创业板ETF期权VIX报33.76%，环比变动为-0.50%；上证50股指期权VIX报18.35%，环比变动为-0.21%；沪深300股指期权VIX报19.25%，环比变动为-0.52%；中证1000股指期权VIX报26.77%，环比变动为-0.80%。 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.......................................................................