股指期权日报

股指期权市场概况 期权成交量 2026-06-16，上证50ETF期权成交量为123.85万张；沪深300ETF期权（沪市）成交量为206.13万张；中证500ETF期权（沪市）成交量为203.81万张；深证100ETF期权成交量为12.33万张；创业板ETF期权成交量为305.61万张；上证50股指期权成交量为4.05万张；沪深300股指期权成交量为12.88万张；中证1000期权总成交量为48.86万张。 期权PCR 上证50ETF期权成交额PCR报0.69，环比变动为+0.25；持仓量PCR报0.65，环比变动为-0.03；沪深300ETF期权（沪市）成交额PCR报0.84，环比变动为+0.24；持仓量PCR报0.91，环比变动为+0.04；中证500ETF期权（沪市）成交额PCR报0.65，环比变动为+0.04；持仓量PCR报1.23，环比变动为+0.03；深证100ETF期权成交额PCR报0.94，环比变动为+0.05；持仓量PCR报1.59；环比变动为-0.03；创业板ETF期权成交额PCR报0.50，环比变动为-0.14；持仓量PCR报1.54，环比变动为+0.20；上证50股指期权成交额PCR报0.66，环比变动为+0.26；持仓量PCR报0.62，环比变动为-0.01；沪深300股指期权成交额PCR报0.49，环比变动为+0.11；持仓量PCR报0.78，环比变动为+0.00；中证1000股指期权成交额PCR报0.54，环比变动为+0.01；持仓量PCR报0.95，环比变动为+0.07。 期权VIX 上证50ETF期权VIX报18.13%，环比变动为+0.52%；沪深300ETF期权（沪市）VIX报20.43%,环比变动为+0.36%；中证500ETF期权（沪市）VIX报27.81%，环比变动为+0.72%；深证100ETF期权VIX报27.02%，环比变动为+0.77%；创业板ETF期权VIX报34.56%，环比变动为-0.14%；上证50股指期权VIX报19.50%，环比变动为+0.46%；沪深300股指期权VIX报20.11%，环比变动为+0.81%；中证1000股指期权VIX报28.38%，环比变动为+0.72%。 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......................................................................