场外商品期权报价2020-12-17

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期权角   2020-12-19 13:21   4610   0
免费提供场外商品期权比价服务,通过收集场外商品期权市场买卖波动率报价,给出市场参考最优价格,供您参考。


一个月平值场外商品期权报价品种报价合约参考价格买vol买vol买vol买价%卖价%沪金AU2106390.7415.50%17.50%2.00%1.86%2.10%沪银AG2106529730.75%37.41%6.66%3.68%4.48%沪铜CU21035821018.00%18.55%0.55%2.16%2.22%沪铝AL21031596018.50%20.44%1.94%2.22%2.45%沪锌ZN21032141518.50%20.12%1.62%2.22%2.41%沪镍NI210313003024.00%28.25%4.25%2.87%3.38%螺纹钢RB2105417218.55%19.54%0.99%2.22%2.34%热卷HC2105443518.61%20.02%1.41%2.23%2.40%铁矿石I21051006.537.00%38.18%1.18%4.43%4.57%焦煤JM2105154927.00%29.84%2.84%3.23%3.57%焦炭J21052563.528.43%30.20%1.77%3.40%3.62%动力煤ZC105666.625.00%30.95%5.95%2.99%3.71%原油SC210331429.11%36.34%7.24%3.49%4.35%橡胶RU21051447526.50%30.20%3.70%3.17%3.62%沥青BU2106277226.00%28.00%2.00%3.11%3.35%纸浆SP2102514613.50%13.50%0.00%1.62%1.62%乙二醇EG2105413722.00%23.00%1.00%2.63%2.75%塑料L2105779019.70%21.00%1.30%2.36%2.52%聚丙烯PP2105827620.00%21.00%1.00%2.40%2.52%PVCV2105740023.00%24.03%1.03%2.75%2.88%PTATA105381222.00%23.14%1.14%2.63%2.77%甲醇MA105248623.00%24.95%1.95%2.75%2.99%豆一A2105529717.11%20.08%2.98%2.05%2.41%玉米C2105260611.19%13.14%1.95%1.34%1.57%豆油Y2105756619.39%21.07%1.68%2.32%2.52%棕榈油P2105668623.45%26.64%3.19%2.81%3.19%豆粕M2105316114.50%16.00%1.50%1.74%1.92%菜油OI105926718.01%20.68%2.67%2.16%2.48%菜粕RM105259416.38%19.00%2.62%1.96%2.28%郑棉CF1051483515.41%17.50%2.09%1.85%2.10%白糖SR105511613.74%14.65%0.91%1.65%1.76%苹果AP105654319.42%21.01%1.59%2.33%2.52%

注:
1、数据来源于场外期权做市商公众号真实数据,不提供最优价格来源。买卖方向为做市商的方向。
2、单位市场买价 = 买价% * 参考价格;单位市场卖价 = 卖价% * 参考价格
3、vol价差如果为负值,说明该场外期权存在套利,可以通过两家场外做市商询价套利。
4、如需获取更多信息请加微信号(Vir-lb)或者扫描下方二维码关注。

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