股指期权日报

股指期权市场概况 期权成交量 2026-07-07，上证50ETF期权成交量为95.88万张；沪深300ETF期权（沪市）成交量为101.91万张；中证500ETF期权（沪市）成交量为161.57万张；深证100ETF期权成交量为11.43万张；创业板ETF期权成交量为203.10万张；上证50股指期权成交量为4.28万张；沪深300股指期权成交量为13.24万张；中证1000期权总成交量为42.29万张。 期权PCR 上证50ETF期权成交额PCR报0.92，环比变动为+0.18；持仓量PCR报0.64，环比变动为-0.03；沪深300ETF期权（沪市）成交额PCR报1.30，环比变动为+0.09；持仓量PCR报0.75，环比变动为-0.05；中证500ETF期权（沪市）成交额PCR报1.61，环比变动为+0.28；持仓量PCR报1.06，环比变动为-0.05；深证100ETF期权成交额PCR报1.72，环比变动为-0.04；持仓量PCR报0.99；环比变动为-0.04；创业板ETF期权成交额PCR报1.33，环比变动为-0.07；持仓量PCR报1.01，环比变动为-0.06；上证50股指期权成交额PCR报0.58，环比变动为-0.09；持仓量PCR报0.63，环比变动为-0.02；沪深300股指期权成交额PCR报1.04，环比变动为+0.10；持仓量PCR报0.72，环比变动为-0.04；中证1000股指期权成交额PCR报1.37，环比变动为+0.27；持仓量PCR报0.77，环比变动为-0.06。 期权VIX 上证50ETF期权VIX报20.60%，环比变动为-0.14%；沪深300ETF期权（沪市）VIX报21.82%,环比变动为-0.63%；中证500ETF期权（沪市）VIX报26.73%，环比变动为-0.53%；深证100ETF期权VIX报30.10%，环比变动为-0.54%；创业板ETF期权VIX报36.75%，环比变动为-0.07%；上证50股指期权VIX报21.28%，环比变动为+0.01%；沪深300股指期权VIX报22.46%，环比变动为-0.24%；中证1000股指期权VIX报26.25%，环比变动为-0.48%。 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.......................................................................