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大越期货商品期权日报-20260326
Da Yue Qi Huo· 2026-03-26 02:56
Group 1: Report Summary - The report is the Commodity Options Daily Report on March 26, 2026, providing data on option quotes, positions, and other aspects [1] Group 2: Option Quotes - Among call options, industrial silicon had the highest daily increase of 53.11%, followed by lithium carbonate at 51.40%, and synthetic rubber at 44.05%. Among put options, iron ore had the highest daily increase of 47.75%, followed by fuel oil at 42.12%, and asphalt at 36.38% [1] Group 3: Option Positions - In terms of call option position daily changes, p-xylene had the largest increase of 23,812, followed by corn at 20,719, and soda ash at 20,087. For put options, coking coal had an increase of 5,133, methanol had an increase of 4,572, and ethylene glycol had an increase of 4,070 [2] Group 4: Option Position Put - Call Ratio (PCR) - High - position PCR varieties include fuel oil with a PCR of 1.8962, short - fiber with 1.5285, and apple with 1.4112. Low - position PCR varieties include live pigs with 0.2019, red dates with 0.2475, and alumina with 0.3471 [5] Group 5: Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties include propylene with a PCR of 9.625, short - fiber with 9.5778, and polypropylene with 2.3977. Low - volume PCR varieties include red dates with 0.1836, soda ash with 0.2033, and polysilicon with 0.2218 [6] Group 6: Daily Selections - Call option selections include synthetic rubber, ferromanganese silicon, and coking coal. Put option selections include soybeans No.1, soybeans No.2, and rapeseed meal [7] Group 7: Near - Expiry Options - For call options, p - xylene, red dates, and apples are near - expiry. For put options, p - xylene, red dates, and apples are also near - expiry, with corresponding break - even prices and price increase/decrease rates provided [8]
大越期货商品期权日报-20260323
Da Yue Qi Huo· 2026-03-23 06:01
Group 1: Report Industry Investment Rating - There is no information about the report industry investment rating in the provided content. Group 2: Core View of the Report - There is no clear core view presented in the provided content. Group 3: Summary According to Relevant Catalogs Option Quotes - **Call Options**: Manganese silicon had the highest daily increase of 215.32%, followed by corn starch at 141.94%, and silicon iron at 75.63% [1]. - **Put Options**: Bottle chips had the highest daily increase of 76.17%, followed by gold at 71.59%, and cast aluminum alloy at 52.80% [1]. Option Positions - **Call Options**: Manganese silicon had the largest daily change in positions at 20,927, followed by glass at 13,743, and methanol at 11,210 [2]. - **Put Options**: Methanol had the largest daily change in positions at 19,199, followed by manganese silicon at 10,925, and lithium carbonate at 8,196 [2]. Option Position Put - Call Ratio (PCR) - **High - PCR Varieties**: Fuel oil had the highest PCR at 2.0387, followed by apples at 1.8654, and p - xylene at 1.6055 [5]. - **Low - PCR Varieties**: Live pigs had the lowest PCR at 0.2115, followed by red dates at 0.2286, and soda ash at 0.3541 [5]. Option Trading Volume Put - Call Ratio (PCR) - **High - PCR Varieties**: Short - fiber had the highest PCR at 5.1377, followed by propylene at 2.7075, and polypropylene at 1.6698 [6]. - **Low - PCR Varieties**: Logs had the lowest PCR at 0.1678, followed by red dates at 0.1856, and silicon iron at 0.2055 [6]. Daily Selections - **Call Options**: Manganese silicon, fuel oil, and methanol were selected, with trend degrees of 55, 53, and 53 respectively [7]. - **Put Options**: Gold, natural rubber, and silver were selected, with trend degrees of - 55, - 55, and - 55 respectively [7]. Near - Expiry Options - **Call Options**: For silver, the call option ag2604C17500 had a remaining period of 3 days, an option closing price of 800.0, and the underlying settlement price was 17,455.0. The break - even underlying price was 18,304.0 with a 4.86% increase, and for the option to double, the underlying price needed to reach 19,108.0 with a 9.47% increase [8]. - **Put Options**: For silver, the put option ag2604P17400 had a remaining period of 3 days, an option closing price of 577.5, and the underlying settlement price was 17,455.0. The break - even underlying price was 16,818.5 with a - 3.65% change, and for the option to double, the underlying price needed to reach 16,237.0 with a - 6.98% change [9].
大越期货商品期权日报-20260319
Da Yue Qi Huo· 2026-03-19 05:18
Group 1: Report Overview - The report is the Commodity Options Daily Report on March 19, 2026, provided by Dayue Futures [1] Group 2: Option Quotes Call Options - The top five daily gainers among call options are asphalt (56.14%), egg (25.20%), methanol (12.75%), lead (11.29%), and ethylene glycol (-5.88%). The top five daily losers are alumina (-14.56%), polypropylene (-10.81%), corn (-10.00%), log (-7.06%), and ethylene glycol (-5.88%) [1] Put Options - The top five daily gainers among put options are zinc (86.17%), offset printing paper (79.69%), red dates (73.94%), ferrosilicon (65.77%), and industrial silicon (52.49%). The top five daily losers are not provided as all listed put options have positive daily changes [1] Group 3: Option Positions Call Options - The top five in terms of daily change in call option positions are glass (17,638), methanol (13,647), soda ash (12,311), p-xylene (12,210), and styrene (11,616) [3] Put Options - The top five in terms of daily change in put option positions are methanol (18,936), cotton (12,904), p-xylene (12,559), asphalt (12,070), and soybean meal (10,487) [3] Group 4: Option Position Put - Call Ratio (PCR) High PCR - The top five high PCR positions are fuel oil (2.0196), p-xylene (1.7365), apple (1.6524), short fiber (1.4331), and crude oil (1.4282) [6] Low PCR - The top five low PCR positions are red dates (0.225), live pigs (0.2324), coking coal (0.3701), soda ash (0.3704), and urea (0.408) [6] Group 5: Option Volume Put - Call Ratio (PCR) High PCR - The top five high PCR volumes are polypropylene (1.8725), copper (1.8452), zinc (1.4677), plastic (1.4231), and silver (1.2786) [7] Low PCR - The top five low PCR volumes are platinum (0.1787), palladium (0.2026), red dates (0.2146), urea (0.2374), and alumina (0.2567) [7] Group 6: Daily Selections Call Options - Recommended call options include alumina (ao2605C3050), methanol (MA609C2800), ethylene glycol (eg2605 - C - 4900), asphalt (bu2605C4600), and iron ore (i2605 - C - 820) [8] Put Options - Recommended put options include gold (au2606P1088), copper (cu2605P92000), zinc (zn2605P22600), silver (ag2606P19600), and pulp (sp2605P4950) [8] Group 7: Near - Expiry Options Call Options - Near - expiry call options include those on SSE 50 (HO2603 - C - 3000), CSI 300 (IO2603 - C - 4700), and CSI 1000 (MO2603 - C - 8100) [9] Put Options - Near - expiry put options include those on SSE 50 (HO2603 - P - 2950), CSI 300 (IO2603 - P - 4650), and CSI 1000 (MO2603 - P - 8000) [9]
大越期货商品期权日报-20260317
Da Yue Qi Huo· 2026-03-17 03:49
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]
大越期货商品期权日报-20260316
Da Yue Qi Huo· 2026-03-16 05:25
1. 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]
大越期货商品期权日报-20260311
Da Yue Qi Huo· 2026-03-11 02:50
Group 1: Option Quotes - The daily percentage changes of call options for various commodities are as follows: asphalt 112.07%, tin 22.66%, platinum 22.63%, copper 18.89%, silver 17.29%, bottle chips 17.29%, natural rubber 12.96%, nickel 6.94%, palladium 5.91%, and cotton 0.00% [1] - The daily percentage changes of put options for various commodities are as follows: crude oil 160.40%, ethylene glycol 97.87%, p - xylene 86.86%, liquefied petroleum gas 73.25%, offset printing paper 58.24%, PTA 57.00%, styrene 53.73%, plastic 47.25%, polypropylene 46.48%, and soybean oil 41.04% [1] Group 2: Option Positions - The daily changes in call option positions for different commodities are: methanol 46373, PTA 33073, soybean meal 17115, soda ash 15539, glass 15167, corn 15030, styrene 11799, sugar 10085, caustic soda 7846, and rebar 7287 [2] - The daily changes in put option positions for different commodities are: styrene 43469, PTA 21180, soybean meal 16414, fuel oil 12427, methanol 9292, corn 8121, cotton 5086, p - xylene 4916, palm oil 4136, and iron ore 3876 [2] Group 3: Option Position Put - Call Ratio PCR - High - position PCR varieties and their PCR values are: fuel oil 2.3679, apple 1.8771, short - fiber 1.8171, styrene 1.7204, crude oil 1.6227, propylene 1.5756, synthetic rubber 1.3121, PTA 1.3042, pure benzene 1.2202, and liquefied petroleum gas 1.1647 [5] - Low - position PCR varieties and their PCR values are: live pigs 0.2434, red dates 0.2486, alumina 0.3171, soda ash 0.3571, coking coal 0.4098, natural rubber 0.4182, urea 0.4184, sugar 0.4214, industrial silicon 0.4653, and logs 0.4679 [5] Group 4: Option Volume Put - Call Ratio PCR - High - volume PCR varieties and their PCR values are: propylene 4.8296, pure benzene 2.0913, short - fiber 2.0615, polypropylene 1.686, cast aluminum alloy 1.534, bottle chips 1.3155, synthetic rubber 1.2205, rapeseed oil 1.0802, plastic 1.0575, and PTA 1.0359 [6] - Low - volume PCR varieties and their PCR values are: red dates 0.0919, live pigs 0.1216, polysilicon 0.1702, nickel 0.2152, urea 0.2331, peanuts 0.2506, natural rubber 0.2579, alumina 0.2761, coking coal 0.3232, and rebar 0.3315 [6] Group 5: Daily Selections - Call option daily selections include silicon iron, styrene, aluminum, bottle chips, iron ore, soybean meal, fuel oil, and rebar, with details on futures contracts, option contracts, trend degrees, put - call ratios, and remaining days [7] - Put option daily selections include SSE 50, copper, zinc, lead, nickel, gold, CSI 300, and live pigs, with details on futures contracts, option contracts, trend degrees, put - call ratios, and remaining days [7] Group 6: Near - Expiration Options - Call near - expiration options for glass, methanol, short - fiber, peanuts, propylene, bottle chips, soda ash, silicon iron, caustic soda, manganese silicon, PTA, urea, and crude oil are presented, including remaining days, option closing prices, underlying settlement prices, break - even points, and option doubling conditions [8] - Put near - expiration options for glass, methanol, short - fiber, peanuts, propylene, bottle chips, soda ash, silicon iron, caustic soda, manganese silicon, PTA, urea, and crude oil are presented, including remaining days, option closing prices, underlying settlement prices, break - even points, and option doubling conditions [9]
大越期货商品期权日报-20260310
Da Yue Qi Huo· 2026-03-10 05:25
1. Report Industry Investment Rating - No relevant content provided. 2. Core Viewpoints of the Report - The report presents the daily data of commodity options on March 10, 2026, including option quotes, option positions, option position put - call ratios (PCR), option trading volume put - call ratios (PCR), daily preferred options, and near - maturity options [1][2][5][6][7][8][9]. 3. Summary by Relevant Catalog Option Quotes - Among call options, short - fiber had the highest daily increase of 241.94%, followed by crude oil with 232.02% and asphalt with 213.04%. Among put options, palladium had the highest daily increase of 56.89%, followed by nickel with 26.26% and corn starch with 23.61% [1]. Option Positions - In call options, corn had the largest daily change in position of 28813, followed by sugar with 9143 and corn starch with 5166. In put options, soybean meal had the largest daily change in position of 27520, followed by fuel oil with 27171 and methanol with 25419 [2]. Option Position Put - Call Ratios (PCR) - High - position PCR varieties included fuel oil with 2.3886, crude oil with 2.1135, and apple with 1.902. Low - position PCR varieties included live pigs with 0.2505, red dates with 0.2593, and alumina with 0.3405 [5]. Option Trading Volume Put - Call Ratios (PCR) - High - trading volume PCR varieties included propylene with 8.9256, pure benzene with 4.3629, and short - fiber with 2.6259. Low - trading volume PCR varieties included red dates with 0.0661, live pigs with 0.1081, and coking coal with 0.1562 [6]. Daily Preferred Options - For call options, recommended varieties included asphalt, aluminum, and synthetic rubber, with a trend degree of 55. For put options, recommended varieties included SSE 50, copper, and zinc, with negative trend degrees [7]. Near - Maturity Options - For call options, taking glass as an example, with a remaining period of 2 days, the option closing price was 9.0, the underlying settlement price was 1134.0, the break - even underlying price was 1150.0 (a 1.41% increase), and the underlying price for the option to double was 1160.0 (a 2.29% increase). For put options, taking glass as an example, with a remaining period of 2 days, the option closing price was 28.5, the underlying settlement price was 1134.0, the break - even underlying price was 1090.5 (a - 3.84% decrease), and the underlying price for the option to double was 1061.0 (a - 6.44% decrease) [8][9].
大越期货商品期权日报-20260304
Da Yue Qi Huo· 2026-03-04 06:07
Report Summary 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. The report mainly offers data on commodity option trading, including daily price changes, position changes, put - call ratios, and details of selected and near - expiration options. 3. Summary by Related Tables Table 1: Option Quotes - The daily price increases of call options for liquefied petroleum gas, crude oil, and apple are 125.17%, 118.22%, and 92.23% respectively. The daily price increases of put options for tin, lithium carbonate, and aluminum are 88.55%, 86.57%, and 56.82% respectively [1]. Table 2: Option Positions - The daily position changes of call options for glass, PVC, and lithium carbonate are 23249, 12409, and 12097 respectively. The daily position changes of put options for methanol, fuel oil, and soda ash are 52355, 16997, and 9061 respectively [2]. Table 3: Option Position Put - Call Ratio (PCR) - High - PCR call options include apple (2.3111), crude oil (1.2782), and short - fiber (1.1914). Low - PCR put options include live pigs (0.2848), red dates (0.2857), and alumina (0.3118) [5]. Table 4: Option Trading Volume Put - Call Ratio (PCR) - High - PCR call options include polysilicon (1.3523), lithium carbonate (1.2982), and industrial silicon (1.1053). Low - PCR put options include red dates (0.155), urea (0.1657), and asphalt (0.196) [6]. Table 5: Daily Selections - Call options such as asphalt (bu2606C3800), bottle chips (PR605C6900), and rapeseed oil (OI605C9700) have a trend degree of 55. Put options such as polysilicon (ps2605 - P - 43000), live pigs (lh2605 - P - 11000), and industrial silicon (si2605 - P - 8000) have negative trend degrees [7]. Table 6: Near - Expiration Options - For call options of lithium carbonate, industrial silicon, and polysilicon, the remaining days are 3, and the corresponding break - even target price increases are 2.33%, 1.67%, and 2.94% respectively. For put options of these three commodities, the break - even target price decreases are - 5.82%, - 1.34%, and - 2.70% respectively [8].
商品期权周报-20260224
Guo Tai Jun An Qi Huo· 2026-02-24 06:24
1. Report Industry Investment Rating - Not provided in the content 2. Core Viewpoints of the Report - Not provided in the content 3. Summary by Relevant Catalogs 3.1 Market Overview - The report presents the trading volume and open interest data of the commodity options market, including the overall market and different sectors such as agriculture, energy and chemicals, black metals, precious metals, and non - ferrous metals and new energy. The overall trading volume of the market this week was 6,628,465.8, a decrease of 0.95% from last week, and the open interest was 7,083,253, a decrease of 0.24% from last week. Among them, the trading volume of agricultural products increased by 0.48%, while the trading volume of other sectors decreased to varying degrees [5]. 3.2 Market Data 3.2.1 Market Overview - The report provides the quantitative data of commodity options, including the at - the - money volatility, 60 - day quantile, skew, and 60 - day skew quantile of various options. For example, the at - the - money volatility of corn options is 8.65%, and the 60 - day quantile is 13.33% [15]. 3.2.2 - 3.2.61 Various Option Data - For each type of option (such as corn options, soybean meal options, etc.), the report details the closing price, trading volume, open interest, volume PCR, open interest PCR, at - the - money volatility, HV - 10 days, HV - 20 days, and skew of the main and secondary contracts. For example, for corn options, the total trading volume of the main contract this week was 145,658, an increase of 48,066 from last week, and the volume PCR was 0.4574, a decrease of 0.0707 from last week [17].
大越期货商品期权日报-20260210
Da Yue Qi Huo· 2026-02-10 02:23
Group 1: Report Industry Investment Rating - No relevant information provided Group 2: Core View of the Report - No relevant information provided Group 3: Option Quotes - The daily price increase rates of call options for tin, caustic soda, and copper are 145.46%, 114.29%, and 39.01% respectively. The daily price increase rates of put options for log, styrene, and asphalt are 62.50%, 54.94%, and 40.30% respectively [1]. Group 4: Option Positions - The daily changes in call option positions for soda ash, glass, and methanol are 28,697, 19,552, and 18,395 respectively. The daily changes in put option positions for caustic soda, PTA, and glass are 24,635, 18,672, and 14,859 respectively [2]. Group 5: Option Position Put - Call Ratio PCR - High - position PCR varieties include apple (1.6364), offset printing paper (1.2648), and propylene (1.0963). Low - position PCR varieties include soda ash (0.2516), live pigs (0.2569), and alumina (0.2755) [5]. Group 6: Option Trading Volume Put - Call Ratio PCR - High - trading - volume PCR varieties include apple (1.6044), offset printing paper (1.1722), and iron ore (1.1403). Low - trading - volume PCR varieties include ethylene glycol (0.1602), Chinese dates (0.183), and lead (0.2236) [6]. Group 7: Daily Selections - Call option selections include alumina (ao2605C2900), sugar (SR605C5300), and peanuts (PK605C8000). Put option selections include ethylene glycol (eg2605 - P - 3550), industrial silicon (si2605 - P - 8100), and plastic (l2605 - P - 6500) [7]. Group 8: Near - Expiration Options - For call options of near - expiration options, such as cotton (CF603C14800), the remaining days are 2, the option closing price is 22.0, and the break - even target price is 14,825.0 with a break - even target increase rate of 1.02%. For put options, such as cotton (CF603P14600), the break - even target price is 14,552.0 with a break - even target decrease rate of - 0.84% [8][9].