资源描述：
《股票期权市场全景数据报告.docx》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。
1、目录一、市场数据汇总1二、上证50ETF期权(510050.SH)2三、沪深300ETF期权(510300.SH)5四、沪深300ETF期权(159919.SZ)9五、沪深300股指期权(000300.SH)12一、市场数据汇总.深证成指12,816.611.490.67-沪深300指数中证500指数50ETF(510050.SH)300ETF(510300.SH)300ETF(159919.SZ)4,563.076,244.643.2714.6364.56712.5912.8035.16,126.25.20.227---1.571.63-3.93-
2、5.92-2.889.6816.034.902.953.451.071.6265.91-2.31311-1.9245567.0425.65.74-13,218.72上证50指数2,1515-2.462,535.87创业板指10.3886.544,210.49344.07-2.24175.17602,58274206..72-13,223.18上证指数成交量(亿)成交额(亿)成交额变化(亿)涨跌幅收盘价2020-09-2411,9IH2010CFFEX上证50期货IH2011IH2012IH2103IF2010IF2011IF2012IF21033,2
3、02.603,191.203,168.203,147.804,548.404,522.204,492.204,444.00--------8,09167110,2432,121367.46-16.126.43-27.5297.78-50.5220.12-70.92-14.67CFFEX沪深300期货267.6561.70-70.87-119.03,55027,5417,634332.41-22-428.2489.08-2.253.44-2.26443.42-140.6-2.19-54.441,304.43105,127-2.156,190.206,1
4、04.006,021.205,816.40IC2010CFFEX中证500期货IC2011IC2012IC210371.631.69-40.8732.232,37319,8044,6161.661,441.16105,3761.661.751.791.5431.68收盘价涨跌幅成交量(手)成交额(亿)基差名称8494741279271649-5-17585.096394855.610890.00.25210.00620.770912970.0.950660.43-0.00.2463-0.06770.71820.230.918359.36.00.240
5、4-0.05930.79260.35481.185068.85038042089.0-0-00.2407-0.06060.74470.30521.0960上交所50ETF沪300ETF深交所深300ETF中金所沪深300波动率情况波动率指数变化分位点期权市场情绪情况成交量PCR变化持仓量PCR变化标的名称3.7852751260980.8692.4832235531917607.50619.31241713149021119652185396014.68513.62-75029618247843105101735591上交所50ETF沪300ETF深
6、交所深300ETF中金所沪深300变化成交额(亿）变化(亿)持仓量变化成交量期权成交持仓情况标的名称二、上证50ETF期权(510050.SH)1、成交持仓情况成交量变化持仓量变化202011107816107816476394763920201014467207026041179319169787202012149487745314644893733420210331568114851333374315总计17355913105101824784-750296成交量PCR变化持仓量PCR变化2020111.36471.36471.25461.254
7、62020101.03200.22220.6159-0.05152020121.67780.65071.13210.07322021031.15600.42980.72900.0029总计1.09600.30520.7447-0.0606表1.1：50ETF期权合约成交与持仓情况2020-9-24成交量变化持仓量变化成交量PCR持仓量PCR认购828035322541045919-380500认沽907556278256778865-36979650ETF期权17355913105101824784-7502961.09600.7447数据来源：Wi
8、nd资讯，整理图1.2：50ETF期权主力合约分执行价成交量情况图1.3：50ETF期权主力合约分执行价持仓
