股指期权日报

股指期权市场概况 期权成交量 2026-07-09，上证50ETF期权成交量为143.54万张；沪深300ETF期权（沪市）成交量为119.45万张；中证500ETF期权（沪市）成交量为204.18万张；深证100ETF期权成交量为8.81万张；创业板ETF期权成交量为267.18万张；上证50股指期权成交量为6.28万张；沪深300股指期权成交量为17.73万张；中证1000期权总成交量为56.68万张。 期权PCR 上证50ETF期权成交额PCR报0.57，环比变动为-0.26；持仓量PCR报0.69，环比变动为+0.05；沪深300ETF期权（沪市）成交额PCR报0.82，环比变动为-0.30；持仓量PCR报0.79，环比变动为+0.06；中证500ETF期权（沪市）成交额PCR报1.07，环比变动为-0.49；持仓量PCR报1.13，环比变动为+0.03；深证100ETF期权成交额PCR报1.15，环比变动为-0.87；持仓量PCR报1.04；环比变动为+0.06；创业板ETF期权成交额PCR报0.89，环比变动为-0.38；持仓量PCR报0.97，环比变动为+0.01；上证50股指期权成交额PCR报0.48，环比变动为-0.15；持仓量PCR报0.65，环比变动为+0.02；沪深300股指期权成交额PCR报0.60，环比变动为-0.30；持仓量PCR报0.75，环比变动为+0.04；中证1000股指期权成交额PCR报1.11，环比变动为-0.43；持仓量PCR报0.73，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报19.53%，环比变动为-0.76%；沪深300ETF期权（沪市）VIX报22.04%,环比变动为+0.17%；中证500ETF期权（沪市）VIX报27.07%，环比变动为+0.39%；深证100ETF期权VIX报30.66%，环比变动为+0.51%；创业板ETF期权VIX报39.53%，环比变动为-0.38%；上证50股指期权VIX报20.02%，环比变动为-0.76%；沪深300股指期权VIX报21.51%，环比变动为-0.58%；中证1000股指期权VIX报26.31%，环比变动为-0.39%。 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.......................................................................