股指期权日报

股指期权市场概况 期权成交量 2026-07-15，上证50ETF期权成交量为101.27万张；沪深300ETF期权（沪市）成交量为98.21万张；中证500ETF期权（沪市）成交量为216.62万张；深证100ETF期权成交量为19.73万张；创业板ETF期权成交量为248.95万张；上证50股指期权成交量为5.67万张；沪深300股指期权成交量为16.30万张；中证1000期权总成交量为53.46万张。 期权PCR 上证50ETF期权成交额PCR报0.51，环比变动为-0.38；持仓量PCR报0.66，环比变动为+0.03；沪深300ETF期权（沪市）成交额PCR报0.76，环比变动为-0.30；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1.60，环比变动为+0.13；持仓量PCR报0.90，环比变动为-0.03；深证100ETF期权成交额PCR报2.05，环比变动为+1.05；持仓量PCR报0.94；环比变动为+0.02；创业板ETF期权成交额PCR报0.93，环比变动为-0.18；持仓量PCR报0.81，环比变动为+0.00；上证50股指期权成交额PCR报0.40，环比变动为-0.33；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0.58，环比变动为-0.14；持仓量PCR报0.71，环比变动为+0.02；中证1000股指期权成交额PCR报1.13，环比变动为-0.24；持仓量PCR报0.66，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报19.34%，环比变动为-0.22%；沪深300ETF期权（沪市）VIX报21.58%,环比变动为-0.34%；中证500ETF期权（沪市）VIX报30.50%，环比变动为+0.38%；深证100ETF期权VIX报30.36%，环比变动为-0.82%；创业板ETF期权VIX报40.28%，环比变动为-0.18%；上证50股指期权VIX报19.44%，环比变动为-0.64%；沪深300股指期权VIX报20.90%，环比变动为-0.39%；中证1000股指期权VIX报29.40%，环比变动为+0.80%。 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.......................................................................