股指期权日报

股指期权市场概况 期权成交量 2026-07-17，上证50ETF期权成交量为217.37万张；沪深300ETF期权（沪市）成交量为233.32万张；中证500ETF期权（沪市）成交量为301.53万张；深证100ETF期权成交量为12.97万张；创业板ETF期权成交量为455.51万张；上证50股指期权成交量为11.18万张；沪深300股指期权成交量为31.69万张；中证1000期权总成交量为83.16万张。 期权PCR 上证50ETF期权成交额PCR报1.46，环比变动为+0.57；持仓量PCR报0.62，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报1.84，环比变动为+0.75；持仓量PCR报0.66，环比变动为-0.06；中证500ETF期权（沪市）成交额PCR报2.60，环比变动为+0.76；持仓量PCR报0.78，环比变动为-0.07；深证100ETF期权成交额PCR报1.52，环比变动为+0.26；持仓量PCR报0.61；环比变动为-0.20；创业板ETF期权成交额PCR报2.40，环比变动为+0.82；持仓量PCR报0.72，环比变动为-0.06；上证50股指期权成交额PCR报1.27，环比变动为+0.45；持仓量PCR报0.67，环比变动为+0.05；沪深300股指期权成交额PCR报1.49，环比变动为+0.50；持仓量PCR报0.69，环比变动为+0.01；中证1000股指期权成交额PCR报2.28，环比变动为+0.68；持仓量PCR报0.66，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报21.01%，环比变动为+0.46%；沪深300ETF期权（沪市）VIX报23.47%,环比变动为+0.95%；中证500ETF期权（沪市）VIX报33.24%，环比变动为+1.59%；深证100ETF期权VIX报32.51%，环比变动为+1.41%；创业板ETF期权VIX报43.15%，环比变动为+0.82%；上证50股指期权VIX报22.78%，环比变动为+1.69%；沪深300股指期权VIX报24.61%，环比变动为+1.94%；中证1000股指期权VIX报32.99%，环比变动为+2.26%。 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.....................................................................