> **来源：[研报客](https://pc.yanbaoke.cn)** # 五矿期货期权日度行情报告（2026/06/23） ## 核心内容概述 本报告汇总了2026年6月23日五矿期货市场主要期权品种的日度行情数据，包括收盘价、涨跌额、涨跌幅、加权隐含波动率及其变化情况。整体市场呈现震荡下行趋势，部分品种跌幅较大，同时隐含波动率整体偏高，显示市场情绪较为波动。 ## 主要观点 1. **价格走势**：多数品种收盘价下跌，仅有少数品种出现上涨。 2. **涨跌幅分布**： - 菜籽粕、黄大豆1号、鲜苹果等品种涨幅较小。 - 黄金、白银、沪深300指数、上证50指数等品种跌幅较大。 3. **隐含波动率**：整体隐含波动率偏高，尤其在贵金属和部分化工品中表现突出，显示市场对价格波动的预期较高。 4. **市场情绪**：部分品种隐含波动率出现明显上升，如铂、钯、科创5OETF等，表明市场参与者对这些品种未来价格波动的预期增强。 ## 关键信息汇总 | 序号 | 品种 | 主力合约 | 收盘价 | 涨跌额 | 涨跌幅 | 加权隐含波动率 | 加权隐含波动率变化 | |------|------------|----------|--------|--------|----------|----------------|--------------------| | 1 | 菜籽粕 | RM609 | 2303 | 28 | 1.23% | 19.22% | 0.17% | | 2 | 黄大豆1号 | a2609 | 4733 | 45 | 0.95% | 13.85% | 0.35% | | 3 | 鲜苹果 | AP610 | 7574 | 69 | 0.91% | 24.65% | 0.23% | | 4 | 碳酸锂 | LC2609 | 157220 | 1220 | 0.78% | 57.95% | 3.51% | | 5 | 20号胶 | nr2608 | 15595 | 105 | 0.67% | 26.58% | -0.19% | | 6 | 豆粕 | m2609 | 2947 | 16 | 0.54% | 13.73% | -0.43% | | 7 | 纯碱 | SA609 | 1132 | 4 | 0.35% | 25.78% | 0.19% | | 8 | 生猪 | lh2609 | 11740 | 25 | 0.21% | 25.02% | -0.22% | | 9 | 乙二醇 | eg2609 | 4233 | 4 | 0.09% | 25.80% | 0.11% | | 10 | 原木 | lg2609 | 822.5 | 0.5 | 0.06% | 13.52% | 0.10% | | 11 | 黄大豆2号 | b2607 | 3524 | 1 | 0.02% | 13.99% | 0.52% | | 12 | 花生仁 | PK610 | 8302 | 0 | 0.00% | 11.80% | 0.00% | | 13 | 铅 | pb2608 | 16350 | -25 | -0.15% | 21.18% | 4.52% | | 14 | 尿素 | UR609 | 1785 | -5 | -0.27% | 21.32% | -1.52% | | 15 | 豆油 | y2609 | 8353 | -23 | -0.27% | 12.71% | 0.36% | | 16 | 工业硅 | SI2609 | 8505 | -25 | -0.29% | 21.42% | -0.34% | | 17 | 鲜鸡蛋 | jd2608 | 4378 | -14 | -0.31% | 29.22% | -1.96% | | 18 | 螺纹钢 | rb2610 | 3112 | -11 | -0.35% | 21.10% | 7.50% | | 19 | 玉米淀粉 | cs2609 | 2694 | -11 | -0.40% | 10.42% | 0.09% | | 20 | 菜籽油 | Ol609 | 9659 | -44 | -0.45% | 20.39% | 1.15% | | 21 | 多晶硅 | PS2609 | 35800 | -180 | -0.50% | 55.23% | 0.20% | | 22 | 铁矿石 | i2609 | 738.5 | -4 | -0.53% | 19.55% | 0.15% | | 23 | 天然橡胶 | ru2609 | 17675 | -105 | -0.59% | 31.04% | 1.63% | | 24 | 短纤 | PF608 | 7274 | -46 | -0.62% | 25.80% | 0.11% | | 25 | 锌 | zn2608 | 24570 | -295 | -1.25% | 26.73% | -0.88% | | 26 | 一号棉花 | CF609 | 15905 | -105 | -1.70% | 14.84% | 0.64% | | 27 | 棕榈油 | p2609 | 9308 | -67 | -0.71% | 20.29% | -0.10% | | 28 | 红枣 | CJ609 | 8590 | -65 | -0.75% | 29.46% | 2.13% | | 29 | 黄玉米 | c2609 | 2315 | -18 | -0.77% | 10.39% | 0.12% | | 30 | 瓶片 | PR609 | 6940 | -58 | -0.82% | 29.39% | -4.12% | | 31 | 锰硅 | SM609 | 5804 | -50 | -0.85% | 15.73% | 0.06% | | 32 | 硅铁 | SF609 | 5624 | -50 | -0.88% | 16.19% | -1.08% | | 33 | 铜 | cu2607 | 103580 | -1120 | -1.06% | 24.24% | -1.31% | | 34 | 精对苯二甲酸 | TA609 | 5776 | -62 | -1.06% | 30.09% | -0.74% | | 35 | 白砂糖 | SR609 | 5264 | -63 | -1.18% | 13.28% | 0.06% | | 36 | 玻璃 | FG609 | 967 | -12 | -1.22% | 27.43% | -0.42% | | 37 | 国际铜 | bc2607 | 91730 | -1150 | -1.23% | 22.72% | -1.81% | | 38 | 铸造铝合金 | ad2608 | 23180 | -295 | -1.25% | 26.73% | -0.88% | | 39 | 胶版印刷纸 | op2608 | 3872 | -50 | -1.27% | 30.57% | 13.57% | | 40 | 甲醇N | MA609 | 2493 | -39 | -1.54% | 34.47% | -0.63% | | 41 | 对二甲苯 | PX609 | 7954 | -126 | -1.55% | 39.08% | 1.06% | | 42 | 科创5OETF | S88000 | 2.023 | -0.033 | -1.60% | 57.09% | 4.26% | | 43 | 烧碱 | SH609 | 1951 | -33 | -1.66% | 29.99% | -0.72% | | 44 | 镍 | ni2607 | 132400 | -2260 | -1.67% | 36.95% | 4.08% | | 45 | 科创板5OETF | S88080 | 1.956 | -0.034 | -1.70% | 56.78% | 56.78% | | 46 | 焦煤 | jm2609 | 1248 | -23.5 | -1.84% | 34.26% | -0.95% | | 47 | 线型低密度聚乙烯 | l2609 | 7051 | -137 | -1.90% | 22.63% | -0.76% | | 48 | 苯乙烯 | eb2608 | 7535 | -147 | -1.91% | 28.67% | -0.37% | | 49 | 黄金 | au2608 | 897.9 | -18.66 | -2.03% | 33.71% | 0.44% | | 50 | 中证500ETF(深) | 159922 | 3.509 | -0.073 | -2.03% | 34.47% | 5.06% | | 51 | 中证1000指数 | 000852 | 8680.04| -185.64| -2.09% | 28.06% | 1.36% | | 52 | 中证500ETF(沪) | 510300 | 4.942 | -0.149 | -2.92% | 24.80% | 0.30% | | 53 | 铝 | al2607 | 23485 | -535 | -2.22% | 22.08% | 4.30% | | 54 | 漂针浆 | sp2609 | 4726 | -120 | -2.47% | 23.13% | 2.43% | | 55 | 聚氯乙烯 | v2609 | 4444 | -119 | -2.60% | 23.16% | 0.11% | | 56 | 纯苯 | bz2607 | 6804 | -187 | -2.67% | 28.19% | -0.71% | | 57 | 氧化铝 | ao2609 | 2843 | -80 | -2.73% | 37.52% | 0.53% | | 58 | 沪深300指数 | 000300 | 4919.39| -140.27| -2.77% | 22.40% | 1.80% | | 59 | 上证50指数 | 000016 | 2926.83| -85.82 | -2.84% | 21.83% | 2.19% | | 60 | 沪深300ETF(深) | 159919 | 5.16 | -0.155 | -2.91% | 27.00% | -1.35% | | 61 | 丁二烯橡胶 | br2609 | 12615 | -380 | -2.92% | 44.67% | -3.29% | | 62 | 沪深300ETF(沪) | 510300 | 4.942 | -0.149 | -2.92% | 24.80% | 0.30% | | 63 | 上证50ETF | 510050 | 3.005 | -0.092 | -2.97% | 23.24% | 2.71% | | 64 | 钯 | PD2608 | 293.35 | -9.1 | -3.00% | 77.67% | 0.77% | | 65 | 铂 | PT2608 | 404.2 | -12.7 | -3.04% | 53.46% | 1.82% | | 66 | 聚丙烯 | pp2609 | 7379 | -242 | -3.17% | 25.87% | 0.34% | | 67 | 深证100ETF | 159901 | 4.067 | -0.14 | -3.32% | 44.26% | 44.26% | | 68 | 原油 | sc2608 | 491.4 | -19.1 | -3.74% | 47.58% | -1.56% | | 69 | 沥青 | bu2609 | 3766 | -151 | -3.85% | 55.36% | 8.14% | | 70 | 创业板ETF | 159915 | 4.21 | -0.169 | -3.85% | 47.91% | 5.13% | | 71 | 锅 | sn2607 | 400070 | -17100 | -4.09% | 56.16% | 0.08% | | 72 | 丙烯 | PL609 | 6818 | -298 | -4.18% | 32.96% | -13.95% | | 73 | 燃料油 | fu2609 | 2989 | -135 | -4.32% | 45.87% | -1.45% | | 74 | 液化石油气 | pg2607 | 4611 | -211 | -4.37% | 41.60% | -2.12% | | 75 | 白银 | ag2608 | 14997 | -967 | -6.05% | 70.42% | 2.65% | ## 总结 - **价格波动**：整体市场以下跌为主，部分品种如黄金、白银、沪深300指数等跌幅超过2%。 - **隐含波动率**：多数品种隐含波动率偏高，尤其是贵金属和部分化工品，表明市场预期价格将出现较大波动。 - **市场情绪**：隐含波动率变化显示市场情绪在某些品种中有所增强，如铂、钯、科创5OETF等，但也有品种隐含波动率下降，如20号胶、乙二醇等。 - **交易策略**：投资者需关注隐含波动率的变化趋势，以判断市场情绪的转变，并结合价格走势制定相应的交易策略。