大越期货商品期权日报-20260203

Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Report's Core View - The report presents a daily analysis of commodity options on February 3, 2026, including option quotes, positions, position put - call ratios (PCR), trading volume PCR, daily selections, and expiring options [1]. 3. Summary by Relevant Catalogs Option Quotes - Call Options: The daily price changes of call options for various commodities are as follows: caustic soda 25.56%, soybean No.1 10.88%, glass 5.93%, alumina 4.35%, log 4.35%, urea 2.56%, soda ash 0.83%, live pigs -0.89%, industrial silicon -1.20%, and coking coal -6.82% [1]. - Put Options: The daily price changes of put options for various commodities are as follows: aluminum 226.06%, gold 167.01%, crude oil 163.21%, nickel 160.80%, zinc 124.65%, asphalt 115.38%, copper 111.09%, tin 100.80%, short - fiber 86.27%, and propylene 81.94% [1]. Option Positions - Call Options: The daily changes in call option positions for various commodities are as follows: silver 17,592, PVC 15,946, lithium carbonate 15,190, gold 9,214, crude oil 8,620, cotton 7,875, rebar 6,476, nickel 4,499, soybean oil 4,492, and aluminum 4,239 [2]. - Put Options: The daily changes in put option positions for various commodities are as follows: rebar 6,362, iron ore 6,048, cotton 4,914, PVC 3,827, ethylene glycol 1,935, industrial silicon 1,836, p - xylene 1,662, pulp 1,435, soybean No.1 973, and caustic soda 908 [2]. Option Position Put - Call Ratio (PCR) - High - PCR Varieties: Apple (1.5398), propylene (1.2883), silver (1.1913), offset printing paper (1.1046), bottle chips (1.0715), synthetic rubber (1.0563), short - fiber (1.0469), tin (1.0416), iron ore (0.9809), and soybean No.2 (0.9541) [5]. - Low - PCR Varieties: Alumina (0.2124), live pigs (0.25), soda ash (0.2662), red dates (0.2997), caustic soda (0.3143), lead (0.36), ethylene glycol (0.36), PVC (0.3737), glass (0.3919), and log (0.402) [5]. Option Trading Volume Put - Call Ratio (PCR) - High - PCR Varieties: Apple (1.9086), silver (1.7914), polysilicon (1.5875), short - fiber (1.2317), tin (1.1859), cast aluminum alloy (1.1792), asphalt (1.1556), rapeseed oil (1.0876), zinc (1.0869), and platinum (1.074) [6]. - Low - PCR Varieties: Live pigs (0.1636), red dates (0.2312), alumina (0.2584), PVC (0.259), coking coal (0.2987), natural rubber (0.3238), manganese silicon (0.327), caustic soda (0.3361), pure benzene (0.3709), and log (0.3833) [6]. Daily Selections - Call Options: Recommended call options include PVC, caustic soda, soybean No.1, sugar, alumina, red dates, polypropylene, and soda ash, with corresponding trend degrees, put - call ratios, and remaining days [7]. - Put Options: Recommended put options include pulp, lead, CSI 300, polysilicon, live pigs, eggs, lithium carbonate, and nickel, with corresponding trend degrees, put - call ratios, and remaining days [7]. Expiring Options - Call Option: The expiring call option for crude oil (sc2603C475) has a remaining day of 1, an option closing price of 1.45, a underlying settlement price of 472.7, a break - even underlying price of 496.45 (a 5.02% increase), and an option doubling underlying price of 517.9 (a 9.56% increase) [8]. - Put Option: The expiring put option for crude oil (sc2603P470) has a remaining day of 1, an option closing price of 25.4, a underlying settlement price of 472.7, a break - even underlying price of 424.6 (a - 10.18% decrease), and an option doubling underlying price of 379.2 (a - 19.78% decrease) [8].