商品期权周报-20260316

1. Market Overview - The trading volume of the market this week was 11,521,370.6, with a week - on - week increase of 0.51%, and the open interest was 8,953,943, with a week - on - week decrease of 0.01% [4]. - The trading volume of agricultural products this week was 2,487,110.4, with a week - on - week increase of 2.76%, and the open interest was 3,248,462, with a week - on - week increase of 0.16% [4]. - The trading volume of energy and chemical products this week was 7,108,318.2, with a week - on - week increase of 0.61%, and the open interest was 3,498,076, with a week - on - week decrease of 0.15% [4]. - The trading volume of black commodities this week was 531,268.4, with a week - on - week increase of 1.04%, and the open interest was 825,749, with a week - on - week decrease of 0.05% [4]. - The trading volume of precious metals this week was 325,839.8, with a week - on - week decrease of 1.22%, and the open interest was 341,823, with a week - on - week increase of 0.05% [4]. - The trading volume of non - ferrous metals and new energy products this week was 1,068,833.8, with a week - on - week decrease of 1.45%, and the open interest was 1,039,833, with a week - on - week increase of 0.14% [4]. 2. Market Data 2.1 Market Overview - The report provides the implied volatility, quantile, and skew of various commodity options, such as the implied volatility of corn options was 15.72%, and the skew was 47.0% [5]. 2.2 - 2.61 Option Data of Each Commodity - For each commodity option (such as corn, soybean meal, etc.), the report details the closing price, trading volume, open interest, volume PCR, open interest PCR, implied volatility, HV - 10 days, HV - 20 days, and skew of the main and secondary contracts, as well as the overall contract data [6][7][8]...[65].