大越期货商品期权日报-20260312

1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - No clear core view is presented in the provided content; it mainly consists of data on commodity options 3. Summary According to Relevant Catalogs Option Quotes - Call Options: Short - fiber had a daily increase of 300.00%, PVC 112.76%, ethylene glycol 108.50%, p - xylene 88.74%, soybean meal 84.94%, soybean No. 2 81.25%, rapeseed meal 78.26%, polypropylene 73.62%, caustic soda 68.79%, and PTA 66.70% [1] - Put Options: Lithium carbonate had a daily increase of 18.75%, zinc 14.93%, log 13.41%, apple 10.34%, manganese silicon 6.25%, industrial silicon 3.43%, live pig 1.95%, copper 1.01%, pure benzene - 2.18%, and palladium - 2.94% [1] Option Positions - Call Options: The daily change in soybean meal positions was 32,239, corn 18,480, sugar 16,275, styrene 11,509, palm oil 9,191, rebar 7,621, crude oil 6,723, fuel oil 6,639, soybean No. 2 6,509, and eggs 6,052 [2] - Put Options: The daily change in soybean meal positions was 24,404, PVC 16,916, styrene 15,247, sugar 5,770, aluminum 5,528, iron ore 5,446, corn 5,237, polypropylene 4,825, rebar 3,500, and ethylene glycol 3,340 [2] Option Position Put - Call Ratio PCR - High - position PCR: Fuel oil had a PCR of 2.0713, apple 1.8357, styrene 1.6664, pure benzene 1.5159, short - fiber 1.4492, crude oil 1.3653, synthetic rubber 1.2324, methanol 1.1734, liquefied petroleum gas 1.1575, and asphalt 1.1568 [5] - Low - position PCR: Jujube had a PCR of 0.2344, live pig 0.2371, alumina 0.3179, soda ash 0.3695, urea 0.3806, coking coal 0.3902, sugar 0.4169, natural rubber 0.4268, industrial silicon 0.4516, and peanut 0.46 [5] Option Volume Put - Call Ratio PCR - High - volume PCR: Pure benzene had a PCR of 4.2417, cast aluminum alloy 1.5412, propylene 1.0614 [6] - Low - volume PCR: Jujube had a PCR of 0.0766, live pig 0.1307, alumina 0.2094, urea 0.2309, polysilicon 0.2399, peanut 0.2445, natural rubber 0.2587, industrial silicon 0.2683, cotton 0.2766, and aluminum 0.2969 [6] Daily Selections - Call Options: Aluminum, bottle flakes, iron ore, plastic, ferrosilicon, short - fiber, jujube, and soybean meal were selected, with a trend degree of 55 for all. The put - call ratios and remaining days varied [7] - Put Options: Lead, zinc, copper, SSE 50, gold, lithium carbonate, nickel, and live pig were selected, with negative trend degrees. The put - call ratios and remaining days varied [7] Near - Expiration Options - Call Option: The crude oil call option sc2604C650 had a remaining period of 2 days, an option closing price of 35.6, a target settlement price of 649.2. The break - even target price was 705.6 (8.69% increase), and the target price for the option to double was 761.2 (17.25% increase) [8] - Put Option: The crude oil put option sc2604P640 had a remaining period of 2 days, an option closing price of 18.0, a target settlement price of 649.2. The break - even target price was 602.0 (-7.27% increase), and the target price for the option to double was 564.0 (-13.12% increase) [8]