商品期权日报-20260302

1. Report Industry Investment Rating - Not provided in the report 2. Core Viewpoints - The report presents the daily data of commodity options on February 27, 2026, including the futures and options market statistics and option quantitative indicators of agricultural products, energy chemicals, black commodities, and metals [1] 3. Summary by Directory 3.1 Agricultural Products 3.1.1 Futures Market Statistics - The closing prices of most agricultural products fluctuated, with corn, palm oil, and others rising, while bean粕, peanut, and others falling [1] - The trading volume and open interest of each variety also changed to varying degrees, such as the trading volume of bean粕 decreasing by 108,533 and the open interest of corn increasing by 58,465 [1] 3.1.2 Options Market Statistics - The trading volume and open interest of options for each agricultural product variety changed, and the PCR (Put - Call Ratio) also showed different trends, such as the PCR of corn options decreasing [4] 3.1.3 Option Quantitative Indicators - The implied volatility, historical volatility, and skew of each variety's options were presented, with the implied volatility of some varieties rising and others falling, such as the implied volatility of palm oil options rising by 0.56% [5] 3.2 Energy Chemicals 3.2.1 Futures Market Statistics - The closing prices of energy chemical products fluctuated, with some rising and some falling, such as the price of crude oil rising by 4.8 and the price of PTA falling by 10 [6] - The trading volume and open interest of each variety also changed, such as the trading volume of PTA decreasing by 281,633 and the open interest of methanol increasing by 85,947 [6] 3.2.2 Options Market Statistics - The trading volume and open interest of options for energy chemical products changed, and the PCR also showed different trends, such as the PCR of PTA options increasing [7][8] 3.2.3 Option Quantitative Indicators - The implied volatility, historical volatility, and skew of each variety's options were presented, with the implied volatility of some varieties rising and others falling, such as the implied volatility of crude oil options rising by 4.28% [9] 3.3 Black Commodities 3.3.1 Futures Market Statistics - The closing prices of black commodities fluctuated, with all rising, such as the price of iron ore rising by 2.0 and the price of silicon iron rising by 188 [10] - The trading volume and open interest of each variety also changed, such as the trading volume of iron ore decreasing by 14,745 and the open interest of silicon iron decreasing by 234 [10] 3.3.2 Options Market Statistics - The trading volume and open interest of options for black commodities changed, and the PCR also showed different trends, such as the PCR of iron ore options decreasing [10] 3.3.3 Option Quantitative Indicators - The implied volatility, historical volatility, and skew of each variety's options were presented, with the implied volatility of some varieties rising and others falling, such as the implied volatility of silicon iron options rising by 5.0% [11] 3.4 Metals 3.4.1 Futures Market Statistics - The closing prices of metals fluctuated, with most rising, such as the price of gold rising by 1.42 and the price of silver rising by 447 [12] - The trading volume and open interest of each variety also changed, such as the trading volume of gold increasing by 25,303 and the open interest of silver decreasing by 2,359 [12] 3.4.2 Options Market Statistics - The trading volume and open interest of options for metals changed, and the PCR also showed different trends, such as the PCR of gold options increasing [13] 3.4.3 Option Quantitative Indicators - The implied volatility, historical volatility, and skew of each variety's options were presented, with the implied volatility of some varieties rising and others falling, such as the implied volatility of tin options rising by 9.62% [14]