20260610-五矿期货-期权日度行情报告_1页_322kb
报告摘要
五矿期货期权日度行情总结(2026/06/10)
核心内容概述
本报告汇总了2026年6月10日五矿期货市场中主要期权品种的收盘价、涨跌额、涨跌幅及隐含波动率等关键数据。整体来看,市场呈现分化态势,部分品种上涨,部分下跌,隐含波动率变化各异,反映出市场参与者对未来价格波动的预期存在分歧。
主要观点
1. 市场走势分化
- 上涨品种:多晶硅、工业硅、氧化铝、硅铁、甲醇N、乙二醇、铅、对二甲苯、纯苯、尿素、焦煤、中证500ETF(深)、中证500ETF(沪)、20号胶、丙烯、红枣、瓶片、深证100ETF、创业板ETF、原油、液化石油气、黄金、燃料油、铂、白银等品种均出现不同程度的上涨。
- 下跌品种:豆粕、胶版印刷纸、黄玉米、豆油、棕榈油、纯碱、铜、国际铜、玉米淀粉、鲜苹果、原木、灿纤、精对苯二甲酸、一号棉花、科创50ETF、中证1000指数、镍、苯乙烯、丁二烯橡胶、白银等品种出现下跌。
2. 涨跌幅分布
- 涨幅最大:多晶硅(4.95%)、工业硅(3.17%)、氧化铝(3.13%)。
- 跌幅最大:白银(-4.88%)、黄金(-3.13%)、燃料油(-3.18%)、铂(-4.23%)。
3. 隐含波动率变化
- 隐含波动率上升:多晶硅(+2.41%)、甲醇N(+1.60%)、丙烯(+7.04%)、瓶片(+10.06%)、中证500ETF(深)(+0.75%)、中证500ETF(沪)(+1.02%)、原油(+4.47%)、液化石油气(+1.42%)、黄金(+2.75%)、燃料油(+5.27%)、铂(+6.20%)等品种的隐含波动率明显上升。
- 隐含波动率下降:乙二醇(-0.09%)、胶版印刷纸(-1.06%)、黄玉米(-0.09%)、豆油(-0.42%)、棕榈油(-1.43%)、纯碱(+1.55%)、铜(+1.83%)、国际铜(-0.10%)、玉米淀粉(+0.80%)、鲜苹果(-0.55%)、原木(+1.16%)、灿纤(+3.15%)、精对苯二甲酸(+4.72%)、一号棉花(+1.37%)、科创50ETF(+2.33%)、沪深300ETF(沪)(+0.96%)、玻璃(+1.96%)、沥青(+1.63%)、镉(+2.30%)、中证1000指数(+1.31%)、苯乙烯(-1.18%)、丁二烯橡胶(+0.50%)等品种隐含波动率呈现下降或小幅上升趋势。
关键信息
1. 重要品种表现
| 序号 | 品种 | 收盘价 | 涨跌幅 | 隐含波动率 | 隐含波动率变化 |
|---|---|---|---|---|---|
| 1 | 多晶硅 | 36100 | +4.95% | 46.20% | +2.41% |
| 2 | 工业硅 | 8785 | +3.17% | 22.63% | +1.92% |
| 3 | 氧化铝 | 2894 | +3.13% | 30.99% | +0.18% |
| 4 | 烧碱 | 1889 | +1.72% | 38.92% | -2.26% |
| 5 | 铁矿石 | 771.5 | +1.51% | 19.40% | +2.18% |
| 6 | 鲜鸡蛋 | 4311 | +1.31% | 38.85% | -0.08% |
| 7 | 碳酸锂 | 167400 | +1.27% | 43.09% | +0.36% |
| 8 | 硅铁 | 5954 | +1.25% | 26.63% | +2.56% |
| 9 | 螺纹钢 | 3180 | +0.98% | 12.31% | +0.20% |
| 10 | 锰硅 | 6016 | +0.87% | 24.09% | +4.30% |
| 11 | 黄大豆1号 | 4739 | +0.72% | 17.22% | -0.42% |
| 12 | 生猪 | 11950 | +0.71% | 27.96% | -0.47% |
| 13 | 豆粕 | 2918 | +0.51% | 15.21% | -0.47% |
| 14 | 上证50ETF | 2.931 | +0.47% | 18.05% | +0.79% |
| 15 | 漂针浆 | 4868 | +0.41% | 18.18% | +0.30% |
| 16 | 甲醇N | 2972 | +0.40% | 41.56% | +1.60% |
| 17 | 黄大豆2号 | 3482 | +0.34% | 15.32% | -0.20% |
| 18 | 铸造铝合金 | 23070 | +0.32% | 16.14% | -1.52% |
| 19 | 花生仁 | 8392 | +0.31% | 13.02% | +0.30% |
| 20 | 上证50指数 | 2850.37 | +0.27% | 18.59% | +0.51% |
| 21 | 乙二醇 | 4544 | +0.24% | 31.03% | -0.09% |
| 22 | 菜籽粕 | 2239 | +0.08% | 21.10% | +0.07% |
| 23 | 胶版印刷纸 | 3980 | 0.00% | 11.00% | -1.06% |
| 24 | 黄玉米 | 2335 | -0.04% | 10.94% | -0.09% |
| 25 | 豆油 | 8320 | -0.04% | 13.58% | -0.42% |
| 26 | 棕榈油 | 9316 | -0.12% | 20.42% | -1.43% |
| 27 | 纯碱 | 1152 | -0.17% | 27.83% | +1.55% |
| 28 | 铅 | 16130 | -0.18% | 16.39% | +0.30% |
| 29 | 对二甲苯 | 8786 | -0.24% | 28.94% | +0.16% |
| 30 | 钯 | 289.55 | -0.25% | 57.07% | -2.22% |
| 31 | 白砂糖 | 5314 | -0.26% | 14.76% | +0.42% |
| 32 | 铜 | 104110 | -0.28% | 24.52% | +1.83% |
| 33 | 锌 | 24620 | -0.30% | 16.07% | +0.39% |
| 34 | 国际铜 | 9 | -0.33% | 22.26% | -0.10% |
| 35 | 玉米淀粉 | 2714 | -0.33% | 13.44% | +0.80% |
| 36 | 鲜苹果 | 7400 | -0.36% | 23.21% | -0.55% |
| 37 | 原木 | 793.5 | -0.37% | 17.04% | +1.16% |
| 38 | 灿纤 | 7740 | -0.46% | 37.96% | +3.15% |
| 39 | 精对苯二甲酸 | 6302 | -0.53% | 40.31% | +4.72% |
| 40 | 一号棉花 | 15675 | -0.57% | 19.79% | +1.37% |
| 41 | 科创50ETF | 1.691 | -0.58% | 47.00% | +2.33% |
| 42 | 科创50ETF(沪) | 8.171 | -1.19% | 27.07% | +1.02% |
| 43 | 线型低密度聚乙烯 | 7875 | -0.63% | 26.37% | +1.41% |
| 44 | 铝 | 23905 | -0.64% | 16.45% | +0.42% |
| 45 | 纯苯 | 7519 | -0.64% | 33.82% | -0.77% |
| 46 | 尿素 | 1793 | -0.66% | 34.82% | -0.07% |
| 47 | 菜籽油 | 9883 | -0.69% | 27.78% | -1.49% |
| 48 | 聚氯乙烯 | 4706 | -0.69% | 23.15% | -1.28% |
| 49 | 焦煤 | 1363.5 | -0.76% | 54.33% | -5.27% |
| 50 | 沪深300ETF(沪) | 4.784 | -0.87% | 20.32% | +0.96% |
| 51 | 玻璃 | 989 | -0.90% | 29.03% | +1.96% |
| 52 | 沥青 | 4417 | -0.91% | 35.54% | +1.63% |
| 53 | 镉 | 397880 | -0.92% | 47.87% | +2.30% |
| 54 | 沪深300指数 | 4748.59 | -1.10% | 18.93% | +0.01% |
| 55 | 沪深300ETF(深) | 4.97 | -1.11% | 20.76% | +0.02% |
| 56 | 中证500ETF(深) | 3.25 | -1.12% | 27.47% | +0.75% |
| 57 | 中证500ETF(沪) | 8.171 | -1.19% | 27.07% | +1.02% |
| 58 | 聚丙烯 | 8649 | -1.40% | 28.42% | +1.30% |
| 59 | 天然橡胶 | 17330 | -1.42% | 22.55% | +0.38% |
| 60 | 中证1000指数 | 8198.72 | -1.44% | 26.11% | +1.31% |
| 61 | 镍 | 135100 | -1.71% | 28.74% | +1.30% |
| 62 | 苯乙烯 | 8476 | -1.97% | 34.17% | -1.18% |
| 63 | 丁二烯橡胶 | 13140 | -2.01% | 38.34% | +0.50% |
| 64 | 20号胶 | 14945 | -2.03% | 24.08% | -0.16% |
| 65 | 丙烯 | 8171 | -2.04% | 42.07% | +7.04% |
| 66 | 红枣 | 8880 | -2.14% | 26.59% | -0.70% |
| 67 | 瓶片 | 7542 | -2.20% | 42.22% | +10.06% |
| 68 | 深证100ETF | 3.89 | -2.26% | 39.71% | +5.97% |
| 69 | 创业板ETF | 3.87 | -2.56% | 36.50% | +1.19% |
| 70 | 原油 | 572.2 | -2.58% | 70.65% | +4.47% |
| 71 | 液化石油气 | 5548 | -2.80% | 43.44% | +1.42% |
| 72 | 黄金 | 919.32 | -3.13% | 30.43% | +2.75% |
| 73 | 燃料油 | 3677 | -3.18% | 60.92% | +5.27% |
| 74 | 铂 | 417 | -4.23% | 52.81% | +6.20% |
| 75 | 白银 | 15622 | -4.88% | 60.28% | +5.28% |
总结
整体市场呈现震荡格局,部分品种因供需变化、政策影响或市场情绪波动出现显著涨跌。隐含波动率的变化反映出市场对价格波动的预期存在较大分歧,部分品种隐含波动率明显上升,可能与市场不确定性增加或投资者情绪变化有关。对于投资者而言,需密切关注市场动态及政策变化,合理评估风险与收益。
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