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探底回升，周四、周五大面积回暖收红。期权市场方面，期权市场方面，商品期权成交量整体出现下降。目前铝期权、白糖期权、铜期权、纯碱期权、PVC期权等认沽合约成交最为活跃,而碳酸锂期权、烧碱期权、硅铁期权、锰硅期权、棉花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、豆粕期权、苹果期权、铜期权等处于高位,碳酸锂期权、硅铁期权、原油期权、烧碱期权、橡胶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,整体处于历史均值附近。 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 近期期权各标的波动明显加大，短线市场风险偏好回升。从中长期来看，随着国内经济回暖，国内品种方面，预计未来大概率也是以震荡抬升为主。等待回调做多信号，谨慎追涨。海外宏观方面，美联储年内加息概率较小，本轮加息已近尾声。明年3月份或迎来首次降息。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12月10日星期日 具体品种来看，参与波段趋势性行情的投资者，多头趋势可关注纯碱等品种。空头趋势品种有:铝、原油、白糖。 参与波动率交易投资者，可关注近期日内及日间高波动的相关品种。 日内高波动品种有：白糖、碳酸锂、硅铁、纯碱、苹果、尿素、铁矿石、锰硅、橡胶、塑料、花生、PVC、聚丙烯、棕榈油、菜油等； 近期日间高波动品种则有LPG、工业硅、苹果、黄金、硅铁、PVC、白糖、锰硅、菜油、白银、橡胶、棕榈油、尿素、纯碱、原油、塑料、锌等。 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)..............................................................................................