商品期权数据日报-20250813

Report Title - The report is titled "Commodity Option Data Daily Report" [3] Report Core View - The report presents the latest data on commodity options including historical volatility, implied volatility, and provides trading strategy recommendations based on the volatility levels of different commodities [4][5][9] Commodity Option Data Historical Volatility - Various commodities are listed with their respective主力价格, 涨跌幅, 当日波动, and historical volatility (HV20, HV40, HV60, HV120). For example, the主力 price of 沪铝 is 20735 with a 涨跌幅 of 0.29%, and its HV20 is 8% [4] Implied Volatility - Implied volatility data such as 主力平值IV and 主力平值IV分位值 are provided for different commodities. For instance, the 主力平值IV of 二烯橡胶 is 48% and its 主力平值IV分位值 is 97% [5] Historical Trends - Historical trends of some commodities like 工业硅 and 铁矿 are presented graphically [5] Strategy Recommendations - For 碳酸锂, it is recommended to sell a wide - straddle combination (卖出LC2509C80000 and 卖出LC2509P75000) on 2025.7.24 as its volatility is relatively high [9] - For 铁矿石, 豆油, and 菜油, it is recommended to buy a wide - straddle combination on 2025.6.3 as their volatilities are relatively low. For example, for 铁矿石, buy 买入I2509C690 and 买入I2509P700 [9]