大越期货商品期权日报-20260116

Report Summary 1. Report Industry Investment Rating - No information about the industry investment rating is provided in the report. 2. Core Viewpoints - The report presents data on commodity option market, including option quotes, positions, position put - call ratios (PCR), volume put - call ratios (PCR), daily selections, and near - expiration options, aiming to provide reference information for the commodity option market [1][2][5][6][7][8][9]. 3. Summary by Directory Option Quotes - Call Options: Zinc had the highest daily increase of 80.48%, followed by nickel (65.23%) and lead (49.02%). Silver had a 6.21% increase, and log had the lowest increase of 2.78% [1]. - Put Options: Bottle chips had the highest daily increase of 42.80%, followed by p - xylene (37.60%) and ferrosilicon (35.56%). Platinum had a 20.06% increase, and rapeseed oil had a 21.68% increase [1]. Option Positions - Call Options: PVC had the largest daily change in position of 22,596, followed by fuel oil (17,212) and soda ash (14,800) [2]. - Put Options: PVC had a daily change in position of 13,579, PTA had 9,951, and fuel oil had 8,715 [2]. Option Position Put - Call Ratio (PCR) - High - PCR Varieties: Tin had the highest PCR of 1.8833, followed by silver (1.6968) and lithium carbonate (1.6747) [5]. - Low - PCR Varieties: Alumina had the lowest PCR of 0.2205, followed by live pigs (0.2539) and red dates (0.255) [5]. Option Volume Put - Call Ratio (PCR) - High - Volume PCR Varieties: Rapeseed oil had the highest volume PCR of 1.5302, followed by lithium carbonate (1.1558) and tin (1.0823) [6]. - Low - Volume PCR Varieties: Red dates had the lowest volume PCR of 0.1034, followed by logs (0.1411) and live pigs (0.1699) [6]. Daily Selections - Call Options: Polypropylene, liquefied petroleum gas, silver, etc. were selected, with trend degrees mostly around 53 - 55 and different put - call ratios [7]. - Put Options: Pulp, polysilicon, rapeseed meal, etc. were selected, with trend degrees ranging from - 39 to - 55 and different put - call ratios [7]. Near - Expiration Options - Call Options: For call options of near - expiration options, such as iron ore, ethylene glycol, and styrene, details of remaining days, option closing prices, break - even points, and target price increases for option doubling are provided [8]. - Put Options: For put options of near - expiration options, such as iron ore, ethylene glycol, and styrene, details of remaining days, option closing prices, break - even points, and target price decreases for option doubling are provided [9].