2月19日大连盘豆粕期权下午收盘行情_豆粕期权

2月19日大连盘豆粕期权下午收盘行情

http://www.cofeed.com 2020-02-19 天下粮仓

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
m2005-C-2400	265	267.5	252.5	266	263	260	3	-3	0.95	136	1,196	-66	35.71	0
m2005-C-2450	216.5	219	204	217	216.5	214	0.5	-2.5	0.91	37	710	5	7.87	0
m2005-C-2500	169.5	170.5	163.5	169.5	173.5	171	-4	-2.5	0.84	20	1,261	18	3.38	0
m2005-C-2550	125.5	128	116	127.5	134	132	-6.5	-2	0.75	429	1,112	-114	52.63	0
m2005-C-2600	88	90.5	76.5	88	100	98	-12	-2	0.65	509	3,116	-55	43.56	0
m2005-C-2650	60	62	50	56.5	71.5	70	-15	-1.5	0.53	884	3,928	133	49.8	0
m2005-C-2700	19	40	19	36.5	49	48	-12.5	-1	0.41	7,156	12,344	-825	258.02	0
m2005-C-2750	25	26	20.5	24.5	32	31	-7.5	-1	0.3	1,578	20,110	417	37.63	0
m2005-C-2800	16	17.5	14	16	20	19.5	-4	-0.5	0.21	2,727	24,405	-339	43.49	0
m2005-C-2850	11	12	10	11.5	11.5	11.5	0	0	0.14	1,393	15,218	-111	15.72	0
m2005-C-2900	9	9.5	8	8.5	6.5	6.5	2	0	0.09	3,208	14,940	-309	28.13	0
m2005-C-2950	7	7.5	6.5	7.5	3.5	3.5	4	0	0.05	2,583	15,458	771	18.02	0
m2005-C-3000	6	6.5	6	6.5	1.5	1.5	5	0	0.02	4,443	13,590	-903	26.65	0
m2005-C-3050	5	5.5	4.5	5.5	0.5	0.5	5	0	0.01	2,251	25,824	682	11.3	0
m2005-C-3100	3.5	4	3.5	4	0.5	0.5	3.5	0	0.01	989	11,151	94	3.83	0
m2005-C-3150	3.5	3.5	3	3	0.5	0.5	2.5	0	0.01	3,709	55,458	200	11.32	0
m2005-P-2400	3.5	3.5	3	3	3	3.5	0	0.5	-0.05	364	7,753	-36	1.21	0
m2005-P-2450	5	5	4.5	5	7	7.5	-2	0.5	-0.09	702	2,685	4	3.46	0
m2005-P-2500	8	8	7.5	8	13.5	14.5	-5.5	1	-0.16	3,135	6,689	-1,434	23.76	0
m2005-P-2550	14	15.5	12.5	13.5	24.5	25	-11	0.5	-0.25	2,532	8,642	-355	34.41	0
m2005-P-2600	28	29	23.5	24.5	40	41.5	-15.5	1.5	-0.35	1,496	12,346	48	38.68	0
m2005-P-2650	49	52	43	45.5	61.5	63	-16	1.5	-0.47	1,893	10,772	451	88.95	0
m2005-P-2700	74.5	84	72	75	89	91	-14	2	-0.59	594	24,557	57	45.02	0
m2005-P-2750	112	121.5	108.5	110.5	122	124	-11.5	2	-0.7	312	12,355	-20	35.53	0
m2005-P-2800	154	166	150.5	150.5	159.5	162	-9	2.5	-0.79	62	8,607	-4	9.82	0
m2005-P-2850	197	211.5	197	199.5	201.5	204	-2	2.5	-0.86	50	1,430	-11	10.16	0
m2005-P-2900	247.5	247.5	247.5	247.5	246.5	249	1	2.5	-0.92	11	1,335	-11	2.74	0
m2005-P-2950	292	292	292	292	293	296	-1	3	-0.95	22	913	-2	6.47	0
m2005-P-3000	342	342	342	342	341.5	344.5	0.5	3	-0.98	8	1,448	-8	2.75	0
m2005-P-3050	393.5	400	388	388	390.5	393.5	-2.5	3	-0.88	16	701	-5	6.27	0
m2005-P-3100	438.5	453.5	438.5	440.5	440.5	443.5	0	3	-0.86	49	2,359	-38	21.73	0
m2005-P-3150	489	498.5	489	498.5	490	493	8.5	3	-1	14	387	0	6.92	0
m2007-C-2450	0	0	0	264.5	254	264.5	10.5	10.5	0.83	0	0	0	0	0
m2007-C-2500	0	0	0	225.5	213	225.5	12.5	12.5	0.78	0	0	0	0	0
m2007-C-2550	0	0	0	190	175	190	15	15	0.72	0	0	0	0	0
m2007-C-2600	0	0	0	157.5	141	157.5	16.5	16.5	0.65	0	2	0	0	0
m2007-C-2650	0	0	0	129	111.5	129	17.5	17.5	0.58	0	0	0	0	0
m2007-C-2700	0	0	0	103.5	86	103.5	17.5	17.5	0.51	0	21	0	0	0
m2007-C-2750	0	0	0	82	65	82	17	17	0.43	0	11	0	0	0
m2007-C-2800	0	0	0	64	48	64	16	16	0.36	0	13	0	0	0
m2007-C-2850	0	0	0	49.5	34.5	49.5	15	15	0.3	0	138	0	0	0
m2007-C-2900	33	34	33	34	24	37.5	10	13.5	0.24	100	269	-95	3.37	0
m2007-C-2950	28	28.5	28	28	16.5	28	11.5	11.5	0.19	31	329	-25	0.87	0
m2007-C-3000	23	24.5	4	4	11	20.5	-7	9.5	0.15	71	1,187	1	1.57	0
m2007-C-3050	19	20.5	18.5	18.5	7.5	14.5	11	7	0.11	45	146	-33	0.84	0
m2007-C-3100	0	0	0	10.5	4.5	10.5	6	6	0.09	0	140	0	0	0
m2007-C-3150	0	0	0	7.5	3	7.5	4.5	4.5	0.07	4	141	-4	0.03	0
m2007-P-2450	0	0	0	24.5	14.5	24.5	10	10	-0.16	0	20	0	0	0
m2007-P-2500	0	0	0	35.5	23.5	35.5	12	12	-0.22	5	135	-5	0.18	0
m2007-P-2550	0	0	0	49.5	35.5	49.5	14	14	-0.28	0	54	0	0	0
m2007-P-2600	0	0	0	67	51.5	67	15.5	15.5	-0.35	0	50	0	0	0
m2007-P-2650	0	0	0	88	71.5	88	16.5	16.5	-0.42	0	20	0	0	0
m2007-P-2700	0	0	0	112.5	96	112.5	16.5	16.5	-0.49	0	21	0	0	0
m2007-P-2750	0	0	0	141	124.5	141	16.5	16.5	-0.56	0	40	0	0	0
m2007-P-2800	0	0	0	173	157.5	173	15.5	15.5	-0.63	0	4	0	0	0
m2007-P-2850	0	0	0	208	194	208	14	14	-0.7	0	4	0	0	0
m2007-P-2900	0	0	0	245.5	233.5	245.5	12	12	-0.75	0	4	0	0	0
m2007-P-2950	0	0	0	286	276	286	10	10	-0.8	0	0	0	0	0
m2007-P-3000	0	0	0	328.5	320.5	328.5	8	8	-0.85	0	0	0	0	0
m2007-P-3050	0	0	0	372.5	366.5	372.5	6	6	-0.88	0	0	0	0	0
m2007-P-3100	0	0	0	418.5	413.5	418.5	5	5	-0.91	0	2	0	0	0
m2007-P-3150	0	0	0	465	462	465	3	3	-0.94	0	0	0	0	0
m2008-C-2500	0	0	0	259	253	259	6	6	0.8	0	0	0	0	0
m2008-C-2550	0	0	0	222	214	222	8	8	0.75	0	0	0	0	0
m2008-C-2600	0	0	0	187.5	179	187.5	8.5	8.5	0.69	0	0	0	0	0
m2008-C-2650	0	0	0	157	147	157	10	10	0.62	0	5	0	0	0
m2008-C-2700	0	0	0	129.5	119	129.5	10.5	10.5	0.56	0	15	0	0	0
m2008-C-2750	0	0	0	105.5	95	105.5	10.5	10.5	0.49	0	35	0	0	0
m2008-C-2800	0	0	0	85	74.5	85	10.5	10.5	0.42	0	29	0	0	0
m2008-C-2850	0	0	0	67.5	57.5	67.5	10	10	0.36	0	38	0	0	0
m2008-C-2900	0	0	0	53	43.5	53	9.5	9.5	0.3	0	107	0	0	0
m2008-C-2950	38.5	40	37.5	40	32.5	41	7.5	8.5	0.25	112	148	99	4.24	0
m2008-C-3000	33	36	31	35.5	23.5	31.5	12	8	0.2	43	201	8	1.42	0
m2008-C-3050	26.5	26.5	26.5	26.5	17	23.5	9.5	6.5	0.16	50	366	50	1.33	0
m2008-C-3100	21.5	24.5	21	24.5	12	17.5	12.5	5.5	0.13	23	149	19	0.5	0
m2008-C-3150	18.5	18.5	17	17	8.5	13	8.5	4.5	0.1	7	103	-2	0.13	0
m2008-P-2500	0	0	0	33	25	33	8	8	-0.19	0	25	0	0	0
m2008-P-2550	21	21	21	21	36	45.5	-15	9.5	-0.25	2	121	0	0.04	0
m2008-P-2600	0	0	0	61.5	50.5	61.5	11	11	-0.31	0	40	0	0	0
m2008-P-2650	0	0	0	80.5	68.5	80.5	12	12	-0.37	0	35	0	0	0
m2008-P-2700	0	0	0	102.5	90.5	102.5	12	12	-0.44	0	70	0	0	0
m2008-P-2750	0	0	0	128.5	116	128.5	12.5	12.5	-0.51	0	35	0	0	0
m2008-P-2800	0	0	0	157.5	145	157.5	12.5	12.5	-0.57	0	45	0	0	0
m2008-P-2850	0	0	0	190	178	190	12	12	-0.64	0	55	0	0	0
m2008-P-2900	0	0	0	225	213.5	225	11.5	11.5	-0.7	0	45	0	0	0
m2008-P-2950	0	0	0	263	252.5	263	10.5	10.5	-0.75	0	30	0	0	0
m2008-P-3000	0	0	0	303	293.5	303	9.5	9.5	-0.8	0	55	0	0	0
m2008-P-3050	0	0	0	345.5	337	345.5	8.5	8.5	-0.84	0	8	0	0	0
m2008-P-3100	0	0	0	389	382	389	7	7	-0.87	0	28	0	0	0
m2008-P-3150	0	0	0	434.5	428	434.5	6.5	6.5	-0.9	0	9	0	0	0
m2009-C-2450	312.5	323	312.5	323	321.5	322.5	1.5	1	0.84	41	345	40	12.99	0
m2009-C-2500	277	277	277	277	281.5	283	-4.5	1.5	0.8	10	160	10	2.77	0
m2009-C-2550	238.5	240.5	227.5	240.5	244.5	246	-4	1.5	0.75	38	827	28	8.86	0
m2009-C-2600	200	200	190	200	210	211.5	-10	1.5	0.7	30	866	17	5.94	0
m2009-C-2650	163.5	165.5	160	165.5	179	180.5	-13.5	1.5	0.64	25	2,093	-2	4.1	0
m2009-C-2700	137	139.5	130	137.5	150.5	152.5	-13	2	0.58	49	12,567	19	6.65	0
m2009-C-2750	115	117.5	108	115	125.5	127.5	-10.5	2	0.52	476	4,779	175	54.11	0
m2009-C-2800	97	99	90.5	97.5	103.5	105.5	-6	2	0.46	447	5,464	55	42.91	0
m2009-C-2850	82	83.5	77	83	84.5	86.5	-1.5	2	0.4	320	7,941	-39	26.18	0
m2009-C-2900	73	73	67	71	68.5	70	2.5	1.5	0.34	260	11,683	156	18.19	0
m2009-C-2950	62.5	63.5	59	63.5	54.5	56	9	1.5	0.29	179	8,896	57	10.98	0
m2009-C-3000	54.5	56.5	52	55.5	43	44.5	12.5	1.5	0.24	1,326	11,065	718	72.13	0
m2009-C-3050	48.5	50	46	49	34	35	15	1	0.2	229	5,935	76	11.02	0
m2009-C-3100	44	44.5	41	43.5	26	27.5	17.5	1.5	0.17	317	5,447	3	13.6	0
m2009-C-3150	40	40	37.5	40	20	21	20	1	0.13	214	6,894	42	8.24	0
m2009-C-3200	35.5	36.5	33.5	36	15.5	16	20.5	0.5	0.11	1,033	43,182	-89	36.23	0
m2009-P-2450	14	14.5	13.5	13.5	26	27	-12.5	1	-0.15	173	1,559	101	2.41	0
m2009-P-2500	19.5	20	19	19	36	37	-17	1	-0.19	216	1,818	-7	4.51	0
m2009-P-2550	27	28	26.5	27	48.5	50	-21.5	1.5	-0.24	240	4,075	-93	6.51	0
m2009-P-2600	39.5	41	38	38.5	64	65.5	-25.5	1.5	-0.3	214	3,761	103	8.25	0
m2009-P-2650	55	56.5	53.5	54.5	82.5	84	-28	1.5	-0.36	573	3,666	-99	31.68	0
m2009-P-2700	77	80.5	75	76	104	105.5	-28	1.5	-0.42	89	9,796	27	6.83	0
m2009-P-2750	104.5	108	101	101.5	128.5	130.5	-27	2	-0.48	162	28,970	1	16.8	0
m2009-P-2800	133	140	132.5	133	156.5	158	-23.5	1.5	-0.54	75	4,264	-10	10.06	0
m2009-P-2850	169	169	169	169	187	189	-18	2	-0.6	5	2,823	0	0.85	0
m2009-P-2900	209	216	204.5	208	220.5	222	-12.5	1.5	-0.65	86	895	44	17.76	0
m2009-P-2950	245	245	244	244	256.5	258	-12.5	1.5	-0.7	10	646	-7	2.55	0
m2009-P-3000	0	0	0	296.5	295	296.5	1.5	1.5	-0.75	5	268	-5	1.48	0
m2009-P-3050	0	0	0	336.5	335.5	336.5	1	1	-0.79	9	283	-9	3.03	0
m2009-P-3100	0	0	0	378.5	377.5	378.5	1	1	-0.83	0	431	0	0	0
m2009-P-3150	425	425	425	425	421	422	4	1	-0.86	13	215	-3	5.52	0
m2009-P-3200	473.5	476.5	466.5	468	466.5	467	1.5	0.5	-0.89	20	1,804	-5	9.38	0
m2011-C-2500	0	0	0	306.5	318.5	306.5	-12	-12	0.81	0	0	0	0	0
m2011-C-2550	0	0	0	269	282	269	-13	-13	0.77	0	0	0	0	0
m2011-C-2600	0	0	0	233.5	248.5	233.5	-15	-15	0.72	0	20	0	0	0
m2011-C-2650	0	0	0	201.5	217	201.5	-15.5	-15.5	0.66	0	15	0	0	0
m2011-C-2700	0	0	0	172	188.5	172	-16.5	-16.5	0.61	0	15	0	0	0
m2011-C-2750	0	0	0	145.5	162.5	145.5	-17	-17	0.55	0	15	0	0	0
m2011-C-2800	0	0	0	122	139.5	122	-17.5	-17.5	0.49	0	5	0	0	0
m2011-C-2850	0	0	0	101.5	118.5	101.5	-17	-17	0.43	0	10	0	0	0
m2011-C-2900	0	0	0	83.5	100	83.5	-16.5	-16.5	0.38	0	5	0	0	0
m2011-C-2950	68.5	68.5	68.5	68.5	84	68.5	-15.5	-15.5	0.33	5	19	-5	0.34	0
m2011-C-3000	0	0	0	55	70	55	-15	-15	0.28	0	69	0	0	0
m2011-C-3050	0	0	0	44	58	44	-14	-14	0.23	0	93	0	0	0
m2011-C-3100	0	0	0	35	47.5	35	-12.5	-12.5	0.2	0	125	0	0	0
m2011-P-2500	0	0	0	35.5	47.5	35.5	-12	-12	-0.18	0	25	0	0	0
m2011-P-2550	0	0	0	47.5	61	47.5	-13.5	-13.5	-0.23	0	25	0	0	0
m2011-P-2600	0	0	0	62	76.5	62	-14.5	-14.5	-0.28	0	126	0	0	0
m2011-P-2650	0	0	0	79.5	95	79.5	-15.5	-15.5	-0.33	0	91	0	0	0
m2011-P-2700	0	0	0	99.5	116	99.5	-16.5	-16.5	-0.39	0	40	0	0	0
m2011-P-2750	0	0	0	123	140	123	-17	-17	-0.45	0	25	0	0	0
m2011-P-2800	0	0	0	149	166	149	-17	-17	-0.5	0	15	0	0	0
m2011-P-2850	0	0	0	178	195	178	-17	-17	-0.56	0	14	0	0	0
m2011-P-2900	0	0	0	209.5	226.5	209.5	-17	-17	-0.62	0	60	0	0	0
m2011-P-2950	0	0	0	244	260	244	-16	-16	-0.67	0	45	0	0	0
m2011-P-3000	0	0	0	280.5	295.5	280.5	-15	-15	-0.72	0	25	0	0	0
m2011-P-3050	0	0	0	319.5	333	319.5	-13.5	-13.5	-0.76	0	24	0	0	0
m2011-P-3100	0	0	0	360	372.5	360	-12.5	-12.5	-0.8	0	15	0	0	0
m2012-C-2550	0	0	0	295.5	314	295.5	-18.5	-18.5	0.78	0	0	0	0	0
m2012-C-2600	0	0	0	259.5	280	259.5	-20.5	-20.5	0.74	0	0	0	0	0
m2012-C-2650	0	0	0	226.5	248	226.5	-21.5	-21.5	0.69	0	0	0	0	0
m2012-C-2700	0	0	0	195.5	218.5	195.5	-23	-23	0.63	0	0	0	0	0
m2012-C-2750	0	0	0	168	192	168	-24	-24	0.58	0	5	0	0	0
m2012-C-2800	0	0	0	143	167	143	-24	-24	0.52	0	10	0	0	0
m2012-C-2850	0	0	0	120.5	145	120.5	-24.5	-24.5	0.47	0	20	0	0	0
m2012-C-2900	0	0	0	101	125	101	-24	-24	0.42	0	15	0	0	0
m2012-C-2950	0	0	0	84	107	84	-23	-23	0.36	0	16	0	0	0
m2012-C-3000	0	0	0	69	91.5	69	-22.5	-22.5	0.32	0	16	0	0	0
m2012-C-3050	0	0	0	56.5	77.5	56.5	-21	-21	0.27	0	36	0	0	0
m2012-C-3100	0	0	0	46	65.5	46	-19.5	-19.5	0.23	0	113	0	0	0
m2012-P-2550	0	0	0	45.5	64	45.5	-18.5	-18.5	-0.21	0	20	0	0	0
m2012-P-2600	0	0	0	59.5	79.5	59.5	-20	-20	-0.26	0	0	0	0	0
m2012-P-2650	0	0	0	75.5	97.5	75.5	-22	-22	-0.31	0	90	0	0	0
m2012-P-2700	0	0	0	94.5	117.5	94.5	-23	-23	-0.36	0	70	0	0	0
m2012-P-2750	0	0	0	116.5	140	116.5	-23.5	-23.5	-0.41	0	55	0	0	0
m2012-P-2800	0	0	0	141	165	141	-24	-24	-0.47	0	10	0	0	0
m2012-P-2850	0	0	0	168	192.5	168	-24.5	-24.5	-0.52	0	10	0	0	0
m2012-P-2900	0	0	0	198	222	198	-24	-24	-0.58	0	5	0	0	0
m2012-P-2950	0	0	0	230.5	254	230.5	-23.5	-23.5	-0.63	0	5	0	0	0
m2012-P-3000	0	0	0	265.5	288	265.5	-22.5	-22.5	-0.68	0	0	0	0	0
m2012-P-3050	0	0	0	302.5	323.5	302.5	-21	-21	-0.72	0	0	0	0	0
m2012-P-3100	0	0	0	341.5	361	341.5	-19.5	-19.5	-0.76	0	0	0	0	0
m2101-C-2500	0	0	0	343.5	360	343.5	-16.5	-16.5	0.81	0	26	0	0	0
m2101-C-2550	0	0	0	306.5	324	306.5	-17.5	-17.5	0.77	0	5	0	0	0
m2101-C-2600	0	0	0	271	290.5	271	-19.5	-19.5	0.73	0	10	0	0	0
m2101-C-2650	0	0	0	238.5	259	238.5	-20.5	-20.5	0.68	0	5	0	0	0
m2101-C-2700	0	0	0	208.5	230	208.5	-21.5	-21.5	0.63	0	6	0	0	0
m2101-C-2750	0	0	0	181	203.5	181	-22.5	-22.5	0.58	0	15	0	0	0
m2101-C-2800	0	0	0	156	178.5	156	-22.5	-22.5	0.53	0	20	0	0	0
m2101-C-2850	126	126	126	126	156.5	133.5	-30.5	-23	0.48	5	17	5	0.63	0
m2101-C-2900	109.5	109.5	109.5	109.5	136	113.5	-26.5	-22.5	0.43	5	61	0	0.55	0
m2101-C-2950	95.5	95.5	95.5	95.5	118	96	-22.5	-22	0.38	5	15	5	0.48	0
m2101-C-3000	85.5	85.5	85.5	85.5	101.5	80.5	-16	-21	0.34	5	46	3	0.43	0
m2101-C-3050	79	79	79	79	87.5	67.5	-8.5	-20	0.29	11	139	4	0.87	0
m2101-P-2500	28.5	28.5	28.5	28.5	56.5	41.5	-28	-15	-0.18	5	101	5	0.14	0
m2101-P-2550	0	0	0	53.5	70.5	53.5	-17	-17	-0.22	0	64	0	0	0
m2101-P-2600	0	0	0	68	86.5	68	-18.5	-18.5	-0.27	0	129	0	0	0
m2101-P-2650	0	0	0	85	104.5	85	-19.5	-19.5	-0.31	0	20	0	0	0
m2101-P-2700	0	0	0	104.5	125	104.5	-20.5	-20.5	-0.36	0	31	0	0	0
m2101-P-2750	0	0	0	126.5	148	126.5	-21.5	-21.5	-0.41	0	51	0	0	0
m2101-P-2800	0	0	0	151	172.5	151	-21.5	-21.5	-0.46	0	46	0	0	0
m2101-P-2850	0	0	0	178	200	178	-22	-22	-0.51	0	12	0	0	0
m2101-P-2900	0	0	0	208	229	208	-21	-21	-0.56	0	4	0	0	0
m2101-P-2950	0	0	0	239.5	260.5	239.5	-21	-21	-0.61	0	36	0	0	0
m2101-P-3000	0	0	0	274	294	274	-20	-20	-0.66	0	16	0	0	0
m2101-P-3050	0	0	0	310	329	310	-19	-19	-0.7	0	4	0	0	0
										50,730	523,062	-432	1,465.37	0
										50,730	523,062	-432	1,465.37	0
隐含波动率参考值
合约系列	隐含波动率(%)
c2005	13.57
c2007	10.53
c2009	10.06
c2011	9.36
c2101	9.11
i2004	17.42
i2005	29.42
i2006	29.42
i2007	31.03
i2008	31.03
i2009	25.8
i2010	23.67
i2011	26.27
i2012	24.59
i2101	21.24
i2102	21.24
m2005	17.25
m2007	18.69
m2008	17.44
m2009	17.37
m2011	15.18
m2012	15.18
m2101	15.53