股指期权日报

股指期权市场概况 期权成交量 2026-08-18，上证50ETF期权成交量为59.92万张；沪深300ETF期权（沪市）成交量为78.48万张；中证500ETF期权（沪市）成交量为165.80万张；深证100ETF期权成交量为5.84万张；创业板ETF期权成交量为193.78万张；上证50股指期权成交量为3.13万张；沪深300股指期权成交量为11.17万张；中证1000期权总成交量为49.90万张。 期权PCR 上证50ETF期权成交额PCR报0.72，环比变动为+0.12；持仓量PCR报0.66，环比变动为+0.01；沪深300ETF期权（沪市）成交额PCR报0.84，环比变动为+0.18；持仓量PCR报0.83，环比变动为+0.02；中证500ETF期权（沪市）成交额PCR报0.85，环比变动为+0.20；持仓量PCR报1.07，环比变动为-0.05；深证100ETF期权成交额PCR报0.37，环比变动为+0.00；持仓量PCR报0.63；环比变动为+0.02；创业板ETF期权成交额PCR报0.76，环比变动为+0.22；持仓量PCR报0.93，环比变动为-0.02；上证50股指期权成交额PCR报0.62，环比变动为+0.20；持仓量PCR报0.70，环比变动为-0.01；沪深300股指期权成交额PCR报0.48，环比变动为+0.03；持仓量PCR报0.78，环比变动为-0.02；中证1000股指期权成交额PCR报0.75，环比变动为+0.20；持仓量PCR报0.86，环比变动为-0.02。 期权VIX 上证50ETF期权VIX报16.49%，环比变动为+0.15%；沪深300ETF期权（沪市）VIX报18.63%,环比变动为+0.43%；中证500ETF期权（沪市）VIX报27.30%，环比变动为+1.29%；深证100ETF期权VIX报27.26%，环比变动为-0.20%；创业板ETF期权VIX报33.65%，环比变动为+0.22%；上证50股指期权VIX报16.62%，环比变动为+0.06%；沪深300股指期权VIX报18.13%，环比变动为+0.29%；中证1000股指期权VIX报28.48%，环比变动为+1.50%。 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.........................................................................