股指期权日报

股指期权市场概况 期权成交量 2026-08-03，上证50ETF期权成交量为60.44万张；沪深300ETF期权（沪市）成交量为66.37万张；中证500ETF期权（沪市）成交量为96.58万张；深证100ETF期权成交量为2.91万张；创业板ETF期权成交量为131.30万张；上证50股指期权成交量为2.89万张；沪深300股指期权成交量为6.86万张；中证1000期权总成交量为21.80万张。 期权PCR 上证50ETF期权成交额PCR报0.86，环比变动为+0.23；持仓量PCR报0.63，环比变动为-0.04；沪深300ETF期权（沪市）成交额PCR报1.27，环比变动为+0.31；持仓量PCR报0.69，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报1.51，环比变动为+0.53；持仓量PCR报0.89，环比变动为-0.02；深证100ETF期权成交额PCR报0.68，环比变动为-0.13；持仓量PCR报0.58；环比变动为-0.09；创业板ETF期权成交额PCR报1.38，环比变动为+0.42；持仓量PCR报0.71，环比变动为-0.02；上证50股指期权成交额PCR报0.91，环比变动为+0.41；持仓量PCR报0.72，环比变动为+0.01；沪深300股指期权成交额PCR报1.00，环比变动为+0.49；持仓量PCR报0.67，环比变动为-0.02；中证1000股指期权成交额PCR报1.23，环比变动为+0.38；持仓量PCR报0.57，环比变动为+0.00。 期权VIX 上证50ETF期权VIX报20.54%，环比变动为+0.84%；沪深300ETF期权（沪市）VIX报23.36%,环比变动为+0.61%；中证500ETF期权（沪市）VIX报34.57%，环比变动为-0.70%；深证100ETF期权VIX报33.45%，环比变动为+1.02%；创业板ETF期权VIX报46.23%，环比变动为+0.42%；上证50股指期权VIX报20.41%，环比变动为+0.60%；沪深300股指期权VIX报23.51%，环比变动为+0.57%；中证1000股指期权VIX报34.74%，环比变动为-0.35%。 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...........................................................................