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商品期权周报

2026-03-27 张雪慧国泰君安证券 Michael Wong 香港继承教育

市场综述
提供了商品期权市场的整体情况概述，数据来源为RQData和国泰君安期货研究。
市场数据
- 2.1 市场概览
  概述商品期权市场的整体运行情况。
- 2.2-2.61 各品种期权分析
  对60余个商品期权品种进行了详细分析，包括玉米、豆粕、棕榈油、豆油、花生、黄大豆1号和2号、乙二醇、苯乙烯、白糖、棉花、PTA、PX、烧碱、橡胶、BR橡胶、聚乙烯、聚丙烯、甲醇、液化石油气、PVC、原油、铁矿石、螺纹钢、黄金、白银、铜、锌、铝、工业硅、碳酸锂、苹果、硅铁、锰硅、尿素、纯碱、短纤、红枣、玻璃、生猪、鸡蛋、玉米淀粉、沪镍、沪铅、沪锡、氧化铝、原木、多晶硅、瓶片、铝合金、焦煤、纯苯、燃料油、沥青、纸浆、双胶纸、铂、钯等品种，涵盖了农产品、金属、化工、能源等多个板块。每个品种的分析内容涉及：
  - 市场概览：总结该品种期权的整体市场表现。
  - 成交量与持仓量数据：
    - 成交量：看涨成交量、看跌成交量、总成交量、成交量PCR（看跌成交量/看涨成交量）。
    - 持仓量：看涨持仓量、看跌持仓量、总持仓量、持仓量PCR（看跌持仓量/看涨持仓量）。
  - 波动率与情绪指标：
    - 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25%行权价与-25%行权价隐含波动率之差除以50%行权价隐含波动率，用于衡量市场波动率分布的偏斜程度。
注释
对报告中的关键指标进行了定义说明，包括：
- 成交量指标：看涨成交量、看跌成交量、总成交量、成交量PCR。
- 持仓量指标：看涨持仓量、看跌持仓量、总持仓量、持仓量PCR。
- 波动率与情绪指标：平值波动率、Skew。

商品期权周报张雪慧投资咨询从业资格号：Z0015363zhangxuehui@gtht.com 目录 1.市场综述.....................................................................................................................................................................................................22.市场数据.....................................................................................................................................................................................................42.1市场概览..........................................................................................................................................................................................42.2玉米期权..........................................................................................................................................................................................52.3豆粕期权..........................................................................................................................................................................................52.4菜粕期权..........................................................................................................................................................................................62.5棕榈油期权.....................................................................................................................................................................................62.6豆油期权..........................................................................................................................................................................................72.7菜籽油期权.....................................................................................................................................................................................72.8花生期权..........................................................................................................................................................................................82.9黄大豆1号期权............................................................................................................................................................................82.10黄大豆2号期权.........................................................................................................................................................................92.11乙二醇期权...................................................................................................................................................................................92.12苯乙烯期权.................................................................................................................................................................................102.13白糖期权.....................................................................................................................................................................................102.14棉花期权.....................................................................................................................................................................................112.15 PTA期权.......................................................................................................................................................................................112.16 PX期权.........................................................................................................................................................................................122.17烧碱期权.....................................................................................................................................................................................122.18橡胶期权.....................................................................................................................................................................................132.19 BR橡胶期权................................................................................................................................................................................132.20聚乙烯期权.................................................................................................................................................................................142.21聚丙烯期权.................................................................................................................................................................................142.22甲醇期权.....................................................................................................................................................................................152.23液化石油气期权.......................................................................................................................................................................152.24 PVC期权.......................................................................................................................................................

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