商品期权日报-20250813

le] and and the see and the seems of the seems of the seems of the seems of the seems of the seems of the seems of the seems of the seems of the seen and the seen and the seen 2025 年 8 月 12 日 投资咨询从业资格号： Z0018397 张银 zhangyin2@gtht.com 1. 期权策略 1.1 豆油看涨期权成交量上升,持仓量有所下降,但偏度重心有所回落,可考虑买入虚值看涨期权同 时卖出虚值看跌期权,适当进行对冲,构建做多策略。 2 表 1: 期货市场统计 | 品种 | 主力合约 | 收盘价 | 涨跌幅 | 主力成交量 | 变化 | 主力持仓量 | 变化 | | --- | --- | --- | --- | --- | --- | --- | --- | | 玉米 | c2509 | . 2260 | -2 | 232359 | -35998 | 605565 | -32610 | | 豆粕 | m2601 | 30 ...