股指期权日报

股指期权市场概况 期权成交量 2026-07-02，上证50ETF期权成交量为132.20万张；沪深300ETF期权（沪市）成交量为130.61万张；中证500ETF期权（沪市）成交量为177.23万张；深证100ETF期权成交量为7.90万张；创业板ETF期权成交量为226.18万张；上证50股指期权成交量为5.64万张；沪深300股指期权成交量为15.26万张；中证1000期权总成交量为39.41万张。 期权PCR 上证50ETF期权成交额PCR报1.08，环比变动为+0.52；持仓量PCR报0.65，环比变动为-0.06；沪深300ETF期权（沪市）成交额PCR报1.49，环比变动为+0.65；持仓量PCR报0.78，环比变动为-0.08；中证500ETF期权（沪市）成交额PCR报1.20，环比变动为+0.54；持仓量PCR报1.13，环比变动为-0.19；深证100ETF期权成交额PCR报1.43，环比变动为+0.57；持仓量PCR报1.09；环比变动为-0.06；创业板ETF期权成交额PCR报1.52，环比变动为+0.77；持仓量PCR报1.17，环比变动为-0.09；上证50股指期权成交额PCR报0.65，环比变动为+0.38；持仓量PCR报0.62，环比变动为-0.03；沪深300股指期权成交额PCR报1.03，环比变动为+0.53；持仓量PCR报0.75，环比变动为-0.07；中证1000股指期权成交额PCR报0.85，环比变动为+0.33；持仓量PCR报0.88，环比变动为-0.09。 期权VIX 上证50ETF期权VIX报22.45%，环比变动为+1.78%；沪深300ETF期权（沪市）VIX报23.66%,环比变动为+0.89%；中证500ETF期权（沪市）VIX报27.88%，环比变动为+0.73%；深证100ETF期权VIX报32.04%，环比变动为+0.79%；创业板ETF期权VIX报39.76%，环比变动为+0.77%；上证50股指期权VIX报23.30%，环比变动为+1.58%；沪深300股指期权VIX报24.28%，环比变动为+1.69%；中证1000股指期权VIX报27.00%，环比变动为+0.76%。 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.......................................................................