商品期权周报

商品期权周报投资咨询从业资格号：Z0018397目录 zhangyin023941@gtjas.com 1 请务必阅读正文之后的免责条款部分22.33工业硅期权.................................................................................................................................................................................222.34碳酸锂期权.................................................................................................................................................................................232.35苹果期权.....................................................................................................................................................................................232.36硅铁期权.....................................................................................................................................................................................242.37锰硅期权.....................................................................................................................................................................................242.38尿素期权.....................................................................................................................................................................................252.39纯碱期权.....................................................................................................................................................................................252.40短纤期权.....................................................................................................................................................................................262.41红枣期权.....................................................................................................................................................................................262.42玻璃期权.....................................................................................................................................................................................272.43生猪期权.....................................................................................................................................................................................272.44鸡蛋期权.....................................................................................................................................................................................282.45玉米淀粉期权............................................................................................................................................................................282.46沪镍期权.....................................................................................................................................................................................292.47沪铅期权.....................................................................................................................................................................................292.48沪锡期权.....................................................................................................................................................................................302.49氧化铝期权.................................................................................................................................................................................302.50原木期权.....................................................................................................................................................................................312.51多晶硅期权.................................................................................................................................................................................312.52瓶片期权.....................................................................................................................................................................................322.53铝合金期权.................................................................................................................................................................................322.54动力煤期权.................................................................................................................................................................................332.55纯苯期权.....................................................................................................................................................................................333.图表分析...................................................................................................................................................................................................34注释：看涨成交量:看涨期权日均成交量看跌成交量:看跌期权日均成交量总成交量：看涨和看跌期权日均成交量总和成交量PCR:看跌期权日均成交量/看涨期权日均成交量看涨持仓量:看涨期权最后一个交易日的持仓量看跌持仓量:看跌期权最后一个交易日的持仓量总持仓量：看涨和看跌期权最后一个交易日的持仓量总和持仓量PCR:看跌期权最后一个交易日的持仓量/看涨期权最后一个交易日的持仓量平值波动率：最后一个交易日的平值期权隐含波动率Skew:最后一个交易日(IV0.25−IV−0.25)/IV0.5包含单个品种图表分析的完整版请参照对客平台产品《商品期权周度分析报告》 请务必阅读正文之后的免责条款部分（正文）1.市场综述过去一周商品期权交易量明显放大，多板块剧烈拉升，波动率和偏度达到极高的水平，负gamma敞口的动态对冲和