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商品期权日报

2025-05-28 南华期货 路仁假
报告封面

PCR PCR PCR -39341 84 4126 0.32 2476 5123 7893 0.16 -0.27 -35887 5403 3191 971 -6180 -0.30 红枣 生猪鸡蛋 14146 0.71 PCR 0.01 0.00 0.13 0.00 0.00 0.00 0.00 0.070.01 0.02 0.01 0.050.00 0.00 0.56 0.00 0.68 6205 87635 -23667 38982 0.32 -0.16 0.37 -20 33138 035 -2 3258 0.45 1.74 25275 19636 0.73 0.02 0.70 40635 221 -4 16394 0.93 0.70 392184 96255 0.89 -0.21 0.81 189867 697 -4 94954 1.30 0.07 0.79 7402 264231 41435 164426 0.81 -0.02 1.03 247309 6 518 79036 0.69 -0.06 0.62 392094 561 -8 42363 1.26 0.98 114917 8 584 53978 0.70 1.81 6 57 173786 7 285 22288 0.80 0.20 0.83 3236 25971 0 86 13045 0.48 0.70 6 21 35360 4394 0.70 -0.04 0.77 941095 187826 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 603093 5/28/2025 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 13.15% -0.98% 12.34% 0.00% 103.77% -0.2 7% 0.81% -0.01% 16.51% -0.38% 14.48% 0.00% 104.00% -6.40% 2.03% 0.00% 10.57% -1.15% 12.63% 0.00% 110.30% 0.9 5% -2.06% -0.01% 12.54% 0.63% 12.84% 0.00% 95.55% 1.4 2% -0.30% 0.01% 14.81% 0.11% 12.73% 0.00% 95.32% -0.6 6% 2.08% 0.00% 9.40% 0.06% 8.42% 0.00% 113.14% 2.9 6% 0.98% 0.00% 8.29% -0.24% 8.00% 0.00% 105.13% -4.02% 0.29% 0.00% 19.49% 0.41% 18.50% 0.00% 108.91% 7.3 1% 0.99% 0.00% 17.47% -0.19 % 21.67% 0.00% 95.57% 0.2 5% -4.20% 0.00% 10.17% -0.11 % 11.00% 0.00% 94.20% -1.23% -0.83% 0.00% 11.38% -0.28% 11.95% 0.00% 98.46% -4.83% -0.57% 0.00% 红枣 16.78% 0.40% 10.47% 0.00% 103.65% 1.4 7% 6.31% 0.00% 生猪 11.65% -2.87% 10.06% 0.00% 111.26% -8.46% 1.59% -0.03% 鸡蛋 17.80% -0.31% 20.69% 0.06% 102.54% -3.69% -2.89% -0.06% -0.54% 1.31% -0.62% -105473 6 -57389 7 8 -0.81% -0.75% -65607 32915 134430 -23200 -35957 -13634 29216 9 红枣 -230 -1.47% 36191 4066 90405 75481 -2.64% 8675 2187 121416 477 -6 53153 12% -0. 0.60% 14 8352 -252 562530 -76901 129832 2% 0.5 0.15% 0 13330 420256 65001 596014 5% 0.1 0.95% 32 8076 602245 488864 0.77% 5 2604 3788 308545 194926 -0.53% -46 5795 1211941 356010 2% 0.2 0.26% 1 2325 330390 -39348 355015 -0.56% 0.01% -41 9403 3026 589435 17183 277577 -0.31% -0.10% -28 7712 -835 134570 7611 -1 127790 -0.06% -12 3565 -162 112009 776 65548 1.11% 60 7642 2316480 961683 0.10% -5 2961 生猪 13560 0 0.11% 0.4 0% 16995 -4 231 77960 -13 07 鸡蛋 2882 -3 -0.59% 2.1 1% 138100 -68051 173233 -89 57 IV IV 20HV20HV 110IV/90IV 110IV/90IV -1.59% 0.00% 镍 3.53% 氧化铝 -2.17% 2.63% 0.00% 0.00% 0.00% 1.44% 4.42% -4.43% -5.39% 1.46% -2.72% -8.96% 多晶硅0.03% 锡4.45%0.00%-4.57% 00% 00% 00% 00% 01% 0.04% 00% -0.02% 0.03% -0.04%0.04% 8.19% 93.79% 11.49% 19.68% -5.27% % 0.73 97.81% 32.92% 0.94% - 27.65% 2.45% 102.68% 0.00% 27.20% 29.65% -17.33% 97.39% 44.54% 27.21% 0. 1.10% 97.41% 25.23% .19% 0 26.33% 4.43% 91.87% 13.69% 18.12% -0. 1.74% 90.36% 0.01% 11.74% 0.32% - 13.48% 0. -1.30% 93.80% 0.00% 11.23% 0.04% - 9.93% 0. 2.47% 97.28% 9.26% 0.09% - 11.73% 0. 0.14% % 0.07 97.39% 0.00% 17.18% .31% 0 17.32% 0. -2.57% 96.19% 0.00% 21.97% .12% 0 19.40% PCR PCR PCR PCR 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 59291 -2734 115531 5669 1.04 0.25 0.80 0.03 85628 -18852 162626 9900 1.51 0.16 0.95 0.02 45707 -6203 72428 5237 1.28 0.21 1.22 0.01 39609 -2382 69259 5563 1.53 -0.34 1.50 0.04 42949 -43169 33921 2468 0.80 0.19 0.82 0.07 镍 28397 19455 19737 4682 2.40 1.57 1.33 0.15 166685 16869 322294 12726 0.67 0.08 0.37 0.00 氧化铝 211713 3960 159288 17484 0.80 -0.18 0.58 0.01 476149 250867 324319 73002 0.91 0.05 0.42 0.01 多晶硅 93617 -19150 121461 7360 1.34 0.10 0.94 0.02 锡 25214 15485 9899 3084 3.24 2.80 1.35 0.30 772.28 0.68 -0.59% 0.68% 210848 -1 7858 199056 -5739 8225 8 -0.36% 0.28% 635600 78 21 350276 -14143 77870 -340 -0.15% -0.0 8% 73407 62 25 169462 42378 20095 55 0.17% 0.75% 133894 -66028 203561 1088 22210 -120 -0.89% -1.50% 162225 -180952 123007 1439 镍 119950 -2220 -2.10% -1.54% 158844 106536 106713 77382 60380 -540 -0.59% -1.45% 388140 - 4329 283607 -10088 氧化铝 2991 -27 -0.73% 1.98% 1043328 -8 4637 371308 -9468 7340 -100 -2.52% 1.10% 624841 263963 226069 -1138 多晶硅 35100 -190 0.23% 1.39% 153272 -3 8462 79868 -932 锡 257000 -7690 -3.15% -3.24% 96332 64437 28221 15738 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 6.16% 4.17% 0.02% 0.00% 0.00% -0.01% 11.45% PVC 0.00% 0.00% 0.00% 0.00% 3.92% 玻璃 烧碱 0.01% 0.00% 0.00% 0.00% -4.78% 01% 01% -0.04% 01% 0.06% 0.05% 01% 01% 01% 00% 01% -0.02% 00% 02% 0.04% 01% 00% 0. -1.87% 91% -1. 99.74% 0.00% 24.60% -0.49% 22.73% -0. -1.64% 105.01% 26.69% -0.77% 25.05% -1.93% 5% 2.8 93.83% 23.22% 21.29% 0. -10.96% 7% 0.0 101.63% 28.73% .59% 1 17.77% 0. -0.96% 9% 3.6 96.40% 18.36% .88% 0 17.40% -10.14% 79% -1. 98.98% 0.02% 30.65% .14% -0 20.51% 0. -3.39% 36% -2. 90.81% 17.98% .27% 1 14.59% 0. -1.31% 3% 3.3 107.49% 10.41% .24% -0 9.10% -0. -3.44% 47% -2. 101.01% 14.75% -0.90% 11.31% 0. -4.43% 8% 0.9 101.72% 18.10% .07% 1 13.67% 0. -1.90% 5.71% 99.43% 0.00% 20.80% .84% 0 18.90% 3.42% 47% -1. 96.26% 23.68% 27.10% 6.17% 96.12% 17.52% 23.69% -0. 0.47% 4% 3.2 98.05% 22.05% -1.14% 22.52% -1.06% 84% -0. 97.13% 18.31% -1.93% 17.25% 0. -0.71% -9.28% 97.44% 0.00% 25.06% .74% 0 24.35% 0. -1.43% 7% 1.2 97.21% 0.00% 33