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商品期权数据日报-20251105
Guo Mao Qi Huo·2025-11-05 05:52

Group 1: Report Overview - Report Title: Commodity Options Data Daily Report [4] - Date: November 5, 2025 [5] - Data Sources: Wind, Guomao Futures Research Institute [7] Group 2: Underlying Asset Information Price and Daily Fluctuation - Furnace Aluminum: Price at 21,465, down 0.07%, with a daily fluctuation of 17.97% [5] - Shanghai Copper: Price at 85,740, down 1.54%, with a daily fluctuation of 36.69% [5] - Shanghai Zinc: Price at 22,670, up 0.82%, with a daily fluctuation of 17.35% [5] - Shanghai Gold: Price at 915.58, down 0.50%, with a daily fluctuation of 24.17% [5] - Rubber: Price at 14,875, down 1.42%, with a daily fluctuation of 33.50% [5] - Sugar: Price at 5,481, up 0.04%, with a daily fluctuation of 9.94% [5] - Corn: Price at 2,135, down 0.05%, with a daily fluctuation of 9.75% [5] - Rapeseed Meal: Price at 2,497, up 1.55%, with a daily fluctuation of 19.98% [5] - Soybean Meal: Price at 3,015, down 0.69%, with a daily fluctuation of 18.59% [5] - Palm Oil: Price at 8,616, down 0.85%, with a daily fluctuation of 26.06% [5] - Zhengzhou Cotton: Price at 13,535, down 0.40%, with a daily fluctuation of 12.45% [5] - Polypropylene: Price at 6,560, down 0.65%, with a daily fluctuation of 11.00% [5] - LPG: Price at 4,243, down 1.44%, with a daily fluctuation of 27.20% [5] - PTA: Price at 4,604, down 0.04%, with a daily fluctuation of 18.21% [5] - Ethylene Glycol: Price at 3,901, down 2.48%, with a daily fluctuation of 29.18% [5] - Styrene: Price at 6,354, down 1.99%, with a daily fluctuation of 34.17% [5] - Urea: Price at 1,630, up 0.80%, with a daily fluctuation of 22.79% [5] - Apple: Price at 8,861, down 2.63%, with a daily fluctuation of 54.89% [5] - Manganese Silicon: Price at 5,754, down 0.72%, with a daily fluctuation of 13.37% [5] - Soda Ash: Price at 1,189, down 1.74%, with a daily fluctuation of 21.59% [5] - Short Fiber: Price at 6,190, down 0.26%, with a daily fluctuation of 15.07% [5] - Ferrosilicon: Price at 5,510, down 0.29%, with a daily fluctuation of 22.25% [5] - Lithium Carbonate: Price at 78,560, down 4.34%, with a daily fluctuation of 109.72% [5] - Synthetic Rubber: Price at 10,205, down 2.30%, with a daily fluctuation of 31.45% [5] - p-Xylene: Price at 6,660, down 0.03%, with a daily fluctuation of 19.38% [5] - Glass: Price at 1,105, up 0.18%, with a daily fluctuation of 39.71% [5] - Propylene: Price at 6,026, down 1.16%, with a daily fluctuation of 21.10% [5] - Polysilicon: Price at 53,715, down 3.91%, with a daily fluctuation of 75.10% [6] Historical Volatility - The report provides historical volatility data (HV20, HV40, HV60, HV120) for various underlying assets such as furnace aluminum, Shanghai copper, etc [5] Group 3: Implied Volatility 主力平值IV - Implied volatility data for various underlying assets including polysilicon (e.g., 31%, 50%), propylene (e.g., 13%, 16%), etc [10] 主力平值IV分位值 - The report presents the percentile values of the implied volatility of the underlying assets such as 82%, 63%, etc [13] Group 4: Historical Trends - The report shows historical trends of the closing price, implied volatility, and HV60 for some underlying assets like industrial silicon, iron ore, soybean oil, etc [12]