10月23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-2450000402403402-1-11044000
m1712-C-2500000352353352-1-11044000
m1712-C-2550000302303302-1-11052000
m1712-C-2600000252253252-1-11084000
m1712-C-2650000202203202-1-110226000
m1712-C-2700000152154152-2-210424000
m1712-C-2750104.5104.5104.5104.5107102.5-2.5-4.50.9720332202.090
m1712-C-2800576052.552.566.558-14-8.50.81120346166.790
m1712-C-285043.543.5242435.524.5-11.5-110.5268450-102.190
m1712-C-29000007167-9-90.2120410-200.140
m1712-C-295000015.51-4.5-4.50.040648000
m1712-C-30000000.51.50.5-1-10.020558000
m1712-C-30500000.50.50.5000.020526000
m1712-C-31000000.50.50.5000.010624000
m1712-C-31500000.50.50.5000.010216000
m1712-C-32000.50.50.50.50.50.5000.0112274120.010
m1712-P-24500000.50.50.500-0.010410000
m1712-P-25000000.50.50.500-0.010634000
m1712-P-255011110.50.50.50-0.0110236-80.010
m1712-P-260011110.50.50.50-0.012396200
m1712-P-265011110.50.50.50-0.012390000
m1712-P-27000000.510.5-0.5-0.5-0.020366000
m1712-P-27500000.54.50.5-4-4-0.020522000
m1712-P-2800000613.56-7.5-7.5-0.180488000
m1712-P-285015.527.515.52232.522.5-10.5-10-0.4872224121.650
m1712-P-290038.559.538.559.56355-3.5-8-0.7980234364.050
m1712-P-295095969596102.599-6.5-3.5-0.9630176102.870
m1712-P-3000000148148.5148-0.5-0.5-10102000
m1712-P-3050000198197.51980.50.5-10124000
m1712-P-310000024824724811-1090000
m1712-P-315000029829729811-1088000
m1712-P-320000034834734811-10144000
m1801-C-2450385385373.5384.5402393-17.5-9128666-2210.550
m1801-C-2500343.5343.5324334352343-18-9190280-5830.060
m1801-C-2550295.5295.5273.5285.5302.5293-17-9.5160424-5416.850
m1801-C-2600255.5255.5225235253.5244.5-18.5-90.9790806-621.260
m1801-C-2650223223187190207197.5-17-9.50.9280780-1015.330
m1801-C-2700175.5178137.5144.5163154-18.5-90.852563,630-5039.010
m1801-C-2750123134.588102.5123114.5-20.5-8.50.758006,588-11694.890
m1801-C-280090.594.5657188.581-17.5-7.50.631,4028,99686106.980
m1801-C-285056.564.537.54560.554-15.5-6.50.492,63814,764740133.640
m1801-C-29003540.523273933.5-12-5.50.361,70213,01640651.740
m1801-C-295022.5261415.52419.5-8.5-4.50.241,08013,07621619.220
m1801-C-300015.51691013.510.5-3.5-30.151,23615,318413.210
m1801-C-30509116775.50-1.50.091,0908,2422608.470
m1801-C-3100684.553.52.51.5-10.041,06214,4163946.340
m1801-C-31504.5533.51.512-0.50.021524,198-280.60
m1801-C-320044.52.530.50.52.500.011,31621,3444864.770
m1801-P-24501.5211.50.50.510-0.011685,352-620.220
m1801-P-250022.5220.50.51.50-0.01966,082860.190
m1801-P-25502.52.52.52.50.50.520-0.011205,442740.30
m1801-P-26003.5533.5221.50-0.031269,07600.470
m1801-P-26505.5856.5551.50-0.085208,554623.090
m1801-P-27009.513.5810.51111-0.50-0.151,25412,34225412.270
m1801-P-275015.52413.5192121.5-20.5-0.252,08610,4207838.90
m1801-P-280029.543.523.535.536.538-11.5-0.371,3026,4385043.050
m1801-P-28504969.542.56258.5613.52.5-0.512,1385,582328126.790
m1801-P-290078.597.568.5938790.563.5-0.642781,4881222.740
m1801-P-2950109139.5105132.5121.5126.5115-0.76248864-4830.760
m1801-P-3000149179146176161.5167.514.56-0.8588992-1815.130
m1801-P-3050191231.5191222.520521217.57-0.9278528-3417.040
m1801-P-3100250.5272250.5272251.5259.520.58-0.962866067.090
m1801-P-3150286322286322299.530822.58.5-0.98148516845.480
m1801-P-3200335372335368348.5357.519.59-0.8972788-1425.40
m1803-C-2400000446458446-12-121054000
m1803-C-2450000396.5409396.5-12.5-12.50.990108000
m1803-C-2500000348.5361348.5-12.5-12.50.96022000
m1803-C-2550000301.5314.5301.5-13-130.93060000
m1803-C-2600000256.5269.5256.5-13-130.89082000
m1803-C-2650000214227.5214-13.5-13.50.8401,756000
m1803-C-2700000175188.5175-13.5-13.50.770224000
m1803-C-2750000140153.5140-13.5-13.50.690234000
m1803-C-2800000109.5122109.5-12.5-12.50.60344000
m1803-C-285091.591.591.591.59583.5-3.5-11.50.5120284201.830
m1803-C-29000006272.562-10.5-10.50.410202000
m1803-C-295000044.55444.5-9.5-9.50.330322000
m1803-C-3000393939393931.50-7.50.252038200.780
m1803-C-3050282828282821.50-6.50.1920236-200.560
m1803-C-310020.520.520.520.519.5141-5.50.132019200.410
m1803-P-24000000.510.5-0.5-0.5-0.010152000
m1803-P-24500001.521.5-0.5-0.5-0.020210000
m1803-P-25000003.543.5-0.5-0.5-0.040452000
m1803-P-25500006.57.56.5-1-1-0.070432000
m1803-P-26001010101012.511.5-2.5-1-0.1120394-200.20
m1803-P-265018.518.517.517.520.519-3-1.5-0.1640360-400.720
m1803-P-27003030303031.529.5-1.5-2-0.232027800.60
m1803-P-275045.545.545.545.545.544.50-1-0.312032400.910
m1803-P-28006767676764.563.52.5-1-0.424222-201.590
m1803-P-285091.591.591.591.58787.54.50.5-0.4920190-201.830
m1803-P-2900000115.5114.5115.511-0.580136000
m1803-P-2950000148145.51482.52.5-0.670140000
m1803-P-3000173.5173.5173.5173.5180.5185-74.5-0.74209203.470
m1803-P-3050212212212212219224.5-75.5-0.81209404.240
m1803-P-3100000267.5260.5267.577-0.860112000
m1805-C-2400405406.5370370389380.5-19-8.50.9528548411.210
m1805-C-2450333333317317342.5335-25.5-7.50.916364-41.930
m1805-C-2500310310280.5280.5298.5291-18-7.50.872230806.230
m1805-C-2550267.5267.5229240256.5249.5-16.5-70.8354310-4213.370
m1805-C-2600217.5227.5191.5201217211-16-60.778101,884-464177.190
m1805-C-2650190191.5158.5163.5181.5176-18-5.50.71741,022-1429.310
m1805-C-2700160161.5131138149144.5-11-4.50.636825,59034695.880
m1805-C-2750133.5133.5106.5111120.5116.5-9.5-40.563163,58621235.190
m1805-C-2800106.510886.59095.592.5-5.5-30.487485,636672.140
m1805-C-2850878768.571.57572.5-3.5-2.50.412503,6561619.520
m1805-C-2900697054.55657.555.5-1.5-20.341642,39049.650
m1805-C-295055554344.543.5421-1.50.274203,2186619.150
m1805-C-3000444433.535.532313.5-10.226267,05629221.990
m1805-C-30503434262623.522.52.5-10.174263,7405811.880
m1805-C-310026.526.520.52116.5164.5-0.50.131,0587,86227223.390
m1805-P-240046.545.55.5600.5-0.059284,1043745.050
m1805-P-24507978910.5-11.5-0.082361,680-541.920
m1805-P-250012141213.514.516.5-12-0.126364,006648.290
m1805-P-25501722.5172022.525-2.52.5-0.175385,4847211.020
m1805-P-26002934.52731.53336-1.53-0.234885,046-10014.750
m1805-P-265041.550.540.5474750.503.5-0.297664,84027235.320
m1805-P-27005870586664.5691.54.5-0.364183,42228426.090
m1805-P-275084988289.585.590.545-0.444482,79636640.10
m1805-P-2800105123.5105118110.5116.57.56-0.513161,770-1236.050
m1805-P-2850136.5156136151139.514611.56.5-0.5950498107.30
m1805-P-2900178187.5178186172179147-0.6688352-5216.280
m1805-P-2950205.5224.5205.5224.5207.5215177.5-0.7216368-143.470
m1805-P-3000250264.5250264.524625418.58-0.7810482-102.540
m1805-P-3050283283283283287295.5-48.5-0.834352-41.130
m1805-P-3100325352.5323.5350330338.5208.5-0.8738416-413.050
m1807-C-2400000409409.5409-0.5-0.50.9400000
m1807-C-2450000364365364-1-10.910140000
m1807-C-2500000320.5322320.5-1.5-1.50.8700000
m1807-C-2550000279.5282279.5-2.5-2.50.8200000
m1807-C-2600000241244241-3-30.7700000
m1807-C-2650000205.5209205.5-3.5-3.50.72022000
m1807-C-2700150150150150177173.5-27-3.50.652042030
m1807-C-2750000144148.5144-4.5-4.50.59042000
m1807-C-2800116.5116.5116.5116.5123118.5-6.5-4.50.52203002.330
m1807-C-2850100.5100.595.595.5100.596.5-5-40.4660140205.860
m1807-C-290081.581.581.581.581.5770-4.50.3920160201.630
m1807-C-2950000616561-4-40.330160000
m1807-C-300051.551.551.551.551.547.50-40.272024001.030
m1807-C-3050000374037-3-30.230118000
m1807-P-24000008.5108.5-1.5-1.5-0.06080000
m1807-P-2450000131513-2-2-0.090184000
m1807-P-250000019.52219.5-2.5-2.5-0.130126000
m1807-P-255000028.531.528.5-3-3-0.170130000
m1807-P-260000039.543.539.5-4-4-0.220100000
m1807-P-265000053.55853.5-4.5-4.5-0.280106000
m1807-P-2700000717671-5-5-0.340108000
m1807-P-275000091.596.591.5-5-5-0.4010000
m1807-P-2800123123123123121115.52-5.5-0.472024202.460
m1807-P-2850152.5152.5152.5152.51481434.5-5-0.542020203.050
m1807-P-2900000173.5178.5173.5-5-5-0.6010000
m1807-P-2950000207212207-5-5-0.6600000
m1807-P-3000000243.5248243.5-4.5-4.5-0.7200000
m1807-P-3050000282286.5282-4.5-4.5-0.7700000
m1808-C-2400000392.5386.5392.5660.900000
m1808-C-2450000350342350880.8600000
m1808-C-2500000309.5299.5309.510100.8200000
m1808-C-2550000271259.527111.511.50.7800000
m1808-C-2600000235.5222.5235.513130.7300000
m1808-C-2650000202.5188202.514.514.50.6700000
m1808-C-2700000173157.517315.515.50.61042000
m1808-C-275015215215215213014622160.55207203.040
m1808-C-280000012210612216160.490150000
m1808-C-28500001018510116160.440100000
m1808-C-29000008367.58315.515.50.380148000
m1808-C-2950777777775367.52414.50.3320156201.540
m1808-C-300000054.54154.513.513.50.28092000
m1808-C-30505454545431.543.522.5120.2420124201.080
m1808-P-240000016.51016.56.56.5-0.100000
m1808-P-245000023.51523.58.58.5-0.130304000
m1808-P-250000032.522.532.51010-0.170206000
m1808-P-25500004432.54411.511.5-0.220152000
m1808-P-26000005845581313-0.270116000
m1808-P-265064.564.5636360.574.52.514-0.324060202.550
m1808-P-270000094.57994.515.515.5-0.38026000
m1808-P-2750000117.5101117.516.516.5-0.4402000
m1808-P-28000001431271431616-0.504000
m1808-P-2850000171.5155.5171.51616-0.5600000
m1808-P-2900000203187.520315.515.5-0.6100000
m1808-P-2950234234234234222.523711.514.5-0.662060204.680
m1808-P-3000000273.5260.5273.51313-0.7102000
m1808-P-3050000312.5300.5312.51212-0.7600000
m1809-C-2400000392400.5392-8.5-8.50.91020000
m1809-C-2450000348.5357348.5-8.5-8.50.87028000
m1809-C-2500000307315.5307-8.5-8.50.830154000
m1809-C-2550000268.5276.5268.5-8-80.79034000
m1809-C-2600245.5245.5245.5245.5240.52325-8.50.73422240.980
m1809-C-2650195.5195.5195.5195.5207199-11.5-80.682044203.910
m1809-C-2700163165163165176168.5-11-7.50.628230-41.320
m1809-C-2750154154135142148.5141.5-6.5-70.566428289.260
m1809-C-2800134134.5117122.5124117.5-1.5-6.50.4927067015432.990
m1809-C-285010110110110110396.5-2-6.50.432196-20.20
m1809-C-2900979778868478.52-5.50.38110958-149.370
m1809-C-295082.582.572.573.568635.5-50.32112730228.360
m1809-C-3000656561.56355508-50.276473404.030
m1809-C-30505657525343.539.59.5-40.23258556-5213.910
m1809-P-24008.59.58.59.51413.5-4.5-0.5-0.09170486701.520
m1809-P-245013.51513.514.520.520-6-0.5-0.12120286201.740
m1809-P-25002022.52021.52928.5-7.5-0.5-0.162721,7221445.870
m1809-P-25503034303339.539.5-6.50-0.212661,6821768.850
m1809-P-260043.551.543.550.55352.5-2.5-0.5-0.26106560-865.160
m1809-P-265060.56960.569696900-0.315247803.330
m1809-P-270080.59380.592888840-0.37150644-1813.130
m1809-P-2750104117.5104115.5110110.55.50.5-0.431186825813.490
m1809-P-2800128.5148.5128.5148.513513613.51-0.56219468.830
m1809-P-2850168.5177168.5177163165142-0.562226203.720
m1809-P-2900210.5210.5210.5210.5194196.516.52.5-0.62226600.420
m1809-P-2950000230.5228230.52.52.5-0.67098000
m1809-P-3000277285277284264267203-0.72167664.530
m1809-P-3050325325325325302.530622.53.5-0.772200.650
豆粕小计         35,866318,5305,6161,956.990
总计         35,866318,5305,6161,956.990

 

隐含波动率参考值 
合约系列隐含波动率(%)
m171210.27
m180114.45
m180313.47
m180513.82
m180713.42
m180814.35
m180912.95

 

本文关键词:豆粕期权价格
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