豆粕期价持续上涨，期权隐波保持稳定

Report Summary 1) Report Industry Investment Rating No information provided. 2) Core Viewpoints - Corn futures prices rose slightly, and the option implied volatility remained stable. The futures main contract C2601 closed at 2141 yuan/ton. [1][2] - Soybean meal futures prices continued to rise, and the option implied volatility decreased slightly. The futures main contract M2601 closed at 3026 yuan/ton. [1][2] 3) Summaries by Relevant Catalogs Futures Market Data Statistics - Corn main - contract C2601 closed at 2141 yuan/ton, up 11 yuan with a 0.52% increase. The trading volume was 637365, an increase of 23242, and the open interest was 917237, a decrease of 13914. [3] - Soybean meal main - contract M2601 closed at 3026 yuan/ton, up 5 yuan with a 0.17% increase. The trading volume was 1248829, a decrease of 167595, and the open interest was 1595045, a decrease of 54240. [3] Option Market Data Statistics - Corn option trading volume was 88151, a decrease of 10905. The trading volume PCR was 0.424, a decrease of 0.140. The open interest was 239955, an increase of 6767, and the open - interest PCR was 0.308, a decrease of 0.007. [8] - Soybean meal option trading volume was 462403, a decrease of 65620. The trading volume PCR was 0.616, a decrease of 0.014. The open interest was 834523, a decrease of 1998, and the open - interest PCR was 0.692, an increase of 0.022. [8] Option Volatility Situation - The weighted implied volatility of corn options was 10.57%, an increase of 0.07 with a 0.62% change rate. The 30 - day historical volatility was 10.53%, and the 30 - day volatility quantile was 0.59. [19] - The weighted implied volatility of soybean meal options was 16.27%, a decrease of 0.21 with a - 1.25% change rate. The 30 - day historical volatility was 16.46%, and the 30 - day volatility quantile was 0.37. [19]