研究报告全文：2023-08-18商品期权重要交易指标一周概览商品期权观察国投安信期货研究院金融衍生品中心沈卓飞期权高级分析师投资咨询号Z0014628范丽军期权高级分析师投资咨询号Z0018336行情概述期权持仓量IVIV期权主力IVIV品种期权期涨跌幅周五近一年成交量收盘价周度中位数货持仓量收盘均值周五AU黄金14914551-010922-0251015102017640AG白银14905599-0121962-0281973197320529SC原油2446638719027511232647264912612TAPTA13465846-0341968-0201965197044832OI菜油84391102592114-0492273229715346M豆粕103340103911810-00320262038141192SR白糖21056884-0381320-0071420139185352I铁矿石24717715440293102227332738166863RB螺纹164737000241616-10717861782225155CU铜207468000-0291142-0251259127436471数据来源wind国投安信期货国投安信期货有限公司版权所有转载请注明出处45510092246251150IV46001100457545501050452510004500447595044502023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-154551500004000030000200001000000100002000038403880392039604000408041604240432044004480456046404720480048804960504051201200IV140000110012000010000010008000090060000400008002000070002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-1555990019625900IV205058002000570019505600190055001850540018002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-15559906000040000200000020000460004650047000475004800048500490004950050000510005200053000540005500056000570005800059000600006100062000630006400065000660002200IV4000002100350000200030000025000019002000001800150000170010000016005000002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-156387027512750IV65062527006002650575550260052525505002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-1563871500010000500000500010000150002000025000500051005200530054005500560057005800590060006100620063006400650066006700680069007000710072003000IV35000029003000002800250000270020000026001500002500100000240050000230002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-15PTAPTA58460019682200IV60002100580020001900560018005400170052002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-15584604000020000002000040000460004650047000475004800048500490004950050000510005200053000540005500056000570005800059000600006100062000630006400065000660001e62200IV252000201800151600101400051200002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-1591100021142600IV95002500240090002300220085002100800020001900750018002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-159318050000400003000020000100000010000660006700068000690007000071000720007300074000750007600077000780007900080000810008200083000840008500086000870008800089000900009100092000930009400095000960009700098000990001000001020001040001060001080001100001120001140001160001180002600IV40000024003500002200300000200025000018002000001600150000140010000012005000002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-154010001812500IV44002400420023002200400021003800200036001900180034002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-1540100100000500000050000100000150000300003050031000315003200032500330003350034000345003500035500360003650037000375003800038500390003950040000405004100041500420004250043000435001e62600IV10240022000820000618001600041400021200002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-156884001327100IV1700700016006900150068001400670013002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-15688401000000010000020000030000054000550005600057000580005900060000610006200063000640006500066000670006800069000700007100072000730007400075000760001800IV500000160040000014003000001200200000100010000080002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-157715029318753100IV85030008252900800280077527007502600725250070024006752023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-1577150010000020000030000040000052005300540055005600570058005900600061006200630064006500660067006800690070007100720073007400750076007700780079008000810082008300840085008600870088008900900091009200930094009500960097001e63200IV1230001028002600082400062200042000021800002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-153700001616IV190038001800370036001700350016002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-1537000400000200000002000002850029000295003000030500310003150032000325003300033500340003450035000355003600036500370003750038000385003900039500400004050041000415004200042500430004350044000445004500045500460004650047000475004800048500490004950050000510002000IV700000600000180050000040000016003000001400200000100000120002023-07-012023-07-082023-07-152023-07-222023-08-012023-08-082023-08-1568000001142IV14507000014006900013506800013006700012506600012006500011506400011002023-05-012023-05-152023-06-012023-06-152023-07-012023-07-152023-08-012023-08-156800004000020000002000040000600005600005700005800005900006000006100006200006300006400006500006600006700006800006900007000007100007200007300007400007500007600007700007800007900008000008200001500IV3500001400300000130025000012002000001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