油品期权早报-20260330

Report Information - Report Date: 2026-03-30 [3] - Authors: Li Liqin (Investment Research Senior Manager), Huang Kehan (Options Researcher) [2] - Contact Information: Email: lilq@wkqh.cn, huangkh@wkqh.cn; Phone: 0755 - 23375252 [2] PG (Liquefied Gas) Options Market Data - Underlying Contract: pq2605 - Closing Price: 6759 - Price Change: 181 - Percentage Change: 2.75% - Trading Volume (10,000 lots): 183925 - Volume Change: -35413 - Open Interest (10,000 lots): 28866 - Open Interest Change: -2617 [4] Option Factor - Volume and Open Interest PCR - Call Option Volume: 28247 - Call Option Volume Change: -6376 - Call Option Open Interest: 18726 - Call Option Open Interest Change: 470 - Put Option Volume: 13302 - Put Option Volume Change: -660 - Put Option Open Interest: 19748 - Put Option Open Interest Change: 212 - Volume PCR: 0.47 - Volume PCR Change: 0.07 - Open Interest PCR: 1.05 - Open Interest PCR Change: -0.02 [5] Option Factor - Pressure and Support - Pressure Level: 7500 - Support Level: 3400 - Weighted Implied Volatility: 86.50% - Implied Volatility Change: 1.67% [6] Market Analysis and Strategy Recommendations - Yesterday's Closing Price of pg2605: 6541 yuan, down 53 yuan (-0.80%) from the previous day - Trading Volume: 219338 lots, a decrease of 144943 lots from the previous day - Position Transfer Volume: 61483 lots, a decrease of 4880 lots from the previous day - Implied Volatility of PG Options: Fluctuating above the average of 0.2863 - Open Interest PCR of PG Options: 1.0701, at the 93.88% level in the past year - Pressure Level: 7500 - Support Level: 3400 - Directional Strategy: Construct a bull spread strategy with call options to obtain directional returns - Volatility Strategy: Due to high geopolitical risks, strategies based on selling (such as single selling and double selling) are not recommended [7][8] SC (Crude Oil) Options Market Data - Underlying Contract: sc2605 - Closing Price: 740.8 - Price Change: i (unclear) - Percentage Change: 70% (unclear) - Trading Volume (10,000 lots): 95496 - Volume Change: ro ı (unclear) - Open Interest (10,000 lots): 52438 - Open Interest Change: -600 [16] Option Factor - Volume and Open Interest PCR - Call Option Volume: 110004 - Call Option Volume Change: -2488 - Call Option Open Interest: 68832 - Call Option Open Interest Change: 476 - Put Option Volume: 69668 - Put Option Volume Change: -5376 - Put Option Open Interest: 88434 - Put Option Open Interest Change: 1576 - Volume PCR: 0.63 - Volume PCR Change: -0.03 - Open Interest PCR: 1.28 - Open Interest PCR Change: 0.01 [17] Option Factor - Pressure and Support - Pressure Level: 940 - Support Level: 500 - Weighted Implied Volatility: 44.86% - Implied Volatility Change: 3.43% [18] Market Analysis and Strategy Recommendations - Yesterday's Closing Price of sc2605: 733.1 yuan, up 5.9 yuan (0.81%) from the previous day - Trading Volume: 96646 lots, no change from the previous day - Open Interest: 53038 lots, a decrease of 1367 lots from the previous day - Implied Volatility of SC Options: Fluctuating above the average of 0.4451 - Open Interest PCR of SC Options: 1.2707, at the 89.39% level in the past year - Pressure Level: 940 - Support Level: 500 - Directional Strategy: Construct a bull spread strategy with call options to obtain directional returns - Volatility Strategy: Due to high geopolitical risks, strategies based on selling (such as single selling and double selling) are not recommended [19][20]