商品期权市场全景数据报告

1、一、豆粕期权 1、成交持仓情况表1.1、豆粕期权合约成交持仓情况2022920CRCR673121501016369547721149864226740230630921822985727756600178641.70832.4577数据来源：Wind资讯，整理图1.1：豆粕期权主力合约分执行价成交量情况图1.2：豆粕期权主力合约分执行价持仓量情况0认购 0认购 数据来源：Wind资讯，整理图1.3：豆期权主力合约分执行价成交量变化情况图1.4：豆粕期权主力合约分执行价持仓量变化情况0-0-00-0认购 认沽-0-0认购 认沽-0-0-0-0认购 认沽2、成交持仓活跃前5期权重要指标表1.2：

2、成交、持仓前5期权重要指标dltagmm100gattao22114000119970.04410.03000.97381.11780.00242211C465094060.31380.13003.70483.73230.02492301350085610.11300.04003.52650.88990.04432211415078850.08890.06001.68111.73200.00532211410070810.08350.05001.60361.84720.0055dltagmm100gattao23013500536160.11300.04003.52650.88990.0443

3、23013300316030.05870.02002.16190.59920.020623012800245850.01520.01000.70670.25720.003623013850219620.33080.08006.66791.51490.170723013700192990.21530.07005.37691.26820.0975数据来源：Wind资讯，整理3、波动率图1.5：豆粕主连3年历史波动率锥图1.6：豆粕期权主力合约隐含波动率情况iin%ax.5.4.5.3.5.2.5.1.50.8.7.6.5.4.3.2.1000000000000000000购 沽 认_前一交易日 认

4、_前一交易日数据来源：Wind资讯，整理数据来源：Wind资讯，整理二、白糖期权 1、成交持仓情况表2.1、白糖期权合约成交持仓情况2022920CRCR380753654147839860280255325912739266100418620696612520.73600.3999数据来源：Wind资讯，整理购 图2.1：白糖期权主力合约分执行价成交量情况图2.2：白糖期权主力合约分执行价持购 00数据来源：Wind资讯，整理认购 认沽购 认沽图2.3：白期权主力合约分执行价成交量变化情况图2.4：白糖期权主力合约认购 认沽购 认沽0-0-00-0-0-0-0-0-0-0数据来源：Wind资

5、讯，整理2、成交持仓活跃前5期权重要指标表2.2：成交、持仓前5期权重要指标dltagmm100gattaoR211540054880.11370.14002.29481.14760.0029R211C580041540.07100.08001.61810.95040.0019R211550038350.32860.28004.30532.11770.0114R301C610038220.08550.04003.93170.55660.0198R301550031100.36580.14009.44501.03700.1164dltagmm100gattaoR301C6100173840.08

6、550.04003.93170.55660.0198R301C6700164660.03020.01001.72340.36280.0065R301C640080960.04310.02002.29850.40330.0094R301C580079600.24490.11007.89690.94730.0689R301C570075850.34740.13009.27671.03240.1038数据来源：Wind资讯，整理3、波动率in%axin%ax.3.5.2.5.1.50.5.2.5.1.50认购 认沽 认购_前一交易日 认沽_前一交易日数据来源：Wind资讯，整理数据来源：Wind资讯

7、，整理三、铜期权 1、成交持仓情况表3.1、铜期权合约成交持仓情况2022920CRCR2516586592838682541931127556188928967096214149027511141.66622.1803数据来源：Wind资讯，整理图3.1：铜期权主力合约分执行价成交量情况图32：铜期权主力合约分执行价持仓量情况0购 0认购 认沽数据来源：Wind资讯，整理图3.3：期权主力合约分执行价成交量变化情况图3.4：铜期权主力合约分执行价持仓量变化情况00-0-0-0-0-0认购 认沽0-0-0-0-0-0购 认沽数据来源：Wind资讯，整理2、成交持仓活跃前5期权重要指标表3.2：

8、成交、持仓前5期权重要指标dltagmm100gattaoCU22106000078210.11610.010015.915053.81200.0220CU22106200062420.35730.020030.024379.89220.0698CU2210C6300059370.40130.030031.112473.54290.0711CU22106100050080.19810.010022.402967.72650.0360CU2210C6400044340.18480.020021.465650.75930.0251dltagmm100gattaoCU22105500077980.0

9、0860.00001.874710.01320.0017CU22115500073300.08280.000027.228421.15670.1448CU22105800055890.03540.00006.345825.38210.0064CU22106000044060.11610.010015.915053.81200.0220CU2210C6500025960.07330.010011.188227.93720.0086数据来源：Wind资讯，整理3、波动率in%axin%ax.50 .5.4.5.3.5.2.5.1.4.4.4.4.4.4.4.4 认购 沽 认_前一交易日 沽_数据来

10、源：Wind资讯，整理数据来源：Wind资讯，整理四、玉米期权 1、成交持仓情况表4.1、玉米期权合约成交持仓情况2022920CRCR29875135251217214163564527501782805334655201627530000149181.19311.4647数据来源：Wind资讯，整理0认购 认沽0认购 认沽图4.1：玉米期权0认购 认沽0认购 认沽0-0-0-0-0-0认购 认沽0-0-0-0-0-0-0-0认购 认沽0-0-0认购 认沽2、成交持仓活跃前5期权重要指标表4.2：成交、持仓前5期权重要指标dltagmm100gattaoC2211C290033020.155

11、70.27001.55560.79950.0032C2301270030620.19530.17003.58520.44800.0311C2301250029920.05180.05001.38060.22890.0071C2301260029120.08250.08001.98170.26780.0108C2211270023930.10400.20001.17520.61370.0020dltagmm100gattaoC23012500238590.05180.05001.38060.22890.0071C23012600151680.08250.08001.98170.26780.010

12、8C2301C3000109850.18640.15003.48750.46110.0292C2301264093150.11560.11002.53210.32800.0161C2301270085000.19530.17003.58520.44800.0311数据来源：Wind资讯，整理3、波动率in%axin%ax.5.2.5.1.50.4.2.2.8.6.4.2.1.8.6.4认购 认沽 认购_前一交易日 认沽_前一交易日数据来五、棉花期权 1、成交持仓情况20229202022920 45918 42531 88449332797316404162103103035265138514

13、718166963CR CR0.92620.6356数据来源：Wind资讯，整理0认购 0购 0认购 0购 0-0-0认购 认沽0-0-0-0-0-0-0认购 认沽0-0-0-0-0购 认沽数据来源：Wind资讯，整理2、成交持仓活跃前5期权重要指标表5.2：成交、持仓前5期权重要指标dltagmm100gattaoC211C1600090220.08610.01004.84367.53670.0158C2111300053700.09990.02005.40609.04650.0220C3011240049740.16790.010016.01465.46330.3326C211126004

14、1230.06130.01003.72676.54510.0126C2111280028810.07910.01004.54217.87100.0170dltagmm100gattaoC301C23600143630.01440.00002.33781.14950.0070C301C20000110330.03310.00004.71171.87560.0336C211C16000102610.08610.01004.84367.53670.0158C301C1600096020.19660.010017.68005.24940.3091C3011240089770.16790.010016.

15、01465.46330.3326数据来源：Wind资讯，整理3、波动率in%axin%ax.6.5.4.3.2.10.5.5.5.5.5.5.5.5.5.5认购 认沽 认购_前一交易日 认沽_前一交易日六、橡胶期权 1、成交持仓情况表6.1、橡胶期权合约成交持仓情况2022920CRCR240711097341432177194912567183943033562135405982618010.39430.4440数据来源：Wind资讯，整理图6.1：橡胶期权主力合约分执行价成交量情况图6.2：橡胶期权主力合约分执行价持仓量情况0购 0购 0认购 认沽0-0-0-0认购 认沽0-0-00-0-

16、0-0认购 认沽0-0-0-0购 认沽2、成交持仓活跃前5期权重要指标表6.2：成交、持仓前5期权重要指标dltagmm100gattaoRU2301C1650028510.08060.010010.09132.35450.1262RU2210C1250021990.09900.04002.67568.45830.0028RU2301C1400021910.31590.020023.96704.33360.6370RU2301C1500020280.17850.010017.60353.59350.3276RU2210C1225017650.20460.08004.360012.70820.0

17、060dltagmm100gattaoRU2301C1650076820.08060.010010.09132.35450.1262RU2301C1400038410.31590.020023.96704.33360.6370RU2301C1500038030.17850.010017.60353.59350.3276RU23011250021090.31090.020023.80624.14090.6815RU2210C1250016640.09900.04002.67568.45830.0028数据来源：Wind资讯，整理3、波动率图6.5：橡主连3年历史波动率锥图6.6：橡胶期权主力合约

18、隐含波动率情况in%axin%ax.6.5.4.3.2.10.5.3.5.2.5.1.50认购 沽 认_前一交易日 沽_七、铁矿石期权 1、成交持仓情况2022920 2022920 38983 62527 10151075611517322734119114141178260292335249658317CR CR1.60401.1852数据来源：Wind资讯，整理0认购 认沽0认购 认沽图0认购 认沽0认购 认沽0-0-0-0-0认购 认沽0-0-0-0-0-0-0-0认购 认沽0-0-0-0-0-0-0认购 认沽数据来源：Wind资讯，整理2、成交持仓活跃前5期权重要指标表7.2：成交、

19、持仓前5期权重要指标dltagmm100gattao221170095750.20140.44000.49030.68790.0035221165086410.06810.18000.22820.36450.0010230160067130.19000.20000.86600.35150.0256230151056320.06250.08000.39310.18160.00682301C80045540.22830.26000.96660.34470.0241dltagmm100gattao2301510206800.06250.08000.39310.18160.00682301C10601

20、51240.02720.04000.20040.08710.00142301600146190.19000.20000.86600.35150.02562301540140170.09380.11000.53530.23770.01122301C900119500.09040.13000.52000.19880.0074数据来源：Wind资讯，整理3、波动率in%axin%ax.9.8.7.6.5.4.3.2.10.4.9.4.9.4.9.4.9.4.9.4认购 认沽 认购_前一交易日 认沽_前一交易日八、PTA期权 1、成交持仓情况表8.1、PA期权合约成交持仓情况2022920CRCR17

21、934218297142632456618484111997999043525权3641833029424253680911.03070.7004数据来源：Wind资讯，整理图8.1：PA期权主力合约分执行价成交量情况图8.2：PA期权主力合约分执行价持仓量情况0000000000000购 000000000000购 数据来源：Wind资讯，整理图8.3：PA期权主力合约分执行价成交量变化情况图8.4：PA期权主力合约分执行价持仓量变化情况0-0-0-0-0-0-0-0认购 认沽0-0-0-0-0-00000000000000000购 认沽数据来源：Wind资讯，整理2、成交持仓活跃前5期权重

22、要指标表8.2：成交、持仓前5期权重要指标dltagmm100gattao211C6500298870.07760.03001.79572.99740.00602115200248980.10300.04002.21463.83170.00952115400248490.19610.06003.41975.80320.02102115000203570.04820.02001.23892.19290.00382115500189460.26450.07004.04506.89410.0313dltagmm100gattao301C7700270660.03480.01001.91770.743

23、40.0139211C6500256970.07760.03001.79572.99740.00602115000133050.04820.02001.23892.19290.00382114800123770.02010.01000.60041.06730.0012211520066880.10300.04002.21463.83170.0095数据来源：Wind资讯，整理3、波动率图8.5：PA主连3年历史波动率锥图8.6：PA期权主力合约隐含波动率情况inin%ax.5.5.4.5.3.5.2.5.1.50.6.5.4.3.2.100000000000000000认购 认沽 认购_前一交

24、易日 认沽_前一交易日数据来源：Wind资讯，整理数据来源：Wind资讯，整理九、甲期权 1、成交持仓情况表9.1、甲醇期权合约成交持仓情况2022920CRCR9166820905715648819124322260502120182911211271320667610.99540.8454数据来源：Wind资讯，整理图9.1：甲醇期权主力合约分执行价成交量情况图9.2：甲醇期权主力合约分执行价持仓量情况00000000000000000认购 认沽00000000000000000认购 认沽数据来源：Wind资讯，整理图9.3：甲期权主力合约分执行价成交量变化情况图9.4：甲醇期权主力合约分

25、执行价持仓量变化情况0-0-0-0-0-0购 00000000000000000-0-0-0-0购 数据来源：Wind资讯，整理2、成交持仓活跃前5期权重要指标表9.2：成交、持仓前5期权重要指标dltagmm100gattao2112600200430.32490.20002.06372.98570.0162211C2900153790.11460.11001.11031.50050.00372112500114910.16510.13001.42452.15850.0070211C2750100760.33730.22002.09372.77750.0146211C280097000.24

26、560.18001.80312.47870.0099dltagmm100gattao211C300099470.05760.06000.66250.93510.0016211260069320.32490.20002.06372.98570.0162301C360061790.03220.02000.86480.30280.0054211C290050150.11460.11001.11031.50050.0037211250048860.16510.13001.42452.15850.0070数据来源：Wind资讯，整理3、波动率图9.5：甲醇主连3年历史波动率锥图9.6：甲醇期权主力合约隐

27、含波动率情况iin%ax.9.8.7.6.5.4.3.2.10.5.5.4.5.3.5.2.5.1.500000000000000000认购 认沽 认购_前一交易日 认沽_前一交易日数据来源：Wind资讯，整理数据来源：Wind资讯，整理十、黄期权 1、成交持仓情况表10.1、黄金期权合约成交持仓情况2022920CR9089767298665041465827442626910722374735115613515761.61270.8796数据来源：Wind资讯，整理04 2 0 8 6 04 2 0 8 6 4 2 0 8 6 8 4 0 6 认购 认沽0认购 认沽购 购 0-0-04 2

28、 0 0 认沽6 8 4 0 6 0-0-0-0-0-0数据来源：Wind资讯，整理2、成交持仓活跃前5期权重要指标表10.2：成交、持仓前5期权重要指标dltagmm100gattaoU221037616440.13322.51000.10660.23010.0001U221037216350.06201.38000.06050.13530.0000U2210C39215260.16983.67000.12520.21770.0001U221036814860.03170.74000.03530.08550.0000U221038411430.42535.37000.19410.35700.

29、0004dltagmm100gattaoU2212C46440200.02350.16000.08920.02270.0003U2210C47230570.00250.03000.00420.02130.0000U221234428500.06310.42000.19900.04340.0010U2210C42426540.00810.15000.01130.03940.0000U2212C44016810.04340.32000.14780.03130.0006数据来源：Wind资讯，整理3、波动率in%axin%ax.3.5.2.5.1.50.6.5.4.3.2.10认购 沽 认_前一交易

30、日 沽_十一、菜籽期权 1、成交持仓情况2022920 2022920 11519 14910 26429200020686834645339056855036821722540CR CR1.29440.9786数据来源：Wind资讯，整理0购 0购 图0购 0购 图11.3：菜籽粕期权主力合约分执行价成交量变化情况图11.4：菜籽粕期权主力合约分执行价持仓量变化情况0-0-0-0-0-0-0-0认购 认沽0-0-0-0-0-0-0购 认沽2、成交持仓活跃前5期权重要指标码量dltag码量dltagmm100gattao R301C345025040.16220.07003.36630.903

31、40046R301290021280.32010.09004.90271.36960.1395R301260015290.11110.04002.59700.80650.0373R211285012400.04610.04000.67191.06330.0018R301C320010830.35550.11005.10161.33710.1328码量dltagmm100gattao R301C300065480.57790.11005.35561.39200271R301C310048310.46420.11005.44471.39860.1918R301C305048110.51860.12

32、005.45431.39150.2250R301260032770.11110.04002.59700.80650.0373R301250020670.07740.03001.98760.65310.0246数据来源：Wind资讯，整理3、波动率.6.5.4.3.2.10in%.6.5.4.3.2.10in%ax.4.5.3.5.2.5.1.50认购 认沽 认购_前一交易日 认沽_前一交易日十二、LPG期权 1、成交持仓情况表12.1、LG期权合约成交持仓情况2022920CRCR836618816389126686416898939427G权15230192153285530.82051.3

33、991数据来源：Wind资讯，整理0认购 认沽0认购 认沽图12.1：LG期权主力合0认购 认沽0认购 认沽0-0-0认购 认沽0-0-0认购 认沽图12.30-0-0认购 认沽0-0-0认购 认沽2、成交持仓活跃前5期权重要指标表12.2：成交、持仓前5期权重要指标dltagmm100gattaoG2211C600032530.14700.05002.92313.97430.0150G2211485016080.06170.03001.54682.05220.0053G221145009020.01160.01000.38480.52430.0006G2211C64008250.04230.

34、02001.14711.59100.0032G221148007260.04630.02001.23351.60770.0036dltagmm100gattaoG221145009840.01160.01000.38480.52430.0006G2211C60007460.14700.05002.92313.97430.0150G2211C64005630.04230.02001.14711.59100.0032G221148504800.06170.03001.54682.05220.0053G221152004440.23600.07003.91445.15260.0290数据来源：Win

35、d资讯，整理3、波动率in%ax.7in%ax.7.6.5.4.3.2.10.4.4.4.4.4.4.4认购 认沽 认购_前一交易日 认沽_前一交易日十三、动力期权 1、成交持仓情况2022920 2022920 0 0 000000000CR CR0!0!数据来源：Wind资讯，整理1.9.8.7.6.5.4.3.2.1.9.8.7.6.5.4.3.2.10购 1.9.8.7.6.5.4.3.2.10购 图1.3：动力煤期权主力合分执行价成交量变化情况图1.4：动力煤期权主力合分执行价持仓量变化情况1.9.8.7.1.9.8.7.6.5.4.3.2.10 认购 认沽1.9.8.7.6.5.4

36、.3.2.10购 认沽2、成交持仓活跃前5期权重要指标码ZC211C1000 0码ZC211C1000 0ZC212C960 0ZC212C940 0ZC212C930 0ZC212C920 0dltagmm100ga0.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000ttao0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000码ZC211C1000 0ZC212C960 0ZC212C940 0ZC

37、212C930 0ZC212C920 0dltagmm100ga0.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000ttao0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000数据来源：Wind资讯，整理3、波动率.21.8.6.4.20认购 认沽 认购.21.8.6.4.20认购 认沽 认购_前一交易日 认沽_前一交易日.21.8.6.4.20in%ax数据来源：Wind资讯，整理数据来源：Wind

38、资讯，整理1.行回 表141聚丙期权成持仓情况2022920CRCR1978558766611762155722511374021015991720.89080.8242数据来：Wid 资理图141主合成况 图142主合持况 0认购 认沽0认购 认沽数据源Wid讯理据来：Wnd资，整 图143主合成化情 图14.：力约仓变情 00-0-0-0-0-0认购 认沽认购 认沽数据源Wid讯理据来：Wnd认购 认沽认购 认沽2、成交持仓活跃前5期权重要指标表14.2：成交、持仓前5期权重要指标dltagmm100gattao2301C90009800.10330.02006.52491.36600.0

39、577230166004880.03850.01003.03830.67810.0179230170004690.09820.02006.27231.29410.05852301C87004030.16710.03009.05971.85080.1062230167001450.04670.01003.53620.75590.0222dltagmm100gattao2301C104009420.01760.00001.59890.40570.00452301C80008980.45790.060014.35462.74690.40512301C87008600.16710.03009.0597

40、1.85080.1062230166008420.03850.01003.03830.67810.0179230178008390.41760.060014.16092.68370.3897数据来源：Wind资讯，整理3、动情 图145聚连年滚历波率 图4.6聚烯权含率情 .6.3.5.5.4.2.3.5.2 .1.5.1000in%ax认购 认沽 认购_前一交易日 认沽_前一交易日数据源Wid讯 十五、塑期权1.行回 表151塑料货期权情情况2022920CRCR3690660948223637593119884315744934919366791.01871.0424数据来：Wid 资理0

41、认购 认沽0认购 认沽图151主合成况 图150认购 认沽0认购 认沽认购 认沽认购 认沽图153主合成化情 图15.：力约认购 认沽认购 认沽0-00-0-0-0-0-0-0-0数据源Wid讯理据来：Wnd资，整 2、成交持仓活跃前5期权重要指标表15.2：成交、持仓前5期权重要指标dltagmm100gattao2301C900017430.12650.03007.65961.53870.07362301750011260.20780.040010.56522.06600.1530230165005190.02530.01002.17730.51540.01032301C85004750.

42、28530.050012.52282.41410.2109230169003410.05800.01004.28010.91630.0306dltagmm100gattao2301C1060012420.01600.00001.47940.38400.00372301C900012050.12650.03007.65961.53870.07362301700011820.07210.02005.06711.06170.04012301750011650.20780.040010.56522.06600.15302301C850010150.28530.050012.52282.41410.21

43、09数据来源：Wind资讯，整理3、动情 图15塑主近滚动史动 图156塑期隐动率 iin%ax.6.5.4.3.2.10.9.4.9.4.9.4认购 认沽 认购_前一交易日 认沽_前一交易日十六、PVC 期权1.行回 表161PC 权成仓情况2022920CRCR832024325411139593551061122441301767513043765512651.12440.4818数据来：Wid 资理0认购 认沽0认购 认沽图16主合成况 0认购 认沽0认购 认沽0-0-0-0-0认购 认沽0-0-0-0-0认购 认沽0-0-0-0-0认购 认沽0-0-0-0-0认购 认沽2、成交持仓活

44、跃前5期权重要指标dltagmm100gattao2301530056720.09500.02004.75421.18020.05292301C700018340.16530.03006.98891.90320.10672301C1040011340.00760.00000.58870.25410.00092301C76007300.07270.02003.89041.15990.0385230159006440.34150.050010.31162.43740.2831dltagmm100gattao2301C700046690.16530.03006.98891.90320.1067230

45、1530039910.09500.02004.75421.18020.05292301C710026170.13830.03006.22601.66160.08322301C690020790.19240.04007.69052.07810.12982301C900018920.01980.00001.34920.50550.00593、动情 in%ax.10 .8.7.6.5.in%ax.10 .8.7.6.5.4.3.2.9.4.9.4.9.4.9.4.9.4认购 认沽 认购_前一交易日 认沽_前一交易日数据源Wid讯 十七、期权1.行回 表171铝期成交持情况2022920CR25256

46、90553368311362173810974324758184699420029661583180.86070.9641数据来：Wid 资理图171主合成况 图172主合持况 0购 0认购 认沽0-0-0-0-0-0-0认购 认沽0-0-0-0购 认沽0购 0认购 认沽0-0-0-0-0-0-0认购 认沽0-0-0-0购 认沽2、成交持仓活跃前5期权重要指标dltagmm100gattao2210C1900096210.24550.06007.544320.04980.010722101850054430.37310.08009.075724.42120.019222101800037320

47、.11770.03004.730813.45560.00482210C1880022950.37820.08009.222023.55310.01922210C1950016500.05210.02002.55425.93080.0015dltagmm100gattao2210C1900050050.24550.06007.544320.04980.010722101800039500.11770.03004.730813.45560.004822101700030210.01130.00000.70992.10350.00032210C2000025860.02210.01001.28293

48、.16360.00062210C1880019790.37820.08009.222023.55310.01923、动情 图175铝连两动历波率 图176铝权含率情 in%ax0 .7.6.5in%ax0 .7.6.5.4.3.2.1.4.4.4.4.4.4.4.4购 认沽 认_前一交易日 认_前一交易日十八、期权1.行回 表181锌期成交持情况20222022920 20091 28667 48758247561688643186852697545660546413133CR CR1.42691.4437数据来：Wid 资理图表标题0认购 认沽图18主合成况 图18图表标题0认购 认沽0认购

49、 认沽数据源Wid讯0认购 认沽0-0-0-0-0-0-0-0购 认沽0-0-0-0-0-0-0-0购 认沽0-0-0-0-0-0购 码量dltag码量dltagmm100gattao Z22102400081920.25450.040010.104732.97230018Z2210C2500060950.22020.05009.331623.65550.0117Z22102300041880.04250.01002.85128.91580.0022Z2210C2550027070.06510.02004.00079.13780.0025Z2210C2600022440.03050.01002

50、.17375.46750.0012码量dltagmm100gattao Z22102300033540.04250.01002.85128.91580002Z22102400030210.25450.040010.104732.97230.0185Z2210C2500029190.22020.05009.331623.65550.0117Z22102100028420.00240.00000.24370.78930.0000Z2210C2600026870.03050.01002.17375.46750.00123、动情 in%ax.5.4.5.3in%ax.5.4.5.3.5.2.5.1.5

51、0.4.4.4.4.4.4.4购 认沽 认_前一交易日 认_前一交易日数据源Wid讯十九、棕榈油期权1、成交持仓情况表19.1、棕榈油期权合约成交持仓情况2022920CRCR3455645854442921383481213793331694869368183787759821861.00740.7466数据来源：Wind资讯，整理0认购 0认购 图19.1：棕榈油期权主力合约分执0认购 0认购 0-0-0-0-0-0-0认购 认沽图0-0-0-0-0-0-0认购 认沽0-0-0-0-0-0-0-0认购 认沽2、成交持仓活跃前5期权重要指标表19.2：成交、持仓前5期权重要指标dltagmm

52、100gattao22117000122730.10570.03003.30774.95560.01682211C8800100640.07630.02002.59533.40380.00902301640074490.13060.02007.43942.68990.15122211750031200.29500.05006.24398.61300.05852211C840029570.18550.04004.85946.25140.0279dltagmm100gattao2301C1320088230.00940.00000.88630.40640.00012301640071500.130

53、60.02007.43942.68990.15122301C1100033030.02560.00002.08850.78400.01212301700032230.26510.030011.47393.86670.36382211700030770.10570.03003.30774.95560.0168数据来源：Wind资讯，整理3、波动率in%ax.7in%ax.7.6.5.4.3.2.10.4.21.8.6.4.20购 沽 认_前一交易日 认_前一交易日二十、原期权1、成交持仓情况表20.1、原油期权合约成交持仓情况2022920CR11665259610655794111593640

54、119117228246236225668010.95661.1179数据来源：Wind资讯，整理图20.1：原油期权主力合约分执行价成交量情况图20.2：原油期权主力合约分执行价持仓量情况0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 认购 认沽00 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 购 0数据来源：Wind资讯，整理图20.3：原油主力合约分执行价成交量变化情况图20.4：原油期权主力合约分执行价持仓量变化情况0-00-0-0-0-0-0-0-00 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 认购 认沽0 0

55、0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 购 认沽2、成交持仓活跃前5期权重要指标表20.2：成交、持仓前5期权重要指标dltagmm100gattaoC2211C70022940.18900.45000.38670.67480.0025C2211C75019640.06130.19000.17320.30540.0006C221150017220.01580.05000.05650.11760.0001C221160016160.23120.48000.43530.81520.0039C221155011060.07070.19000.19350.38700.0009dlt

56、agmm100gattaoC221150017340.01580.05000.05650.11760.0001C2211C70014190.18900.45000.38670.67480.0025C2211C75011770.06130.19000.17320.30540.0006C221160010010.23120.48000.43530.81520.0039C2211C8008730.01930.07000.06750.11930.0001数据来源：Wind资讯，整理3、波动率图20.5：原主连2年历史波动率锥图20.6：原油期权主力合约隐含波动率情况iin%ax.3.2.10 .8.7

57、.6.5.4.9.8.7.6.5.4.3.2.100 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 认购 认沽 购_前一交易日 认_数据来源：Wind资讯，整理数据来源：Wind资讯，整理二十一豆一期权1、成交持仓情况表21.1、豆一期权合约成交持仓情况2022920CRCR427845214405117845192102070110487972423510610741.05631.4371数据来源：Wind资讯，整理认购 图21.1：豆一期权主力合约分执行价成交量情况图21.2：豆一期权主力合约分执行价持认购 0认购0数据来源：Wind资讯，整理图21.3：豆一主力合约分执

58、行价成交量变化情况图21.4：豆一期权主力合约分执行价持仓量变化情况0-0-0认购 认沽0-0-0-0-0-0认购 认沽数据来源：Wind资讯，整理2、成交持仓活跃前5期权重要指标表21.2：成交、持仓前5期权重要指标dltagmm100gattao2211C650018320.02500.02000.83450.53090.00092211C63009080.07270.06001.97631.13450.0034221157006040.16850.09003.59682.40180.0121221158005360.27350.13004.75332.97240.021423015000

59、4780.04530.02002.57240.49320.0147dltagmm100gattao2211510037170.01350.01000.49390.47600.00062211540024270.04020.03001.23690.98750.00242211C630022130.07270.06001.97631.13450.00342211C650020720.02500.02000.83450.53090.00092211530016880.02610.02000.86380.71140.0014数据来源：Wind资讯，整理3、波动率图21.5：豆主连3年历史波动率锥图21

60、.6：豆一期权主力合约隐含波动率情况iin%ax.4.5.3.5.2.5.1.50.5.3.5.2.5.1.50购 沽 认_前一交易日 认_前一交易日数据来源：Wind资讯，整理数据来源：Wind资讯，整理二十二豆二期权1、成交持仓情况表22.1、豆二期权合约成交持仓情况2022920CRCR3741768424011273358650401564741354928040.73061.1887数据来源：Wind资讯，整理图22.1：豆二期权主力合约分执行价成交量情况图22.2：豆二期权主力合约分执行价持仓量情况0认购 0认购 0认购 0-0-0-0认购 认沽0-0-0-0-0认购 认沽0-0-