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： 市场正权衡英国变异病毒失控与美国财政刺激措施等因素对股市的正反影响。英国传染性更高的变异病毒失控令市场担忧。美国国会就 9000 亿美元纾困计划达成协议，姆努钦称刺激性支票最快或于下周发放，但越来越多的普通民众对 600 美元刺激性支票的数额表达不满。目前来看，即使有疫苗，未来经济仍可能存在重大挑战和不确定，美联储、欧洲央行等进一步宽松的前景升温，这也将继续推动大宗商品上涨，从中长期看，力荐滚动卖出看跌期权。短期注意超涨的风险。 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3,3142.41%23194852803361080-18298玉米期权2,6460.42%29091-207111744377359铁矿石期权1,055.0-4.78%9440513871661977500LPG期权3,950.0-2.81%8897-317717706-29聚丙烯期权8,220.0-2.12%20265940626930801塑料期权7,770.0-1.89%530574822739-279PVC期权7,465.0-1.84%11425-60434061370白糖期权5,2020.37%419371572194170-906棉花期权14,535-3.20%33765163499291912PTA期权3,770.0-1.00%104276213642950141059甲醇期权2,467.0-2.18%75692-168701096511721菜籽粕期权2,731.02.28%392821014347519831动力煤期权672.4-6.01%64051131686071349铜期权57,900-2.28%34379969145294242橡胶期权13,905-7.11%29827276756389-138黄金期权392.8-0.78%13328-355236121-67铝期权15,840-3.56%1650591624402-737锌期权21,510-2.21%15584-519322801680成交量PCR变化持仓量PCR变化波动率指数分位点豆粕期权0.81920.06571.28620.12620.16660.3187玉米期权0.55380.19910.8174-0.03580.13530.7883铁矿石期权1.93520.22093.3046-0.17250.51370.9407LPG期权0.3876-0.04320.55960.02590.42230.8436聚丙烯期权0.91160.19641.08000.07810.25950.8276塑料期权0.33060.07550.86140.02410.25990.7672PVC期权0.49520.00890.87170.03870.32120.9138白糖期权0.3600-0.18560.6901-0.02810.17050.6874棉花期权0.40330.07420.82980.05590.21750.5628PTA期权0.4183-0.04760.51950.00960.26730.4722甲醇期权0.64640.02721.07080.01590.30930.6944菜籽粕期权0.78380.17851.11980.08900.23080.7478动力煤期权1.45080.26691.8979-0.06810.35680.9512铜期权1.07500.38361.52530.14650.24250.8661橡胶期权0.57580.22130.56810.00210.41130.9698黄金期权0.72040.08620.5155-0.00590.25010.7705铝期权0.90460.32340.99920.10720.31800.9891锌期权0.70040.09680.7751-0.00040.28850.9674波动率情况大商所郑商所上期所2020-12-222020-12-22标的情况期权成交持仓情况期权市场情绪情况大商所郑商所上期所 2020/12/23 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 ..............................................................