商品期权周报：隐波上升，市场持续下行

I 2024/08/122024/08/16 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% wind 1.3 1.4 0.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 29.50% 29.00% 28.50% 28.00% 27.50% 27.00% 26.50% 26.00% 25.50% 25.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 24.50% 24.00% 1M2M3M6M9M1Y 8/16/20248/9/2024 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 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0% 8/16/20248/9/2024 40.0% 35.0% 30.0% 25.0% 20.0% 15.0% 10.0% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 5.0% 0.0% 1M2M3M6M9M1Y 8/16/20248/9/2024 1.9 900000 800000 700000 600000 500000 400000 300000 200000 100000 wind 0 1.10 25.00% 20.00% 15.00% 10.00% 5.00% wind 0.00% 1.11 1.12 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 1M2M3M6M9M1Y 8/16/20248/9/2024 1.13 1000000 900000 800000 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 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 1M2M3M6M9M1Y 8/16/20248/9/2024 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 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% 17.50% 17.00% 16.50% 16.00% 15.50% 15.00% 14.50% 14.00% 1M2M3M6M9M1Y 8/16/20248/9/20248/16/20248/9/2024 1.21 1600000 1400000 1200000 1000000 800000 600000 400000 200000 wind 1.22 0 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% wind 0.00% 1.23 1.24 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 31.00% 30.00% 29.00% 28.00% 27.00% 26.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 25.00% 24.00% 1M2M3M6M9M1Y 8/16/20248/9/2024 1.25 500000 450000 400000 350000 300000 250000 200000 150000 100000 50000 0 1/22/20242/22/20243/22/20244/22/20245/22/2024 wind 1.26 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% wind 1.27 1.28 0.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 22.50% 22.00% 21.50% 21.00% 20.50% 20.00% 19.50% 19.00% 18.50% 18.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 17.50% 17.00% 1M2M3M6M9M1Y 8/16/20248/9/2024 1.29 200000 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 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 8/16/20248/9/2024 17.50% 17.00% 16.50% 16.00% 15.50% 15.00% 14.50% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 14.00% 1M2M3M6M9M1Y 8/16/20248/9/2024 1.33 300000 250000 200000 150000 100000 50000 0 wind 1.34 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% wind 1.35 1.36 0.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 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% 1M2M3M6M9M1Y 8/16/20248/9/2024 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 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 8/16/20248/9/2024 21.00% 20.50% 20.00% 19.50% 19.00% 18.50% 18.00% 17.50% 17.00% 16.50% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 16.00% 15.50% 1M2M3M6M9M1Y 8/16/20248/9/2024 I2024/08/122024/08/16 / 136 310008 4008888910 www.nanhua.net 603093