商品期权周报2024/05/27 2024/05/31：隐波下降，冲高回落

I 2024/05/272024/05/31 20111290 Z0014889 F03124116 1. 1.1 250000 200000 150000 100000 50000 wind 0 1.2 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/20244/20/20245/20/2024 wind 1.3 1.4 80.00% 60.00% 40.00% 20.00% 0.00% 5/31/20245/24/2024 27.00% 26.50% 26.00% 25.50% 25.00% 24.50% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 24.00% 23.50% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.5 350000 300000 250000 200000 150000 100000 50000 wind 1.6 0 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% wind 0.00% 1.7 1.8 80.0% 70.0% 33.4% 60.0% 33.0% 50.0% 32.8% 40.0% 32.6% 30.0% 32.4% 20.0% 32.2% 10.0% 32.0%31.8% 33.2% 0.0% 5/31/20245/24/2024 31.6% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 31.4% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.9 25.00% 20.00% 15.00% 10.00% 5.00% wind 0.00% 1.10 25.00% 20.00% 15.00% 10.00% 5.00% wind 0.00% 1.11 1.12 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 5/31/20245/24/2024 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 5/31/20245/24/2024 1.13 700000 600000 500000 400000 300000 200000 100000 wind 1.14 0 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% wind 0.00% 1.15 1.16 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 5/31/20245/24/2024 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% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.17 300000 250000 200000 150000 100000 50000 wind 0 1.18 0.25 0.2 0.15 0.1 0.05 wind 1.19 1.20 0 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% 16.50% 16.00% 15.50% 15.00% 14.50% 14.00% 13.50% 13.00% 1M2M3M6M9M1Y 5/31/20245/24/20245/31/20245/24/2024 1.21 1200000 1000000 800000 600000 400000 200000 wind 1.22 0 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% wind 0.00% 1.23 1.24 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 5/31/20245/24/2024 36.00% 34.00% 32.00% 30.00% 28.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 26.00% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.25 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% wind 0.00% 1.26 500000 450000 400000 350000 300000 250000 200000 150000 100000 50000 wind 1.27 1.28 0 100.00% 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 5/31/20245/24/2024 21.00% 20.50% 20.00% 19.50% 19.00% 18.50% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 18.00% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.29 180000 160000 140000 120000 100000 80000 60000 40000 20000 wind 1.30 0 0.25 0.2 0.15 0.1 0.05 wind 0 1.31 1.32 100.00% 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% 5/31/20245/24/2024 17.00% 16.50% 16.00% 15.50% 15.00% 14.50% 14.00% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.33 160000 140000 120000 100000 80000 60000 40000 20000 0 wind 1.34 25.00% 20.00% 15.00% 10.00% 5.00% wind 1.35 1.36 0.00% 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 5/31/20245/24/2024 21.50% 21.00% 20.50% 20.00% 19.50% 19.00% 18.50% 18.00% 17.50% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 17.00% 16.50% 1M2M3M6M9M1Y 5/31/20245/24/2024 1.37 250000 200000 150000 100000 50000 wind 1.38 0 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% wind 0.00% 1.39 1.40 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 5/31/20245/24/2024 24.00% 23.50% 23.00% 22.50% 22.00% 21.50% 21.00% 20.50% 20.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 19.50% 1M2M3M6M9M1Y 5/31/20245/24/2024 I2024/05/272024/05/31 / 136 310008 4008888910 www.nanhua.net 603093