20260518-五矿期货-期权日度行情报告_1页_324kb
报告摘要
五矿期货期权日度行情报告(2026/05/18)
核心内容概述
本报告汇总了2026年5月18日五矿期货市场主要品种的期权日度行情数据,包括收盘价、涨跌额、涨跌幅、加权隐含波动率及其变化情况。数据覆盖了能源、化工、农产品、金属、指数等多类市场,反映了当日市场的整体走势和波动特征。
主要观点
- 市场整体表现:多数品种呈现上涨趋势,但也有部分品种下跌,整体市场波动较为明显。
- 波动率变化:加权隐含波动率多数呈现上升趋势,部分品种出现下降,显示出市场对未来价格波动的预期存在分化。
- 价格变动幅度:涨跌幅普遍在1%以内,但部分品种如白银、鲜苹果等跌幅较大,达到-8.33%和-2.90%。
- 品种差异:不同类别品种的走势和波动率变化差异较大,能源类、化工类、农产品类、金属类及指数类品种表现各异。
关键信息汇总
能源类
| 序号 | 品种 | 标的合约 | 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 | 原油 | sc2607 | 680.4 | 39 | 6.08% | 56.53% | 5.09% |
| 2 | 燃料油 | fu2609 | 4258 | 184 | 4.51% | 52.43% | -0.08% |
| 5 | 甲醇N | MA609 | 2979 | 76 | 2.61% | 35.20% | 1.79% |
| 6 | 液化石油气 | pg2607 | 6200 | 152 | 2.51% | 48.53% | 5.34% |
| 20 | 科创50ETF | 588000 | 1.803 | 0.016 | 0.89% | 41.00% | -2.31% |
| 21 | 科创板50ETF | 588080 | 1.747 | 0.014 | 0.80% | 41.56% | -2.49% |
化工类
| 序号 | 品种 | 标的合约 | 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 |
|---|---|---|---|---|---|---|---|
| 3 | 丁二烯橡胶 | br2606 | 16195 | 695 | 4.48% | 43.63% | 11.60% |
| 4 | 纯苯 | bz2606 | 8304 | 239 | 2.96% | 35.29% | -6.52% |
| 7 | 苯乙烯 | eb2607 | 9364 | 217 | 2.37% | 38.03% | 6.10% |
| 17 | 乙二醇 | eg2609 | 4793 | 48 | 1.01% | 38.56% | 5.26% |
| 22 | 碳酸锂 | LC2609 | 192180 | 1280 | 0.67% | 51.08% | 3.97% |
| 25 | 天然橡胶 | ru2609 | 17690 | 90 | 0.51% | 25.42% | 2.31% |
| 27 | 锰硅 | SM607 | 5892 | 26 | 0.44% | 21.32% | 3.60% |
| 28 | 硅铁 | SF607 | 5784 | 20 | 0.34% | 22.65% | 5.19% |
| 31 | 中证500ETF(IJ) | S10500 | 8.631 | 0.019 | 0.22% | 23.74% | -2.40% |
| 32 | 花生仁 | PK810 | 8212 | 10 | 0.12% | 10.18% | -0.55% |
| 33 | 豆油 | y2609 | 8475 | 7 | 0.08% | 13.73% | -1.08% |
| 34 | 菜籽油 | OI609 | 9577 | -22 | -0.22% | 16.95% | -0.34% |
| 35 | 纯碱 | SA609 | 1198 | -3 | -0.24% | 23.68% | -1.56% |
| 36 | 黄大豆2号 | b2607 | 3562 | -11 | -0.30% | 19.80% | 2.01% |
| 37 | 铅 | pb2606 | 16475 | -65 | -0.39% | 16.71% | 1.08% |
| 38 | 黄玉米 | c2607 | 2353 | -10 | -0.42% | 12.14% | 0.41% |
| 39 | 豆粕 | m2609 | 2985 | -13 | -0.43% | 16.12% | -0.44% |
| 40 | 白砂糖 | SR609 | 5429 | -29 | -0.53% | 13.45% | -0.30% |
| 41 | 沪深300指数 | 000300 | 4833.52 | -26.07 | -0.53% | 18.28% | 0.16% |
| 42 | 沪深300ETF(IJ) | S10300 | 4.852 | -0.026 | -0.53% | 17.60% | -0.95% |
| 43 | 生猪 | lh2607 | 10730 | -60 | -0.55% | 28.07% | -0.81% |
| 44 | 沪深300ETF(深) | 159919 | 5.059 | -0.028 | -0.55% | 18.52% | -1.77% |
| 45 | 玉米淀粉 | cs2607 | 2680 | -16 | -0.59% | 12.19% | -0.91% |
| 46 | 锌 | zn2606 | 24670 | -155 | -0.62% | 17.86% | -1.68% |
| 47 | 镍 | ni2606 | 142970 | -920 | -0.63% | 30.97% | 2.36% |
| 48 | 漂针浆 | sp2609 | 5052 | -36 | -0.70% | 16.86% | 0.24% |
| 49 | 烧碱 | SH607 | 2025 | -15 | -0.73% | 33.27% | -1.58% |
| 50 | 深证100ETF | 159901 | 3.917 | -0.029 | -0.73% | 36.03% | 4.62% |
| 51 | 玻璃 | FG609 | 1038 | -8 | -0.76% | 27.93% | -0.75% |
| 52 | 上证50指数 | 000016 | 2934.96 | -22.64 | -0.76% | 17.74% | 0.94% |
| 53 | 一号棉花 | CF609 | 16090 | -125 | -0.77% | 17.37% | -0.08% |
| 54 | 氧化铝 | ao2609 | 2746 | -22 | -0.79% | 28.27% | 0.08% |
| 55 | 上证50ETF | S10050 | 3.008 | -0.027 | -0.88% | 16.84% | -0.09% |
| 56 | 菜籽粕 | RM609 | 2319 | -21 | -0.89% | 19.12% | -0.24% |
| 57 | 铸造铝合金 | ad2607 | 22935 | -215 | -0.92% | 27.48% | 7.67% |
| 58 | 铝 | al2606 | 24295 | -240 | -0.97% | 18.46% | 0.49% |
| 59 | 铁矿石 | i2609 | 803 | -9 | -1.10% | 21.81% | 2.84% |
| 60 | 创业板ETF | 159915 | 3.923 | -0.047 | -1.18% | 32.14% | -2.47% |
| 61 | 多晶硅 | PS2606 | 36930 | -460 | -1.23% | 56.61% | 4.05% |
| 62 | 螺纹钢 | rb2610 | 3206 | -43 | -1.32% | 13.24% | 0.23% |
| 63 | 工业硅 | SI2609 | 8445 | -115 | -1.34% | 25.48% | 0.68% |
| 64 | 铜 | cu2606 | 104330 | -1480 | -1.39% | 24.28% | -1.65% |
| 65 | 黄金 | au2606 | 999.8 | -15.16 | -1.49% | 28.91% | 1.90% |
| 66 | 钯 | PD2606 | 340.85 | -5.2 | -1.50% | 48.78% | 7.82% |
| 67 | 尿素 | UR609 | 1834 | -30 | -1.60% | 22.10% | 0.76% |
| 68 | 胶版印刷纸 | op2607 | 4004 | -68 | -1.66% | 16.07% | -2.00% |
| 69 | 国际铜 | bc2606 | 92400 | -1600 | -1.70% | 22.86% | -1.93% |
| 70 | 红枣 | CJ609 | 9130 | -175 | -1.88% | 22.66% | 0.31% |
| 71 | 焦煤 | jm2609 | 1208.5 | -24 | -1.94% | 38.27% | 7.51% |
| 72 | 铂 | PT2606 | 492.3 | -10.1 | -2.01% | 49.64% | 6.41% |
| 73 | 镉 | sn2606 | 410420 | -10850 | -2.57% | 45.11% | 1.18% |
| 74 | 鲜苹果 | AP610 | 7428 | -222 | -2.90% | 23.25% | 0.36% |
| 75 | 白银 | ag2606 | 18576 | -1688 | -8.33% | 67.02% | 2.48% |
展开完整摘要
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