商品期权周报-20260111

1. Report Industry Investment Rating - Not provided in the content 2. Core Viewpoints of the Report - New Year commodity options have collectively seen an increase in volatility and trading volume. Some varieties in the chemical sector are about to expire, such as short - fiber, methanol, soda ash, glass, bottle chips, caustic soda, propylene, PTA, and sugar 03 series option contracts will expire on Tuesday, while crude oil near - month option contracts will expire on Wednesday. Most implied volatilities are at high levels, and attention should be paid to the risk of rapid time - value erosion [5]. 3. Summary According to Relevant Catalogs 3.1 Market Overview - The trading volume of the commodity option market this week was 9,363,712.6, up 2.45% from last week; the open interest was 8,928,161, up 0.16% from last week. Among them, the trading volume of agricultural products, energy and chemicals, and black products increased, while the trading volume of precious metals decreased, and the trading volume of non - ferrous and new energy products increased significantly [6]. 3.2 Market Data 3.2.1 Market Overview - The report provides the flat - volatility, 60 - day quantile, Skew, and 60 - day quantile data of various commodity options, such as the flat - volatility of corn options being 11.83% and the 60 - day quantile being 93.33% [15]. 3.2.2 - 3.2.61 Various Commodity Options - For each type of commodity option (such as corn, soybean meal, etc.), the report details the closing prices, price changes, remaining trading days, trading volumes (including call, put, and total), trading volume PCR, open interests (including call, put, and total), open interest PCR, flat - volatility, HV - 10 days, HV - 20 days, and Skew of the main and secondary contracts and all contracts [16][17][18]...[76].