大越期货商品期权日报-20260310

1. Report Industry Investment Rating - No relevant content provided. 2. Core Viewpoints of the Report - The report presents the daily data of commodity options on March 10, 2026, including option quotes, option positions, option position put - call ratios (PCR), option trading volume put - call ratios (PCR), daily preferred options, and near - maturity options [1][2][5][6][7][8][9]. 3. Summary by Relevant Catalog Option Quotes - Among call options, short - fiber had the highest daily increase of 241.94%, followed by crude oil with 232.02% and asphalt with 213.04%. Among put options, palladium had the highest daily increase of 56.89%, followed by nickel with 26.26% and corn starch with 23.61% [1]. Option Positions - In call options, corn had the largest daily change in position of 28813, followed by sugar with 9143 and corn starch with 5166. In put options, soybean meal had the largest daily change in position of 27520, followed by fuel oil with 27171 and methanol with 25419 [2]. Option Position Put - Call Ratios (PCR) - High - position PCR varieties included fuel oil with 2.3886, crude oil with 2.1135, and apple with 1.902. Low - position PCR varieties included live pigs with 0.2505, red dates with 0.2593, and alumina with 0.3405 [5]. Option Trading Volume Put - Call Ratios (PCR) - High - trading volume PCR varieties included propylene with 8.9256, pure benzene with 4.3629, and short - fiber with 2.6259. Low - trading volume PCR varieties included red dates with 0.0661, live pigs with 0.1081, and coking coal with 0.1562 [6]. Daily Preferred Options - For call options, recommended varieties included asphalt, aluminum, and synthetic rubber, with a trend degree of 55. For put options, recommended varieties included SSE 50, copper, and zinc, with negative trend degrees [7]. Near - Maturity Options - For call options, taking glass as an example, with a remaining period of 2 days, the option closing price was 9.0, the underlying settlement price was 1134.0, the break - even underlying price was 1150.0 (a 1.41% increase), and the underlying price for the option to double was 1160.0 (a 2.29% increase). For put options, taking glass as an example, with a remaining period of 2 days, the option closing price was 28.5, the underlying settlement price was 1134.0, the break - even underlying price was 1090.5 (a - 3.84% decrease), and the underlying price for the option to double was 1061.0 (a - 6.44% decrease) [8][9].