股指期权日报

股指期权市场概况 期权成交量 2026-07-16，上证50ETF期权成交量为159.37万张；沪深300ETF期权（沪市）成交量为142.41万张；中证500ETF期权（沪市）成交量为233.50万张；深证100ETF期权成交量为8.07万张；创业板ETF期权成交量为277.93万张；上证50股指期权成交量为6.19万张；沪深300股指期权成交量为19.28万张；中证1000期权总成交量为60.94万张。 期权PCR 上证50ETF期权成交额PCR报0.90，环比变动为+0.39；持仓量PCR报0.64，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报1.09，环比变动为+0.32；持仓量PCR报0.71，环比变动为-0.06；中证500ETF期权（沪市）成交额PCR报1.83，环比变动为+0.23；持仓量PCR报0.86，环比变动为-0.05；深证100ETF期权成交额PCR报1.26，环比变动为-0.79；持仓量PCR报0.82；环比变动为-0.12；创业板ETF期权成交额PCR报1.58，环比变动为+0.66；持仓量PCR报0.77，环比变动为-0.04；上证50股指期权成交额PCR报0.82，环比变动为+0.42；持仓量PCR报0.62，环比变动为-0.02；沪深300股指期权成交额PCR报0.99，环比变动为+0.42；持仓量PCR报0.68，环比变动为-0.03；中证1000股指期权成交额PCR报1.60，环比变动为+0.47；持仓量PCR报0.65，环比变动为-0.02。 期权VIX 上证50ETF期权VIX报20.56%，环比变动为+1.22%；沪深300ETF期权（沪市）VIX报22.52%,环比变动为+0.94%；中证500ETF期权（沪市）VIX报31.65%，环比变动为+1.15%；深证100ETF期权VIX报31.10%，环比变动为+0.74%；创业板ETF期权VIX报39.95%，环比变动为+0.66%；上证50股指期权VIX报21.09%，环比变动为+1.65%；沪深300股指期权VIX报22.67%，环比变动为+1.77%；中证1000股指期权VIX报30.73%，环比变动为+1.34%。 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.......................................................................