股指期权日报

股指期权市场概况 期权成交量 2026-08-07，上证50ETF期权成交量为62.72万张；沪深300ETF期权（沪市）成交量为70.16万张；中证500ETF期权（沪市）成交量为171.80万张；深证100ETF期权成交量为4.45万张；创业板ETF期权成交量为218.43万张；上证50股指期权成交量为3.60万张；沪深300股指期权成交量为10.93万张；中证1000期权总成交量为40.34万张。 期权PCR 上证50ETF期权成交额PCR报0.50，环比变动为-0.18；持仓量PCR报0.68，环比变动为+0.04；沪深300ETF期权（沪市）成交额PCR报0.73，环比变动为-0.14；持仓量PCR报0.78，环比变动为+0.04；中证500ETF期权（沪市）成交额PCR报0.69，环比变动为-0.25；持仓量PCR报1.02，环比变动为+0.04；深证100ETF期权成交额PCR报0.63，环比变动为+0.03；持仓量PCR报0.59；环比变动为+0.03；创业板ETF期权成交额PCR报0.77，环比变动为-0.23；持仓量PCR报0.84，环比变动为+0.05；上证50股指期权成交额PCR报0.45，环比变动为-0.21；持仓量PCR报0.74，环比变动为+0.03；沪深300股指期权成交额PCR报0.47，环比变动为-0.22；持仓量PCR报0.74，环比变动为+0.03；中证1000股指期权成交额PCR报0.63，环比变动为-0.02；持仓量PCR报0.73，环比变动为+0.05。 期权VIX 上证50ETF期权VIX报16.76%，环比变动为-1.15%；沪深300ETF期权（沪市）VIX报19.59%,环比变动为-0.92%；中证500ETF期权（沪市）VIX报28.37%，环比变动为-1.31%；深证100ETF期权VIX报29.49%，环比变动为-0.78%；创业板ETF期权VIX报40.35%，环比变动为-0.23%；上证50股指期权VIX报17.38%，环比变动为-0.66%；沪深300股指期权VIX报19.48%，环比变动为-0.99%；中证1000股指期权VIX报29.42%，环比变动为-1.61%。 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.........................................................................