大越期货商品期权日报-20260316
Da Yue Qi Huo·2026-03-16 05:25
- Report Industry Investment Rating - No information provided in the given content 2. Core View of the Report - The report presents the daily situation of commodity options on March 16, 2026, including option quotes, positions, position put - call ratios (PCR), trading volume put - call ratios (PCR), daily selections, and near - expiration options [1] 3. Summary by Relevant Catalogs Option Quotes - Call Options: The daily percentage increases of call options for various commodities are as follows: rapeseed meal 62.29%, iron ore 59.89%, asphalt 58.02%, soybean meal 43.81%, etc. [1] - Put Options: The daily percentage increases of put options for various commodities are as follows: tin 66.65%, pure benzene 44.32%, gold 30.33%, etc. [1] Option Positions - Call Options: The daily changes in call option positions for various commodities are as follows: rapeseed meal 14484, methanol 11657, corn 9878, etc. [2] - Put Options: The daily changes in put option positions for various commodities are as follows: soybean meal 39586, styrene 23353, PVC 22735, etc. [2] Option Position Put - Call Ratio (PCR) - High - position PCR: Fuel oil 2.2344, styrene 2.0807, pure benzene 1.812, etc. [5] - Low - position PCR: red dates 0.2342, live pigs 0.2397, urea 0.3709, etc. [5] Option Trading Volume Put - Call Ratio (PCR) - High - trading volume PCR: pure benzene 3.4683, short - fiber 1.5478, propylene 1.4091, etc. [6] - Low - trading volume PCR: red dates 0.1064, polysilicon 0.1184, live pigs 0.1523, etc. [6] Daily Selections - Call Options: Selected call options include soybean No. 2, iron ore, soybean No. 1, etc., with a trend degree of 55 and different put - call ratios and remaining days [7] - Put Options: Selected put options include lead, zinc, Shanghai Stock Exchange 50, etc., with negative trend degrees and different put - call ratios and remaining days [7] Near - Expiration Options - Call Options: For near - expiration call options such as iron ore, ethylene glycol, styrene, etc., information on remaining days, option closing prices, underlying settlement prices, break - even points, and option doubling conditions is provided [8] - Put Options: For near - expiration put options such as iron ore, ethylene glycol, styrene, etc., information on remaining days, option closing prices, underlying settlement prices, break - even points, and option doubling conditions is provided [9]