商品期权周报12024101129--2024/02102：隐波上升、情绪分化

I 2024/01/292024/02/02 20111290 1.09% 1.77% 2.12% 41.84% 9.06% 33.88% 35.49% 14.02% 7.92% 0.03% 16.88% 18.95% 18.65% 0.88% 0.76% 0.33% 0.87% 3.27% 18.49% 20.53% 2.8% 141.82%64.91%60.58% 76.96%27.12% 6.3% 46.37%28.56%17.27% 28.41% 49.9% Z0014889 F03124116 76.96%27.12% 1. 33.88% 1.09% 35.49% 1.77% 14.02% 2.12% 41.84% 7.92% 9.06% 0.03% 16.88% 0.33% 18.95% 0.87% 18.65% 3.27% 18.49% 0.88% 20.53% 0.76% 2.8% 141.82%64.91% 60.58% 6.3% 46.37% 28.56%17.27% 28.41%49.9% 1.1 250000 200000 150000 100000 50000 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/27/2024 1/29/2024 1/31/2024 2/2/2024 0 wind 1 1.2 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/27/2024 1/29/2024 1/31/2024 2/2/2024 0.00% wind 1.3 1.4 100.00% 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 2/2/20241/26/2024 35.00% 34.50% 34.00% 33.50% 33.00% 32.50% 32.00% 31.50% 31.00% 30.50% 1M2M3M6M9M1Y 2/2/20241/26/2024 2 1.5 1.6 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 12/20/2023 wind 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 250000 200000 150000 100000 50000 0 12/20/2023 wind 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/25/2024 1/27/2024 1/27/2024 1/29/2024 1/29/2024 1/31/2024 1/31/2024 2/2/2024 2/2/2024 2024/01/29—2024/02/02 3 1.7 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0% 1.9 700000 600000 500000 400000 300000 200000 100000 0 wind 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/27/2024 1/29/2024 1/31/2024 2/2/2024 130% 2/2/2024 120% 110% 105% 102% 100% 1/26/2024 98% 95% 90% 80% 1.8 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0% 1M2M3M 2/2/2024 60% 2024/01/29—2024/02/02 6M9M1Y 1/26/2024 4 2024/01/29—2024/02/02 1.10 0.2 0.18 0.16 0.14 0.12 0.1 0.08 0.06 0.04 0.02 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/27/2024 1/29/2024 1/31/2024 2/2/2024 0 wind 1.11 1.12 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 2/2/20241/26/2024 18.00% 16.00% 14.00% 12.00% 10.00% 8.00% 6.00% 4.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 2.00% 0.00% 1M2M3M6M9M1Y 2/2/20241/26/2024 5 wind 1.14 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 12/20/2023 wind 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1.13 600000 500000 400000 300000 200000 100000 0 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/25/2024 1/27/2024 1/27/2024 1/29/2024 1/29/2024 1/31/2024 1/31/2024 2/2/2024 2/2/2024 2024/01/29—2024/02/02 6 1.15 1.17 100000 90000 80000 70000 60000 50000 40000 30000 20000 10000 0 wind 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/27/2024 1/29/2024 1/31/2024 2/2/2024 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% 130% 2/2/2024 120% 110% 105% 102% 100% 1/26/2024 98% 95% 90% 80% 1.16 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 1M2M3M 2/2/2024 60% 2024/01/29—2024/02/02 6M9M1Y 1/26/2024 7 2/2/2024 130% 120% 110% 105% 102% 100% 1/26/2024 98% 95% 90% 80% 1M2M3M6M9M1Y 2/2/2024 60% 12/20/2023 1.18 0.16 0.14 0.12 0.1 0.08 0.06 0.04 0.02 0 wind 1.19 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1.20 10.50% 10.00% 9.50% 9.00% 8.50% 8.00% 7.50% 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 1/23/2024 1/25/2024 1/27/2024 1/29/2024 1/31/2024 2/2/2024 2024/01/29—2024/02/02 1/26/2024 8 1.21 1.22 0.3 0.25 0.2 0.15 0.1 0.05 0 wind 12/20/2023 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1/7/2024 1/9/2024 1/11/2024 1/13/2024 1/15/2024 1/17/2024 1/19/2024 1/21/2024 250000 200000 150000 100000 50000 0 12/20/2023 wind 12/22/2023 12/24/2023 12/26/2023 12/28/2023 12/30/2023 1/1/2024 1/3/2024 1/5/2024 1