股指期权日报

股指期权市场概况 期权成交量 2026-08-05，上证50ETF期权成交量为64.58万张；沪深300ETF期权（沪市）成交量为88.16万张；中证500ETF期权（沪市）成交量为152.41万张；深证100ETF期权成交量为8.71万张；创业板ETF期权成交量为242.69万张；上证50股指期权成交量为3.27万张；沪深300股指期权成交量为12.71万张；中证1000期权总成交量为43.26万张。 期权PCR 上证50ETF期权成交额PCR报0.60，环比变动为-0.18；持仓量PCR报0.65，环比变动为+0.03；沪深300ETF期权（沪市）成交额PCR报0.70，环比变动为-0.13；持仓量PCR报0.75，环比变动为+0.03；中证500ETF期权（沪市）成交额PCR报0.61，环比变动为-0.25；持仓量PCR报0.97，环比变动为+0.05；深证100ETF期权成交额PCR报0.74，环比变动为+0.06；持仓量PCR报0.60；环比变动为-0.02；创业板ETF期权成交额PCR报0.81，环比变动为+0.07；持仓量PCR报0.80，环比变动为+0.04；上证50股指期权成交额PCR报0.41，环比变动为-0.25；持仓量PCR报0.73，环比变动为+0.01；沪深300股指期权成交额PCR报0.55，环比变动为-0.03；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0.54，环比变动为-0.23；持仓量PCR报0.66，环比变动为+0.06。 期权VIX 上证50ETF期权VIX报18.27%，环比变动为-0.96%；沪深300ETF期权（沪市）VIX报20.69%,环比变动为-0.61%；中证500ETF期权（沪市）VIX报29.36%，环比变动为-1.38%；深证100ETF期权VIX报30.43%，环比变动为-0.33%；创业板ETF期权VIX报41.95%，环比变动为+0.07%；上证50股指期权VIX报18.44%，环比变动为-0.76%；沪深300股指期权VIX报20.67%，环比变动为-0.56%；中证1000股指期权VIX报30.86%，环比变动为-0.88%。 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.........................................................................