11月15日大商所豆粕期权下午收盘行情_豆粕期权价格

11月15日大商所豆粕期权下午收盘行情

http://www.cofeed.com 2017-11-15 天下粮仓

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1	Delta	成交量	持仓量	持仓量变化	成交额	行权量
m1801-C-2450	361.5	361.5	361.5	361.5	373	375	-11.5	2	1	20	704	-20	7.23	0
m1801-C-2500	340.5	340.5	311.5	333	323	325	10	2	1	28	326	-20	8.97	0
m1801-C-2550	284	290.5	260.5	282.5	273	275	9.5	2	1	32	434	-6	8.66	0
m1801-C-2600	224.5	238	218.5	232.5	223	225	9.5	2	1	154	1,460	-6	35.58	1
m1801-C-2650	176	191.5	161.5	183	173	175	10	2	1	110	564	-14	19.17	0
m1801-C-2700	128	141.5	113.5	134.5	125	126.5	9.5	1.5	0.95	526	2,736	-4	67.83	0
m1801-C-2750	78	92.5	67.5	86.5	81	82	5.5	1	0.83	1,104	3,488	-158	89.17	0
m1801-C-2800	40.5	51	32.5	45	45.5	46	-0.5	0.5	0.63	4,888	15,118	-184	211.79	0
m1801-C-2850	19	24.5	12.5	20.5	21.5	21	-1	-0.5	0.38	5,336	20,170	310	98.46	0
m1801-C-2900	9	11.5	6	8	8	7.5	0	-0.5	0.18	2,222	14,128	-658	20.13	0
m1801-C-2950	4	5	0.5	3	2.5	2	0.5	-0.5	0.06	1,858	6,956	-346	5.99	0
m1801-C-3000	3	4	0.5	2	0.5	0.5	1.5	0	0.02	1,800	16,282	-100	4.06	0
m1801-C-3050	2	2	1	1.5	0.5	0.5	1	0	0.01	384	6,532	-156	0.6	0
m1801-C-3100	2	2	1	1	0.5	0.5	0.5	0	0.01	434	13,714	20	0.6	0
m1801-C-3150	1	1	0.5	0.5	0.5	0.5	0	0	0.01	90	3,706	-64	0.08	0
m1801-C-3200	1	1	0.5	0.5	0.5	0.5	0	0	0.01	528	20,996	-410	0.51	0
m1801-P-2450	0.5	1	0.5	1	0.5	0.5	0.5	0	-0.01	30	3,708	-20	0.02	0
m1801-P-2500	0.5	1	0.5	1	0.5	0.5	0.5	0	-0.01	50	3,934	-20	0.04	0
m1801-P-2550	1	1	1	1	0.5	0.5	0.5	0	-0.01	2	2,952	0	0	0
m1801-P-2600	1.5	1.5	0.5	0.5	0.5	0.5	0	0	-0.01	210	5,930	-2	0.21	0
m1801-P-2650	1	1.5	1	1.5	0.5	0.5	1	0	-0.02	628	6,796	-228	0.66	0
m1801-P-2700	2	3	1.5	2	2	1.5	0	-0.5	-0.05	1,110	11,762	-638	2.47	0
m1801-P-2750	4	7.5	3	4.5	8	7	-3.5	-1	-0.16	2,172	13,518	-660	9.6	0
m1801-P-2800	16	22	10.5	13	22.5	21	-9.5	-1.5	-0.37	3,912	13,040	796	59.68	0
m1801-P-2850	44	54	32.5	37	48.5	46	-11.5	-2.5	-0.62	2,392	7,578	268	98.49	0
m1801-P-2900	81.5	96	71	76	85	82.5	-9	-2.5	-0.82	368	1,740	8	31.03	0
m1801-P-2950	126.5	142.5	114.5	124	129.5	127	-5.5	-2.5	-0.94	250	846	0	33.21	0
m1801-P-3000	173	192	162.5	170.5	177.5	175.5	-7	-2	-0.99	196	1,028	62	33.98	0
m1801-P-3050	212	230	212	219.5	227	225	-7.5	-2	-1	76	448	4	16.71	0
m1801-P-3100	266.5	268.5	266.5	268.5	277	275	-8.5	-2	-1	18	644	-18	4.81	0
m1801-P-3150	318.5	318.5	318.5	318.5	327	325	-8.5	-2	-1	6	576	0	1.91	0
m1801-P-3200	373	390.5	360.5	388	377	375	11	-2	-1	40	1,076	0	15.26	0
m1803-C-2400	0	0	0	421	424	421	-3	-3	1	0	290	0	0	0
m1803-C-2450	0	0	0	371	374	371	-3	-3	1	0	184	0	0	0
m1803-C-2500	0	0	0	321	324	321	-3	-3	1	0	74	0	0	0
m1803-C-2550	0	0	0	272	275.5	272	-3.5	-3.5	0.97	0	80	0	0	0
m1803-C-2600	213	219	213	217	228.5	224.5	-11.5	-4	0.94	60	130	40	12.98	0
m1803-C-2650	0	0	0	180	184	180	-4	-4	0.88	0	1,760	0	0	0
m1803-C-2700	0	0	0	138.5	143.5	138.5	-5	-5	0.8	0	196	0	0	0
m1803-C-2750	0	0	0	102.5	107.5	102.5	-5	-5	0.69	0	212	0	0	0
m1803-C-2800	66	66	66	66	77.5	72	-11.5	-5.5	0.56	20	348	0	1.32	0
m1803-C-2850	0	0	0	48.5	53	48.5	-4.5	-4.5	0.44	0	314	0	0	0
m1803-C-2900	33	33	33	33	35	30.5	-2	-4.5	0.32	20	314	20	0.66	0
m1803-C-2950	0	0	0	18.5	21.5	18.5	-3	-3	0.21	0	412	0	0	0
m1803-C-3000	0	0	0	10.5	12.5	10.5	-2	-2	0.14	0	404	0	0	0
m1803-C-3050	13	13	12.5	12.5	7	5.5	5.5	-1.5	0.08	40	600	20	0.51	0
m1803-C-3100	11.5	11.5	11.5	11.5	3.5	2.5	8	-1	0.04	4	594	4	0.05	0
m1803-P-2400	0	0	0	0.5	0.5	0.5	0	0	-0.01	0	156	0	0	0
m1803-P-2450	0	0	0	0.5	0.5	0.5	0	0	-0.01	0	208	0	0	0
m1803-P-2500	0	0	0	0.5	1	0.5	-0.5	-0.5	-0.01	0	442	0	0	0
m1803-P-2550	0	0	0	1.5	2	1.5	-0.5	-0.5	-0.03	0	380	0	0	0
m1803-P-2600	0	0	0	4.5	5	4.5	-0.5	-0.5	-0.07	0	390	0	0	0
m1803-P-2650	0	0	0	9.5	10.5	9.5	-1	-1	-0.12	0	400	0	0	0
m1803-P-2700	0	0	0	18	20	18	-2	-2	-0.2	0	410	0	0	0
m1803-P-2750	0	0	0	31.5	34	31.5	-2.5	-2.5	-0.31	0	374	0	0	0
m1803-P-2800	51	51	45	45	53.5	51.5	-8.5	-2	-0.43	40	232	-20	1.92	0
m1803-P-2850	80.5	80.5	78.5	78.5	79	77.5	-0.5	-1.5	-0.56	80	254	0	6.35	0
m1803-P-2900	0	0	0	109.5	110.5	109.5	-1	-1	-0.68	0	166	0	0	0
m1803-P-2950	0	0	0	147	147.5	147	-0.5	-0.5	-0.78	0	172	0	0	0
m1803-P-3000	200.5	200.5	199	199	188.5	189	10.5	0.5	-0.86	34	306	34	6.79	0
m1803-P-3050	246.5	246.5	246.5	246.5	232.5	234	14	1.5	-0.92	12	92	0	2.96	0
m1803-P-3100	0	0	0	281	279	281	2	2	-0.96	0	112	0	0	0
m1805-C-2400	358.5	366	350	350.5	353	351	-2.5	-2	0.96	24	604	-4	8.53	0
m1805-C-2450	298.5	298.5	298.5	298.5	305.5	304	-7	-1.5	0.93	6	328	0	1.79	0
m1805-C-2500	261	269	249	250	259.5	259	-9.5	-0.5	0.89	12	368	-2	3.12	0
m1805-C-2550	222	225.5	203.5	209	216.5	216.5	-7.5	0	0.84	52	448	8	11.3	0
m1805-C-2600	173.5	183	163.5	168	176.5	177	-8.5	0.5	0.77	538	2,398	88	90.82	0
m1805-C-2650	136	143.5	126.5	129.5	140.5	142	-11	1.5	0.69	346	1,282	-26	45.58	0
m1805-C-2700	104	113.5	97	102	108.5	111	-6.5	2.5	0.6	886	8,016	276	91.69	0
m1805-C-2750	78	89.5	74.5	79	82	84.5	-3	2.5	0.51	1,132	5,758	276	93.17	0
m1805-C-2800	61	71	60	62	60	63	2	3	0.42	1,038	7,450	-42	67.02	0
m1805-C-2850	49.5	57.5	48.5	49.5	42.5	45.5	7	3	0.33	944	8,674	52	49.34	0
m1805-C-2900	39	46.5	39	40.5	29.5	32	11	2.5	0.26	894	6,986	336	37.58	0
m1805-C-2950	32	37	32	33.5	19.5	22	14	2.5	0.19	680	5,624	66	22.89	0
m1805-C-3000	26.5	33.5	26.5	28.5	12.5	14.5	16	2	0.14	1,846	14,628	542	54.98	0
m1805-C-3050	21	26.5	21	22.5	8	9.5	14.5	1.5	0.1	972	4,230	-256	23.19	0
m1805-C-3100	18	22.5	18	19	5	6	14	1	0.07	2,086	12,412	-34	40.38	0
m1805-P-2400	2.5	2.5	2	2.5	2	3	0.5	1	-0.03	294	3,526	148	0.73	0
m1805-P-2450	2.5	3.5	2.5	3.5	4.5	6	-1	1.5	-0.06	52	1,762	0	0.18	0
m1805-P-2500	4.5	5	4	5	8.5	11	-3.5	2.5	-0.1	268	2,598	24	1.19	0
m1805-P-2550	7	9.5	7	8.5	15.5	18	-7	2.5	-0.16	566	4,206	328	4.8	0
m1805-P-2600	14	18	13	16	25	29	-9	4	-0.22	728	7,666	162	11.71	0
m1805-P-2650	25.5	33	23.5	28.5	39	43.5	-10.5	4.5	-0.3	2,148	9,556	-816	62.35	0
m1805-P-2700	45.5	55.5	41.5	49	57	62	-8	5	-0.39	2,058	13,290	1,108	99.39	0
m1805-P-2750	71	84	68	76.5	80	85.5	-3.5	5.5	-0.48	2,948	7,150	-1,466	212.18	0
m1805-P-2800	102	116	99	109	108	113.5	1	5.5	-0.58	556	3,196	34	60	0
m1805-P-2850	137.5	153	135.5	146.5	140	146	6.5	6	-0.66	288	928	66	41.87	0
m1805-P-2900	177.5	194	172	187.5	176.5	182.5	11	6	-0.74	144	524	32	26.84	0
m1805-P-2950	220.5	237	216.5	231	217	222	14	5	-0.8	104	488	10	23.99	0
m1805-P-3000	264	278.5	262.5	278.5	259.5	264.5	19	5	-0.86	46	558	8	12.35	0
m1805-P-3050	307	325	305	325	305	309	20	4	-0.9	86	418	-4	26.52	0
m1805-P-3100	355	368.5	347.5	365	351.5	355.5	13.5	4	-0.94	168	480	-80	59.51	0
m1807-C-2400	0	0	0	365	375	365	-10	-10	1	0	0	0	0	0
m1807-C-2450	0	0	0	317	327.5	317	-10.5	-10.5	0.96	0	140	0	0	0
m1807-C-2500	0	0	0	270	281.5	270	-11.5	-11.5	0.93	0	20	0	0	0
m1807-C-2550	0	0	0	225.5	238	225.5	-12.5	-12.5	0.88	0	20	0	0	0
m1807-C-2600	0	0	0	184.5	197.5	184.5	-13	-13	0.81	0	0	0	0	0
m1807-C-2650	0	0	0	147	160.5	147	-13.5	-13.5	0.73	0	22	0	0	0
m1807-C-2700	107	107	107	107	127.5	113.5	-20.5	-14	0.64	20	62	20	2.14	0
m1807-C-2750	0	0	0	85.5	99	85.5	-13.5	-13.5	0.54	0	82	0	0	0
m1807-C-2800	0	0	0	62.5	75	62.5	-12.5	-12.5	0.44	0	90	0	0	0
m1807-C-2850	58.5	58.5	58.5	58.5	55.5	44	3	-11.5	0.35	10	172	10	0.59	0
m1807-C-2900	0	0	0	30	40	30	-10	-10	0.26	0	182	0	0	0
m1807-C-2950	0	0	0	20	28	20	-8	-8	0.19	0	240	0	0	0
m1807-C-3000	0	0	0	12.5	19	12.5	-6.5	-6.5	0.13	0	260	0	0	0
m1807-C-3050	0	0	0	8	12.5	8	-4.5	-4.5	0.09	0	152	0	0	0
m1807-P-2400	0	0	0	1.5	2.5	1.5	-1	-1	-0.02	0	100	0	0	0
m1807-P-2450	0	0	0	3	5	3	-2	-2	-0.04	0	204	0	0	0
m1807-P-2500	0	0	0	6.5	9	6.5	-2.5	-2.5	-0.07	0	160	0	0	0
m1807-P-2550	0	0	0	12	15	12	-3	-3	-0.12	0	180	0	0	0
m1807-P-2600	0	0	0	20.5	24.5	20.5	-4	-4	-0.18	0	120	0	0	0
m1807-P-2650	0	0	0	32.5	37	32.5	-4.5	-4.5	-0.26	0	146	0	0	0
m1807-P-2700	0	0	0	49	54	49	-5	-5	-0.35	0	104	0	0	0
m1807-P-2750	0	0	0	70.5	75	70.5	-4.5	-4.5	-0.45	0	50	0	0	0
m1807-P-2800	0	0	0	97	100.5	97	-3.5	-3.5	-0.55	0	24	0	0	0
m1807-P-2850	0	0	0	128.5	131	128.5	-2.5	-2.5	-0.65	0	22	0	0	0
m1807-P-2900	0	0	0	164.5	165	164.5	-0.5	-0.5	-0.73	0	12	0	0	0
m1807-P-2950	0	0	0	204	203	204	1	1	-0.8	0	20	0	0	0
m1807-P-3000	0	0	0	246.5	243.5	246.5	3	3	-0.86	0	0	0	0	0
m1807-P-3050	0	0	0	291.5	287	291.5	4.5	4.5	-0.91	0	0	0	0	0
m1808-C-2400	0	0	0	377	366	377	11	11	0.94	0	0	0	0	0
m1808-C-2450	0	0	0	331.5	319	331.5	12.5	12.5	0.91	0	0	0	0	0
m1808-C-2500	0	0	0	288	274.5	288	13.5	13.5	0.87	0	0	0	0	0
m1808-C-2550	0	0	0	247	232	247	15	15	0.82	0	0	0	0	0
m1808-C-2600	0	0	0	209	192.5	209	16.5	16.5	0.76	0	0	0	0	0
m1808-C-2650	0	0	0	174	157	174	17	17	0.69	0	20	0	0	0
m1808-C-2700	0	0	0	143	125.5	143	17.5	17.5	0.62	0	62	0	0	0
m1808-C-2750	0	0	0	115.5	98	115.5	17.5	17.5	0.55	0	112	0	0	0
m1808-C-2800	0	0	0	92	75	92	17	17	0.47	0	194	0	0	0
m1808-C-2850	0	0	0	72	56	72	16	16	0.4	0	230	0	0	0
m1808-C-2900	0	0	0	55.5	41	55.5	14.5	14.5	0.33	0	230	0	0	0
m1808-C-2950	41.5	41.5	41.5	41.5	29.5	42	12	12.5	0.27	20	168	20	0.83	0
m1808-C-3000	0	0	0	31	20.5	31	10.5	10.5	0.22	0	152	0	0	0
m1808-C-3050	0	0	0	23	14	23	9	9	0.17	0	164	0	0	0
m1808-P-2400	0	0	0	7	4	7	3	3	-0.06	0	20	0	0	0
m1808-P-2450	0	0	0	11.5	7	11.5	4.5	4.5	-0.09	0	304	0	0	0
m1808-P-2500	0	0	0	17.5	12	17.5	5.5	5.5	-0.13	0	252	0	0	0
m1808-P-2550	0	0	0	26.5	19.5	26.5	7	7	-0.18	0	230	0	0	0
m1808-P-2600	0	0	0	38	30	38	8	8	-0.23	0	190	0	0	0
m1808-P-2650	0	0	0	53	44	53	9	9	-0.3	0	128	0	0	0
m1808-P-2700	0	0	0	71.5	62	71.5	9.5	9.5	-0.37	0	118	0	0	0
m1808-P-2750	0	0	0	94	84	94	10	10	-0.44	0	122	0	0	0
m1808-P-2800	124	124	124	124	111	120	13	9	-0.52	4	4	0	0.5	0
m1808-P-2850	0	0	0	149.5	141.5	149.5	8	8	-0.59	0	2	0	0	0
m1808-P-2900	0	0	0	182.5	176	182.5	6.5	6.5	-0.66	0	22	0	0	0
m1808-P-2950	0	0	0	218.5	214	218.5	4.5	4.5	-0.72	0	80	0	0	0
m1808-P-3000	0	0	0	257.5	255	257.5	2.5	2.5	-0.78	0	2	0	0	0
m1808-P-3050	0	0	0	299	298	299	1	1	-0.83	0	0	0	0	0
m1809-C-2400	0	0	0	367	369	367	-2	-2	0.93	0	126	0	0	0
m1809-C-2450	0	0	0	322.5	324.5	322.5	-2	-2	0.89	0	80	0	0	0
m1809-C-2500	0	0	0	280	282	280	-2	-2	0.85	0	174	0	0	0
m1809-C-2550	0	0	0	240	242	240	-2	-2	0.8	0	162	0	0	0
m1809-C-2600	208.5	208.5	195.5	195.5	205.5	203	-10	-2.5	0.74	72	384	20	14.8	0
m1809-C-2650	0	0	0	169.5	172	169.5	-2.5	-2.5	0.67	0	192	0	0	0
m1809-C-2700	145.5	147.5	143.5	143.5	142	139	1.5	-3	0.6	6	240	6	0.87	0
m1809-C-2750	122	126.5	115.5	116.5	115.5	112.5	1	-3	0.53	104	1,140	72	12.74	0
m1809-C-2800	102	106	97	98.5	92.5	90	6	-2.5	0.46	86	1,236	0	8.48	0
m1809-C-2850	85.5	86.5	82	82	73	70.5	9	-2.5	0.39	10	694	2	0.84	0
m1809-C-2900	73.5	73.5	70	70	57	54.5	13	-2.5	0.32	42	1,036	-20	3.08	0
m1809-C-2950	60	60.5	59	59	43.5	41.5	15.5	-2	0.26	136	758	58	8.09	0
m1809-C-3000	50	51	49	49	33	31	16	-2	0.21	60	1,064	38	3	0
m1809-C-3050	44	44	41	41.5	24.5	23	17	-1.5	0.17	122	1,078	-22	5.15	0
m1809-P-2400	6	6	6	6	9	8.5	-3	-0.5	-0.07	20	306	-20	0.12	0
m1809-P-2450	8.5	9.5	8.5	9.5	14.5	13.5	-5	-1	-0.1	60	474	40	0.54	0
m1809-P-2500	13	15.5	13	15.5	22	21	-6.5	-1	-0.14	50	2,028	16	0.71	0
m1809-P-2550	21.5	24.5	20	23.5	32	30.5	-8.5	-1.5	-0.19	274	3,466	128	6.24	0
m1809-P-2600	35.5	41	33	39	44.5	43.5	-5.5	-1	-0.25	488	1,830	40	18.5	0
m1809-P-2650	53	59.5	50.5	57	61	59	-4	-2	-0.32	370	1,758	192	20.59	0
m1809-P-2700	76	83	72	82	80.5	78.5	1.5	-2	-0.39	304	834	2	22.99	0
m1809-P-2750	98	110	98	109	103.5	102	5.5	-1.5	-0.46	24	1,072	18	2.53	0
m1809-P-2800	127	142	127	138.5	130	128.5	8.5	-1.5	-0.53	24	838	0	3.32	0
m1809-P-2850	159	173	159	173	160.5	159	12.5	-1.5	-0.6	32	488	26	5.17	0
m1809-P-2900	0	0	0	192.5	193.5	192.5	-1	-1	-0.67	0	310	0	0	0
m1809-P-2950	243	243	243	243	230	229	13	-1	-0.73	4	220	0	0.97	0
m1809-P-3000	0	0	0	268.5	269	268.5	-0.5	-0.5	-0.78	0	268	0	0	0
m1809-P-3050	0	0	0	310	310.5	310	-0.5	-0.5	-0.83	0	46	0	0	0
豆粕小计										55,536	376,140	-686	2,348.18	1
总计										55,536	376,140	-686	2,348.18	1

隐含波动率参考值
合约系列	隐含波动率(%)
m1801	11.65
m1803	10.95
m1805	12.31
m1807	9.57
m1808	11.98
m1809	11.58

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