大越期货商品期权日报-20260305

Group 1: Report Summary - The report is the Commodity Options Daily Report on March 5, 2026, analyzing the options market [1] Group 2: Option Quotes - Among call options, propylene had the highest daily increase of 133.33%, followed by aluminum at 123.11% and polypropylene at 76.25% [1] - Among put options, gold had the highest daily increase of 52.30%, followed by polysilicon at 44.41% and caustic soda at 30.48% [1] Group 3: Option Positions - For call options, methanol had the largest daily change in positions at 48,593, followed by lithium carbonate at 16,177 and caustic soda at 12,891 [2] - For put options, methanol had the largest daily change in positions at 53,463, followed by fuel oil at 34,607 and PTA at 14,167 [2] Group 4: Option Position Put - Call Ratio (PCR) - High - position PCR varieties included apple with a PCR of 2.182, fuel oil with 1.6353, and crude oil with 1.5023 [5] - Low - position PCR varieties included live pigs with a PCR of 0.2798, red dates with 0.294, and alumina with 0.2987 [5] Group 5: Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties included silver with a PCR of 1.3639, polysilicon with 1.1719, and lithium carbonate with 1.1067 [6] - Low - volume PCR varieties included urea with a PCR of 0.1498, live pigs with 0.1631, and PVC with 0.2079 [6] Group 6: Daily Selections - Call option selections included asphalt, bottle chips, rapeseed oil, etc., with a trend degree of 55 [7] - Put option selections included SSE 50, polysilicon, live pigs, etc., with negative trend degrees [7] Group 7: Near - Expiry Options - For call options, lithium carbonate, industrial silicon, and polysilicon were analyzed, including remaining days, option closing prices, break - even points, and target price increases for option doubling [8] - For put options, lithium carbonate, industrial silicon, and polysilicon were analyzed, including remaining days, option closing prices, break - even points, and target price decreases for option doubling [8]