商品期權(quán)市場(chǎng)全景數(shù)據(jù)報(bào)告

一、豆粕期權(quán)1、成交持倉(cāng)情況表1.1、豆粕期權(quán)合約成交持倉(cāng)情況20221020CRCR87963346631911087681060592713143445782191940226179462556589871.20572.2734數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理認(rèn)購(gòu)0認(rèn)購(gòu)0圖認(rèn)購(gòu)0認(rèn)購(gòu)0數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖1.3：豆期權(quán)主力合約分執(zhí)行價(jià)成交量變化情況 圖1.4：豆粕期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況00-0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表1.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301350094320.07550.04002.13980.82390.01492212420076060.19200.10002.69233.19370.01312301C400072080.53220.11005.96832.09040.17462301C420069770.32410.10005.40221.92830.08642301C410065920.42360.11005.88172.08650.1255dltagmm100gattao23013500623930.07550.04002.13980.82390.014923012800357610.00890.00000.36390.21790.000923013300311570.03310.02001.11360.47110.005523013650292630.14380.06003.41431.24840.033023013800207540.25790.09004.85511.73680.0697數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖1.5：豆粕主連3年歷史波動(dòng)率錐 圖1.6：豆粕期權(quán)主力合約隱含波動(dòng)率情況iin % % % % % ax .5.1.50 .5.4.5.3.5.2.5.5.4.5.3.5.2.5.1.50購(gòu) 沽 認(rèn)_前一交易日 認(rèn)_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理二、白糖期權(quán)1、成交持倉(cāng)情況表2.1、白糖期權(quán)合約成交持倉(cāng)情況20221020CRCR3769176571308931155270657752454216664756758018334733210.71810.4007數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0購(gòu)0購(gòu)圖2.1：白糖期權(quán)0購(gòu)0購(gòu)數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0-0-0-0-0-0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0-0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表2.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoR301C580054620.27930.15006.93491.14380.0411R301C600047630.09710.07003.54680.64960.0113R301C590042870.16380.11005.09830.87820.0210R301C570034340.44500.19008.14531.31200.0777R301540033310.11870.08004.09660.72540.0148dltagmm100gattaoR301C6100193940.05870.04002.41590.47220.0062R301C6700192220.01630.01000.83980.26950.0015R301C6000137740.09710.07003.54680.64960.0113R301C580093600.27930.15006.93491.14380.0411R301C570090490.44500.19008.14531.31200.0777數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax in % % % % % ax .3.5.2.5.1.50.5.2.5.1.50認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理三、銅期權(quán)1、成交持倉(cāng)情況表3.1、銅期權(quán)合約成交持倉(cāng)情況20221020CRCR30185509832313170938194347548492316837954458716219401.26531.6974數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖3.1：銅期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖32：銅期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況0購(gòu)0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖3.3：期權(quán)主力合約分執(zhí)行價(jià)成交量變化情況 圖3.4：銅期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況0-0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表3.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoCU22116000060970.08730.010011.003541.25310.0077CU22116100060320.18120.020018.266663.09560.0161CU2211C6300054610.27380.030023.080369.61630.0226CU22116200053730.41030.030026.952888.66240.0428CU2211C6200038200.59440.030026.873583.23600.0700dltagmm100gattaoCU22115500074480.00430.00000.87073.56580.0002CU22114800031250.00180.00000.46252.47500.0000CU22124800029690.01640.00008.07325.66150.0247CU22116000028360.08730.010011.003541.25310.0077CU22115800027650.01600.00002.77269.65120.0011數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax in % % % % % ax .50 .5.4.5.3.5.2.5.1.4.9.4.9.4.9.4.9.4 認(rèn)購(gòu) 沽 認(rèn)_前一交易日 沽_數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理四、玉米期權(quán)1、成交持倉(cāng)情況表4.1、玉米期權(quán)合約成交持倉(cāng)情況20221020CRCR2826214071032491760320115191748114216027388827806021811.13271.6931數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽圖4.1：玉米期權(quán)主0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0認(rèn)購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表4.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoC2301280055600.31240.29003.79170.63070.0295C2301270040900.11700.14002.10140.39360.0089C2301C296032560.21160.23003.10300.52260.0168C2301C300031870.14440.17002.43070.43540.0107C2301C304029430.09110.12001.75330.31630.0059dltagmm100gattaoC23012500260230.03030.03000.73560.20450.0022C23012600229280.05840.07001.25150.29630.0046C2301C3000161500.14440.17002.43070.43540.0107C23012700157840.11700.14002.10140.39360.0089C2301276087050.20380.24003.02690.49930.0162數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax in % % % % % ax .5.2.5.1.50.4.9.4.9.4.9.4認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究五、棉花期權(quán)1、成交持倉(cāng)情況20221020 20221020 54402 34489 88891化 20307 19646620246 8191440553 2783807504280610310CRCR0.63400.4169數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)0購(gòu)圖5.1：棉花期權(quán)0認(rèn)購(gòu)0購(gòu)0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0購(gòu)0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表5.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoC3011220097580.18430.020012.81025.11820.1422C301C1500083670.11270.01009.20023.94680.0726C301C1400061760.27400.030016.01056.22130.2139C3011240053840.23300.020014.70815.85100.1936C301C1600053570.05350.01005.23482.54010.0303dltagmm100gattaoC301C16000245350.05350.01005.23482.54010.0303C301C23600221540.00480.00000.66410.58150.0018C301C20000212090.00960.00001.23990.87520.0016C30111270.01009.20023.94680.0726C30112200102320.18430.020012.81025.11820.1422數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax in % % % % % ax .6.5.4.3.2.10.5.5.5.5.5.5.5認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正六、橡膠期權(quán)1、成交持倉(cāng)情況表6.1、橡膠期權(quán)合約成交持倉(cāng)情況20221020CRCR181598223437432060939367831560844327552150065935125030.51730.3568數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖6.1：橡膠期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖6.2：橡膠期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況0購(gòu)0購(gòu)0認(rèn)購(gòu)認(rèn)沽0-0認(rèn)購(gòu)認(rèn)沽0-0-0購(gòu)認(rèn)沽0-0認(rèn)購(gòu)認(rèn)沽0-0-0購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表6.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoRU2301C1650021470.02640.00003.34351.13160.0164RU2301C1500021440.05960.01006.47061.82610.0472RU2301C1400020030.12140.020010.98662.67750.1067RU2301C1300014360.31410.030019.31574.35200.3550RU2211C1200013340.06350.03001.58266.50660.0011dltagmm100gattaoRU2301C1650096660.02640.00003.34351.13160.0164RU2301C1500060960.05960.01006.47061.82610.0472RU2301C1400042760.12140.020010.98662.67750.1067RU2301C1300021100.31410.030019.31574.35200.3550RU23011250019610.53240.040021.64344.16650.7328數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖6.5：橡主連3年歷史波動(dòng)率錐 圖6.6：橡膠期權(quán)主力合約隱含波動(dòng)率情況in % % % % % ax .6.5in % % % % % ax .6.5.4.3.2.10.5.3.5.2.5.1.50認(rèn)購(gòu) 沽 認(rèn)_前一交易日 沽_七、鐵礦石期權(quán)1、成交持倉(cāng)情況20221020 20221020 95810 114169 20997939124529849210818255116495434750513929332517254CRCR1.19160.9036數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0認(rèn)購(gòu)認(rèn)沽圖7.30-0認(rèn)購(gòu)認(rèn)沽0-0-0-0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表7.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301600184860.19260.31000.68540.35660.01172212650119630.16200.46000.38150.54270.00202301650116050.39000.48000.95770.44710.02752301C800104770.09640.19000.42810.21960.00412301C70075160.36190.48000.93560.43370.0214dltagmm100gattao2301510266720.04510.09000.23750.15340.00222301600226070.19260.31000.68540.35660.01172301C900207660.02740.06000.15790.09100.00082301C800205250.09640.19000.42810.21960.00412301C1060160510.00780.02000.05350.03730.0000數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax in % % % % % ax .9.8.7.6.5.4.3.2.10.4.4.4.4.4.4.4認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind八、PTA期權(quán)1、成交持倉(cāng)情況表8.1、PA期權(quán)合約成交持倉(cāng)情況20221020CRCR1682142547190228928814352615068829722780權(quán)31174017615273200120680.85320.4362數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖8.1：PA期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖8.2：PA期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況00000000000000000購(gòu)00000000000000000購(gòu)數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖8.3：PA期權(quán)主力合約分執(zhí)行價(jià)成交量變化情況 圖8.4：PA期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況0-0-0-0-0-00000000000000000認(rèn)購(gòu)認(rèn)沽0-0-0-0-00000000000000000購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表8.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2125000221140.05200.03001.19861.68850.0025212C6000218530.06290.04001.39441.75520.0027212C5800171620.18200.09002.97873.92360.0106212C5900163870.11160.06002.14212.79450.0057212C5700152610.27660.11003.77085.04910.0185dltagmm100gattao301C7700505240.00820.00000.44040.25680.0003212C6000132450.06290.04001.39441.75520.0027301C6000126070.18190.05005.20942.37170.0590212C620096690.01830.01000.50560.61990.0005212500091970.05200.03001.19861.68850.0025數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖8.5：PA主連3年歷史波動(dòng)率錐 圖8.6：PA期權(quán)主力合約隱含波動(dòng)率情況0 0 0 0 in % % % % % ax .5.5.4.5.3.5.2.5.1.50.5.5.4.5.3.5.2.5.1.500000000000000000認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理九、甲期權(quán)1、成交持倉(cāng)情況表9.1、甲醇期權(quán)合約成交持倉(cāng)情況20221020CRCR1243558771028422082983493137632864211222704401416612862930.79090.6154數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖9.1：甲醇期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖9.2：甲醇期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況0000000000000000認(rèn)購(gòu)認(rèn)沽0000000000000000認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖9.3：甲期權(quán)主力合約分執(zhí)行價(jià)成交量變化情況 圖9.4：甲醇期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況0-0-0-00000000-0-0000000000000000000000購(gòu)2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表9.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao212C2900146150.17990.18001.47991.90610.0051212C2800141600.40110.27002.18212.80890.01492122600133570.13350.14001.21631.61000.00382122700113780.33170.24002.04842.71930.0124212C2850108380.27530.23001.88332.43000.0089dltagmm100gattao301C3600136780.00950.01000.25040.12360.0003212C300089400.06290.08000.69720.87760.0013301C290072510.23710.12003.03281.22990.0374212C310069750.01830.03000.25280.30990.0003301C285064770.29760.14003.40201.38470.0511數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖9.5：甲醇主連3年歷史波動(dòng)率錐 圖9.6：甲醇期權(quán)主力合約隱含波動(dòng)率情況iin % % % % % ax .9.8.7.6.5.4.3.2.10.4.5.3.5.2.5.1.50000000000000000認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理十、黃期權(quán)1、成交持倉(cāng)情況表10.1、黃金期權(quán)合約成交持倉(cāng)情況20221020CR59291744230915986963229620927230128924040440188281.17440.9063數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽圖10.1：黃金期權(quán)主0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽0-0-0-0購(gòu)認(rèn)沽0-0-0-0購(gòu)0-0-0-0購(gòu)認(rèn)沽0-0-0-0購(gòu)2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表10.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoU22123687580.09621.06000.21260.05450.0006U2212C4647480.01020.09000.03390.01530.0000U2212C4007410.21562.01000.36480.08540.0015U2212C4086150.10211.18000.22220.05330.0006U22123605960.05150.58000.13170.03770.0003dltagmm100gattaoU2212C46455490.01020.09000.03390.01530.0000U221234426670.02390.23000.07010.02620.0001U2212C44018150.01740.19000.05360.01880.0001U2212C41616390.05480.67000.13820.03620.0003U2212C45615680.01280.12000.04110.01740.0000數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax in % % % % % ax .3.5.2.5.1.50.5.2.5.1.50認(rèn)購(gòu) 沽 認(rèn)_前一交易日 沽_數(shù)據(jù)來(lái)源：Wind十一、菜籽期權(quán)1、成交持倉(cāng)情況20221020 20221020 10494 16631 271258651464599258783837664254268486218CRCR1.58481.4830數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0購(gòu)0購(gòu)圖0購(gòu)0購(gòu)圖11.3：菜籽粕期權(quán)主力合約分執(zhí)行價(jià)成交量變化情況圖11.4：菜籽粕期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況0-0-0-0-0-0-0-0-0-0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)碼 量 dlta gmm碼 量 dlta gmm100 ga tta oR3012550 2988 0.0547 0.0300 1.2287 0.5966 0008R301C3500 2866 0.1026 0.0600 1.9847 0.8853 0.0154R3012600 2544 0.0818 0.0400 1.6746 0.8362 0.0143R3012500 1315 0.0442 0.0300 1.0376 0.5289 0.0065R301C3300 1255 0.2347 0.1000 3.4033 1.5189 0.0456碼 量 dlta gmm100 ga tta oR3012600 5121 0.0818 0.0400 1.6746 0.8362 0014R3012500 3062 0.0442 0.0300 1.0376 0.5289 0.0065R3013000 2973 0.4204 0.1200 4.3323 1.9252 0.1150R301C3300 2781 0.2347 0.1000 3.4033 1.5189 0.0456R3012325 2507 0.0143 0.0100 0.4014 0.2092 0.0013數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率.6.5.4.3.2.10in %.6.5.4.3.2.10in % % % % % ax .4.5.3.5.2.5.1.50認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind十二、LPG期權(quán)1、成交持倉(cāng)情況表12.1、LG期權(quán)合約成交持倉(cāng)情況20221020CRCR11598164671035641006643666805945G權(quán)2166460121390815090.86790.9580數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽圖12.1：LG0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽0 -0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0 -0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0認(rèn)購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表12.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoG2212C550039070.08220.05001.68852.06600.0049G2212C530010440.19430.08003.06173.74500.0146G2212C52509970.23570.09003.42594.19400.0188G221247009310.16750.08002.79043.47970.0131G221241508830.00990.01000.29420.40840.0003dltagmm100gattaoG2212C550016620.08220.05001.68852.06600.0049G221241505020.00990.01000.29420.40840.0003G221245504960.07990.04001.65282.08460.0052G2212C53504570.15230.07002.62123.12420.0104G221245003550.06080.03001.34071.69730.0037數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax .in % % % % % ax .7.6.5.4.3.2.10.4.9.4.9.4.9.4.9.4認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind十三、動(dòng)力期權(quán)1、成交持倉(cāng)情況表13.1、動(dòng)力煤期權(quán)合約成交持倉(cāng)情況20221020CRCR0000000000000!0!數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖13.1：動(dòng)力煤期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖13.2：動(dòng)力煤期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況11.9.8.7.6.5.4.3.2.10000000000000購(gòu)1.9.8.7.6.5.4.3.2.10000000000000購(gòu)數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖1.3：動(dòng)力煤期權(quán)主力合分執(zhí)行價(jià)成交量變化情況 圖1.4：動(dòng)力煤期權(quán)主力合分執(zhí)行價(jià)持倉(cāng)量變化情況1.1.9.8.7.6.5.4.3.2.10000000000000認(rèn)購(gòu)認(rèn)沽1.9.8.7.6.5.4.3.2.10000000000000購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表13.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoZC212C100000.00000.00000.00000.00000.0000ZC212C101000.00000.00000.00000.00000.0000ZC301C87000.00000.00000.00000.00000.0000ZC301C86000.00000.00000.00000.00000.0000ZC301C85000.00000.00000.00000.00000.0000dltagmm100gattaoZC212C100000.00000.00000.00000.00000.0000ZC212C101000.00000.00000.00000.00000.0000ZC301C87000.00000.00000.00000.00000.0000ZC301C86000.00000.00000.00000.00000.0000ZC301C85000.00000.00000.00000.00000.0000數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖13.5：動(dòng)力煤主連4年歷史波動(dòng)率錐 圖136：動(dòng)力煤期權(quán)主力合約隱含波動(dòng)率情況iin % % % % % ax .21.8.6.4.20.21.8.6.4.20000000000000認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理十四、聚丙期權(quán)1.行回表141聚丙期權(quán)成持倉(cāng)情況20221020CRCR4395523123965724963987107391709358464231357421.12920.8663數(shù)據(jù)來(lái)：Wid資方正中期貨究院理圖141主合成況圖142主合持況0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整圖143主合成化情圖14.：力約倉(cāng)變情0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表14.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301700015100.12970.04006.02911.84130.04502301C790010940.32660.070010.32932.83680.13052301720010580.20950.05008.21332.37690.0801230166009220.04460.01002.68500.90190.01212301C90005930.02880.01001.88060.61300.0057dltagmm100gattao2301700012430.12970.04006.02911.84130.04502301C800012040.26030.06009.30702.57070.09712301780011220.61400.070010.92072.93530.35852301C104009790.00610.00000.49430.22350.00022301C79009650.32660.070010.32932.83680.1305數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、動(dòng)情圖145聚連年滾歷波率圖4.6聚烯權(quán)含率情.6.5.5.3.5.4.2.3.5.2 .1.1.5000 0 in% % ax認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)源Wid訊正中期研院十五、塑期權(quán)1.行回

表151塑料貨期權(quán)情情況20221020CRCR6573254613292152792631281364318144995674269351341.20581.0264數(shù)據(jù)來(lái)：Wid資方正中期貨究院理圖151主合成況圖152主合持況0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽認(rèn)購(gòu)認(rèn)沽認(rèn)購(gòu)認(rèn)沽圖153主合成化情圖15.認(rèn)購(gòu)認(rèn)沽認(rèn)購(gòu)認(rèn)沽0-00-0-0-0-0-0-0-0數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表15.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301700017680.08960.03004.70741.45990.0287230171009440.11470.03005.63311.69340.03842301C87008650.07620.02004.16861.25570.02082301C89008140.04790.02002.89740.89700.01142301C88007830.06050.02003.48711.06530.0155dltagmm100gattao2301790020280.55810.070011.56053.10670.31712301C900018580.03990.01002.50040.79480.00912301C850016020.12270.03005.90941.74490.03822301700013950.08960.03004.70741.45990.02872301660013670.03440.01002.21730.78390.0092數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、動(dòng)情圖15塑主近滾動(dòng)史動(dòng)圖156塑期隱動(dòng)率iin % % % % % ax .6.5.4.3.2.10.9.4.9.4.9.4.9.4認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日十六、PVC期權(quán)1.行回表161PC權(quán)成倉(cāng)情況20221020CRCR2561587065869953681130138902460510223691648168330463900.44120.4192數(shù)據(jù)來(lái)：Wid資方正中期貨究院理0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽圖16主合成0認(rèn)購(gòu)認(rèn)沽0認(rèn)購(gòu)認(rèn)沽0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0認(rèn)購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)dltagmm100gattao2301C700065070.06180.02002.70441.10150.01592301C640058810.19290.05006.08612.03280.05992301530044760.11800.03004.38661.67760.03912301C680028790.08470.03003.44201.30190.02262301560022750.25650.06007.14852.52750.1016dltagmm100gattao2301C7000158460.06180.02002.70441.10150.01592301530069140.11800.03004.38661.67760.03912301C640063080.19290.05006.08612.03280.05992301C710035950.04800.02002.21430.90430.01132301560032000.25650.06007.14852.52750.10163、動(dòng)情in % % % % % ax .10 .8.7.6.in % % % % % ax .10 .8.7.6.5.4.3.2.4.4.4.4.4.4.4認(rèn)購(gòu) 認(rèn)沽 認(rèn)購(gòu)_前一交易日 認(rèn)沽_前一交易日數(shù)據(jù)源Wid訊正中期研院理數(shù)十七、期權(quán)1.行回

表171鋁期成交持情況20221020CR264731926327451069193713435267494564584415095949415250.73170.8169數(shù)據(jù)來(lái)：Wid資方正中期貨究院理圖171主合成況圖172主合持況認(rèn)購(gòu)認(rèn)沽認(rèn)購(gòu)認(rèn)沽000-0認(rèn)購(gòu)認(rèn)沽-0-0購(gòu)認(rèn)沽數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整圖173主合成化情0-0認(rèn)購(gòu)認(rèn)沽-0-0購(gòu)認(rèn)沽-0-00數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)dltagmm100gattao2211C1850073760.45540.12008.146824.00630.012922111800048390.12870.05004.318313.96660.00302211C1900036050.11110.04003.955012.37180.00262211C1860028630.34110.11007.539122.00080.008622111830022370.31370.11007.287921.41530.0079dltagmm100gattao2211C1900049440.11110.04003.955012.37180.002622111800026820.12870.05004.318313.96660.00302211C1850024630.45540.12008.146824.00630.01292211C1870019460.24690.09006.487818.88150.00572211C2000018960.01320.01000.69512.48330.00033、動(dòng)情圖175鋁連兩動(dòng)歷波率圖176鋁權(quán)含率情in % % % % % ax 0 .7.6.5.4.3.2.in % % % % % ax 0 .7.6.5.4.3.2.1.4.9.4.9.4.9.4購(gòu) 認(rèn)沽 認(rèn)_前一交易日 認(rèn)_前一交易日十八、期權(quán)1.行回

表181鋅期成交持情況20221020CR29415740014056959298534482198016365926878483603625951.01491.5637數(shù)據(jù)來(lái)：Wid資方正中期貨究院理圖18主合成況圖18主合持況0認(rèn)購(gòu)認(rèn)沽圖表標(biāo)題0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整圖18主合成化情圖18.：力約倉(cāng)變情0-0-0購(gòu)認(rèn)沽0-0-0-0-0購(gòu)數(shù)據(jù)源Wid訊正中期研院理?yè)?jù)來(lái)：Wnd資，中期貨究整2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)dltagmm100gattaoZ2211C2550083840.25550.05008.982333.28770.0103Z2211C2500066150.57480.070010.949540.38600.0317Z22112500048100.42780.070010.964142.28460.0215Z2211C2600039810.08800.02004.460915.50740.0029Z22112400034790.05330.02003.032910.68220.0017dltagmm100gattaoZ22112400021230.05330.02003.032910.68220.0017Z2211C2600018270.08800.02004.460915.50740.0029Z2211C2500017260.57480.070010.949540.38600.0317Z22112200012570.00270.00000.26420.81960.0000Z2211C2550011280.25550.05008.982333.28770.01033、動(dòng)情圖185鋅連兩動(dòng)歷波率圖186鋅權(quán)含率情iin % % % % % ax .5.4.5.3.5.2.5.1.50.9.4.9.4.9.4.9.4購(gòu) 認(rèn)沽 認(rèn)_前一交易日 認(rèn)_前一交易日數(shù)據(jù)源Wid訊正中期研院理數(shù)來(lái)：Wid訊方正期貨究整十九、棕櫚油期權(quán)1、成交持倉(cāng)情況表19.1、棕櫚油期權(quán)合約成交持倉(cāng)情況20221020CRCR29149912254241699526755870629121068881824325211715399891.80711.1599數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)圖19.1：棕櫚油期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖0認(rèn)購(gòu)0認(rèn)購(gòu)0認(rèn)購(gòu)0-0-0認(rèn)購(gòu)認(rèn)沽圖19.3：棕櫚油主力合約分執(zhí)行價(jià)成交量變化情0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0認(rèn)購(gòu)0-0-0-0-0認(rèn)購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表19.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301640098160.04660.01003.00111.79420.02592301C1000073290.06910.01004.08422.02940.03092212700072740.02630.01001.12261.74380.00262212750050770.10130.03003.26214.76270.01352301700047160.11160.02005.84753.13790.0726dltagmm100gattao23016400165520.04660.01003.00111.79420.0259230100650.00000.55750.38690.00042212700060450.02630.01001.12261.74380.00262301700053110.11160.02005.84753.13790.07262301C1000047720.06910.01004.08422.02940.0309數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率in % % % % % ax .7in % % % % % ax .7.6.5.4.3.2.10.6.5.4.3.2.10購(gòu) 沽 認(rèn)_前一交易日 認(rèn)_前一交易日數(shù)據(jù)來(lái)源：Win二十、原期權(quán)1、成交持倉(cāng)情況表20.1、原油期權(quán)合約成交持倉(cāng)情況20221020CR881817646937144869827439624345175164507165614890.98641.3873數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖20.1：原油期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖20.2：原油期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況000000000000000000認(rèn)購(gòu)認(rèn)沽0000000000000000000購(gòu)0數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖20.3：原油主力合約分執(zhí)行價(jià)成交量變化情況圖20.4：原油期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況00-0-0-0-0-0-0-0-0000000000000000000認(rèn)購(gòu)認(rèn)沽0-0-0-0-0-0000000000000000000購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表20.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattaoC221260018980.12060.29000.35770.40180.0025C2212C70016830.33990.62000.65250.64580.0078C221265011680.33910.59000.65190.67430.0090C2212C7507630.12050.33000.35740.35320.0020C22126606740.40070.63000.68820.70220.0112dltagmm100gattaoC221260017590.12060.29000.35770.40180.0025C22126509740.33910.59000.65190.67430.0090C2212C7006360.33990.62000.65250.64580.0078C2212C8206060.01660.07000.07420.06890.0001C22126605970.40070.63000.68820.70220.0112數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖20.5：原主連2年歷史波動(dòng)率錐 圖20.6：原油期權(quán)主力合約隱含波動(dòng)率情況iin % % % % % ax .8.7.6.5.4.3.2.10.6.5.4.3.2.10000000000000000000認(rèn)購(gòu) 認(rèn)沽 購(gòu)_前一交易日 認(rèn)_數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理二十一豆一期權(quán)1、成交持倉(cāng)情況表21.1、豆一期權(quán)合約成交持倉(cāng)情況20221020CRCR7354288510746953162091198314044341923563148682479043722.20411.3069數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理0認(rèn)購(gòu)0認(rèn)購(gòu)0認(rèn)購(gòu)0認(rèn)購(gòu)0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0認(rèn)購(gòu)認(rèn)沽2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表21.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301530045080.15560.07005.12091.21990.03512301550035870.32440.11007.69921.68190.08652301C620016520.05240.03002.29650.48860.00702301500014700.05680.03002.44530.70960.01152301560013660.44120.12008.44351.78770.1307dltagmm100gattao2301C630030080.03440.02001.63510.36120.00402301530028630.15560.07005.12091.21990.03512301C600027410.13790.07004.72770.96230.02422301500023360.05680.03002.44530.70960.01152301550022300.32440.11007.69921.68190.0865數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖21.5：豆主連3年歷史波動(dòng)率錐 圖21.6：豆一期權(quán)主力合約隱含波動(dòng)率情況iin % % % % % ax .4.5.3.5.2.5.1.50.5.2.5.1.50購(gòu) 沽 認(rèn)_前一交易日 認(rèn)_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理二十二豆二期權(quán)1、成交持倉(cāng)情況表22.1、豆二期權(quán)合約成交持倉(cāng)情況20221020CRCR16632462103125143417522701433097150648041680.86231.2844數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖22.1：豆二期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖22.2：豆二期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況0000000000000000認(rèn)購(gòu)0000000000000000認(rèn)購(gòu)數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖22.3：豆二主力合約分執(zhí)行價(jià)成交量變化情況圖22.4：豆二期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況0-0-0-0-0-0-0-0-0000000000000000認(rèn)購(gòu)認(rèn)沽0-0-0-0000000000000000認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表22.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao221248003700.06060.04001.45651.34450.00342212C56003570.11410.07002.34142.09570.00692212C55002950.19310.10003.32503.04700.01392212C57002330.07020.05001.63301.49240.0039221250002180.19440.10003.33392.98420.0144dltagmm100gattao221249003190.10040.06002.13611.85460.00602212C56003030.11410.07002.34142.09570.0069221248002820.06060.04001.45651.34450.0034221250002510.19440.10003.33392.98420.01442212C55002260.19310.10003.32503.04700.0139數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理3、波動(dòng)率圖22.5：豆主連3年歷史波動(dòng)率錐 圖22.6：豆二期權(quán)主力合約隱含波動(dòng)率情況inin % % % % % ax .6.5.4.3.2.10.4.5.3.5.2.5.1.50000000000000000購(gòu) 沽 認(rèn)_前一交易日 認(rèn)_前一交易日數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理 數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理二十三豆油期權(quán)1、成交持倉(cāng)情況表23.1、豆油期權(quán)合約成交持倉(cāng)情況20221020CRCR2466415626653140302641825871514121254928184149816710721.22712.6832數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖23.1：豆油期權(quán)主力合約分執(zhí)行價(jià)成交量情況 圖23.2：豆油期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量情況0認(rèn)購(gòu)0認(rèn)購(gòu)數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理圖23.3：豆油主力合約分執(zhí)行價(jià)成交量變化情況圖23.4：豆油期權(quán)主力合約分執(zhí)行價(jià)持倉(cāng)量變化情況0-0-0認(rèn)購(gòu)認(rèn)沽0-0-0-0-0認(rèn)購(gòu)認(rèn)沽數(shù)據(jù)來(lái)源：Wind資訊，方正中期期貨研究院整理2、成交持倉(cāng)活躍前5期權(quán)重要指標(biāo)表23.2：成交、持倉(cāng)前5期權(quán)重要指標(biāo)dltagmm100gattao2301C1100055650.08460.02005.65452.0295