Report Industry Investment Rating - Not provided in the given content Report's Core View - For LPG, with increasing put - option trading volume and decreasing volatility skew, buy put options and sell out - of - the - money call options for directional trading in a weak and volatile market [1] - For cotton, with increasing call - option holding volume and significantly increasing put - option trading volume, and decreasing volatility skew from a high level, sell at - the - money call options and buy out - of - the - money call options for protection [1] Summary by Related Catalogs Agricultural Products Futures Market - Corn (c2511) closed at 2191 with a 6 - point increase, trading volume decreased by 193,655 to 505,054, and holding volume decreased by 9,015 to 983,279 [2] - Other agricultural products like bean meal, rapeseed meal, etc., also have their respective closing prices, price changes, trading volume changes, and holding volume changes [2] Option Market - Corn option: The trading volume of the main contract decreased by 84,638 to 58,755, the PCR of trading volume was 0.4983, and the PCR of holding volume was 0.408 [3] - Other agricultural product options also have their corresponding trading volume, PCR, and holding volume data [3] Option Quantification Indicators - Corn: The remaining trading days of the main contract are 34, the at - the - money volatility is 10.73% (down 0.09%), and the ROE quantile is 88.33% [4] - Other agricultural products also have their own option quantification indicators [4] Energy and Chemicals Futures Market - PTA (ta2601) closed at 4784 with an 8 - point decrease, trading volume decreased by 28,869 to 602,595, and holding volume decreased by 37,473 to 905,041 [5] - Other energy and chemical products also have their futures market data [5] Option Market - PTA option: The trading volume of the main contract decreased by 55,100 to 210,432, the PCR of trading volume was 0.8751, and the PCR of holding volume was 0.6143 [6] - Other energy and chemical product options also have their option market data [6] Option Quantification Indicators - PTA: The remaining trading days of the main contract are 9, the at - the - money volatility is 14.41% (down 1.11%), and the 60 - day quantile is 1.67% [7] - Other energy and chemical products also have their option quantification indicators [7] Ferrous Metals Futures Market - Iron ore (i2601) closed at 787.5 with a 3 - point decrease, trading volume decreased by 78,013 to 215,248, and holding volume increased by 11,180 to 473,608 [8] - Other ferrous metals also have their futures market data [8] Option Market - Iron ore option: The trading volume of the main contract increased by 3,455 to 123,929, the PCR of trading volume was 0.666, and the PCR of holding volume was 1.123 [9] - Other ferrous metal options also have their option market data [9] Option Quantification Indicators - Iron ore: The remaining trading days of the main contract are 12, the at - the - money volatility is 18.58% (down 0.18%), and the 60 - day quantile is 50.0% [10] - Other ferrous metals also have their option quantification indicators [10] Non - Ferrous Metals Futures Market - Gold (au2510) closed at 785.12 with a 1.9 - point increase, trading volume decreased by 2,446 to 145,863, and holding volume decreased by 7,778 to 136,691 [11] - Other non - ferrous metals also have their futures market data [11] Option Market - Gold option: The trading volume of the main contract increased by 12,674 to 58,442, the PCR of trading volume was 0.5299, and the PCR of holding volume was 0.8226 [12] - Other non - ferrous metal options also have their option market data [12] Option Quantification Indicators - Gold: The remaining trading days of the main contract are 18, the at - the - money volatility is 12.08% (up 0.19%), and the 60 - day quantile is 21.67% [13] - Other non - ferrous metals also have their option quantification indicators [13]
商品期权日报-20250901
Guo Tai Jun An Qi Huo·2025-09-01 05:54