股指期权日报 | 2026-03-03 股指期权日报 股指期权市场概况 期权成交量 2026-03-02，上证50ETF期权成交量为42.15万张；沪深300ETF期权（沪市）成交量为68.77万张； 中证500ETF期权（沪市）成交量为116.00万张；深证100ETF期权成交量为22.75万张； 创业板ETF期权成交量为130.10万张；上证50股指期权成交量为3.76万张； 沪深300股指期权成交量为6.87万张；中证1000期权总成交量为27.41万张。 期权PCR 上证50ETF期权成交额PCR报0.97，环比变动为+0.18；持仓量PCR报0.83，环比变动为+0.02； 沪深300ETF期权（沪市）成交额PCR报0.98，环比变动为+0.19；持仓量PCR报0.87，环比变动为+0.06； 中证500ETF期权（沪市）成交额PCR报0.78，环比变动为+0.15；持仓量PCR报1.35，环比变动为+0.00 ； 深圳100ETF期权成交额PCR报1.07 ，环比变动为+0.07；持仓量PCR报1.46；环比变动为-0.14； 创业板ETF期权成交额PCR报1.12，环比变动为+0.32 ；持仓量 ...

先锋期货期权日报 | 各品种未来有大行情的概率的参考排名： | | --- | | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ag2604 | 6.3% | 1 | 8.5% | 1 | 6.1% | 9 | | lc2604 | 5.9% | 2 | 5.4% | 4 | 5.3% | 19 | | sc2604 | 5.4% | 3 | 3.4% | 7 | 7.5% | 4 | | fu2604 | 4.7% | 4 | 2.8% | 11 | 7.3% | 6 | | pd2606 | 4.6% | 5 | 5.4% | 3 | 4.1% | 24 | | pt2606 | 4.6% | 6 | 6.1% | 2 | 6.2% | 8 | | sn2604 | 4.3% | 7 | 5.1% | 5 | 8.9% | 1 | | ps2605 | 3.3% | 8 | 2.7% | 13 | 7. ...

股指期权日报 | 2026-03-02 股指期权日报 股指期权市场概况 期权成交量 2026-02-27，上证50ETF期权成交量为64.65万张；沪深300ETF期权（沪市）成交量为69.24万张； 中证500ETF期权（沪市）成交量为83.40万张；深证100ETF期权成交量为6.55万张； 创业板ETF期权成交量为101.56万张；上证50股指期权成交量为1.86万张； 沪深300股指期权成交量为7.01万张；中证1000期权总成交量为22.20万张。 期权PCR 上证50ETF期权成交额PCR报0.79，环比变动为-0.08；持仓量PCR报0.80，环比变动为+0.00； 沪深300ETF期权（沪市）成交额PCR报0.79，环比变动为+0.01；持仓量PCR报0.82，环比变动为+0.02； 中证500ETF期权（沪市）成交额PCR报0.63，环比变动为+0.04；持仓量PCR报1.36，环比变动为+0.09 ； 深圳100ETF期权成交额PCR报1.00 ，环比变动为-0.05；持仓量PCR报1.60；环比变动为-0.23； 创业板ETF期权成交额PCR报0.80，环比变动为+0.06 ；持仓量PC ...

来源：上交所发布 01 市场概况 指数 | | 收盘 | 涨跌幅（%） | 市盈率（倍） | | --- | --- | --- | --- | | 上证综指 | 4163 | 1.98 | 17.1 | | 科创综指 | 1850 | 2.24 | 77.1 | | 科创50 | 1488 | 1.20 | 69.8 | | 上证180 | 10403 | 1.41 | 12.9 | | 上证380 | 7548 | 4.18 | 27.1 | 注：市盈率以上年年报利润数据为基准，剔除亏损公司。 成交 | | 成交额（亿元） | | --- | --- | | 主板股票 | 31685 | | 大宗交易 | 18 | | 科创板股票 | 9991 | | 盘后固定价格交易 | 1.0 | | 大宗交易 | 14.7 | | 债券 | 114895.9 | | 现货 | 5198.1 | | 回购 | 109624.1 | | 借贷 | 73.7 | | 基金 | 13854 | | ETF（含交易型货币基金） | 13813 | 规模 登录新浪财经APP 搜索【信披】查看更多考评等级 炒股就看金麒麟分析师研 ...

先锋期货期权日报 2026-2-27 风险揭示 本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 各品种未来有大行情的概率的参考排名： | | --- | | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ag2604 | 5.8% | 1 | 8.3% | 1 | 5.8% | 3 | | lc2604 | 5.3% | 2 | 6.0% | 4 | 4.8% | 6 | | pt2606 | 4.8% | 3 | 6.4% | 2 | 7.6% | 2 | | pd260 ...

先锋期货期权日报 2026-2-26 风险揭示 本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 各品种未来有大行情的概率的参考排名： | | --- | | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ag2604 | 6.0% | 1 | 8.4% | 1 | 4.7% | 2 | | lc2604 | 5.6% | 2 | 6.3% | 2 | 13.7% | 1 | | pt2606 | 4.6% | 3 | 6.3% | 3 | 4.0% | 5 | | pd26 ...

先锋期货期权日报 2026-2-25 风险揭示 本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 各品种未来有大行情的概率的参考排名： | | --- | | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ag2604 | 6.4% | 1 | 8.7% | 1 | 6.6% | 3 | | lc2604 | 5.3% | 2 | 6.7% | 3 | 4.3% | 5 | | pt2606 | 4.7% | 3 | 6.7% | 2 | 7.0% | 2 | | pd260 ...

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]