股指期权日报 | 2026-02-24 股指期权日报 股指期权市场概况 期权成交量 2026-02-13，上证50ETF期权成交量为48.34万张；沪深300ETF期权（沪市）成交量为52.94万张； 中证500ETF期权（沪市）成交量为108.98万张；深证100ETF期权成交量为6.69万张； 创业板ETF期权成交量为131.87万张；上证50股指期权成交量为5.27万张； 沪深300股指期权成交量为7.18万张；中证1000期权总成交量为29.21万张。 期权PCR 上证50ETF期权成交额PCR报1.00，环比变动为+0.43；持仓量PCR报0.74，环比变动为-0.02； 沪深300ETF期权（沪市）成交额PCR报1.10，环比变动为+0.32；持仓量PCR报0.81，环比变动为-0.04； 中证500ETF期权（沪市）成交额PCR报0.82，环比变动为+0.31；持仓量PCR报1.18，环比变动为-0.06 ； 深圳100ETF期权成交额PCR报1.18 ，环比变动为-0.30；持仓量PCR报1.44；环比变动为+0.15； 创业板ETF期权成交额PCR报0.91，环比变动为+0.21 ；持仓量P ...

1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the trading data of various index options on February 12, 2026, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] 3. Summary by Relevant Catalog Option Trading Volume - On February 12, 2026, the trading volume of Shanghai - Shenzhen 300 ETF options (Shanghai) was 626,200 contracts; the trading volume of CSI 500 ETF options (Shanghai) was 946,600 contracts; the trading volume of Shenzhen 100 ETF options was 49,100 contracts; the trading volume of ChiNext ETF options was 1,275,800 contracts; the trading volume of Shanghai - Shenzhen 300 index options was 61,400 contracts; the total trading volume of CSI 1000 options was 252,600 contracts [1] - The trading volume of Shanghai 50 ETF options was 483,400 contracts (253,100 call contracts and 230,300 put contracts); the trading volume of Shanghai - Shenzhen 300 ETF options (Shanghai) was 529,400 contracts (262,500 call contracts and 267,000 put contracts); the trading volume of CSI 500 ETF options (Shanghai) was 1,089,800 contracts (589,500 call contracts and 500,200 put contracts); the trading volume of Shenzhen 100 ETF options was 66,900 contracts (51,000 call contracts and 15,900 put contracts); the trading volume of ChiNext ETF options was 1,275,800 contracts (539,000 call contracts and 736,800 put contracts); the trading volume of Shanghai 50 index options was 22,100 contracts (8,700 call contracts and 13,400 put contracts); the trading volume of Shanghai - Shenzhen 300 index options was 71,800 contracts (33,500 call contracts and 23,700 put contracts); the trading volume of CSI 1000 index options was 252,600 contracts (141,500 call contracts and 111,100 put contracts) [20] Option PCR - The turnover PCR of Shanghai 50 ETF options was 0.57, with a month - on - month change of - 0.15; the position PCR was 0.76, with a month - on - month change of - 0.06; the turnover PCR of Shanghai - Shenzhen 300 ETF options (Shanghai) was 0.78, with a month - on - month change of - 0.26; the position PCR was 0.84, with a month - on - month change of - 0.04; the turnover PCR of CSI 500 ETF options (Shanghai) was 0.52, with a month - on - month change of - 0.18; the position PCR was 1.24, with a month - on - month change of + 0.04; the turnover PCR of Shenzhen 100 ETF options was 1.48, with a month - on - month change of + 0.19; the position PCR was 1.28, with a month - on - month change of + 0.10; the turnover PCR of ChiNext ETF options was 0.70, with a month - on - month change of - 0.16; the position PCR was 1.15, with a month - on - month change of + 0.12; the turnover PCR of Shanghai 50 index options was 0.49, with a month - on - month change of + 0.13; the position PCR was 0.64, with a month - on - month change of - 0.01; the turnover PCR of Shanghai - Shenzhen 300 index options was 0.40, with a month - on - month change of - 0.03; the position PCR was 0.63, with a month - on - month change of - 0.01; the turnover PCR of CSI 1000 index options was 0.50, with a month - on - month change of - 0.07; the position PCR was 0.96, with a month - on - month change of + 0.03 [2][36] Option VIX - The VIX of Shanghai 50 ETF options was 16.60%, with a month - on - month change of + 0.11%; the VIX of Shanghai - Shenzhen 300 ETF options (Shanghai) was 17.13%, with a month - on - month change of + 0.34%; the VIX of CSI 500 ETF options (Shanghai) was 25.33%, with a month - on - month change of + 0.55%; the VIX of Shenzhen 100 ETF options was 20.33%, with a month - on - month change of - 0.11%; the VIX of ChiNext ETF options was 26.20%, with a month - on - month change of + 0.34%; the VIX of Shanghai 50 index options was 17.15%, with a month - on - month change of + 0.01%; the VIX of Shanghai - Shenzhen 300 index options was 17.89%, with a month - on - month change of + 0.12%; the VIX of CSI 1000 index options was 25.64%, with a month - on - month change of - 0.58% [3][48]

1. Report's Industry Investment Rating - Not provided in the report 2. Core Viewpoints - The report presents the trading data of various index options on February 9, 2026, including trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index), to reflect the market situation of index options [1][2][3] 3. Summary by Directory Option Trading Volume - On February 9, 2026, the trading volume of SSE 50 ETF options was 793,300 contracts; CSI 300 ETF options (Shanghai) was 1,024,800 contracts; CSI 500 ETF options (Shanghai) was 1,902,000 contracts; Shenzhen 100 ETF options was 46,200 contracts; ChiNext ETF options was 1,421,400 contracts; SSE 50 index options was 29,600 contracts; CSI 300 index options was 119,400 contracts; and CSI 1000 options was 266,900 contracts [1] - The table shows the trading volume details of call, put, and total contracts for each index option [20] Option PCR - The trading volume PCR and position PCR of various index options and their corresponding changes are as follows: for example, the trading volume PCR of SSE 50 ETF options was 0.64, with a change of - 0.30, and the position PCR was 0.77, with a change of + 0.04 [2] - The table provides a comprehensive list of the trading volume PCR, its change, position PCR, and its change for various index options [36] Option VIX - The VIX of various index options and their corresponding changes are presented. For instance, the VIX of SSE 50 ETF options was 17.05%, with a change of - 0.47% [3] - The table lists the VIX and its change for each index option [51]

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The report presents the trading data of various index - option products on February 6, 2026, including trading volume, PCR, and VIX, and their respective changes compared to the previous period [1][2][3] 3. Summary by Directory 3.1 Option Trading Volume - On February 6, 2026, the trading volume of SSE 50 ETF options was 799,200 contracts; CSI 300 ETF options (Shanghai) was 1,025,300 contracts; CSI 500 ETF options (Shanghai) was 2,190,000 contracts; Shenzhen 100 ETF options was 38,900 contracts; ChiNext ETF options was 1,594,900 contracts; SSE 50 index options was 35,000 contracts; CSI 300 index options was 98,300 contracts; and CSI 1000 options was 334,300 contracts [1] 3.2 Option PCR - SSE 50 ETF options: The trading - volume PCR was 0.95, with a month - on - month increase of 0.18; the open - interest PCR was 0.74, with a month - on - month decrease of 0.02 - CSI 300 ETF options (Shanghai): The trading - volume PCR was 1.04, with a month - on - month increase of 0.07; the open - interest PCR was 0.80, with a month - on - month decrease of 0.01 - CSI 500 ETF options (Shanghai): The trading - volume PCR was 1.06, with a month - on - month decrease of 0.36; the open - interest PCR was 1.14, with a month - on - month increase of 0.03 - Shenzhen 100 ETF options: The trading - volume PCR was 1.43, with a month - on - month increase of 0.36; the open - interest PCR was 1.16, with a month - on - month decrease of 0.07 - ChiNext ETF options: The trading - volume PCR was 1.08, with a month - on - month decrease of 0.06; the open - interest PCR was 1.01, with a month - on - month increase of 0.03 - SSE 50 index options: The trading - volume PCR was 0.58, with a month - on - month increase of 0.09; the open - interest PCR was 0.60, with a month - on - month decrease of 0.01 - CSI 300 index options: The trading - volume PCR was 0.72, with a month - on - month increase of 0.02; the open - interest PCR was 0.63, with a month - on - month increase of 0.00 - CSI 1000 index options: The trading - volume PCR was 0.83, with a month - on - month decrease of 0.13; the open - interest PCR was 0.84, with a month - on - month increase of 0.02 [2] 3.3 Option VIX - SSE 50 ETF options: The VIX was 17.53%, with a month - on - month increase of 0.26% - CSI 300 ETF options (Shanghai): The VIX was 18.09%, with a month - on - month increase of 0.17% - CSI 500 ETF options (Shanghai): The VIX was 27.61%, with a month - on - month increase of 0.64% - Shenzhen 100 ETF options: The VIX was 22.37%, with a month - on - month increase of 0.20% - ChiNext ETF options: The VIX was 27.75%, with a month - on - month decrease of 0.06% - SSE 50 index options: The VIX was 18.43%, with a month - on - month increase of 0.08% - CSI 300 index options: The VIX was 19.24%, with a month - on - month increase of 0.17% - CSI 1000 index options: The VIX was 27.86%, with a month - on - month increase of 0.72% [3]

Report Industry Investment Rating - No relevant content provided Core Viewpoints - The report presents the trading data of various index options on February 5, 2026, including trading volume, PCR, and VIX, offering a detailed overview of the index option market [1][2][3] Summaries by Directory Option Trading Volume - On February 5, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 834,900 contracts; CSI 300 ETF options (Shanghai) was 977,000 contracts; CSI 500 ETF options (Shanghai) was 1,836,800 contracts; Shenzhen 100 ETF options was 74,300 contracts; ChiNext ETF options was 1,568,600 contracts; Shanghai Stock Exchange 50 index options was 37,300 contracts; CSI 300 index options was 103,000 contracts; and CSI 1000 options was 313,100 contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.76, with a month - on - month change of +0.03; the position PCR was 0.76, with a month - on - month change of - 0.02. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.26%, with a month - on - month change of +0.01%. The VIX of other options also had corresponding changes, such as CSI 500 ETF options (Shanghai) at 26.96% with a +1.39% change [3]

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various stock index options on February 3, 2026, including trading volume, PCR, and VIX, to help investors analyze the market situation [1][2][3] Summary by Directory Option Trading Volume - On February 3, 2026, the trading volumes of various options were as follows: Shanghai Stock Exchange 50 ETF option was 1369600 contracts; CSI 300 ETF option (Shanghai market) was 1651800 contracts; CSI 500 ETF option (Shanghai market) was 2295300 contracts; Shenzhen 100 ETF option was 37000 contracts; ChiNext ETF option was 1701600 contracts; Shanghai Stock Exchange 50 stock index option was 47700 contracts; CSI 300 stock index option was 173500 contracts; CSI 1000 option was 335700 contracts [1] Option PCR - The turnover PCR and position PCR of various options and their changes were reported: for example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 0.99, with a month - on - month change of - 0.14; the position PCR was 0.71, with a month - on - month change of - 0.02 [2] Option VIX - The VIX and its monthly changes of various options were reported: for example, the VIX of Shanghai Stock Exchange 50 ETF option was 19.23%, with a month - on - month change of - 3.14% [3]

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on January 29, 2026, including trading volume, PCR, and VIX [1][2][3] Summary by Directory Option Trading Volume - On January 29, 2026, the trading volume of Shanghai Stock Exchange 50 ETF options was 1045400 contracts; CSI 300 ETF options (Shanghai market) was 1397500 contracts; CSI 500 ETF options (Shanghai market) was 1868600 contracts; Shenzhen 100 ETF options was 70200 contracts; ChiNext ETF options was 1291100 contracts; Shanghai Stock Exchange 50 index options was 69300 contracts; CSI 300 index options was 94900 contracts; and CSI 1000 options was 332200 contracts [1] - The table shows the call, put, and total trading volumes of different index ETF options on that day, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 1299600 contracts [19] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.55, with a month - on - month change of - 0.28; the position PCR was 0.85, with a month - on - month change of + 0.12. Similar data for other options are also provided [2] - The table presents the turnover PCR, its month - on - month change, position PCR, and its month - on - month change of different index ETF options [33] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.35%, with a month - on - month change of + 0.05%; CSI 300 ETF options (Shanghai market) was 18.33%, with a month - on - month change of - 0.03%. Similar data for other options are also given [3] - The table shows the VIX and its month - on - month change of different index ETF options [46]

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Relevant Catalogs Option Trading Volume - On January 27, 2026, the trading volume of SSE 50 ETF options was 1686800 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1869200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2513900 contracts; the trading volume of Shenzhen 100 ETF options was 67900 contracts; the trading volume of ChiNext ETF options was 2011600 contracts; the trading volume of SSE 50 index options was 52800 contracts; the trading volume of CSI 300 index options was 165300 contracts; the total trading volume of CSI 1000 options was 337500 contracts [1] - The table shows the call, put and total trading volumes of various index ETF options on the same day, such as 659700 call contracts and 502000 put contracts for SSE 50 ETF options, with a total of 1161700 contracts [18] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.69, with a month - on - month change of - 0.30; the open interest PCR was reported at 0.76, with a month - on - month change of + 0.06. Similar data are provided for other types of options, such as CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [2] - The table presents the turnover PCR, its month - on - month change, open interest PCR and its month - on - month change for various index ETF options [33] Option VIX - The VIX of SSE 50 ETF options was reported at 19.29%, with a month - on - month change of + 1.71%. Similar data are given for other types of options, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [3] - The table shows the VIX and its month - on - month change value for various index ETF options [46]

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On January 26, 2026, the trading volume of SSE 50 ETF options was 1246400 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1393200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2373700 contracts; the trading volume of Shenzhen 100 ETF options was 57900 contracts; the trading volume of ChiNext ETF options was 1815900 contracts; the trading volume of SSE 50 index options was 70200 contracts; the trading volume of CSI 300 index options was 122000 contracts; the total trading volume of CSI 1000 options was 324700 contracts [1] - The table shows the call, put and total trading volumes of various index ETF options on the same day, such as 957200 call contracts and 729700 put contracts for SSE 50 ETF options, with a total of 1686800 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.69, with a month - on - month change of - 0.30; the position PCR was reported at 0.76, with a month - on - month change of + 0.06. Similar data for other types of options are also provided [2] - The table presents the turnover PCR, its month - on - month change, position PCR and its month - on - month change for various index ETF options [32] Option VIX - The VIX of SSE 50 ETF options was reported at 19.29%, with a month - on - month change of + 1.71%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 18.70%, with a month - on - month change of + 1.33%. Similar data for other types of options are also given [3] - The table lists the VIX and its month - on - month change value for various index ETF options [46]

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Relevant Catalogs Option Trading Volume - On January 23, 2026, the trading volume of SSE 50 ETF options was 936,900 contracts; CSI 300 ETF options (Shanghai market) was 1,213,500 contracts; CSI 500 ETF options (Shanghai market) was 1,500,700 contracts; Shenzhen 100 ETF options was 66,100 contracts; ChiNext ETF options was 1,618,100 contracts; SSE 50 index options was 47,000 contracts; CSI 300 index options was 84,100 contracts; and CSI 1000 index options was 327,200 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, including SSE 50 ETF options, CSI 300 ETF options (Shanghai market), etc [21] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.99, with a month - on - month change of +0.24; the open interest PCR was reported at 0.70, with a month - on - month change of - 0.02. Similar data is provided for other types of options [2] - The table presents the turnover PCR and its month - on - month change, as well as the open interest PCR and its month - on - month change, for various index ETF options [32] Option VIX - The VIX of SSE 50 ETF options was reported at 17.57%, with a month - on - month change of +1.65%. Similar data is provided for other types of options [3] - The table shows the VIX and its month - on - month change for various index ETF options [45]