股指期权日报

股指期权市场概况 期权成交量 2026-08-06，上证50ETF期权成交量为37.37万张；沪深300ETF期权（沪市）成交量为54.09万张；中证500ETF期权（沪市）成交量为132.27万张；深证100ETF期权成交量为7.19万张；创业板ETF期权成交量为181.47万张；上证50股指期权成交量为2.18万张；沪深300股指期权成交量为9.12万张；中证1000期权总成交量为33.09万张。 期权PCR 上证50ETF期权成交额PCR报0.69，环比变动为+0.08；持仓量PCR报0.64，环比变动为-0.01；沪深300ETF期权（沪市）成交额PCR报0.86，环比变动为+0.16；持仓量PCR报0.74，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报0.94，环比变动为+0.33；持仓量PCR报0.99，环比变动为+0.01；深证100ETF期权成交额PCR报0.60，环比变动为-0.13；持仓量PCR报0.56；环比变动为-0.03；创业板ETF期权成交额PCR报1.00，环比变动为+0.20；持仓量PCR报0.78，环比变动为-0.02；上证50股指期权成交额PCR报0.65，环比变动为+0.24；持仓量PCR报0.71，环比变动为-0.02；沪深300股指期权成交额PCR报0.68，环比变动为+0.13；持仓量PCR报0.71，环比变动为+0.01；中证1000股指期权成交额PCR报0.65，环比变动为+0.11；持仓量PCR报0.68，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报17.91%，环比变动为-0.36%；沪深300ETF期权（沪市）VIX报20.51%,环比变动为-0.18%；中证500ETF期权（沪市）VIX报29.68%，环比变动为+0.32%；深证100ETF期权VIX报30.28%，环比变动为-0.16%；创业板ETF期权VIX报41.80%，环比变动为+0.20%；上证50股指期权VIX报18.04%，环比变动为-0.41%；沪深300股指期权VIX报20.47%，环比变动为-0.20%；中证1000股指期权VIX报31.03%，环比变动为+0.18%。 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..........................................................................