商品期权周报-20260224

1. Report Industry Investment Rating - Not provided in the content 2. Core Viewpoints of the Report - Not provided in the content 3. Summary by Relevant Catalogs 3.1 Market Overview - The report presents the trading volume and open interest data of the commodity options market, including the overall market and different sectors such as agriculture, energy and chemicals, black metals, precious metals, and non - ferrous metals and new energy. The overall trading volume of the market this week was 6,628,465.8, a decrease of 0.95% from last week, and the open interest was 7,083,253, a decrease of 0.24% from last week. Among them, the trading volume of agricultural products increased by 0.48%, while the trading volume of other sectors decreased to varying degrees [5]. 3.2 Market Data 3.2.1 Market Overview - The report provides the quantitative data of commodity options, including the at - the - money volatility, 60 - day quantile, skew, and 60 - day skew quantile of various options. For example, the at - the - money volatility of corn options is 8.65%, and the 60 - day quantile is 13.33% [15]. 3.2.2 - 3.2.61 Various Option Data - For each type of option (such as corn options, soybean meal options, etc.), the report details the closing price, trading volume, open interest, volume PCR, open interest PCR, at - the - money volatility, HV - 10 days, HV - 20 days, and skew of the main and secondary contracts. For example, for corn options, the total trading volume of the main contract this week was 145,658, an increase of 48,066 from last week, and the volume PCR was 0.4574, a decrease of 0.0707 from last week [17].