股指期权日报

股指期权市场概况 期权成交量 2026-08-20，上证50ETF期权成交量为78.43万张；沪深300ETF期权（沪市）成交量为81.39万张；中证500ETF期权（沪市）成交量为170.34万张；深证100ETF期权成交量为5.47万张；创业板ETF期权成交量为199.38万张；上证50股指期权成交量为3.71万张；沪深300股指期权成交量为11.77万张；中证1000期权总成交量为52.50万张。 期权PCR 上证50ETF期权成交额PCR报0.83，环比变动为-0.59；持仓量PCR报0.67，环比变动为-0.03；沪深300ETF期权（沪市）成交额PCR报1.37，环比变动为-0.15；持仓量PCR报0.78，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报1.16，环比变动为-0.71；持仓量PCR报0.97，环比变动为-0.01；深证100ETF期权成交额PCR报0.78，环比变动为-0.38；持仓量PCR报0.70；环比变动为+0.00；创业板ETF期权成交额PCR报1.39，环比变动为-0.55；持仓量PCR报0.83，环比变动为-0.01；上证50股指期权成交额PCR报0.94，环比变动为-0.14；持仓量PCR报0.67，环比变动为+0.00；沪深300股指期权成交额PCR报1.03，环比变动为-0.13；持仓量PCR报0.73，环比变动为+0.01；中证1000股指期权成交额PCR报1.14，环比变动为-0.43；持仓量PCR报0.77，环比变动为+0.02。 期权VIX 上证50ETF期权VIX报17.03%，环比变动为-0.52%；沪深300ETF期权（沪市）VIX报19.31%,环比变动为-1.05%；中证500ETF期权（沪市）VIX报29.98%，环比变动为-1.76%；深证100ETF期权VIX报28.95%，环比变动为-1.08%；创业板ETF期权VIX报38.02%，环比变动为-0.55%；上证50股指期权VIX报16.73%，环比变动为-0.99%；沪深300股指期权VIX报19.24%，环比变动为-0.70%；中证1000股指期权VIX报30.77%，环比变动为-1.46%。 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.........................................................................