股指期权日报

股指期权市场概况 期权成交量 2026-06-24，上证50ETF期权成交量为129.07万张；沪深300ETF期权（沪市）成交量为126.92万张；中证500ETF期权（沪市）成交量为172.39万张；深证100ETF期权成交量为6.41万张；创业板ETF期权成交量为227.91万张；上证50股指期权成交量为3.40万张；沪深300股指期权成交量为9.97万张；中证1000期权总成交量为27.09万张。 期权PCR 上证50ETF期权成交额PCR报0.89，环比变动为+0.21；持仓量PCR报0.64，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.77，环比变动为-0.06；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0.61，环比变动为-0.13；持仓量PCR报1.53，环比变动为+0.17；深证100ETF期权成交额PCR报0.77，环比变动为+0.36；持仓量PCR报1.35；环比变动为+0.02；创业板ETF期权成交额PCR报0.60，环比变动为-0.12；持仓量PCR报1.53，环比变动为+0.11；上证50股指期权成交额PCR报0.50，环比变动为-0.01；持仓量PCR报0.61，环比变动为+0.01；沪深300股指期权成交额PCR报0.59，环比变动为+0.10；持仓量PCR报0.74，环比变动为+0.01；中证1000股指期权成交额PCR报0.75，环比变动为-0.02；持仓量PCR报0.86，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报21.14%，环比变动为-0.79%；沪深300ETF期权（沪市）VIX报23.07%,环比变动为-0.91%；中证500ETF期权（沪市）VIX报28.33%，环比变动为-1.24%；深证100ETF期权VIX报30.41%，环比变动为-0.95%；创业板ETF期权VIX报40.23%，环比变动为-0.12%；上证50股指期权VIX报21.37%，环比变动为-0.80%；沪深300股指期权VIX报22.54%，环比变动为-0.63%；中证1000股指期权VIX报27.58%，环比变动为-0.87%。 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........................................................................