股指期权日报

股指期权市场概况 期权成交量 2026-06-15，上证50ETF期权成交量为165.87万张；沪深300ETF期权（沪市）成交量为156.57万张；中证500ETF期权（沪市）成交量为194.73万张；深证100ETF期权成交量为12.01万张；创业板ETF期权成交量为269.60万张；上证50股指期权成交量为6.70万张；沪深300股指期权成交量为16.35万张；中证1000期权总成交量为43.42万张。 期权PCR 上证50ETF期权成交额PCR报0.44，环比变动为-0.12；持仓量PCR报0.68，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.60，环比变动为-0.17；持仓量PCR报0.87，环比变动为+0.07；中证500ETF期权（沪市）成交额PCR报0.61，环比变动为-0.21；持仓量PCR报1.20，环比变动为+0.10；深证100ETF期权成交额PCR报0.89，环比变动为+0.12；持仓量PCR报1.62；环比变动为+0.27；创业板ETF期权成交额PCR报0.63，环比变动为-0.31；持仓量PCR报1.35，环比变动为+0.24；上证50股指期权成交额PCR报0.40，环比变动为-0.07；持仓量PCR报0.64，环比变动为+0.00；沪深300股指期权成交额PCR报0.38，环比变动为-0.16；持仓量PCR报0.78，环比变动为+0.05；中证1000股指期权成交额PCR报0.53，环比变动为-0.21；持仓量PCR报0.88，环比变动为+0.09。 期权VIX 上证50ETF期权VIX报17.61%，环比变动为+0.58%；沪深300ETF期权（沪市）VIX报20.06%,环比变动为+0.86%；中证500ETF期权（沪市）VIX报27.10%，环比变动为+0.73%；深证100ETF期权VIX报26.25%，环比变动为+0.03%；创业板ETF期权VIX报34.29%，环比变动为-0.31%；上证50股指期权VIX报19.05%，环比变动为+0.70%；沪深300股指期权VIX报19.30%，环比变动为+0.05%；中证1000股指期权VIX报27.66%，环比变动为+0.89%。 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......................................................................