商品期权日报(2026 年 01 月 30 日)-20260130
Da Yue Qi Huo·2026-01-30 09:09
  1. Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - No clear core view is presented. The report mainly provides data on commodity options, including option quotes, positions, PCR ratios, daily selections, and expiring options. 3. Summary by Relevant Catalogs Option Quotes - Call Options: Copper had the highest daily increase of 164.39%, followed by gold at 81.46% and ferrosilicon at 72.04%. The lowest increase was for log at 35.85% [1]. - Put Options: Live pigs had the highest daily increase of 33.72%, followed by polysilicon at 31.10% and eggs at 21.71%. The lowest increase was for p - xylene at 4.75% [1]. Option Positions - Call Options: The largest daily change in position was for glass with 35,040, followed by rebar with 10,152 and iron ore with 9,601 [2]. - Put Options: The largest daily change in position was for glass with 19,878, followed by soda ash with 9,182 and silver with 8,037 [2]. Option Position Put - Call Ratio (PCR) - High PCR Varieties: Silver had the highest PCR of 1.6041, followed by apples at 1.4721 and propylene at 1.3336 [5]. - Low PCR Varieties: Alumina had the lowest PCR of 0.2334, followed by live pigs at 0.2612 and red dates at 0.3007 [5]. Option Volume Put - Call Ratio (PCR) - High PCR Varieties: Propylene had the highest PCR of 1.3497 [6]. - Low PCR Varieties: Lead had the lowest PCR of 0.0952, followed by palladium at 0.1396 and manganese silicon at 0.1611 [6]. Daily Selections - Call Options: Selected varieties included rapeseed oil, plastic, polypropylene, etc., with a trend of 55 for all [7]. - Put Options: Selected varieties included live pigs, eggs, lead, etc., with trends ranging from - 55 to 11 [7]. Expiring Options - Call Option: The expiring option for crude oil (sc2603C470) had 3 days remaining, with an option closing price of 11.5, a target settlement price of 467.0. The break - even target price was 501.5 (7.39% increase), and for the option to double, the target price was 533.0 (14.13% increase) [8]. - Put Option: The expiring put option for crude oil (sc2603P465) had 3 days remaining, with an option closing price of 5.75, a target settlement price of 467.0. The break - even target price was 439.25 (-5.94% decrease), and for the option to double, the target price was 413.5 (-11.46% decrease) [8].
商品期权日报(2026 年 01 月 30 日)-20260130 - Reportify