10月20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
m1712-C-2450000403405403-2-21044000
m1712-C-2500000353355353-2-21044000
m1712-C-2550000303305303-2-21052000
m1712-C-2600000253255253-2-21084000
m1712-C-2650000203205203-2-210226000
m1712-C-2700000154155154-1-10.970424000
m1712-C-2750105105105105107107-200.920312-202.10
m1712-C-280063.56863.5686466.542.50.7460330-603.90
m1712-C-2850313330.5333135.524.50.525046081.560
m1712-C-290017.517.510.51311.5161.54.50.3156430181.960
m1712-C-29500005.535.52.52.50.130648000
m1712-C-300077770.51.56.510.042055800.140
m1712-C-30500000.50.50.5000.020526000
m1712-C-31000000.50.50.5000.010624000
m1712-C-31500000.50.50.5000.010216000
m1712-C-32000.50.50.50.50.50.5000.016262400
m1712-P-24500000.50.50.500-0.010410000
m1712-P-25000000.50.50.500-0.010634000
m1712-P-25500.50.50.50.50.50.500-0.0170244-120.040
m1712-P-26000.51.50.51.50.50.510-0.0152394-460.030
m1712-P-265011110.50.50.50-0.014390000
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m1712-P-27500004.524.52.52.5-0.110522000
m1712-P-2800776.56.5913.5-2.54.5-0.2620488-200.140
m1712-P-285025.525.520202632.5-66.5-0.4850212-101.150
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m1712-P-3050000197.5195197.52.52.5-0.990124000
m1712-P-310000024724524722-1090000
m1712-P-315000029729529722-1088000
m1712-P-320000034734534722-10144000
m1801-C-2450400.5407400.5407396402116142688-1816.890
m1801-C-2500351.5353348.535334635276130338-2810.540
m1801-C-2550302309.5299308.5296.5302.51260.9964478219.460
m1801-C-2600253262.5250258247.5253.510.560.97826812-310210.930
m1801-C-2650204211.5204210.52012079.560.9292790-1619.250
m1801-C-2700159.5165.5157.5160.51571633.560.861303,680820.981
m1801-C-2750118125114.5118.5117.512315.50.766926,704-20482.270
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m1801-C-2850556052.55556.560.5-1.540.5176214,024642.020
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m1801-C-29502224.5212121.524-0.52.50.2752612,86011211.350
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m1801-C-30508.59.58.58.5672.510.17767,982-3267.220
m1801-C-31006.575.55.533.52.50.50.0682814,0222965.160
m1801-C-3150554.54.511.53.50.50.031344,22620.660
m1801-C-3200443.53.50.50.5300.0161620,8582322.370
m1801-P-24501.521.520.50.51.50-0.0185,41400.010
m1801-P-250022.5220.50.51.50-0.013725,9961180.750
m1801-P-25502.532.52.50.50.520-0.012885,3681480.720
m1801-P-260044.53.53.5221.50-0.031,0009,076-3703.920
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m1801-P-27501818.516.517.521.521-4-0.5-0.231,00810,34219417.310
m1801-P-280032342929.537.536.5-8-1-0.351,5286,38823849.410
m1801-P-285055.556.5495160.558.5-9.5-2-0.481,5085,25415078.280
m1801-P-290084.587.578.58089.587-9.5-2.5-0.615761,476-1848.170
m1801-P-2950121.5125114.5117125121.5-8-3.5-0.73166912-8819.890
m1801-P-3000163165157161165.5161.5-4.5-4-0.83701,010211.290
m1801-P-3050208.5210.5203203210205-7-5-0.936562127.460
m1801-P-3100256256252.5253.5256.5251.5-3-5-0.9446654011.740
m1801-P-3150304.5305.5296298305299.5-7-5.5-0.9762508-418.770
m1801-P-3200355356348.5348.5354.5348.5-6-6-0.940802014.090
m1803-C-240000045844845810101054000
m1803-C-245000040939940910100.980108000
m1803-C-250000036135136110100.96022000
m1803-C-2550000314.5304.5314.510100.93060000
m1803-C-2600000269.5259.5269.510100.89082000
m1803-C-2650000227.5218227.59.59.50.8401,756000
m1803-C-2700000188.5179188.59.59.50.770224000
m1803-C-2750000153.5144153.59.59.50.70234000
m1803-C-2800000122113.51228.58.50.610344000
m1803-C-28500009587.5957.57.50.530264000
m1803-C-290000072.565.572.5770.440202000
m1803-C-2950000544854660.360322000
m1803-C-30000003934.5394.54.50.280382000
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m1803-C-310000019.51619.53.53.50.170192000
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m1803-P-245000022200-0.020210000
m1803-P-250000044400-0.040452000
m1803-P-25500007.57.57.500-0.070432000
m1803-P-260000012.512.512.500-0.110414000
m1803-P-265000020.520.520.500-0.160400000
m1803-P-270031.531.531.531.531.531.500-0.232278-20.060
m1803-P-275000045.546.545.5-1-1-0.30324000
m1803-P-280000064.56664.5-1.5-1.5-0.380242000
m1803-P-28500008789.587-2.5-2.5-0.470210000
m1803-P-2900000114.5117.5114.5-3-3-0.550136000
m1803-P-2950000145.5150145.5-4.5-4.5-0.640140000
m1803-P-3000000180.5186180.5-5.5-5.5-0.71092000
m1803-P-3050000219225219-6-6-0.78094000
m1803-P-3100000260.5267.5260.5-7-7-0.830112000
m1805-C-2400000389385389440.950544000
m1805-C-2450000342.5339.5342.5330.920368000
m1805-C-2500000298.5296298.52.52.50.880308000
m1805-C-2550000256.5255256.51.51.50.840352000
m1805-C-2600214220213.5216216.5217-0.50.50.788382,348-434182.070
m1805-C-2650178.5186178.5183181.5181.51.500.721041,036-5018.80
m1805-C-2700150.51541481531501493-10.642385,244-12035.690
m1805-C-2750123126.5122125122120.53-1.50.57783,374-449.810
m1805-C-2800101.5105.510010297.595.54.5-20.493005,6308430.950
m1805-C-285081.584808277755-20.421323,640-3810.790
m1805-C-290065.566.5656559.557.55.5-20.35542,386203.550
m1805-C-295052545152.545.543.57-20.281263,152506.670
m1805-C-300041.542404134.5326.5-2.50.22546,764-62.220
m1805-C-305032323031.525.523.56-20.18923,682482.840
m1805-C-310023.52523.524.518.516.56-20.131547,590943.690
m1805-P-24004.54.54.54.575.5-2.5-1.5-0.053343,730-2421.50
m1805-P-2450887.58119-3-2-0.082201,734-981.730
m1805-P-25001213.5121317.514.5-4.5-3-0.111903,942-202.420
m1805-P-255019.52017.519.52622.5-6.5-3.5-0.165765,41233211.210
m1805-P-260032.532.5303137.533-6.5-4.5-0.219285,14614428.990
m1805-P-265046.54744.5455247-7-5-0.283844,5687417.470
m1805-P-27006666626370.564.5-7.5-6-0.351903,1389012.060
m1805-P-27508888.584.5869285.5-6-6.5-0.435002,43033443.60
m1805-P-2800114.5114.5112112117.5110.5-5.5-7-0.51841,78214220.680
m1805-P-2850148148141.5142146.5139.5-4.5-7-0.581224888017.710
m1805-P-2900000172179172-7-7-0.650404000
m1805-P-2950216217216217214.5207.52.5-7-0.71438200.870
m1805-P-3000254.5254.5254.5254.52532461.5-7-0.7730492-207.640
m1805-P-3050295.5298.52942942942870-7-0.82835602.370
m1805-P-3100332.5332.5332.5332.5337330-4.5-7-0.87242000.670
m1807-C-2400000409.5405409.54.54.50.9300000
m1807-C-2450000365360.53654.54.50.90140000
m1807-C-2500000322318.53223.53.50.8600000
m1807-C-2550000282278.52823.53.50.8100000
m1807-C-2600000244241244330.7600000
m1807-C-2650000209206.52092.52.50.71022000
m1807-C-2700000177175177220.65042000
m1807-C-2750000148.5147148.51.51.50.58042000
m1807-C-2800000123122123110.52030000
m1807-C-2850000100.5100100.50.50.50.460120000
m1807-C-290000081.58181.50.50.50.40140000
m1807-C-2950000656565000.340160000
m1807-C-300000051.551.551.5000.280240000
m1807-C-30500004040.540-0.5-0.50.230118000
m1807-P-2400000101110-1-1-0.07080000
m1807-P-2450000151715-2-2-0.10184000
m1807-P-25000002224.522-2.5-2.5-0.140126000
m1807-P-255000031.53431.5-2.5-2.5-0.180130000
m1807-P-260000043.546.543.5-3-3-0.230100000
m1807-P-26500005861.558-3.5-3.5-0.280106000
m1807-P-2700767676768076-4-4-0.3420108-201.520
m1807-P-275000096.510196.5-4.5-4.5-0.41010000
m1807-P-2800000121125.5121-4.5-4.5-0.4704000
m1807-P-2850000148153.5148-5.5-5.5-0.5400000
m1807-P-2900000178.5184178.5-5.5-5.5-0.6010000
m1807-P-2950000212218212-6-6-0.6600000
m1807-P-3000000248254248-6-6-0.7100000
m1807-P-3050000286.5292.5286.5-6-6-0.7600000
m1808-C-2400000386.5399.5386.5-13-130.9200000
m1808-C-2450000342358342-16-160.8900000
m1808-C-2500000299.5319299.5-19.5-19.50.8500000
m1808-C-2550000259.5282259.5-22.5-22.50.800000
m1808-C-2600000222.5247.5222.5-25-250.7500000
m1808-C-2650000188215.5188-27.5-27.50.6900000
m1808-C-2700000157.5186.5157.5-29-290.62042000
m1808-C-2750000130160130-30-300.56072000
m1808-C-2800000106136.5106-30.5-30.50.490150000
m1808-C-285000085115.585-30.5-30.50.420100000
m1808-C-290000067.59767.5-29.5-29.50.360148000
m1808-C-29500005380.553-27.5-27.50.30136000
m1808-C-30000004166.541-25.5-25.50.25092000
m1808-C-305000031.55531.5-23.5-23.50.20104000
m1808-P-2400000102310-13-13-0.0700000
m1808-P-24500001531.515-16.5-16.5-0.10304000
m1808-P-250000022.54222.5-19.5-19.5-0.140206000
m1808-P-255000032.554.532.5-22-22-0.190152000
m1808-P-260045.545.545.545.57045-24.5-25-0.242011600.910
m1808-P-26506060606087.560.5-27.5-27-0.3204001.20
m1808-P-27000007910879-29-29-0.37026000
m1808-P-2750000101131.5101-30.5-30.5-0.4402000
m1808-P-2800000127157.5127-30.5-30.5-0.504000
m1808-P-2850000155.5186155.5-30.5-30.5-0.5700000
m1808-P-2900000187.5217187.5-29.5-29.5-0.6300000
m1808-P-2950000222.5250.5222.5-28-28-0.69040000
m1808-P-3000000260.5286260.5-25.5-25.5-0.7502000
m1808-P-3050000300.5323.5300.5-23-23-0.7900000
m1809-C-2400000400.5400.5400.5000.91020000
m1809-C-2450000357357.5357-0.5-0.50.87028000
m1809-C-2500000315.5316.5315.5-1-10.830154000
m1809-C-2550000276.5277.5276.5-1-10.79034000
m1809-C-2600000240.5241.5240.5-1-10.740218000
m1809-C-2650000207208.5207-1.5-1.50.68024000
m1809-C-2700175175174174.5178176-3.5-20.6334234-125.930
m1809-C-2750152152149150151148.5-1-2.50.573427445.130
m1809-C-2800130130127.5128126.51241.5-2.50.51805164410.320
m1809-C-28501091091091091051034-20.45219800.220
m1809-C-290093.593.5929286.5845.5-2.50.394297203.90
m1809-C-2950797977.578.570.5688-2.50.33284708-13622.250
m1809-C-300067686666.557559.5-20.28148734269.920
m1809-C-305054.55554.554.545.543.59-20.2452608-262.850
m1809-P-2400999915.514-6.5-1.5-0.09241620.020
m1809-P-24501415.51415.52220.5-6.5-1.5-0.12120266-161.760
m1809-P-250021.521.520.5213129-10-2-0.16741,578501.570
m1809-P-2550323230304239.5-12-2.5-0.22101,5061746.480
m1809-P-260046.548464655.553-9.5-2.5-0.2515664687.30
m1809-P-265066.566.5636371.569-8.5-2.5-0.318478-80.530
m1809-P-27008889.587.587.59188-3.5-3-0.3725866217622.770
m1809-P-2750000110113110-3-3-0.430624000
m1809-P-2800138141138141138.51352.5-3.5-0.4918188-142.530
m1809-P-2850000163166.5163-3.5-3.5-0.550262000
m1809-P-2900203203200.5200.5197.51943-3.5-0.6426600.810
m1809-P-29502342342332332312282-3-0.6649800.930
m1809-P-3000270.5270.5270.5270.52672643.5-3-0.7127000.540
m1809-P-3050000302.5305302.5-2.5-2.5-0.7502000
豆粕小计         24,626312,9141,2241,449.381
总计         24,626312,9141,2241,449.381

 

隐含波动率参考值 
合约系列隐含波动率(%)
m171213.57
m180114.53
m180314.16
m180513.55
m180713.87
m180812.52
m180913.18

 

本文关键词:豆粕期权价格
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