> **来源：[研报客](https://pc.yanbaoke.cn)** # 五矿期货期权日度行情报告（2026/08/21） ## 核心内容概览 本报告汇总了2026年8月21日五矿期货市场中部分商品和金融品种的期权日度行情数据，包括收盘价、涨跌幅、加权隐含波动率及其变化情况。以下为关键品种的分析总结。 --- ## 主要观点 ### 1. **整体市场趋势** - 多数品种呈现上涨趋势，其中涨幅超过1%的品种有17个，占比约58%。 - 跌幅超过1%的品种有12个，占比约41%，表明市场存在分化现象。 ### 2. **涨跌幅分布** - **涨幅较大**的品种包括：碳酸锂（+4.12%）、白银（+4.10%）、铂（+4.01%）等。 - **跌幅较大**的品种包括：焦煤（-0.12%）、花生仁（-0.51%）、镍（-0.60%）等。 - **涨幅最小**的品种为科创板50ETF（+0.00%）。 - **跌幅最小**的品种为工业硅（-0.17%）。 ### 3. **隐含波动率分析** - **隐含波动率较高**的品种包括：黄金（+25.08%）、铂（+58.65%）、钯（+58.65%）等。 - **隐含波动率较低**的品种包括：黄玉米（+10.13%）、烧碱（+22.34%）等。 - **隐含波动率下降**的品种较多，如沪深300ETF（深）、中证1000指数、上证50指数等，表明市场预期趋于稳定或下降。 --- ## 关键信息汇总 ### **上涨品种** | 序号 | 品种 | 收盘价 | 涨跌幅 | 加权隐含波动率 | 隐含波动率变化 | |------|--------------|--------|----------|----------------|----------------| | 1 | 碳酸锂 | 158680 | +4.12% | 40.08% | +0.71% | | 2 | 白银 | 16771 | +4.10% | 45.82% | +0.39% | | 3 | 铂 | 460.6 | +4.01% | 67.73% | +22.67% | | 4 | 漂针菜 | 4892 | +3.42% | 19.59% | +1.32% | | 5 | 甲醇N | 2909 | +2.82% | 34.89% | +1.53% | | 6 | 液化石油气 | 5799 | +2.56% | 35.97% | +1.62% | | 7 | 丙烯 | 8016 | +2.29% | 28.92% | +1.66% | | 8 | 钯 | 322.75 | +2.03% | 58.65% | +2.63% | | 9 | 燃料油 | 3845 | +1.98% | 49.55% | +0.93% | | 10 | 黄金 | 987.44 | +1.83% | 25.08% | +0.23% | | 11 | 沥青 | 4508 | +1.73% | 34.40% | -2.33% | | 12 | 纯苯 | 7850 | +1.72% | 30.87% | +0.17% | | 13 | 聚丙烯 | 8121 | +1.61% | 24.59% | +0.31% | | 14 | 原油 | 592.9 | +1.36% | 51.15% | +1.59% | | 15 | 创业板ETF | 159915 | +1.36% | 38.58% | -1.94% | | 16 | 苯乙烯 | 8768 | +1.35% | 28.53% | +0.19% | | 17 | 多晶硅 | 38430 | +1.29% | 42.17% | +0.84% | | 18 | 锌 | 25710 | +1.26% | 15.75% | +0.11% | | 19 | 深证100ETF | 159901 | +1.26% | 45.01% | +6.06% | | 20 | 铅 | 16130 | +1.19% | 15.04% | +1.48% | | 21 | 氧化铝 | 2698 | +1.16% | 19.64% | -0.93% | | 22 | 20号胶 | 15490 | +1.07% | 21.99% | -0.02% | | 23 | 胶版印刷纸 | 3914 | +0.98% | 13.28% | -2.57% | | 24 | 乙二醇 | 5403 | +0.95% | 37.40% | +0.38% | | 25 | 硅铁 | 6022 | +0.87% | 18.02% | +0.55% | | 26 | 尿素 | 1770 | +0.85% | 19.02% | +1.24% | | 27 | 镉 | 428570 | +0.82% | 26.29% | -1.49% | | 28 | 天然橡胶 | 18500 | +0.81% | 20.37% | +0.26% | | 29 | 原木 | 827 | +0.79% | 12.11% | +1.44% | | 30 | 棕榈油 | 10160 | +0.77% | 17.67% | -1.98% | | 31 | 线型低密度聚乙烯 | 7864 | +0.75% | 23.64% | +1.26% | | 32 | 国际铜 | 96020 | +0.73% | 18.78% | +0.48% | | 33 | 丁二烯橡胶 | 14625 | +0.68% | 35.78% | +1.43% | | 34 | 短纤 | PF610 | +0.68% | 22.12% | +0.88% | | 35 | 锰硅 | 5964 | +0.64% | 14.27% | -0.99% | | 36 | 沪深300ETF(深) | 159919 | +0.63% | 20.67% | -2.39% | | 37 | 纯碱 | SA701 | +0.58% | 26.97% | +0.35% | | 38 | 沪深300ETF(沪) | S10300 | +0.58% | 18.24% | -1.42% | | 39 | 对二甲苯 | PX611 | +0.56% | 28.74% | -0.95% | | 40 | 沪深300指数 | 000300 | +0.56% | 17.81% | -7.51% | | 41 | 铜 | cu2609 | +0.53% | 16.04% | -0.37% | | 42 | 瓶片 | PR611 | +0.51% | 26.77% | -0.22% | | 43 | 螺纹钢 | rb2610 | +0.46% | 11.74% | -0.55% | | 44 | 铸造铝合金 | ad2610 | +0.39% | 19.05% | +5.35% | | 45 | 铝 | al2610 | +0.33% | 12.24% | +0.39% | | 46 | 精对苯二甲酸 | TA701 | +0.31% | 29.48% | +1.02% | | 47 | 一号棉花 | CF701 | +0.26% | 12.99% | -0.36% | | 48 | 生猪 | lh2611 | +0.24% | 21.15% | +0.38% | | 49 | 铁矿石 | i2701 | +0.21% | 18.09% | -0.13% | | 50 | 工业硅 | SI2611 | +0.17% | 21.01% | +1.32% | | 51 | 豆油 | y2701 | +0.17% | 13.84% | -0.22% | | 52 | 上证50ETF | S10050 | +0.16% | 16.20% | -1.17% | | 53 | 玉米淀粉 | cs2611 | +0.15% | 11.67% | -0.12% | | 54 | 中证1000指数 | 000852 | +0.15% | 27.70% | -8.56% | | 55 | 黄玉米 | c2611 | +0.13% | 10.13% | +0.11% | | 56 | 中证500ETF(深) | 159922 | +0.12% | 37.70% | +7.60% | ### **下跌品种** | 序号 | 品种 | 收盘价 | 涨跌幅 | 加权隐含波动率 | 隐含波动率变化 | |------|--------------|--------|----------|----------------|----------------| | 63 | 焦煤 | 1581.5 | -0.12% | 41.40% | +1.51% | | 64 | 鲜鸡蛋 | 3834 | -0.36% | 24.02% | +0.69% | | 65 | 花生仁 | 8138 | -0.51% | 12.24% | -0.27% | | 66 | 镍 | 128940 | -0.60% | 22.63% | -0.80% | | 67 | 黄大豆2号 | b2611 | -0.78% | 16.75% | -0.24% | | 68 | 聚氯乙烯 | v2701 | -0.84% | 18.67% | -0.18% | | 69 | 玻璃 | FG701 | -0.98% | 26.12% | +1.54% | | 70 | 豆粕 | m2701 | -1.10% | 15.01% | -0.08% | | 71 | 红枣 | CJ701 | -1.21% | 20.87% | +0.22% | | 72 | 黄大豆1号 | a2611 | -1.31% | 16.29% | -0.61% | | 73 | 鲜苹果 | AP610 | -1.40% | 23.94% | +1.40% | | 74 | 菜籽油 | Ol611 | -1.54% | 18.23% | -0.59% | | 75 | 菜籽粕 | RM611 | -1.71% | 17.31% | -0.13% | --- ## 关键结论 - **市场波动性分化明显**，部分品种隐含波动率显著上升，而另一些则下降。 - **工业金属**如铜、铅、锌等整体呈现上涨趋势，但隐含波动率变化较小。 - **农产品**如花生仁、豆粕、菜籽油等出现下跌，隐含波动率波动较大。 - **金融指数类**品种如沪深300指数、中证1000指数、上证50指数等隐含波动率显著下降，市场情绪趋于平稳。 - **能源化工类**品种如原油、甲醇、聚丙烯等整体上涨，隐含波动率相对稳定或略有上升。