股指期权日报

股指期权市场概况 期权成交量 2026-06-22，上证50ETF期权成交量为232.81万张；沪深300ETF期权（沪市）成交量为189.43万张；中证500ETF期权（沪市）成交量为222.24万张；深证100ETF期权成交量为7.83万张；创业板ETF期权成交量为298.21万张；上证50股指期权成交量为9.90万张；沪深300股指期权成交量为22.82万张；中证1000期权总成交量为54.68万张。 期权PCR 上证50ETF期权成交额PCR报0.35，环比变动为-0.17；持仓量PCR报0.71，环比变动为+0.04；沪深300ETF期权（沪市）成交额PCR报0.45，环比变动为-0.15；持仓量PCR报1.00，环比变动为+0.07；中证500ETF期权（沪市）成交额PCR报0.53，环比变动为+0.04；持仓量PCR报1.41，环比变动为+0.09；深证100ETF期权成交额PCR报0.38，环比变动为+0.03；持仓量PCR报1.29；环比变动为-0.01；创业板ETF期权成交额PCR报0.41，环比变动为+0.02；持仓量PCR报1.69，环比变动为+0.08；上证50股指期权成交额PCR报0.43，环比变动为-0.22；持仓量PCR报0.69，环比变动为+0.04；沪深300股指期权成交额PCR报0.29，环比变动为-0.06；持仓量PCR报0.92，环比变动为+0.06；中证1000股指期权成交额PCR报0.65，环比变动为+0.15；持仓量PCR报1.00，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报20.11%，环比变动为+1.00%；沪深300ETF期权（沪市）VIX报23.51%,环比变动为+1.62%；中证500ETF期权（沪市）VIX报28.52%，环比变动为+0.94%；深证100ETF期权VIX报30.15%，环比变动为+1.65%；创业板ETF期权VIX报38.77%，环比变动为+0.02%；上证50股指期权VIX报21.86%，环比变动为+1.66%；沪深300股指期权VIX报22.59%，环比变动为+1.36%；中证1000股指期权VIX报27.88%，环比变动为+0.50%。 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.......................................................................