商品期权日报总结（2026年02月11日）
核心内容概述
本报告为大越期货发布的商品期权市场每日分析，涵盖期权行情、持仓变化、成交量与PCR（Put/Call Ratio）分析、临期期权数据及免责声明。报告旨在提供市场动态和投资参考，不构成投资建议。
一、期权行情分析
看涨期权日涨跌幅
| 品种 |
日涨跌幅 |
| 豆一 |
57.92% |
| 烧碱 |
50.00% |
| 铅 |
21.00% |
| 原油 |
20.04% |
| 玉米淀粉 |
16.67% |
| 聚丙烯 |
15.70% |
| PTA |
13.11% |
| 白糖 |
12.12% |
| 棉花 |
11.04% |
| 液化石油气 |
9.59% |
看跌期权日涨跌幅
| 品种 |
日涨跌幅 |
| 棕榈油 |
21.03% |
| 焦煤 |
10.98% |
| 菜油 |
10.10% |
| 纯碱 |
9.00% |
| 工业硅 |
8.92% |
| 锌 |
7.46% |
| 尿素 |
7.32% |
| 螺纹钢 |
6.87% |
| 红枣 |
6.12% |
| 生猪 |
4.92% |
备注：以上涨跌幅均以各品种主力合约的平值期权为标的，以收盘价为计算基准。
二、期权持仓变化
看涨期权持仓日变化
| 品种 |
持仓日变化 |
| 玻璃 |
27040 |
| 纯碱 |
24875 |
| PTA |
24247 |
| 甲醇 |
6455 |
| 碳酸锂 |
5366 |
| 豆一 |
4924 |
| 工业硅 |
4184 |
| 螺纹钢 |
3428 |
| 白糖 |
2967 |
| PVC |
2961 |
看跌期权持仓日变化
| 品种 |
持仓日变化 |
| 烧碱 |
11688 |
| PTA |
9904 |
| 白银 |
9860 |
| 玻璃 |
6268 |
| 螺纹钢 |
5462 |
| 碳酸锂 |
3744 |
| PVC |
3313 |
| 工业硅 |
3022 |
| 苯乙烯 |
2928 |
| 乙二醇 |
2276 |
三、期权成交量与PCR分析
成交PCR高位品种
| 品种 |
PCR |
| 苹果 |
1.8472 |
| 纸浆 |
1.2927 |
| 苯乙烯 |
1.1962 |
| 白银 |
1.0741 |
| 胶版印刷纸 |
1.0629 |
| 菜油 |
1.0549 |
| 钯 |
1.0253 |
| 硅铁 |
0.9613 |
| 豆粕 |
0.9401 |
| 塑料 |
0.8724 |
成交PCR低位品种
| 品种 |
PCR |
| 豆一 |
0.1566 |
| 铅 |
0.2537 |
| 白糖 |
0.2908 |
| 花生 |
0.306 |
| 氧化铝 |
0.3136 |
| 铂 |
0.3149 |
| 燃料油 |
0.3391 |
| 天然橡胶 |
0.3468 |
| 玉米淀粉 |
0.3545 |
| 乙二醇 |
0.3787 |
四、每日优选期权
看涨期权优选
| 序号 |
品种 |
期货合约 |
期权合约 |
趋势度 |
沽购比 |
剩余天数 |
| 1 |
豆一 |
a2605 |
a2605-C-4600 |
47 |
0.75 |
66 |
| 2 |
氧化铝 |
ao2605 |
ao2605C2850 |
47 |
0.27 |
73 |
| 3 |
白糖 |
SR605 |
SR605C5300 |
45 |
0.5 |
62 |
| 4 |
原油 |
sc2604 |
sc2604C480 |
43 |
0.58 |
31 |
| 5 |
花生 |
PK605 |
PK605C8100 |
41 |
0.47 |
62 |
| 6 |
上证50 |
IH2603 |
H02603-C-3150 |
39 |
0.64 |
38 |
| 7 |
玉米 |
c2605 |
c2605-C-2300 |
31 |
0.62 |
66 |
| 8 |
玉米淀粉 |
cs2605 |
cs2605-C-2650 |
27 |
0.53 |
66 |
看跌期权优选
| 序号 |
品种 |
期货合约 |
期权合约 |
趋势度 |
沽购比 |
剩余天数 |
| 1 |
乙二醇 |
eg2605 |
eg2605-P-3550 |
-55 |
0.42 |
66 |
| 2 |
工业硅 |
si2605 |
si2605-P-8000 |
-55 |
0.48 |
57 |
| 3 |
螺纹钢 |
rb2605 |
rb2605P3000 |
-55 |
0.49 |
73 |
| 4 |
菜油 |
01605 |
01605P8700 |
-53 |
0.67 |
62 |
| 5 |
棕榈油 |
p2605 |
p2605-P-8600 |
-53 |
0.75 |
66 |
| 6 |
纸浆 |
sp2605 |
sp2605P5100 |
-53 |
0.85 |
73 |
| 7 |
鸡蛋 |
jd2604 |
jd2604-P-3100 |
-53 |
0.48 |
35 |
| 8 |
红枣 |
CJ605 |
CJ605P8500 |
-53 |
0.3 |
45 |
五、临期期权数据
看涨期权
| 品种 |
期权合约 |
剩余天数 |
期权收盘价 |
标的结算价 |
盈亏平衡标的价格 |
盈亏平衡标的涨幅 |
期权翻倍标的价格 |
期权翻倍标的涨幅 |
| PTA |
TA603C5200 |
1 |
33.0 |
5184.0 |
5234.0 |
0.96% |
5268.0 |
1.62% |
| 白糖 |
SR603C5300 |
1 |
9.0 |
5284.0 |
5312.0 |
0.53% |
5324.0 |
0.76% |
| 锰硅 |
SM603C5800 |
1 |
14.5 |
5780.0 |
5810.0 |
1.10% |
5820.0 |
1.45% |
| 烧碱 |
SH603C1960 |
1 |
54.0 |
1950.0 |
16858.0 |
1.10% |
16916.0 |
1.45% |
| 硅铁 |
SF603C5600 |
1 |
54.0 |
5606.0 |
5579.0 |
1.07% |
5558.0 |
1.50% |
| 铝 |
al2603C23600 |
3 |
130.0 |
23545.0 |
23733.0 |
0.80% |
23866.0 |
1.36% |
| 铜 |
cu2603C102000 |
3 |
848.0 |
101860.0 |
102858.0 |
0.98% |
103716.0 |
1.82% |
| 胶版印刷纸 |
op2603C4200 |
3 |
50.0 |
4190.0 |
4270.0 |
1.91% |
4340.0 |
3.58% |
看跌期权
| 品种 |
期权合约 |
剩余天数 |
期权收盘价 |
标的结算价 |
盈亏平衡标的价格 |
盈亏平衡标的涨幅 |
期权翻倍标的价格 |
期权翻倍标的涨幅 |
| 白糖 |
SR603P5200 |
1 |
1.0 |
5284.0 |
5196.0 |
-1.67% |
5192.0 |
-1.74% |
| 锰硅 |
SM603P5700 |
1 |
3.0 |
5780.0 |
5696.0 |
-1.45% |
5692.0 |
-1.52% |
| 烧碱 |
SH603P1940 |
1 |
5.0 |
1950.0 |
1931.0 |
-0.97% |
1922.0 |
-1.44% |
| 硅铁 |
SF603P5600 |
1 |
20.0 |
5606.0 |
5579.0 |
-0.48% |
5558.0 |
-0.86% |
| 纯碱 |
SA603P1120 |
1 |
2.5 |
1139.0 |
1116.5 |
-1.98% |
1113.0 |
-2.28% |
| 菜粕 |
RM603P2350 |
1 |
3.0 |
2358.0 |
2345.4 |
-0.53% |
2340.8 |
-0.73% |
| 瓶片 |
PR603P6100 |
1 |
4.0 |
6150.0 |
6094.0 |
-0.91% |
6088.0 |
-1.01% |
| 丙烯 |
PL603P6100 |
1 |
4.0 |
6122.0 |
6094.0 |
-0.46% |
6088.0 |
-0.56% |
| 花生 |
PK603P8000 |
1 |
5.0 |
8046.0 |
7993.4 |
-0.65% |
7986.8 |
-0.74% |
| 短纤 |
PF603P6500 |
1 |
9.5 |
6538.0 |
6489.5 |
-0.74% |
6479.0 |
-0.90% |
| 菜油 |
OI603P9300 |
1 |
13.0 |
9381.0 |
9284.0 |
-1.03% |
9268.0 |
-1.20% |
| 甲醇 |
MA603P2200 |
1 |
11.5 |
2205.0 |
2186.9 |
-0.82% |
2173.8 |
-1.41% |
| 玻璃 |
FG603P990 |
1 |
4.5 |
998.0 |
984.5 |
-1.35% |
979.0 |
-1.90% |
| 棉花 |
CF603P14600 |
1 |
10.0 |
14715.0 |
14587.0 |
-0.87% |
14574.0 |
-0.96% |
| 纸浆 |
sp2603P5100 |
3 |
12.0 |
5170.0 |
5085.0 |
-1.64% |
5070.0 |
-1.93% |
| 天然橡胶 |
ru2603P16250 |
3 |
85.0 |
16335.0 |
16159.0 |
-1.08% |
16068.0 |
-1.63% |
| 合成橡胶 |
br2603P12800 |
3 |
163.0 |
12910.0 |
12636.0 |
-2.12% |
12472.0 |
-3.39% |
| 沥青 |
bu2603P3300 |
3 |
17.0 |
3341.0 |
3281.0 |
-1.80% |
3262.0 |
-2.36% |
| 白银 |
ag2603P20800 |
3 |
829.5 |
20893.0 |
19966.5 |
-4.43% |
19133.0 |
-8.42% |
| 黄金 |
au2603P1120 |
3 |
14.14 |
1121.8 |
1101.86 |
-1.78% |
1083.72 |
-3.39% |
| 铸造铝合金 |
ad2603P22000 |
3 |
132.0 |
22090.0 |
21848.0 |
-1.10% |
21696.0 |
-1.78% |
| 氧化铝 |
ao2603P2750 |
3 |
24.5 |
2787.0 |
2718.5 |
-2.46% |
2687.0 |
-3.59% |
| 锡 |
sn2603P380000 |
3 |
7450.0 |
382200.0 |
372547.0 |
-2.53% |
365094.0 |
-4.48% |
| 镍 |
ni2603P132000 |
3 |
980.0 |
133980.0 |
131017.0 |
-2.21% |
130034.0 |
-2.95% |
| 螺纹钢 |
rb2603P3050 |
3 |
19.0 |
3051.0 |
3027.0 |
-0.79% |
3004.0 |
-1.54% |
| 铅 |
pb2603P16600 |
3 |
47.0 |
16675.0 |
16549.0 |
-0.76% |
16498.0 |
-1.06% |
| 锌 |
zn2603P24400 |
3 |
137.0 |
24445.0 |
24260.0 |
-0.76% |
24120.0 |
-1.33% |
| 铝 |
al2603P23400 |
3 |
116.0 |
23545.0 |
23281.0 |
-1.12% |
23162.0 |
-1.63% |
| PTA |
TA603P5100 |
1 |
4.0 |
5184.0 |
5095.0 |
-1.72% |
5090.0 |
-1.81% |
| 尿素 |
UR603P1760 |
1 |
2.0 |
1771.0 |
1756.0 |
-0.85% |
1752.0 |
-1.07% |
| 铜 |
cu2603P100000 |
3 |
486.0 |
101860.0 |
99504.0 |
-2.31% |
99008.0 |
-2.80% |
| 胶版印刷纸 |
op2603P4150 |
3 |
19.0 |
4190.0 |
4111.0 |
-1.89% |
4072.0 |
-2.82% |
六、免责声明
- 本报告信息来源于公开资料，大越期货不对信息的准确性及完整性作任何保证。
- 报告观点和建议可能发生变化，不构成任何投资建议。
- 报告内容不得以任何形式传送、复印或派发，未经允许不得用于商业用途。
- 如需引用或刊发，须注明出处“大越期货股份有限公司”，并保留一切权利。
