股指期权日报

股指期权市场概况 期权成交量 2026-08-11，上证50ETF期权成交量为49.45万张；沪深300ETF期权（沪市）成交量为51.51万张；中证500ETF期权（沪市）成交量为139.56万张；深证100ETF期权成交量为5.68万张；创业板ETF期权成交量为170.11万张；上证50股指期权成交量为2.44万张；沪深300股指期权成交量为8.79万张；中证1000期权总成交量为34.61万张。 期权PCR 上证50ETF期权成交额PCR报0.65，环比变动为+0.12；持仓量PCR报0.64，环比变动为-0.02；沪深300ETF期权（沪市）成交额PCR报0.98，环比变动为+0.06；持仓量PCR报0.76，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报0.76，环比变动为-0.14；持仓量PCR报1.02，环比变动为+0.01；深证100ETF期权成交额PCR报0.69，环比变动为+0.12；持仓量PCR报0.53；环比变动为-0.09；创业板ETF期权成交额PCR报0.82，环比变动为-0.31；持仓量PCR报0.81，环比变动为+0.01；上证50股指期权成交额PCR报0.47，环比变动为+0.09；持仓量PCR报0.71，环比变动为-0.03；沪深300股指期权成交额PCR报0.59，环比变动为+0.01；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+0.00；持仓量PCR报0.76，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报17.34%，环比变动为+0.33%；沪深300ETF期权（沪市）VIX报19.70%,环比变动为-0.14%；中证500ETF期权（沪市）VIX报28.10%，环比变动为-0.38%；深证100ETF期权VIX报28.88%，环比变动为-0.77%；创业板ETF期权VIX报37.65%，环比变动为-0.31%；上证50股指期权VIX报17.75%，环比变动为+0.19%；沪深300股指期权VIX报19.32%，环比变动为-0.16%；中证1000股指期权VIX报29.12%，环比变动为-0.77%。 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..........................................................................