股指期权日报

股指期权市场概况 期权成交量 2026-06-26，上证50ETF期权成交量为164.57万张；沪深300ETF期权（沪市）成交量为160.70万张；中证500ETF期权（沪市）成交量为152.83万张；深证100ETF期权成交量为11.57万张；创业板ETF期权成交量为189.05万张；上证50股指期权成交量为5.54万张；沪深300股指期权成交量为16.34万张；中证1000期权总成交量为34.65万张。 期权PCR 上证50ETF期权成交额PCR报1.29，环比变动为+0.62；持仓量PCR报0.68，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报1.44，环比变动为+0.82；持仓量PCR报0.86，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报1.09，环比变动为+0.46；持仓量PCR报1.29，环比变动为-0.13；深证100ETF期权成交额PCR报1.48，环比变动为+0.37；持仓量PCR报1.27；环比变动为+0.10；创业板ETF期权成交额PCR报0.91，环比变动为+0.41；持仓量PCR报1.21，环比变动为-0.08；上证50股指期权成交额PCR报0.82，环比变动为+0.36；持仓量PCR报0.61，环比变动为+0.00；沪深300股指期权成交额PCR报0.95，环比变动为+0.53；持仓量PCR报0.72，环比变动为-0.07；中证1000股指期权成交额PCR报1.08，环比变动为+0.41；持仓量PCR报0.83，环比变动为-0.05。 期权VIX 上证50ETF期权VIX报21.55%，环比变动为+1.52%；沪深300ETF期权（沪市）VIX报23.18%,环比变动为+0.91%；中证500ETF期权（沪市）VIX报27.26%，环比变动为+0.18%；深证100ETF期权VIX报31.26%，环比变动为+1.99%；创业板ETF期权VIX报40.82%，环比变动为+0.41%；上证50股指期权VIX报22.01%，环比变动为+1.20%；沪深300股指期权VIX报23.49%，环比变动为+1.49%；中证1000股指期权VIX报27.32%，环比变动为+0.30%。 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......................................................................