大越期货商品期权日报-20260227
Da Yue Qi Huo·2026-02-27 02:40

Group 1: Report Industry Investment Rating - No information provided Group 2: Core View of the Report - The report presents data on commodity option daily market conditions, including option price changes, option positions, and Put - Call Ratios (PCR) for various commodity options on February 27, 2026, as well as daily preferred options and information on expiring options [1][2][5][6][7] Group 3: Summary by Related Catalogs Option Quotes - For call options, manganese silicon had the highest daily increase of 133.33%, followed by ferrosilicon with 37.72% and lithium carbonate with 25.94%. For put options, PVC had a daily increase of 41.32%, polycrystalline silicon 39.68%, and palm oil 37.41%. The calculation is based on the closing price of the at - the - money options of the main contracts of each variety [1] Option Positions - For call options, glass had the largest daily change in position of 45,943, followed by methanol with 35,737 and manganese silicon with 35,447. For put options, lithium carbonate had a daily position change of 21,389, iron ore 13,959, and PTA 13,864 [2] Option Position Put - Call Ratio (PCR) - High - position PCR varieties included apple with 1.9461, lithium carbonate with 1.2111, and short - fiber with 1.1513. Low - position PCR varieties included alumina with 0.2496, jujube with 0.2897, and live pigs with 0.2946 [5] Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties included polycrystalline silicon with 1.7396, propylene with 1.479, and apple with 1.3897. Low - volume PCR varieties included jujube with 0.2004, manganese silicon with 0.2173, and live pigs with 0.2551 [6] Daily Preferred Options - Call options: The selected varieties were lithium carbonate, CSI 1000, soybean meal, fuel oil, cotton, soybean No. 2, soybean No. 1, and corn, with a trend degree of 53 - 55 and different put - call ratios and remaining days [7] - Put options: The selected varieties were polycrystalline silicon, coking coal, PVC, live pigs, palm oil, iron ore, ethylene glycol, and plastic, with a negative trend degree of - 39 to - 55 and different put - call ratios and remaining days [7] Expiring Options - There were no expiring options on the day [7]

大越期货商品期权日报-20260227 - Reportify