2月20日大连盘豆粕期权下午收盘行情_豆粕期权

2月20日大连盘豆粕期权下午收盘行情

http://www.cofeed.com 2020-02-20 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	270.5	276.5	266	267	260	268	7	8	0.95	266	1,118	-78	71.88	0
m2005-C-2450	222	223.5	218	218.5	214	222	4.5	8	0.91	303	572	-138	67.12	0
m2005-C-2500	174.5	175	171	171.5	171	178.5	0.5	7.5	0.85	258	1,208	-53	44.54	0
m2005-C-2550	127.5	135	127.5	127.5	132	139	-4.5	7	0.76	66	1,098	-14	8.56	0
m2005-C-2600	89.5	97.5	86	90	98	104.5	-8	6.5	0.66	344	3,131	15	31.5	0
m2005-C-2650	62	65	56.5	61.5	70	75.5	-8.5	5.5	0.55	1,535	4,561	633	92.42	0
m2005-C-2700	39	42	35.5	39	48	52.5	-9	4.5	0.43	4,125	12,575	231	160.93	2
m2005-C-2750	26	28	23.5	26	31	35	-5	4	0.32	2,289	19,889	-221	58.54	0
m2005-C-2800	16.5	18.5	16	17	19.5	22	-2.5	2.5	0.23	2,544	24,572	167	43.52	0
m2005-C-2850	12	13	11	12	11.5	13.5	0.5	2	0.16	1,734	15,279	61	20.97	0
m2005-C-2900	8.5	10	8.5	9.5	6.5	7.5	3	1	0.1	3,214	13,999	-941	30.22	0
m2005-C-2950	7	8	7	8	3.5	4	4.5	0.5	0.06	2,633	15,416	-42	19.92	0
m2005-C-3000	6	6.5	6	6.5	1.5	2	5	0.5	0.03	1,019	13,216	-374	6.31	0
m2005-C-3050	5	5.5	5	5.5	0.5	1	5	0.5	0.02	2,914	25,300	-524	15.2	0
m2005-C-3100	4	4.5	4	4	0.5	0.5	3.5	0	0.01	945	11,209	58	3.8	0
m2005-C-3150	3	4	3	3	0.5	0.5	2.5	0	0.01	5,131	56,153	695	17.46	0
m2005-P-2400	2.5	3.5	2.5	3.5	3.5	3.5	0	0	-0.05	1,030	7,522	-231	3.07	0
m2005-P-2450	5	5	4.5	5	7.5	7	-2.5	-0.5	-0.09	357	2,577	-108	1.66	0
m2005-P-2500	7.5	8	7	8	14.5	14	-6.5	-0.5	-0.15	2,232	6,291	-398	16.71	0
m2005-P-2550	12.5	13.5	12	13.5	25	24.5	-11.5	-0.5	-0.24	1,593	8,693	51	19.85	0
m2005-P-2600	23	25	21.5	25	41.5	40	-16.5	-1.5	-0.34	1,763	12,518	172	41.11	0
m2005-P-2650	43	45.5	39.5	45.5	63	60.5	-17.5	-2.5	-0.45	1,934	10,964	192	81.68	0
m2005-P-2700	70.5	191.5	66	73.5	91	87.5	-17.5	-3.5	-0.57	374	24,475	-82	26.34	0
m2005-P-2750	109	111.5	101.5	109.5	124	120	-14.5	-4	-0.67	234	12,356	1	25.1	0
m2005-P-2800	149.5	152	147.5	151	162	157	-11	-5	-0.77	145	8,605	-2	21.68	0
m2005-P-2850	198.5	198.5	189	196	204	198	-8	-6	-0.85	100	1,440	10	19.36	0
m2005-P-2900	234.5	234.5	234.5	234.5	249	242.5	-14.5	-6.5	-0.9	1	1,335	0	0.23	0
m2005-P-2950	292.5	292.5	292.5	292.5	296	289	-3.5	-7	-0.94	10	913	0	2.93	0
m2005-P-3000	0	0	0	337	344.5	337	-7.5	-7.5	-0.97	0	1,448	0	0	0
m2005-P-3050	384	391.5	384	391.5	393.5	386	-2	-7.5	-0.99	53	688	-13	20.54	0
m2005-P-3100	435.5	438.5	433	438.5	443.5	435.5	-5	-8	-0.87	585	2,208	-151	255.31	0
m2005-P-3150	487.5	487.5	487.5	487.5	493	485	-5.5	-8	-1	10	387	0	4.88	0
m2007-C-2450	0	0	0	268	264.5	268	3.5	3.5	0.85	0	0	0	0	0
m2007-C-2500	0	0	0	228	225.5	228	2.5	2.5	0.8	0	0	0	0	0
m2007-C-2550	0	0	0	191	190	191	1	1	0.73	0	0	0	0	0
m2007-C-2600	0	0	0	158	157.5	158	0.5	0.5	0.66	0	2	0	0	0
m2007-C-2650	0	0	0	128.5	129	128.5	-0.5	-0.5	0.59	0	0	0	0	0
m2007-C-2700	0	0	0	102.5	103.5	102.5	-1	-1	0.51	0	21	0	0	0
m2007-C-2750	0	0	0	80.5	82	80.5	-1.5	-1.5	0.44	0	11	0	0	0
m2007-C-2800	0	0	0	62.5	64	62.5	-1.5	-1.5	0.37	0	13	0	0	0
m2007-C-2850	0	0	0	47.5	49.5	47.5	-2	-2	0.3	0	138	0	0	0
m2007-C-2900	35.5	35.5	33.5	34	37.5	35.5	-3.5	-2	0.24	56	215	-54	1.94	0
m2007-C-2950	29.5	29.5	29	29	28	26	1	-2	0.19	15	319	-10	0.44	0
m2007-C-3000	0	0	0	19	20.5	19	-1.5	-1.5	0.15	0	1,187	0	0	0
m2007-C-3050	15	15	15	15	14.5	13.5	0.5	-1	0.11	3	143	-3	0.05	0
m2007-C-3100	0	0	0	9.5	10.5	9.5	-1	-1	0.08	0	140	0	0	0
m2007-C-3150	0	0	0	6.5	7.5	6.5	-1	-1	0.06	0	141	0	0	0
m2007-P-2450	0	0	0	20.5	24.5	20.5	-4	-4	-0.15	0	20	0	0	0
m2007-P-2500	0	0	0	30.5	35.5	30.5	-5	-5	-0.2	0	135	0	0	0
m2007-P-2550	0	0	0	43.5	49.5	43.5	-6	-6	-0.26	0	54	0	0	0
m2007-P-2600	0	0	0	60.5	67	60.5	-6.5	-6.5	-0.33	0	50	0	0	0
m2007-P-2650	0	0	0	80.5	88	80.5	-7.5	-7.5	-0.41	0	20	0	0	0
m2007-P-2700	0	0	0	104.5	112.5	104.5	-8	-8	-0.48	0	21	0	0	0
m2007-P-2750	0	0	0	132.5	141	132.5	-8.5	-8.5	-0.56	0	40	0	0	0
m2007-P-2800	0	0	0	164	173	164	-9	-9	-0.63	0	4	0	0	0
m2007-P-2850	0	0	0	199	208	199	-9	-9	-0.7	0	4	0	0	0
m2007-P-2900	0	0	0	237	245.5	237	-8.5	-8.5	-0.76	0	4	0	0	0
m2007-P-2950	0	0	0	277.5	286	277.5	-8.5	-8.5	-0.81	0	0	0	0	0
m2007-P-3000	0	0	0	320	328.5	320	-8.5	-8.5	-0.85	0	0	0	0	0
m2007-P-3050	0	0	0	364.5	372.5	364.5	-8	-8	-0.89	0	0	0	0	0
m2007-P-3100	0	0	0	410	418.5	410	-8.5	-8.5	-0.92	0	2	0	0	0
m2007-P-3150	0	0	0	457.5	465	457.5	-7.5	-7.5	-0.94	0	0	0	0	0
m2008-C-2500	0	0	0	263	259	263	4	4	0.82	0	0	0	0	0
m2008-C-2550	0	0	0	225	222	225	3	3	0.77	0	0	0	0	0
m2008-C-2600	0	0	0	189.5	187.5	189.5	2	2	0.71	0	0	0	0	0
m2008-C-2650	0	0	0	158	157	158	1	1	0.64	0	5	0	0	0
m2008-C-2700	0	0	0	129.5	129.5	129.5	0	0	0.57	0	15	0	0	0
m2008-C-2750	0	0	0	105	105.5	105	-0.5	-0.5	0.5	0	35	0	0	0
m2008-C-2800	0	0	0	83.5	85	83.5	-1.5	-1.5	0.43	0	29	0	0	0
m2008-C-2850	0	0	0	65.5	67.5	65.5	-2	-2	0.36	0	38	0	0	0
m2008-C-2900	0	0	0	51	53	51	-2	-2	0.3	0	107	0	0	0
m2008-C-2950	37.5	40.5	37	40	41	39	-1	-2	0.25	91	204	56	3.52	0
m2008-C-3000	32.5	33.5	32.5	33.5	31.5	29	2	-2.5	0.2	10	211	10	0.33	0
m2008-C-3050	0	0	0	21.5	23.5	21.5	-2	-2	0.15	0	366	0	0	0
m2008-C-3100	0	0	0	16	17.5	16	-1.5	-1.5	0.12	0	149	0	0	0
m2008-C-3150	0	0	0	11.5	13	11.5	-1.5	-1.5	0.09	0	103	0	0	0
m2008-P-2500	0	0	0	27	33	27	-6	-6	-0.17	0	25	0	0	0
m2008-P-2550	0	0	0	38.5	45.5	38.5	-7	-7	-0.23	0	121	0	0	0
m2008-P-2600	0	0	0	53.5	61.5	53.5	-8	-8	-0.29	0	40	0	0	0
m2008-P-2650	0	0	0	71.5	80.5	71.5	-9	-9	-0.36	0	35	0	0	0
m2008-P-2700	0	0	0	93	102.5	93	-9.5	-9.5	-0.43	0	70	0	0	0
m2008-P-2750	0	0	0	118	128.5	118	-10.5	-10.5	-0.5	0	35	0	0	0
m2008-P-2800	0	0	0	146.5	157.5	146.5	-11	-11	-0.57	0	45	0	0	0
m2008-P-2850	0	0	0	178.5	190	178.5	-11.5	-11.5	-0.63	0	55	0	0	0
m2008-P-2900	0	0	0	213	225	213	-12	-12	-0.69	0	45	0	0	0
m2008-P-2950	0	0	0	251	263	251	-12	-12	-0.75	0	30	0	0	0
m2008-P-3000	0	0	0	291	303	291	-12	-12	-0.8	0	55	0	0	0
m2008-P-3050	0	0	0	333.5	345.5	333.5	-12	-12	-0.84	0	8	0	0	0
m2008-P-3100	0	0	0	377.5	389	377.5	-11.5	-11.5	-0.88	0	28	0	0	0
m2008-P-3150	0	0	0	423	434.5	423	-11.5	-11.5	-0.91	0	9	0	0	0
m2009-C-2450	332	332	321.5	321.5	322.5	331	-1	8.5	0.84	24	369	24	7.86	0
m2009-C-2500	0	0	0	292	283	292	9	9	0.8	0	160	0	0	0
m2009-C-2550	244	244	239	239	246	255.5	-7	9.5	0.75	4	827	0	0.96	0
m2009-C-2600	204.5	204.5	198.5	198.5	211.5	221.5	-13	10	0.7	35	860	-6	6.98	0
m2009-C-2650	172	172	164	164	180.5	190	-16.5	9.5	0.64	24	2,113	20	4.11	0
m2009-C-2700	139.5	143.5	137	139	152.5	162	-13.5	9.5	0.58	243	12,545	-22	33.78	0
m2009-C-2750	116.5	120	114	116	127.5	136.5	-11.5	9	0.53	234	4,799	20	27.31	0
m2009-C-2800	97.5	100.5	96	98	105.5	114.5	-7.5	9	0.47	248	5,420	-44	24.41	0
m2009-C-2850	84	86.5	82	83	86.5	95	-3.5	8.5	0.41	316	7,967	26	26.63	0
m2009-C-2900	73	74	70.5	73	70	78	3	8	0.36	262	11,646	-37	18.98	0
m2009-C-2950	62.5	65.5	62.5	63.5	56	63.5	7.5	7.5	0.31	253	9,037	141	16.19	0
m2009-C-3000	56	58	56	58	44.5	51	13.5	6.5	0.26	365	11,186	121	20.79	0
m2009-C-3050	49.5	51.5	49.5	51	35	41	16	6	0.22	222	5,962	27	11.15	0
m2009-C-3100	44.5	47	44.5	45	27.5	32.5	17.5	5	0.18	450	5,523	76	20.5	0
m2009-C-3150	40	42.5	40	41	21	25.5	20	4.5	0.15	108	6,941	47	4.46	0
m2009-C-3200	38.5	38.5	35.5	37	16	20	21	4	0.12	1,840	43,408	226	68.59	0
m2009-P-2450	13	14	13	14	27	29.5	-13	2.5	-0.16	81	1,597	38	1.08	0
m2009-P-2500	19	19.5	18.5	19.5	37	40.5	-17.5	3.5	-0.2	254	1,923	105	4.89	0
m2009-P-2550	26	27.5	26	27.5	50	53.5	-22.5	3.5	-0.25	109	4,097	22	2.94	0
m2009-P-2600	38	39.5	36.5	39.5	65.5	69	-26	3.5	-0.3	45	3,783	22	1.69	0
m2009-P-2650	52.5	56.5	52	55.5	84	88	-28.5	4	-0.35	294	3,712	46	16.05	0
m2009-P-2700	76	79	73	78	105.5	109.5	-27.5	4	-0.41	306	9,765	-31	23.69	0
m2009-P-2750	103.5	106	99	104	130.5	134	-26.5	3.5	-0.47	279	28,943	-27	28.65	0
m2009-P-2800	130	136	130	136	158	161	-22	3	-0.53	9	4,264	0	1.21	0
m2009-P-2850	167	170	164	170	189	191.5	-19	2.5	-0.58	17	2,823	0	2.81	0
m2009-P-2900	208	210	201	209.5	222	224	-12.5	2	-0.64	49	885	-10	10.18	0
m2009-P-2950	243	243	241.5	242.5	258	259.5	-15.5	1.5	-0.69	4	646	0	0.97	0
m2009-P-3000	285	285	285	285	296.5	297	-11.5	0.5	-0.73	1	267	-1	0.29	0
m2009-P-3050	328	339	328	339	336.5	336.5	2.5	0	-0.77	7	290	7	2.32	0
m2009-P-3100	377	379.5	369.5	379.5	378.5	377.5	1	-1	-0.81	46	463	32	17.09	0
m2009-P-3150	0	0	0	420.5	422	420.5	-1.5	-1.5	-0.85	0	215	0	0	0
m2009-P-3200	468.5	473	468.5	473	467	465	6	-2	-0.87	3	1,806	2	1.41	0
m2011-C-2500	0	0	0	329.5	306.5	329.5	23	23	0.78	0	0	0	0	0
m2011-C-2550	0	0	0	293.5	269	293.5	24.5	24.5	0.74	0	0	0	0	0
m2011-C-2600	0	0	0	260.5	233.5	260.5	27	27	0.69	0	20	0	0	0
m2011-C-2650	0	0	0	229.5	201.5	229.5	28	28	0.65	0	15	0	0	0
m2011-C-2700	0	0	0	201	172	201	29	29	0.6	0	15	0	0	0
m2011-C-2750	0	0	0	175	145.5	175	29.5	29.5	0.55	0	15	0	0	0
m2011-C-2800	0	0	0	151.5	122	151.5	29.5	29.5	0.5	0	5	0	0	0
m2011-C-2850	0	0	0	130.5	101.5	130.5	29	29	0.46	0	10	0	0	0
m2011-C-2900	0	0	0	111.5	83.5	111.5	28	28	0.41	0	5	0	0	0
m2011-C-2950	0	0	0	95	68.5	95	26.5	26.5	0.37	0	19	0	0	0
m2011-C-3000	0	0	0	80.5	55	80.5	25.5	25.5	0.32	0	69	0	0	0
m2011-C-3050	0	0	0	67.5	44	67.5	23.5	23.5	0.28	0	93	0	0	0
m2011-C-3100	0	0	0	56.5	35	56.5	21.5	21.5	0.25	0	125	0	0	0
m2011-P-2500	0	0	0	53.5	35.5	53.5	18	18	-0.21	0	25	0	0	0
m2011-P-2550	0	0	0	67.5	47.5	67.5	20	20	-0.25	0	25	0	0	0
m2011-P-2600	0	0	0	83.5	62	83.5	21.5	21.5	-0.3	0	126	0	0	0
m2011-P-2650	0	0	0	102.5	79.5	102.5	23	23	-0.34	0	91	0	0	0
m2011-P-2700	0	0	0	123.5	99.5	123.5	24	24	-0.39	0	40	0	0	0
m2011-P-2750	0	0	0	147.5	123	147.5	24.5	24.5	-0.44	0	25	0	0	0
m2011-P-2800	0	0	0	173.5	149	173.5	24.5	24.5	-0.49	0	15	0	0	0
m2011-P-2850	0	0	0	202	178	202	24	24	-0.54	0	14	0	0	0
m2011-P-2900	0	0	0	233	209.5	233	23.5	23.5	-0.58	0	60	0	0	0
m2011-P-2950	0	0	0	266	244	266	22	22	-0.63	0	45	0	0	0
m2011-P-3000	0	0	0	301	280.5	301	20.5	20.5	-0.67	0	25	0	0	0
m2011-P-3050	0	0	0	337.5	319.5	337.5	18	18	-0.71	0	24	0	0	0
m2011-P-3100	0	0	0	376.5	360	376.5	16.5	16.5	-0.74	0	15	0	0	0
m2012-C-2550	0	0	0	302.5	295.5	302.5	7	7	0.77	0	0	0	0	0
m2012-C-2600	0	0	0	267.5	259.5	267.5	8	8	0.73	0	0	0	0	0
m2012-C-2650	0	0	0	235	226.5	235	8.5	8.5	0.68	0	0	0	0	0
m2012-C-2700	0	0	0	204.5	195.5	204.5	9	9	0.63	0	0	0	0	0
m2012-C-2750	0	0	0	177	168	177	9	9	0.58	0	5	0	0	0
m2012-C-2800	0	0	0	152.5	143	152.5	9.5	9.5	0.52	0	10	0	0	0
m2012-C-2850	0	0	0	130	120.5	130	9.5	9.5	0.47	0	20	0	0	0
m2012-C-2900	0	0	0	110.5	101	110.5	9.5	9.5	0.42	0	15	0	0	0
m2012-C-2950	0	0	0	93	84	93	9	9	0.38	0	16	0	0	0
m2012-C-3000	0	0	0	77.5	69	77.5	8.5	8.5	0.33	0	16	0	0	0
m2012-C-3050	0	0	0	64.5	56.5	64.5	8	8	0.29	0	36	0	0	0
m2012-C-3100	0	0	0	53.5	46	53.5	7.5	7.5	0.25	0	113	0	0	0
m2012-P-2550	0	0	0	52.5	45.5	52.5	7	7	-0.22	0	20	0	0	0
m2012-P-2600	0	0	0	67	59.5	67	7.5	7.5	-0.27	0	0	0	0	0
m2012-P-2650	0	0	0	84	75.5	84	8.5	8.5	-0.31	0	90	0	0	0
m2012-P-2700	0	0	0	103.5	94.5	103.5	9	9	-0.36	0	70	0	0	0
m2012-P-2750	0	0	0	125.5	116.5	125.5	9	9	-0.42	0	55	0	0	0
m2012-P-2800	0	0	0	150.5	141	150.5	9.5	9.5	-0.47	0	10	0	0	0
m2012-P-2850	0	0	0	177.5	168	177.5	9.5	9.5	-0.52	0	10	0	0	0
m2012-P-2900	0	0	0	207.5	198	207.5	9.5	9.5	-0.57	0	5	0	0	0
m2012-P-2950	0	0	0	239.5	230.5	239.5	9	9	-0.62	0	5	0	0	0
m2012-P-3000	0	0	0	274	265.5	274	8.5	8.5	-0.66	0	0	0	0	0
m2012-P-3050	0	0	0	310.5	302.5	310.5	8	8	-0.71	0	0	0	0	0
m2012-P-3100	0	0	0	349	341.5	349	7.5	7.5	-0.74	0	0	0	0	0
m2101-C-2500	0	0	0	354	343.5	354	10.5	10.5	0.81	0	26	0	0	0
m2101-C-2550	0	0	0	316.5	306.5	316.5	10	10	0.77	0	5	0	0	0
m2101-C-2600	0	0	0	281.5	271	281.5	10.5	10.5	0.73	0	10	0	0	0
m2101-C-2650	0	0	0	249	238.5	249	10.5	10.5	0.68	0	5	0	0	0
m2101-C-2700	0	0	0	219	208.5	219	10.5	10.5	0.63	0	6	0	0	0
m2101-C-2750	0	0	0	191.5	181	191.5	10.5	10.5	0.58	0	15	0	0	0
m2101-C-2800	0	0	0	166.5	156	166.5	10.5	10.5	0.54	0	20	0	0	0
m2101-C-2850	0	0	0	143.5	133.5	143.5	10	10	0.49	0	17	0	0	0
m2101-C-2900	0	0	0	123	113.5	123	9.5	9.5	0.44	0	61	0	0	0
m2101-C-2950	101	115	101	115	96	105	19	9	0.39	7	22	7	0.74	0
m2101-C-3000	89	89	89	89	80.5	89	8.5	8.5	0.35	10	51	5	0.89	0
m2101-C-3050	79	80	79	79.5	67.5	75	12	7.5	0.31	35	162	23	2.78	0
m2101-P-2500	0	0	0	44.5	41.5	44.5	3	3	-0.19	0	101	0	0	0
m2101-P-2550	36	36	36	36	53.5	57	-17.5	3.5	-0.22	5	64	0	0.18	0
m2101-P-2600	0	0	0	71.5	68	71.5	3.5	3.5	-0.27	0	129	0	0	0
m2101-P-2650	0	0	0	88.5	85	88.5	3.5	3.5	-0.31	0	20	0	0	0
m2101-P-2700	0	0	0	108	104.5	108	3.5	3.5	-0.36	0	31	0	0	0
m2101-P-2750	0	0	0	130	126.5	130	3.5	3.5	-0.41	0	51	0	0	0
m2101-P-2800	0	0	0	154.5	151	154.5	3.5	3.5	-0.46	0	46	0	0	0
m2101-P-2850	0	0	0	181	178	181	3	3	-0.5	0	12	0	0	0
m2101-P-2900	0	0	0	210.5	208	210.5	2.5	2.5	-0.55	0	4	0	0	0
m2101-P-2950	0	0	0	242	239.5	242	2.5	2.5	-0.6	0	36	0	0	0
m2101-P-3000	0	0	0	275.5	274	275.5	1.5	1.5	-0.64	0	16	0	0	0
m2101-P-3050	0	0	0	311	310	311	1	1	-0.68	0	4	0	0	0
										46,105	522,836	-226	1,652.12	2
										46,105	522,836	-226	1,652.12	2
隐含波动率参考值
合约系列	隐含波动率(%)
c2005	14.03
c2007	11.54
c2009	10.01
c2011	10.01
c2101	9.05
i2004	26.78
i2005	30.2
i2006	30.2
i2007	24.43
i2008	24.43
i2009	26.72
i2010	24.38
i2011	26.22
i2012	24.22
i2101	26.39
i2102	26.39
m2005	17.77
m2007	17.98
m2008	16.65
m2009	18.26
m2011	18.26
m2012	16.23
m2101	16.23