股指期权日报

股指期权市场概况 期权成交量 2026-08-10，上证50ETF期权成交量为47.63万张；沪深300ETF期权（沪市）成交量为54.50万张；中证500ETF期权（沪市）成交量为134.35万张；深证100ETF期权成交量为3.94万张；创业板ETF期权成交量为175.21万张；上证50股指期权成交量为2.41万张；沪深300股指期权成交量为8.14万张；中证1000期权总成交量为29.38万张。 期权PCR 上证50ETF期权成交额PCR报0.52，环比变动为+0.02；持仓量PCR报0.66，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报0.92，环比变动为+0.19；持仓量PCR报0.76，环比变动为-0.02；中证500ETF期权（沪市）成交额PCR报0.90，环比变动为+0.21；持仓量PCR报1.01，环比变动为-0.01；深证100ETF期权成交额PCR报0.56，环比变动为-0.07；持仓量PCR报0.62；环比变动为+0.02；创业板ETF期权成交额PCR报1.13，环比变动为+0.36；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0.37，环比变动为-0.07；持仓量PCR报0.74，环比变动为+0.00；沪深300股指期权成交额PCR报0.58，环比变动为+0.12；持仓量PCR报0.74，环比变动为+0.00；中证1000股指期权成交额PCR报0.65，环比变动为+0.02；持仓量PCR报0.74，环比变动为+0.01。 期权VIX 上证50ETF期权VIX报17.01%，环比变动为+0.25%；沪深300ETF期权（沪市）VIX报19.83%,环比变动为+0.25%；中证500ETF期权（沪市）VIX报28.48%，环比变动为+0.11%；深证100ETF期权VIX报29.65%，环比变动为+0.16%；创业板ETF期权VIX报39.54%，环比变动为+0.36%；上证50股指期权VIX报17.57%，环比变动为+0.19%；沪深300股指期权VIX报19.48%，环比变动为+0.00%；中证1000股指期权VIX报29.89%，环比变动为+0.47%。 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..........................................................................