11月16日大商所豆粕期权下午收盘行情_豆粕期权价格

11月16日大商所豆粕期权下午收盘行情

http://www.cofeed.com 2017-11-16 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	395	399	395	396	375	398	21	23	1	60	700	-4	23.83	0
m1801-C-2500	364.5	365	364.5	365	325	348	40	23	1	26	332	6	9.48	0
m1801-C-2550	302.5	315	302.5	315	275	298	40	23	1	32	414	-20	9.99	4
m1801-C-2600	247	264.5	246.5	264.5	225	248	39.5	23	1	126	1,338	-122	31.67	51
m1801-C-2650	180.5	218	180.5	217	175	198	42	23	1	112	558	-6	22.22	0
m1801-C-2700	133	169	133	159	126.5	148.5	32.5	22	0.98	236	2,614	-122	34.81	0
m1801-C-2750	88	119	83.5	110	82	101	28	19	0.91	1,674	3,136	-352	168	0
m1801-C-2800	45	72.5	44	65	46	60	19	14	0.74	5,388	13,420	-1,698	318.9	0
m1801-C-2850	20	35.5	18.5	30	21	29.5	9	8.5	0.49	5,696	18,698	-1,472	164.2	5
m1801-C-2900	8.5	13.5	8	12	7.5	11.5	4.5	4	0.25	2,822	13,736	-392	32.96	0
m1801-C-2950	4	6	3.5	5.5	2	3.5	3.5	1.5	0.1	1,508	7,100	144	7.84	0
m1801-C-3000	3	4	2	4	0.5	0.5	3.5	0	0.02	1,500	16,806	524	5.17	0
m1801-C-3050	1.5	2	1.5	2	0.5	0.5	1.5	0	0.02	164	6,524	-8	0.33	0
m1801-C-3100	1.5	2	1	1.5	0.5	0.5	1	0	0.01	796	13,850	136	1.22	0
m1801-C-3150	0	0	0	0.5	0.5	0.5	0	0	0.01	0	3,706	0	0	0
m1801-C-3200	0.5	1.5	0.5	1	0.5	0.5	0.5	0	0.01	330	20,818	-178	0.26	0
m1801-P-2450	0.5	0.5	0.5	0.5	0.5	0.5	0	0	-0.01	170	3,660	-48	0.09	0
m1801-P-2500	0.5	0.5	0.5	0.5	0.5	0.5	0	0	-0.01	32	3,912	-22	0.02	0
m1801-P-2550	0.5	1	0.5	0.5	0.5	0.5	0	0	-0.01	136	2,880	-72	0.11	0
m1801-P-2600	1	1	0.5	0.5	0.5	0.5	0	0	-0.01	8	5,930	0	0.01	0
m1801-P-2650	1	1	1	1	0.5	0.5	0.5	0	-0.01	34	6,798	2	0.03	0
m1801-P-2700	4	4	1.5	2	1.5	0.5	0.5	-1	-0.02	786	11,620	-142	1.5	0
m1801-P-2750	10	10	2.5	3	7	3	-4	-4	-0.09	3,564	11,072	-2,446	10.26	0
m1801-P-2800	11	13.5	5.5	6	21	12	-15	-9	-0.26	1,838	12,986	-54	16.02	0
m1801-P-2850	32.5	38	16	21.5	46	31.5	-24.5	-14.5	-0.5	3,588	8,212	634	84.43	0
m1801-P-2900	72	75.5	46.5	53	82.5	63.5	-29.5	-19	-0.75	1,288	1,938	198	74.76	0
m1801-P-2950	117	122.5	91.5	100.5	127	105.5	-26.5	-21.5	-0.9	188	836	-10	19.52	0
m1801-P-3000	168.5	174.5	138.5	148	175.5	152.5	-27.5	-23	-0.99	452	1,184	156	68.77	0
m1801-P-3050	209	213	187.5	194.5	225	202	-30.5	-23	-1	208	548	100	41.05	0
m1801-P-3100	241	245	234.5	244	275	252	-31	-23	-1	58	630	-14	13.83	0
m1801-P-3150	313.5	313.5	285.5	296	325	302	-29	-23	-1	48	538	-38	14.25	0
m1801-P-3200	362	366	335.5	336.5	375	352	-38.5	-23	-1	38	1,060	-16	12.94	0
m1803-C-2400	0	0	0	410	421	410	-11	-11	1	0	276	-14	0	7
m1803-C-2450	0	0	0	360	371	360	-11	-11	1	0	184	0	0	0
m1803-C-2500	0	0	0	310	321	310	-11	-11	1	0	74	0	0	0
m1803-C-2550	0	0	0	261	272	261	-11	-11	0.97	0	60	-20	0	10
m1803-C-2600	0	0	0	213.5	224.5	213.5	-11	-11	0.94	0	130	0	0	0
m1803-C-2650	0	0	0	169	180	169	-11	-11	0.87	0	1,760	0	0	0
m1803-C-2700	0	0	0	128.5	138.5	128.5	-10	-10	0.78	0	196	0	0	0
m1803-C-2750	102.5	104	102.5	104	102.5	93	1.5	-9.5	0.67	40	232	20	4.13	0
m1803-C-2800	0	0	0	64	72	64	-8	-8	0.54	0	348	0	0	0
m1803-C-2850	48.5	48.5	48.5	48.5	48.5	41.5	0	-7	0.4	20	314	0	0.97	0
m1803-C-2900	33	33	33	33	30.5	25.5	2.5	-5	0.28	10	324	10	0.33	0
m1803-C-2950	0	0	0	14.5	18.5	14.5	-4	-4	0.18	0	412	0	0	0
m1803-C-3000	0	0	0	8	10.5	8	-2.5	-2.5	0.11	0	404	0	0	0
m1803-C-3050	0	0	0	4	5.5	4	-1.5	-1.5	0.06	0	600	0	0	0
m1803-C-3100	0	0	0	1.5	2.5	1.5	-1	-1	0.03	0	594	0	0	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	0.5	1	0.5	1	0.5	0.5	0.5	0	-0.01	44	208	0	0.02	0
m1803-P-2500	0.5	0.5	0.5	0.5	0.5	0.5	0	0	-0.01	40	440	-2	0.02	0
m1803-P-2550	0	0	0	1.5	1.5	1.5	0	0	-0.03	0	380	0	0	0
m1803-P-2600	0	0	0	4.5	4.5	4.5	0	0	-0.07	0	390	0	0	0
m1803-P-2650	0	0	0	9.5	9.5	9.5	0	0	-0.13	0	400	0	0	0
m1803-P-2700	0	0	0	18.5	18	18.5	0.5	0.5	-0.21	0	410	0	0	0
m1803-P-2750	0	0	0	33	31.5	33	1.5	1.5	-0.33	0	374	0	0	0
m1803-P-2800	44	44	38	38	51.5	54	-13.5	2.5	-0.46	62	252	20	2.5	0
m1803-P-2850	0	0	0	81.5	77.5	81.5	4	4	-0.59	0	254	0	0	0
m1803-P-2900	0	0	0	115	109.5	115	5.5	5.5	-0.72	0	166	0	0	0
m1803-P-2950	0	0	0	154	147	154	7	7	-0.81	0	172	0	0	0
m1803-P-3000	0	0	0	197.5	189	197.5	8.5	8.5	-0.89	0	306	0	0	0
m1803-P-3050	0	0	0	243.5	234	243.5	9.5	9.5	-0.94	0	92	0	0	0
m1803-P-3100	0	0	0	291.5	281	291.5	10.5	10.5	-0.97	0	112	0	0	0
m1805-C-2400	350	376	350	376	351	362.5	25	11.5	0.97	26	606	2	9.44	0
m1805-C-2450	315.5	316.5	313	313	304	315.5	9	11.5	0.94	50	312	-16	15.76	0
m1805-C-2500	277	277	277	277	259	270	18	11	0.9	10	358	-10	2.77	0
m1805-C-2550	222	231	222	231	216.5	227	14.5	10.5	0.85	158	484	36	36.01	0
m1805-C-2600	168.5	188	168.5	186.5	177	187	9.5	10	0.79	230	2,212	-186	41.86	0
m1805-C-2650	133	150	133	150	142	150.5	8	8.5	0.71	412	1,170	-112	60.22	0
m1805-C-2700	103	118	103	117	111	118.5	6	7.5	0.62	306	8,102	86	35.1	0
m1805-C-2750	79.5	94	78.5	91	84.5	91.5	6.5	7	0.53	1,126	6,170	412	99.54	0
m1805-C-2800	63	73.5	62	72	63	68.5	9	5.5	0.44	1,220	7,418	-32	83.93	0
m1805-C-2850	51	58.5	49	58.5	45.5	50	13	4.5	0.36	1,056	8,720	46	57.97	0
m1805-C-2900	41	47	40	47	32	35.5	15	3.5	0.28	400	7,022	36	17.97	0
m1805-C-2950	33	39	32.5	39	22	24.5	17	2.5	0.21	760	6,096	472	28.76	0
m1805-C-3000	27.5	31.5	27.5	31.5	14.5	16.5	17	2	0.15	146	14,668	40	4.3	0
m1805-C-3050	22.5	25.5	22	25.5	9.5	11	16	1.5	0.11	188	4,238	8	4.44	0
m1805-C-3100	18	20.5	18	20.5	6	7	14.5	1	0.07	666	12,778	366	13.12	0
m1805-P-2400	2.5	2.5	2	2.5	3	3	-0.5	0	-0.03	64	3,582	56	0.16	0
m1805-P-2450	3.5	3.5	3.5	3.5	6	5.5	-2.5	-0.5	-0.06	70	1,812	50	0.25	0
m1805-P-2500	4.5	5	4	5	11	10	-6	-1	-0.1	34	2,608	10	0.15	0
m1805-P-2550	8.5	8.5	8	8.5	18	16.5	-9.5	-1.5	-0.14	98	4,208	2	0.82	0
m1805-P-2600	16.5	16.5	14.5	15.5	29	26.5	-13.5	-2.5	-0.21	518	7,718	52	8.1	0
m1805-P-2650	29.5	30	25	27	43.5	40	-16.5	-3.5	-0.28	718	9,284	-272	19.67	0
m1805-P-2700	48.5	50	42.5	44.5	62	58	-17.5	-4	-0.37	672	13,430	140	30.5	0
m1805-P-2750	75.5	77.5	67	69.5	85.5	80.5	-16	-5	-0.46	526	7,184	34	37.48	0
m1805-P-2800	108.5	110.5	98	100.5	113.5	107.5	-13	-6	-0.55	702	3,468	272	71.39	0
m1805-P-2850	146	148	132.5	133.5	146	138.5	-12.5	-7.5	-0.64	78	934	6	10.85	0
m1805-P-2900	186.5	188.5	172	172	182.5	174	-10.5	-8.5	-0.72	92	568	44	16.98	0
m1805-P-2950	228	230	212.5	212.5	222	213	-9.5	-9	-0.79	60	504	16	13.36	0
m1805-P-3000	273	275	257	257	264.5	254.5	-7.5	-10	-0.85	36	582	24	9.6	0
m1805-P-3050	0	0	0	299	309	299	-10	-10	-0.89	0	418	0	0	0
m1805-P-3100	352.5	352.5	346.5	346.5	355.5	344.5	-9	-11	-0.93	40	464	-16	13.89	0
m1807-C-2400	0	0	0	370	365	370	5	5	1	0	0	0	0	0
m1807-C-2450	0	0	0	321	317	321	4	4	0.97	0	140	0	0	0
m1807-C-2500	0	0	0	274	270	274	4	4	0.94	0	20	0	0	0
m1807-C-2550	0	0	0	228.5	225.5	228.5	3	3	0.89	0	20	0	0	0
m1807-C-2600	0	0	0	186.5	184.5	186.5	2	2	0.83	0	0	0	0	0
m1807-C-2650	145.5	145.5	143.5	143.5	147	148	-3.5	1	0.75	40	42	20	5.78	0
m1807-C-2700	112	114	111	114	113.5	114	0.5	0.5	0.65	60	42	-20	6.74	0
m1807-C-2750	0	0	0	85.5	85.5	85.5	0	0	0.55	0	82	0	0	0
m1807-C-2800	0	0	0	61.5	62.5	61.5	-1	-1	0.45	0	90	0	0	0
m1807-C-2850	59	59	59	59	44	43	15	-1	0.35	20	192	20	1.18	0
m1807-C-2900	0	0	0	29	30	29	-1	-1	0.26	0	182	0	0	0
m1807-C-2950	0	0	0	19	20	19	-1	-1	0.19	0	240	0	0	0
m1807-C-3000	0	0	0	12	12.5	12	-0.5	-0.5	0.13	0	260	0	0	0
m1807-C-3050	0	0	0	7	8	7	-1	-1	0.08	0	152	0	0	0
m1807-P-2400	0	0	0	1	1.5	1	-0.5	-0.5	-0.01	0	100	0	0	0
m1807-P-2450	0	0	0	2.5	3	2.5	-0.5	-0.5	-0.03	0	204	0	0	0
m1807-P-2500	0	0	0	5	6.5	5	-1.5	-1.5	-0.06	0	160	0	0	0
m1807-P-2550	0	0	0	10	12	10	-2	-2	-0.11	0	180	0	0	0
m1807-P-2600	0	0	0	17.5	20.5	17.5	-3	-3	-0.17	0	120	0	0	0
m1807-P-2650	0	0	0	29	32.5	29	-3.5	-3.5	-0.25	0	146	0	0	0
m1807-P-2700	0	0	0	44.5	49	44.5	-4.5	-4.5	-0.34	0	104	0	0	0
m1807-P-2750	0	0	0	65.5	70.5	65.5	-5	-5	-0.44	0	50	0	0	0
m1807-P-2800	0	0	0	91.5	97	91.5	-5.5	-5.5	-0.55	0	24	0	0	0
m1807-P-2850	0	0	0	122.5	128.5	122.5	-6	-6	-0.64	0	22	0	0	0
m1807-P-2900	0	0	0	158	164.5	158	-6.5	-6.5	-0.73	0	12	0	0	0
m1807-P-2950	0	0	0	198	204	198	-6	-6	-0.81	0	20	0	0	0
m1807-P-3000	0	0	0	240.5	246.5	240.5	-6	-6	-0.87	0	0	0	0	0
m1807-P-3050	0	0	0	285.5	291.5	285.5	-6	-6	-0.92	0	0	0	0	0
m1808-C-2400	0	0	0	372.5	377	372.5	-4.5	-4.5	0.97	0	0	0	0	0
m1808-C-2450	0	0	0	325.5	331.5	325.5	-6	-6	0.94	0	0	0	0	0
m1808-C-2500	0	0	0	280.5	288	280.5	-7.5	-7.5	0.9	0	0	0	0	0
m1808-C-2550	0	0	0	237.5	247	237.5	-9.5	-9.5	0.85	0	0	0	0	0
m1808-C-2600	0	0	0	198	209	198	-11	-11	0.79	0	0	0	0	0
m1808-C-2650	0	0	0	161.5	174	161.5	-12.5	-12.5	0.71	0	20	0	0	0
m1808-C-2700	0	0	0	129.5	143	129.5	-13.5	-13.5	0.63	0	62	0	0	0
m1808-C-2750	0	0	0	101.5	115.5	101.5	-14	-14	0.55	0	112	0	0	0
m1808-C-2800	0	0	0	78	92	78	-14	-14	0.46	0	194	0	0	0
m1808-C-2850	71	71	71	71	72	58.5	-1	-13.5	0.38	10	230	0	0.71	0
m1808-C-2900	0	0	0	43	55.5	43	-12.5	-12.5	0.3	0	230	0	0	0
m1808-C-2950	0	0	0	30.5	42	30.5	-11.5	-11.5	0.24	0	168	0	0	0
m1808-C-3000	0	0	0	21.5	31	21.5	-9.5	-9.5	0.18	0	152	0	0	0
m1808-C-3050	0	0	0	14.5	23	14.5	-8.5	-8.5	0.13	0	164	0	0	0
m1808-P-2400	0	0	0	3.5	7	3.5	-3.5	-3.5	-0.04	0	20	0	0	0
m1808-P-2450	0	0	0	6.5	11.5	6.5	-5	-5	-0.06	0	304	0	0	0
m1808-P-2500	0	0	0	11	17.5	11	-6.5	-6.5	-0.1	0	252	0	0	0
m1808-P-2550	0	0	0	18	26.5	18	-8.5	-8.5	-0.15	0	230	0	0	0
m1808-P-2600	0	0	0	28	38	28	-10	-10	-0.21	0	190	0	0	0
m1808-P-2650	0	0	0	41.5	53	41.5	-11.5	-11.5	-0.28	0	128	0	0	0
m1808-P-2700	49	49	11	11	71.5	59	-60.5	-12.5	-0.36	4	120	2	0.12	0
m1808-P-2750	0	0	0	80.5	94	80.5	-13.5	-13.5	-0.44	0	122	0	0	0
m1808-P-2800	0	0	0	106.5	120	106.5	-13.5	-13.5	-0.53	0	4	0	0	0
m1808-P-2850	0	0	0	137	149.5	137	-12.5	-12.5	-0.61	0	2	0	0	0
m1808-P-2900	0	0	0	171	182.5	171	-11.5	-11.5	-0.69	0	22	0	0	0
m1808-P-2950	0	0	0	208.5	218.5	208.5	-10	-10	-0.76	0	80	0	0	0
m1808-P-3000	0	0	0	249	257.5	249	-8.5	-8.5	-0.82	0	2	0	0	0
m1808-P-3050	0	0	0	292	299	292	-7	-7	-0.86	0	0	0	0	0
m1809-C-2400	374.5	374.5	374.5	374.5	367	376.5	7.5	9.5	0.92	20	106	-20	7.49	0
m1809-C-2450	327	327	327	327	322.5	332	4.5	9.5	0.89	20	80	0	6.54	0
m1809-C-2500	284.5	284.5	284.5	284.5	280	289.5	4.5	9.5	0.85	26	188	14	7.4	0
m1809-C-2550	233	233	233	233	240	250	-7	10	0.8	22	184	22	5.13	0
m1809-C-2600	198	210	198	210	203	213	7	10	0.74	68	376	-8	13.72	0
m1809-C-2650	175	175	174.5	174.5	169.5	179	5	9.5	0.68	14	188	-4	2.45	0
m1809-C-2700	140.5	147	140.5	146	139	149	7	10	0.61	42	260	20	6.04	0
m1809-C-2750	117.5	127	117.5	127	112.5	122	14.5	9.5	0.54	194	1,188	48	24.08	0
m1809-C-2800	99	107.5	98	105.5	90	98.5	15.5	8.5	0.47	168	1,274	38	17.34	0
m1809-C-2850	84	89	82.5	88	70.5	78.5	17.5	8	0.41	96	732	38	8.31	0
m1809-C-2900	69	74.5	69	74.5	54.5	62	20	7.5	0.34	138	990	-46	10.06	0
m1809-C-2950	59	64.5	59	64.5	41.5	48	23	6.5	0.28	30	764	6	1.88	0
m1809-C-3000	52	54	52	54	31	36.5	23	5.5	0.23	72	1,056	-8	3.87	0
m1809-C-3050	42	46	42	45.5	23	27.5	22.5	4.5	0.19	184	1,170	92	8.21	0
m1809-P-2400	6.5	6.5	6.5	6.5	8.5	9.5	-2	1	-0.07	12	318	12	0.08	0
m1809-P-2450	9.5	9.5	9	9	13.5	15	-4.5	1.5	-0.11	82	506	32	0.77	0
m1809-P-2500	14.5	14.5	14.5	14.5	21	22.5	-6.5	1.5	-0.15	2	2,028	0	0.03	0
m1809-P-2550	24	24	22.5	22.5	30.5	32.5	-8	2	-0.2	130	3,454	-12	3	0
m1809-P-2600	39.5	40	36	36	43.5	45.5	-7.5	2	-0.25	320	1,854	24	11.77	0
m1809-P-2650	57.5	57.5	53	53.5	59	61	-5.5	2	-0.31	124	1,780	22	6.85	0
m1809-P-2700	80	81.5	75.5	77	78.5	80.5	-1.5	2	-0.38	120	858	24	9.24	0
m1809-P-2750	107	107	101	102.5	102	103	0.5	1	-0.45	166	1,216	144	17.73	0
m1809-P-2800	137.5	137.5	129.5	130	128.5	129.5	1.5	1	-0.52	38	870	32	4.96	0
m1809-P-2850	171	171	162	164	159	159	5	0	-0.59	30	492	4	5.06	0
m1809-P-2900	200	200	200	200	192.5	192	7.5	-0.5	-0.65	2	312	2	0.4	0
m1809-P-2950	237.5	237.5	237.5	237.5	229	227.5	8.5	-1.5	-0.71	2	222	2	0.48	0
m1809-P-3000	277.5	277.5	277.5	277.5	268.5	266	9	-2.5	-0.76	2	270	2	0.56	0
m1809-P-3050	322.5	322.5	318	318.5	310	306.5	8.5	-3.5	-0.81	6	48	2	1.92	0
豆粕小计										45,848	372,888	-3,252	2,140.6	77
总计										45,848	372,888	-3,252	2,140.6	77

隐含波动率参考值
合约系列	隐含波动率(%)
m1801	11.28
m1803	10.61
m1805	12.44
m1807	9.23
m1808	10.45
m1809	12.14

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