股指期权日报

股指期权市场概况 期权成交量 2026-07-06，上证50ETF期权成交量为88.25万张；沪深300ETF期权（沪市）成交量为100.82万张；中证500ETF期权（沪市）成交量为160.52万张；深证100ETF期权成交量为6.08万张；创业板ETF期权成交量为222.66万张；上证50股指期权成交量为4.08万张；沪深300股指期权成交量为11.86万张；中证1000期权总成交量为37.29万张。 期权PCR 上证50ETF期权成交额PCR报0.74，环比变动为-0.09；持仓量PCR报0.67，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报1.21，环比变动为+0.11；持仓量PCR报0.80，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报1.33，环比变动为+0.37；持仓量PCR报1.12，环比变动为-0.05；深证100ETF期权成交额PCR报1.76，环比变动为+0.50；持仓量PCR报1.03；环比变动为-0.03；创业板ETF期权成交额PCR报1.40，环比变动为+0.27；持仓量PCR报1.07，环比变动为-0.10；上证50股指期权成交额PCR报0.66，环比变动为+0.10；持仓量PCR报0.65，环比变动为+0.01；沪深300股指期权成交额PCR报0.94，环比变动为+0.20；持仓量PCR报0.76，环比变动为+0.00；中证1000股指期权成交额PCR报1.10，环比变动为+0.19；持仓量PCR报0.83，环比变动为-0.05。 期权VIX 上证50ETF期权VIX报20.74%，环比变动为-0.08%；沪深300ETF期权（沪市）VIX报22.45%,环比变动为+0.11%；中证500ETF期权（沪市）VIX报27.26%，环比变动为+0.55%；深证100ETF期权VIX报30.63%，环比变动为-0.30%；创业板ETF期权VIX报37.72%，环比变动为+0.27%；上证50股指期权VIX报21.27%，环比变动为+0.14%；沪深300股指期权VIX报22.70%，环比变动为+0.25%；中证1000股指期权VIX报26.73%，环比变动为+0.68%。 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........................................................................