大越期货商品期权日报-20260317

1. Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - The report presents the daily data on commodity options, including option quotes, positions, put - call ratios of positions and trading volumes, daily selections, and information on near - expiration options [1] 3. Summary by Directory 3.1 Option Quotes - Among call options, asphalt had the highest daily increase of 68.16%, followed by log at 51.79% and plastic at 46.71%. Among put options, lead had the highest daily increase of 82.89%, followed by rapeseed meal at 60.95% and live pigs at 56.25% [1] 3.2 Option Positions - For call options, styrene had the largest daily change in position of 85,909, followed by PVC at 54,660 and soybean meal at 39,675. For put options, styrene had a daily change in position of 61,647, PVC at 45,757 and PTA at 16,271 [2] 3.3 Option Position Put - Call Ratio (PCR) - High - position PCR varieties included p - xylene with a PCR of 1.9246, fuel oil at 1.8953, and apple at 1.6672. Low - position PCR varieties included live pigs with a PCR of 0.2292, red dates at 0.2309, and urea at 0.3616 [5] 3.4 Option Trading Volume Put - Call Ratio (PCR) - High - trading - volume PCR varieties included short - fiber with a PCR of 2.2882, silver at 1.3686, and copper at 1.3311. Low - trading - volume PCR varieties included red dates with a PCR of 0.1402, alumina at 0.2019, and industrial silicon at 0.2037 [6] 3.5 Daily Selections - Call option selections included PTA, ethylene glycol, sugar, etc., all with a trend degree of 55. Put option selections included zinc, gold, lead, etc., with trend degrees ranging from - 9 to - 55 [7] 3.6 Near - Expiration Options - For call options, iron ore needed the underlying price to rise by 2.11% to break even, ethylene glycol by 2.18%, and styrene by 2.49%. For put options, iron ore needed the underlying price to fall by 0.99% to break even, ethylene glycol by 2.24%, and styrene by 2.61% [8][9]