9月21日大商所豆粕期权下午收盘行情

单位:元/吨

合约名称开盘价最高价最低价收盘价前结算价结算价涨跌涨跌1Delta成交量持仓量持仓量变化成交额行权量
m1711-C-2400000374374374001074000
m1711-C-2450000324324324001050000
m1711-C-2500000274274274001040000
m1711-C-2550000224224224001034000
m1711-C-2600000174174174001096000
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m1711-C-27008383838381782-30.882017601.660
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m1711-C-280000015.520.515.5-5-50.350242000
m1711-C-2850000474-3-30.130262000
m1711-C-29000000.520.5-1.5-1.50.020358000
m1711-C-29500000.50.50.5000.020406000
m1711-C-30000000.50.50.5000.010376000
m1711-C-30500000.50.50.5000.010352000
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m1711-P-28003939.537.539.546.541.5-7-5-0.6510019203.840
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m1712-C-2750485146.546.55248-5.5-40.5110020004.860
m1712-C-280029.53329.5303127.5-1-3.50.3580384602.470
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m1712-C-2900121212128.56.53.5-20.1120324200.240
m1712-C-29507.57.57.57.542.53.5-1.50.051062600.080
m1712-C-300000011.51-0.5-0.50.020484000
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m1712-C-31000000.50.50.5000.010684000
m1712-C-31500000.50.50.5000.010200000
m1712-C-32000000.50.50.5000.01066000
m1712-P-24500.50.50.50.50.50.500-0.0140330-200.020
m1712-P-25000000.50.50.500-0.010716000
m1712-P-25500001.52.51.5-1-1-0.030328000
m1712-P-260000056.55-1.5-1.5-0.090534000
m1712-P-2650000121512-3-3-0.180412000
m1712-P-270016.516.516.516.52925.5-12.5-3.5-0.322450-20.030
m1712-P-275037.537.5363750.546-13.5-4.5-0.4860516402.210
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m1801-C-275067.57264.568.57579.5-6.54.50.491,28810,6001288.210
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m1801-C-29502323.519.521.519202.510.187848,7261416.60
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m1801-C-305015.515.512.51388.550.50.092547,422803.520
m1801-C-310013.513.510.510.5555.500.061,08813,982-30413.480
m1801-C-315012129.51033700.043103,962-23.280
m1801-C-320010.51188.51.51.5700.022,20617,78488020.320
m1801-P-24507.57.56.56.58.56.5-2-2-0.078606,3826365.880
m1801-P-25009.59.588.514.512-6-2.5-0.113625,736823.310
m1801-P-255012.513111123.519.5-12.5-4-0.174925,040-2246.10
m1801-P-2600202118183631-18-5-0.246209,46013812.350
m1801-P-265033.53429.531.552.546-21-6.5-0.327929,1082025.570
m1801-P-27005454475073.566-23.5-7.5-0.4181810,52214441.60
m1801-P-275081.58572779990.5-22-8.5-0.56126,884-5847.130
m1801-P-2800106.5113104105129.5119.5-24.5-10-0.61662,846-8018.190
m1801-P-2850151151141.5144.5163.5152.5-19-11-0.681062,312-2215.570
m1801-P-2900186190.5180.5182201.5190-19.5-11.5-0.76661,140212.370
m1801-P-2950226.5237225.5225.5242.5230.5-17-12-0.821561,014-2836.080
m1801-P-3000273281.5269269286273.5-17-12.5-0.87581,140015.950
m1801-P-3050323.5324.5318.5318.5331.5318.5-13-13-0.911679425.170
m1801-P-3100370377.5370372378.5365.5-6.5-13-0.94671202.240
m1801-P-3150424424418418426.5413.5-8.5-13-0.97852203.360
m1801-P-3200471473467467475.5462.5-8.5-13-0.9812726125.640
m1803-C-240000035433335421210.9048000
m1803-C-2450000311288.531122.522.50.860108000
m1803-C-2500000270246.527023.523.50.82020000
m1803-C-2550000232207.523224.524.50.77040000
m1803-C-2600000197171.519725.525.50.71020000
m1803-C-2650000165139.516525.525.50.6401,758000
m1803-C-2700124.5124.5124.5124.5111.5136.513250.586182-20.750
m1803-C-275010110199.599.587.5111.512240.512223202.190
m1803-C-280000090679023230.440236000
m1803-C-285000071.550.571.521210.380202000
m1803-C-29005555555537.556.517.5190.3210172100.550
m1803-C-295000043.52743.516.516.50.260342000
m1803-C-300000033.519.533.514140.210456000
m1803-C-30500002513.52511.511.50.170476000
m1803-C-310029.529.52828918.5199.50.134050801.150
m1803-P-240000013.58.513.555-0.090130000
m1803-P-24500002013.5206.56.5-0.130210000
m1803-P-250014.514.514.514.521.529-77.5-0.1810452100.150
m1803-P-255000041324199-0.230354000
m1803-P-260000055.54655.59.59.5-0.290346000
m1803-P-265056.556.556.556.56473.5-7.59.5-0.352356-20.110
m1803-P-270078.578.578.578.585.595-79.5-0.4220152201.570
m1803-P-2750000119.5111119.58.58.5-0.490136000
m1803-P-280000014814114877-0.550122000
m1803-P-285000017917417955-0.62098000
m1803-P-2900226.5226.5226.5226.5210.5213.5163-0.682011604.530
m1803-P-2950000250.5250.5250.500-0.74080000
m1803-P-3000000290292290-2-2-0.78060000
m1803-P-3050334334333.5333.5336332-2.5-4-0.832294-227.340
m1803-P-3100000375.5382375.5-6.5-6.5-0.86092000
m1805-C-2400305305305305310319-590.85268000.610
m1805-C-2450000279.5271279.58.58.50.80308000
m1805-C-2500230.5233228228234.5242.5-6.580.752232205.110
m1805-C-2550195195193.5193.5200.5208.5-780.726404-245.040
m1805-C-2600171.5173.5168172.51701772.570.641503,690-425.782
m1805-C-2650142.5144139143.5142.514916.50.581181,318816.850
m1805-C-2700122.5123117118.51181240.560.512542,770-15030.030
m1805-C-275098102.596.5100.597102.53.55.50.453762,72816637.550
m1805-C-280085.587.58286.578.583.5850.394621,4801439.670
m1805-C-2850737368.568.56367.55.54.50.341021,35267.320
m1805-C-290062.562.558.558.550548.540.292581,2845015.90
m1805-C-295055.555.550.552.539.542.51330.243282,09415017.450
m1805-C-300048.548.5454730.533.516.530.25883,68251027.390
m1805-C-305041413940.523.525.51720.1668660-42.70
m1805-C-310037.53835371819.5191.50.133184,07013211.640
m1805-P-240016.516.514142726-13-1-0.152923,7581544.420
m1805-P-2450252523.523.537.536-14-1.5-0.19482,56401.160
m1805-P-25003737.5363650.548.5-14.5-2-0.242262,8661288.320
m1805-P-255053.554.551.551.566.564-15-2.5-0.33102,680216.510
m1805-P-26007174.569.569.585.583-16-2.5-0.364463,190-9632.440
m1805-P-265095.598.59393107.5104.5-14.5-3-0.426162,27034059.520
m1805-P-2700122.5123121.5122.5133129-10.5-4-0.48381,652284.650
m1805-P-2750152154.5152154161.5157-7.5-4.5-0.5428528-64.310
m1805-P-2800188188.5187187193188-6-5-0.682958-215.440
m1805-P-2850227.5227.5225.5225.5227221.5-1.5-5.5-0.66628821.360
m1805-P-2900267267265.5265.5264257.51.5-6.5-0.71831402.130
m1805-P-2950309.5309.5309.5309.53032966.5-7-0.76228800.620
m1805-P-3000348.5348.5345.5345.5344336.51.5-7.5-0.814478-24.840
m1805-P-3050394.5396.5393396386.5378.59.5-8-0.8442416-4016.580
m1805-P-3100438438438438430.5422.57.5-8-0.87235000.880
m1807-C-2450000294.5308.5294.5-14-140.830140000
m1807-C-2500000256271.5256-15.5-15.50.7800000
m1807-C-2550000220237.5220-17.5-17.50.7300000
m1807-C-2600000187.5206187.5-18.5-18.50.6700000
m1807-C-2650000157.5177.5157.5-20-200.6100000
m1807-C-2700000131151.5131-20.5-20.50.5402000
m1807-C-2750000108128.5108-20.5-20.50.48020000
m1807-C-28000008810888-20-200.4202000
m1807-C-285000070.590.570.5-20-200.360120000
m1807-C-2900000567556-19-190.3060000
m1807-C-29500004461.544-17.5-17.50.250140000
m1807-C-300000034.55034.5-15.5-15.50.210240000
m1807-P-245000028.542.528.5-14-14-0.160230000
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m1807-P-255000053.57153.5-17.5-17.5-0.27090000
m1807-P-260070.570.570.570.58970.5-18.5-18.5-0.332040201.410
m1807-P-26500009011090-20-20-0.39024000
m1807-P-2700000113.5134113.5-20.5-20.5-0.450114000
m1807-P-2750000139.5160.5139.5-21-21-0.5108000
m1807-P-2800000169189.5169-20.5-20.5-0.5802000
m1807-P-2850000201.5221.5201.5-20-20-0.6400000
m1807-P-2900000237255.5237-18.5-18.5-0.69010000
m1807-P-2950000274.5291.5274.5-17-17-0.7400000
m1807-P-3000000314.5330314.5-15.5-15.5-0.7900000
m1808-C-2450000308.5320308.5-11.5-11.50.8300000
m1808-C-2500000270285270-15-150.7800000
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m1808-C-2650000171194.5171-23.5-23.50.6200000
m1808-C-2700000144.5169144.5-24.5-24.50.56024000
m1808-C-2750000120.5146.5120.5-26-260.5030000
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m1808-C-29000006691.566-25.5-25.50.330108000
m1808-C-29500005377.553-24.5-24.50.280130000
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m1808-P-2500000427142-29-29-0.210210000
m1808-P-2550000568856-32-32-0.260124000
m1808-P-260000072.510772.5-34.5-34.5-0.320260000
m1808-P-26500009212992-37-37-0.3800000
m1808-P-2700000114.5153.5114.5-39-39-0.44022000
m1808-P-2750000140180140-40-40-0.500000
m1808-P-2800000169209169-40-40-0.5502000
m1808-P-2850000200.5240.5200.5-40-40-0.6100000
m1808-P-2900000234.5274234.5-39.5-39.5-0.6700000
m1808-P-2950000271309271-38-38-0.72040000
m1809-C-2500268268268268269279.5-110.50.752058205.360
m1809-C-2550237.5237.5237.5237.5235.5245.52100.72620.480
m1809-C-2600206.5206.5206.5206.5204.5214.52100.65420800.830
m1809-C-265000018617618610100.6018000
m1809-C-2700159159.5159159.5150.516099.50.552228803.50
m1809-C-2750141143139.51431281371590.494474386.230
m1809-C-2800123124.5122122107.511614.58.50.4432110103.930
m1809-C-2850000989098880.39050000
m1809-C-290094.594.59494.574.582207.50.351411861.320
m1809-C-29508384.5808461.56822.56.50.37056825.830
m1809-P-25004747.546.546.55859.5-11.51.5-0.2572660643.380
m1809-P-255067.567.567.567.57475.5-6.51.5-0.2920162-201.350
m1809-P-260087.587.587.587.592.593.5-51-0.3422430-21.930
m1809-P-2650110.5114110110113.5114.5-3.51-0.394684-325.20
m1809-P-2700140140137.5140138138.520.5-0.441232821.660
m1809-P-2750167171.5167171.5164.5164.570-0.564241.010
m1809-P-2800000193.5194193.5-0.5-0.5-0.55016000
m1809-P-2850000224.5225.5224.5-1-1-0.6028000
m1809-P-2900000258.5260258.5-1.5-1.5-0.64042000
m1809-P-2950305305305305296.52948.5-2.5-0.69207606.10
豆粕小计         23,034260,2502,9621,199.132
总计         23,034260,2502,9621,199.132

 

隐含波动率参考值 
合约系列隐含波动率(%)
m17119.72
m171212.06
m180116.94
m180316.75
m180515.97
m180713.56
m180813.56
m180914.9

 

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