商品期权市场全景数据报告

OptionMarketDataReport 投资咨询业务资格：京证监许可【2012】75号 要点： 作者：金融衍生品研究中心牛秋乐执业编号：F0268914 (从业)Z0002616 (投资咨询)联系方式：010-68578820/niuqiule@foundersc.com 本周商品期权各标的多数下跌，原油、贵金属逆市收涨。期权市场方面，商品期权成交量整体出现上升。目前苹果期权、白糖期权、纯碱期权、PX期权、铜期权等认沽合约成交最为活跃,而碳酸锂期权、烧碱期权、工业硅期权、PVC期权、锰硅期权等则在认购期权上交投更为积极。在持仓PCR方面,铁矿石期权、纯碱期权、白糖期权、苹果期权、尿素期权等处于高位,PVC期权、乙二醇期权、锰硅期权、碳酸锂期权、LPG期权等期权品种则处于相对低位。在波动率方面,目前各个品种期权隐波走势分化,整体处于历史均值下方。 作者：金融衍生品研究中心冯世佃执业编号：F3049858(从业)Z0015710(投资咨询)联系方式：fengshidian@foundersc.com 短期来看，市场风险偏好下降，投资者要注意风险。从中长期来看，随着国内经济回暖，国内品种方面，预计未来大概率还是以底部震荡抬升为主。建议回调做多，谨慎追涨。海外宏观方面，9月不加息落地，最近强劲的9月零售销售数据公布后，关于美联储年底前再次加息的预期升温，各期美债收益率全面攀升。明年二季度或才迎来首次降息。与海外关联度较高的品种，单边期货持仓的投资者建议利用期权保险或备兑策略做好风险管理。 成文时间：2023年10月22日星期日 目录 市场数据汇总................................................................................................................................3一、豆粕期权(M)...........................................................................................................................6二、白糖期权(SR)..........................................................................................................................9三、铜期权(CU)...........................................................................................................................12四、玉米期权(C)..........................................................................................................................15五、棉花期权(CF)........................................................................................................................18六、橡胶期权(RU).......................................................................................................................21七、铁矿石期权(I).......................................................................................................................24八、PTA期权(TA).........................................................................................................................27九、甲醇期权(MA)......................................................................................................................30十、黄金期权(AU).......................................................................................................................33十一、菜籽粕期权(RM)...............................................................................................................36十二、LPG期权(PG)....................................................................................................................39十三、聚丙烯期权(PP)................................................................................................................42十四、塑料期权(L)......................................................................................................................45十五、PVC期权(V).......................................................................................................................48十六、铝期权(AL)........................................................................................................................51十七、锌期权(ZN)........................................................................................................................54 商品期权市场全景数据报告 十八、棕榈油期权(P)..................................................................................................................57十九、原油期权(SC)....................................................................................................................60二十、豆一期权(A)......................................................................................................................63二十一、豆二期权(B)..................................................................................................................66二十二、豆油期权(Y)..................................................................................................................69二十三、花生期权(PK)................................................................................................................72二十四、菜油期权(OI).................................................................................................................75二十五、工业硅期权(SI)..............................................................................................................78二十六、白银期权(AG)................................................................................................................81二十七、螺纹期权(RB)................................................................................................................84二十八、乙二醇期权(EG)............................................................................................................87二十九、苯乙烯期权(EB)............................................................................................................90三十、碳酸锂期权(LC)................................................................................................................93三十一、合成橡胶期权(BR)........................................................................................................96三十二、PX期权(PX)...................................................................................................................99三十三、烧碱期权(SH)...............................