股指期权日报

股指期权市场概况 期权成交量 2026-08-12，上证50ETF期权成交量为40.48万张；沪深300ETF期权（沪市）成交量为51.20万张；中证500ETF期权（沪市）成交量为124.30万张；深证100ETF期权成交量为5.67万张；创业板ETF期权成交量为151.29万张；上证50股指期权成交量为1.89万张；沪深300股指期权成交量为6.96万张；中证1000期权总成交量为31.38万张。 期权PCR 上证50ETF期权成交额PCR报0.65，环比变动为+0.01；持仓量PCR报0.64，环比变动为+0.00；沪深300ETF期权（沪市）成交额PCR报0.81，环比变动为-0.16；持仓量PCR报0.77，环比变动为+0.01；中证500ETF期权（沪市）成交额PCR报0.73，环比变动为-0.03；持仓量PCR报1.05，环比变动为+0.02；深证100ETF期权成交额PCR报0.41，环比变动为-0.28；持仓量PCR报0.52；环比变动为+0.00；创业板ETF期权成交额PCR报0.74，环比变动为-0.09；持仓量PCR报0.86，环比变动为+0.05；上证50股指期权成交额PCR报0.40，环比变动为-0.07；持仓量PCR报0.70，环比变动为-0.02；沪深300股指期权成交额PCR报0.54，环比变动为-0.04；持仓量PCR报0.75，环比变动为+0.01；中证1000股指期权成交额PCR报0.58，环比变动为-0.07；持仓量PCR报0.80，环比变动为+0.04。 期权VIX 上证50ETF期权VIX报16.91%，环比变动为-0.43%；沪深300ETF期权（沪市）VIX报18.98%,环比变动为-0.72%；中证500ETF期权（沪市）VIX报27.14%，环比变动为-0.95%；深证100ETF期权VIX报27.82%，环比变动为-1.05%；创业板ETF期权VIX报34.97%，环比变动为-0.09%；上证50股指期权VIX报17.14%，环比变动为-0.61%；沪深300股指期权VIX报18.54%，环比变动为-0.78%；中证1000股指期权VIX报28.41%，环比变动为-0.72%。 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..........................................................................