股指期权日报

股指期权市场概况 期权成交量 2026-08-04，上证50ETF期权成交量为47.67万张；沪深300ETF期权（沪市）成交量为59.14万张；中证500ETF期权（沪市）成交量为125.55万张；深证100ETF期权成交量为5.28万张；创业板ETF期权成交量为196.12万张；上证50股指期权成交量为2.82万张；沪深300股指期权成交量为8.77万张；中证1000期权总成交量为32.75万张。 期权PCR 上证50ETF期权成交额PCR报0.78，环比变动为-0.08；持仓量PCR报0.61，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报0.83，环比变动为-0.44；持仓量PCR报0.72，环比变动为+0.03；中证500ETF期权（沪市）成交额PCR报0.86，环比变动为-0.65；持仓量PCR报0.92，环比变动为+0.03；深证100ETF期权成交额PCR报0.68，环比变动为+0.00；持仓量PCR报0.62；环比变动为+0.03；创业板ETF期权成交额PCR报0.74，环比变动为-0.64；持仓量PCR报0.76，环比变动为+0.05；上证50股指期权成交额PCR报0.67，环比变动为-0.24；持仓量PCR报0.71，环比变动为-0.01；沪深300股指期权成交额PCR报0.58，环比变动为-0.42；持仓量PCR报0.69，环比变动为+0.02；中证1000股指期权成交额PCR报0.77，环比变动为-0.46；持仓量PCR报0.60，环比变动为+0.03。 期权VIX 上证50ETF期权VIX报19.23%，环比变动为-1.31%；沪深300ETF期权（沪市）VIX报21.30%,环比变动为-2.06%；中证500ETF期权（沪市）VIX报30.74%，环比变动为-3.83%；深证100ETF期权VIX报30.77%，环比变动为-2.68%；创业板ETF期权VIX报42.44%，环比变动为-0.64%；上证50股指期权VIX报19.20%，环比变动为-1.21%；沪深300股指期权VIX报21.23%，环比变动为-2.28%；中证1000股指期权VIX报31.74%，环比变动为-3.00%。 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..........................................................................