商品期权日报-20251229
Guo Tai Jun An Qi Huo·2025-12-29 05:35
  1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints of the Report - For p-xylene options approaching expiration, consider buying options for directional trading [2] 3. Summary by Related Catalogs 3.1 Agricultural Products Data 3.1.1 Futures Market Statistics - Various agricultural product futures showed different closing prices, price changes, trading volumes, and open interest changes. For example, corn (c2603) closed at 2222 with a price increase of 33, trading volume of 729,771 (up 468,659), and open interest of 1,014,722 (up 17,278) [3] 3.1.2 Options Market Statistics - Different agricultural product options had varying trading volumes, PCR (Put-Call Ratio) changes, open interest, and PCR changes. For instance, corn options' main contract had a trading volume of 132,095 (up 77,780), PCR of 0.3494 (up 0.0136), open interest of 265,650 (up 3,485), and PCR of 0.4557 (up 0.026) [5] 3.1.3 Options Quantitative Indicators - Each agricultural product option had specific remaining trading days, at-the-money volatility, volatility changes, 60-day quantiles, HV10, HV20, skew, and skew changes. For example, corn (c2603) had 37 remaining trading days, at-the-money volatility of 10.12% (up 0.46%), 60-day quantile of 65.0%, HV10 of 9.63%, HV20 of 9.18%, skew of 16.16% (down 2.49%), and 60-day skew quantile of 83.33% [6] 3.2 Energy and Chemical Data 3.2.1 Futures Market Statistics - Energy and chemical futures had different closing prices, price changes, trading volumes, and open interest changes. For example, PTA (ta2605) closed at 5280 with a price increase of 128, trading volume of 1,936,584 (up 324,031), and open interest of 1,478,489 (up 68,925) [7] 3.2.2 Options Market Statistics - Options in the energy and chemical sector had varying trading volumes, PCR changes, open interest, and PCR changes. For instance, PTA options' main contract had a trading volume of 735,602 (up 220,883), PCR of 0.4889 (up 0.0608), open interest of 254,635 (up 16,834), and PCR of 1.0724 (up 0.0587) [8] 3.2.3 Options Quantitative Indicators - Each energy and chemical option had specific remaining trading days, at-the-money volatility, volatility changes, 60-day quantiles, HV10, HV20, skew, and skew changes. For example, PTA (ta2602) had 10 remaining trading days, at-the-money volatility of 35.88% (up 8.33%), 60-day quantile of 100.0%, HV10 of 18.83%, HV20 of 19.32%, skew of 32.59% (up 5.71%), and 60-day skew quantile of 96.67% [10] 3.3 Black Data 3.3.1 Futures Market Statistics - Black futures showed different closing prices, price changes, trading volumes, and open interest changes. For example, iron ore (i2605) closed at 783.0 with a price increase of 4.5, trading volume of 291,118 (up 145,309), and open interest of 580,731 (up 13,627) [11] 3.3.2 Options Market Statistics - Black options had varying trading volumes, PCR changes, open interest, and PCR changes. For instance, iron ore options' main contract had a trading volume of 103,210 (up 63,177), PCR of 1.1848 (down 0.3322), open interest of 122,845 (up 5,018), and PCR of 1.5185 (down 0.1206) [11] 3.3.3 Options Quantitative Indicators - Each black option had specific remaining trading days, at-the-money volatility, volatility changes, 60-day quantiles, HV10, HV20, skew, and skew changes. For example, iron ore (i2602) had 15 remaining trading days, at-the-money volatility of 16.56% (up 1.65%), 60-day quantile of 38.33%, HV10 of 10.43%, HV20 of 12.52%, skew of 1.47% (up 4.45%), and 60-day skew quantile of 100.0% [12] 3.4 Metal Data 3.4.1 Futures Market Statistics - Metal futures had different closing prices, price changes, trading volumes, and open interest changes. For example, gold (au2602) closed at 1016.3 with a price increase of 7.54, trading volume of 224,588 (up 4,452), and open interest of 180,712 (down 1,467) [13] 3.4.2 Options Market Statistics - Metal options showed varying trading volumes, PCR changes, open interest, and PCR changes. For instance, gold options' main contract had a trading volume of 79,266 (up 22,923), PCR of 0.2866 (down 0.0513), open interest of 88,080 (up 5,003), and PCR of 0.5676 (up 0.026) [14] 3.4.3 Options Quantitative Indicators - Each metal option had specific remaining trading days, at-the-money volatility, volatility changes, 60-day quantiles, HV10, HV20, skew, and skew changes. For example, gold (au2602) had 19 remaining trading days, at-the-money volatility of 25.99% (up 3.46%), 60-day quantile of 85.0%, HV10 of 15.28%, HV20 of 13.04%, skew of 44.39% (up 7.65%), and 60-day skew quantile of 100.0% [15]
商品期权日报-20251229 - Reportify