股指期权日报

股指期权市场概况 期权成交量 2026-06-17，上证50ETF期权成交量为130.00万张；沪深300ETF期权（沪市）成交量为181.91万张；中证500ETF期权（沪市）成交量为186.07万张；深证100ETF期权成交量为18.01万张；创业板ETF期权成交量为245.81万张；上证50股指期权成交量为4.33万张；沪深300股指期权成交量为12.46万张；中证1000期权总成交量为41.98万张。 期权PCR 上证50ETF期权成交额PCR报0.66，环比变动为-0.03；持仓量PCR报0.66，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.68，环比变动为-0.16；持仓量PCR报0.93，环比变动为+0.02；中证500ETF期权（沪市）成交额PCR报0.53，环比变动为-0.12；持仓量PCR报1.27，环比变动为+0.03；深证100ETF期权成交额PCR报1.33，环比变动为+0.39；持仓量PCR报1.65；环比变动为+0.06；创业板ETF期权成交额PCR报0.52，环比变动为+0.03；持仓量PCR报1.55，环比变动为+0.01；上证50股指期权成交额PCR报0.60，环比变动为-0.06；持仓量PCR报0.63，环比变动为+0.01；沪深300股指期权成交额PCR报0.45，环比变动为-0.04；持仓量PCR报0.81，环比变动为+0.03；中证1000股指期权成交额PCR报0.53，环比变动为-0.01；持仓量PCR报0.98，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报18.68%，环比变动为+0.55%；沪深300ETF期权（沪市）VIX报21.47%,环比变动为+1.04%；中证500ETF期权（沪市）VIX报28.31%，环比变动为+0.50%；深证100ETF期权VIX报28.18%，环比变动为+1.15%；创业板ETF期权VIX报35.74%，环比变动为+0.03%；上证50股指期权VIX报19.52%，环比变动为+0.01%；沪深300股指期权VIX报20.77%，环比变动为+0.66%；中证1000股指期权VIX报28.84%，环比变动为+0.46%。 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......................................................................