股指期权日报

股指期权市场概况 期权成交量 2026-07-10，上证50ETF期权成交量为140.86万张；沪深300ETF期权（沪市）成交量为123.83万张；中证500ETF期权（沪市）成交量为193.71万张；深证100ETF期权成交量为10.44万张；创业板ETF期权成交量为273.75万张；上证50股指期权成交量为7.25万张；沪深300股指期权成交量为16.94万张；中证1000期权总成交量为49.31万张。 期权PCR 上证50ETF期权成交额PCR报0.51，环比变动为-0.06；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0.90，环比变动为+0.08；持仓量PCR报0.78，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报0.86，环比变动为-0.22；持仓量PCR报1.11，环比变动为-0.01；深证100ETF期权成交额PCR报1.56，环比变动为+0.41；持仓量PCR报1.11；环比变动为+0.06；创业板ETF期权成交额PCR报0.81，环比变动为-0.08；持仓量PCR报0.89，环比变动为-0.08；上证50股指期权成交额PCR报0.40，环比变动为-0.08；持仓量PCR报0.66，环比变动为+0.00；沪深300股指期权成交额PCR报0.56，环比变动为-0.04；持仓量PCR报0.74，环比变动为+0.00；中证1000股指期权成交额PCR报0.74，环比变动为-0.38；持仓量PCR报0.78，环比变动为+0.04。 期权VIX 上证50ETF期权VIX报19.02%，环比变动为-0.51%；沪深300ETF期权（沪市）VIX报21.19%,环比变动为-0.85%；中证500ETF期权（沪市）VIX报26.57%，环比变动为-0.49%；深证100ETF期权VIX报29.92%，环比变动为-0.74%；创业板ETF期权VIX报38.04%，环比变动为-0.08%；上证50股指期权VIX报19.70%，环比变动为-0.32%；沪深300股指期权VIX报20.83%，环比变动为-0.68%；中证1000股指期权VIX报25.86%，环比变动为-0.45%。 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......................................................................