商品期权市场全景数据报告

、 商品期权市场全景数据报告 Option Market Data Report 方正中期期货研究院 金融衍生品研究组 牛秋乐 执业编号：Z0002616 彭博 执业编号：Z0011662 冯世佃 执业编号：Z0015710 TEL：010-68578820 Email:niuqiule@foundersc.com 更多精彩请关注方正中期官方微信 要点： 尽管疫苗消息频传利好，但美国新增确诊新冠病例激增，令投资者担心美国多个州与城市将收紧防疫限制措施，进而危及脆弱的商业活动与经济复苏。市场在权衡二者的影响。此外，美联储官员再度强调财政刺激措施支持经济,与美财政部发生明显分歧，加重了市场压力。美参院共和党领袖同意继续就刺激方案进行谈判。总的来说，虽然疫苗进展迅速，但疫苗的产能有限，各国经济复苏也需要一定的过程。预计未来 2-3 年内全球维持货币大宽松的总基调将维持不变，利好大宗商品，未来大概率将迎来商品市场的大牛市。因此，从中长期看，力荐滚动卖出看跌期权。 期权综合指标 收盘价涨跌幅成交量变化持仓量变化豆粕期权3,2642.26%30563780827656326-16094玉米期权2,6040.12%5371823052435585-5081铁矿石期权867.5-1.20%72201197332634081305LPG期权3,544.01.49%5139-835723917152聚丙烯期权8,829.03.43%4099722220671651031塑料期权7,965.02.12%19235626338298691PVC期权7,480.01.36%210586854617251670白糖期权5,1301.64%5373632864172164-5340棉花期权14,4300.03%28320-317221356432364PTA期权3,458.0-0.06%116441-220515431152835甲醇期权2,281.0-0.13%12409668071180502-3625菜籽粕期权2,595.02.04%3822212568615163885动力煤期权605.80.30%277662219655553376铜期权53,9701.68%454741936344601208橡胶期权14,6101.78%195731476549601133黄金期权392.80.27%12232-156145393272铝期权15,8650.32%13475-40322500216锌期权21,0700.24%22057-406414798-923成交量PCR变化持仓量PCR变化波动率指数分位点豆粕期权0.50990.03390.87510.05150.16540.3026玉米期权0.7285-0.16361.24480.03820.15340.8756铁矿石期权1.2954-0.63232.08850.08010.31730.2026LPG期权0.7593-0.23300.94990.01730.36020.6899聚丙烯期权0.5199-0.47681.41050.06940.27140.9684塑料期权0.6482-0.05570.87980.07410.30930.9789PVC期权0.6363-0.23901.0167-0.00390.33100.9895白糖期权0.2968-0.10640.50040.00420.17610.7380棉花期权0.3469-0.07920.8875-0.03360.21930.5646PTA期权0.64470.14310.32810.00730.25340.3896甲醇期权0.5786-0.19760.90280.09920.27220.4372菜籽粕期权0.62090.19630.84030.06950.22140.6507动力煤期权0.3886-0.04390.4793-0.02610.19920.9709铜期权0.59320.07101.24040.11890.19900.6985橡胶期权0.37430.04450.4998-0.01330.33580.8869黄金期权0.7704-0.46830.7392-0.00750.23920.6682铝期权0.4585-0.11371.00250.03150.23010.9014锌期权0.75680.16410.93670.05640.26220.9014大商所郑商所上期所波动率情况大商所郑商所上期所2020-11-232020-11-23标的情况期权成交持仓情况期权市场情绪情况 2020/11/24 目录 一、豆粕期权 ................................................................................................................................ 2 二、白糖期权 ................................................................................................................................ 3 三、铜期权 .................................................................................................................................... 4 四、玉米期权 ................................................................................................................................ 6 五、棉花期权 ................................................................................................................................ 7 六、橡胶期权 ................................................................................................................................ 9 七、铁矿石期权 .......................................................................................................................... 10 八、PTA 期权 ............