商品期权日报-20260204

1. Report Industry Investment Rating - Not provided in the given content 2. Report's Core View - The report presents a comprehensive daily update on commodity options, covering various sectors including agriculture, energy and chemicals, black commodities, and metals. It provides detailed data on futures and options markets, including closing prices, price changes, trading volumes, open interest, and option - related metrics such as PCR and volatility [1][5][9][11] 3. Summary by Directory 3.1 Agricultural Products 3.1.1 Futures Market - Corn (c2603) closed at 2267 with a 6 - point increase, while soybean meal (m2605) closed at 2727 with a 23 - point decrease. Other products like rapeseed meal, palm oil, etc., also showed different price movements and changes in trading volume and open interest [1] 3.1.2 Options Market - For example, the trading volume of corn options decreased, and the PCR (Put - Call Ratio) also changed. Similar trends were observed in other agricultural product options [3] 3.1.3 Option Quantification Indicators - The at - the - money volatility, remaining trading days, and other indicators of each agricultural product option were presented, such as the at - the - money volatility of corn being 9.6% with a - 0.03% change [4] 3.2 Energy and Chemicals 3.2.1 Futures Market - PTA (ta2605) closed at 5150 with a 58 - point increase, and ethylene glycol (eg2605) closed at 3767 with no change. Different energy and chemical products had various price changes, trading volume, and open - interest variations [5] 3.2.2 Options Market - The trading volume and PCR of options for each energy and chemical product changed. For instance, the trading volume of PTA options decreased significantly [6][7] 3.2.3 Option Quantification Indicators - Indicators like at - the - money volatility and its change, and 60 - day quantiles were provided for each energy and chemical product option. For example, the at - the - money volatility of PTA was 24.56% with a - 2.15% change [8] 3.3 Black Commodities 3.3.1 Futures Market - Iron ore (i2605) closed at 777.5 with a 5.5 - point decrease, and coking coal (jm2605) closed at 1167 with a 26 - point increase. Each black commodity had its own price movement, trading volume, and open - interest change [9] 3.3.2 Options Market - The trading volume and PCR of black commodity options showed different trends. For example, the trading volume of iron ore options increased [9] 3.3.3 Option Quantification Indicators - At - the - money volatility and related indicators of black commodity options were presented. For example, the at - the - money volatility of iron ore was 20.11% with a 1.14% change [10] 3.4 Metals 3.4.1 Futures Market - Gold (au2604) closed at 1093.78 with an 85.18 - point increase, and silver (ag2604) closed at 21446 with a 3386 - point decrease. Different metals had different price movements, trading volume, and open - interest changes [11] 3.4.2 Options Market - The trading volume and PCR of metal options changed. For example, the trading volume of gold options decreased [12] 3.4.3 Option Quantification Indicators - At - the - money volatility and other indicators of metal options were provided. For example, the at - the - money volatility of gold was 38.56% [13]