商品期权日报-20250813

Report Industry Investment Rating No relevant content provided. Core View of the Report The trading volume of soybean oil call options has increased, the open interest has decreased, and the skew center of gravity has declined. One can consider buying out - of - the - money call options while selling out - of - the - money put options for appropriate hedging and constructing a long strategy [1]. Summary by Related Catalogs 1. Agricultural Products Data Futures Market Statistics - Corn (c2509) closed at 2260 with a - 2% change, trading volume of 232359 (down 35998), and open interest of 605565 (down 32610) [2]. - Bean粕 (m2601) closed at 3091 with a 19% change, trading volume of 1107230 (down 436933), and open interest of 1757131 (up 62078) [2]. - Other agricultural products such as rapeseed meal, palm oil, etc. also have corresponding price, trading volume, and open interest changes [2]. Options Market Statistics - For corn, the main contract's option trading volume was 58727 (down 31416), PCR was 0.6895 (up 0.1468), open interest was 318653 (down 1206), and PCR of open interest was 0.5554 (down 0.0027) [3]. - Similar data are provided for other agricultural products' options [3]. Options Quantitative Indicators - Corn's main contract (c2509) had a remaining trading days of 8, at - the - money volatility of 8.65% (down 0.28%), ROE quantile of 23.33%, etc. [4]. - Other agricultural products also have their own option quantitative indicators [4]. 2. Energy and Chemical Data Futures Market Statistics - PTA (ta2509) closed at 4726 with a 20 change, trading volume of 365385 (down 77122), and open interest of 629155 (down 52737) [5]. - Other energy and chemical products like ethylene glycol, rubber, etc. have their respective data [5]. Options Market Statistics - For PTA, the main contract's option trading volume was 264136 (down 52604), PCR was 0.6238 (down 0.1576), open interest was 366366 (down 24430), and PCR of open interest was 0.5818 (down 0.016) [6]. - Other energy and chemical products' options also have corresponding data [6]. Options Quantitative Indicators - PTA's main contract (ta2509) had a remaining trading days of 17, at - the - money volatility of 14.64% (down 0.43%), 60 - day quantile of 1.67%, etc. [7]. - Other energy and chemical products have their own option quantitative indicators [7]. 3. Ferrous Metal Data Futures Market Statistics - Iron ore (i2601) closed at 801.0 with a 12.0 change, trading volume of 281002 (up 20878), and open interest of 443799 (up 51084) [8]. - Other ferrous metals such as power coal, rebar, etc. have their data [8]. Options Market Statistics - For iron ore, the main contract's option trading volume was 247048 (up 15274), PCR was 0.8162 (up 0.1061), open interest was 393480 (down 19535), and PCR of open interest was 1.2667 (up 0.0579) [9]. - Other ferrous metals' options have corresponding data [9]. Options Quantitative Indicators - Iron ore's main contract (i2509) had a remaining trading days of 4, at - the - money volatility of 20.03% (down 0.51%), 60 - day quantile of 76.67%, etc. [10]. - Other ferrous metals have their own option quantitative indicators [10]. 4. Non - Ferrous Metal Data Futures Market Statistics - Gold (au2510) closed at 776.04 with a - 3.44 change, trading volume of 194063 (down 84011), and open interest of 204736 (down 6908) [11]. - Other non - ferrous metals such as silver, copper, etc. have their data [11]. Options Market Statistics - For gold, the main contract's option trading volume was 36279 (down 8890), PCR was 0.6692 (up 0.139), open interest was 87000 (up 2590), and PCR of open interest was 0.6005 (down 0.0121) [12]. - Other non - ferrous metals' options have corresponding data [12]. Options Quantitative Indicators - Gold's main contract (au2510) had a remaining trading days of 313, at - the - money volatility of 12.39% (down 0.17%), 60 - day quantile of 1.67%, etc. [13]. - Other non - ferrous metals have their own option quantitative indicators [13].