股指期权日报

股指期权市场概况 期权成交量 2026-08-19，上证50ETF期权成交量为120.02万张；沪深300ETF期权（沪市）成交量为127.64万张；中证500ETF期权（沪市）成交量为227.98万张；深证100ETF期权成交量为8.78万张；创业板ETF期权成交量为320.73万张；上证50股指期权成交量为5.97万张；沪深300股指期权成交量为17.03万张；中证1000期权总成交量为70.25万张。 期权PCR 上证50ETF期权成交额PCR报1.43，环比变动为+0.70；持仓量PCR报0.70，环比变动为+0.04；沪深300ETF期权（沪市）成交额PCR报1.53，环比变动为+0.68；持仓量PCR报0.80，环比变动为-0.04；中证500ETF期权（沪市）成交额PCR报1.87，环比变动为+1.02；持仓量PCR报0.98，环比变动为-0.09；深证100ETF期权成交额PCR报1.16，环比变动为+0.80；持仓量PCR报0.70；环比变动为+0.07；创业板ETF期权成交额PCR报1.93，环比变动为+1.17；持仓量PCR报0.84，环比变动为-0.09；上证50股指期权成交额PCR报1.08，环比变动为+0.46；持仓量PCR报0.67，环比变动为-0.03；沪深300股指期权成交额PCR报1.15，环比变动为+0.67；持仓量PCR报0.72，环比变动为-0.06；中证1000股指期权成交额PCR报1.57，环比变动为+0.82；持仓量PCR报0.75，环比变动为-0.11。 期权VIX 上证50ETF期权VIX报17.55%，环比变动为+1.06%；沪深300ETF期权（沪市）VIX报20.37%,环比变动为+1.74%；中证500ETF期权（沪市）VIX报31.75%，环比变动为+4.44%；深证100ETF期权VIX报30.03%，环比变动为+2.77%；创业板ETF期权VIX报40.58%，环比变动为+1.17%；上证50股指期权VIX报17.73%，环比变动为+1.10%；沪深300股指期权VIX报19.95%，环比变动为+1.82%；中证1000股指期权VIX报32.22%，环比变动为+3.74%。 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.......................................................................