商品期权：纯碱期权隐含波动率较昨日大幅走高近6个百分点，目前处于90%分位数水平以上。

IV IV 20HV20 110IV/90IV 110IV/90IV HV 603093 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 426518 -96778 919535 20488 0.47 0.0 1 0.79 -0.05 9691 -85992 24939 11 79 0.45 -0.1 7 0.84 0.02 33117 -3 631 37137 4406 0.47 -0.2 0 0.96 -0.20 126682 -143679 232868 -1 932 0.72 0.34 0.45 0.01 116042 164 49 135505 - 717 0.60 -0.12 1.01 0.07 289358 101202 467616 3933 0.38 -0.61 0.62 -0.03 156636 34527 299041 3858 0.58 0.0 0 0.62 0.00 358249 -23593 495866 -12315 0.65 -0.12 1.14 -0.05 193703 -53 269 204761 13 65 1.06 0.35 1.14 0.04 329680 168271 455043 -10341 0.51 -0.14 0.61 0.05 54672 31 68 82926 2639 0.35 -0.0 1 0.41 -0.04 红枣 17632 101 24 35126 49 0.31 -0.0 7 0.28 -0.02 3089 -27 -0.26% -1 .03% 1496655 -75438 1283304 11990 7037 45 0.61% 1.13% 134157 46654 126119 -4289 3724 -4 0.03% -0 .43% 130847 -34163 63029 -4613 8142 -6 0.22% -0 .97% 539722 -154695 641200 -17955 9457 53 0.92% -0.47% 389395 -105273 304010 -12847 2179 29 2.06% 1.97% 679022 -5746 421993 -67427 5942 16 0.27% 0 20% 300022 36904 360325 -6391 2571 -17 0.00% -1.77% 888920 -331459 533703 -47780 8616 86 1.27% -0.52% 846326 -55498 541373 -14889 14555 250 2.21% 1.83% 445836 65478 482148 -21569 7966 20 0.13% 0.68% 61466 -3870 100149 -1065 0 红枣 10005 355 4.06% 3.17% 117463 62230 68447 -3904 HV 9/27/2024 南华期货 南华期货 南华期货 IVIV20HV20110IV/90IV110IV/90IV 24.05% 2.0 7% 20.40% 0.00% 78.54% 0.00% 3.65% 0.02% 25.62% 1.68% 18.88% 0.04% 99.38% 13.44% 6.74% -0.02% 24.56% 0.49% 23.18% -0.01% 101.26% 0.05% 1.38% 0.01% 20.08% 1.08% 16.35% 0.00% 71.56% -2 50% 3.73% 0.01% 24.42% 0.13% 26.69% 0.00% 78.16% -5.73% -2.27% 0.00% 17.25% 0.91% 12.26% 0.00% 80.63% -11.58% 4.99% 0.01% 15.38% 0.93% 8.88% 0.00% 72.77% -2 94% 6.50% 0.01% 32.71% -0.01% 33.65% 0.00% 89.38% -2 08% -0.94% 0.00% 25.73% 1.72% 19.04% 0.00% 75.33% -1 78% 6.69% 0.02% 21.59% 1.72% 16.40% 0.00% 73.36% -0.3 1% 5.19% 0.02% 17.82% 1.24% 16.20% 0.05% 64.13% 2.5 6% 1.62% -0.04% 红枣 31.11% 4.00% 24.27% 0.00% 100.75% -3 47% 6.84% 0.04% . . 南华期货 南华期货 南华期货 . . . PCR PCR PCR PCR . 17.75% 0.50% 9.83% 0.00% 75.18% 1.29% 7.92% 0.00% 37.57% 1.45% 30.79% 0.00% 97.92% -1.61% 6.78% 0.01% 19.90% 1.62% 15.91% 0.0 0% 81.59% 3.41% 3.99% 0.02% 16.62% 2.03% 14.22% 0.00 % 76.25% 5.95% 2.40% 0.02% 25.08% 2.08% 22.12% -0.01% 95.44% 2.51% 2.96% 0.03% 43.78% 2.19% 45.39% 0.00% 104.15% 7.38% -1.61% 0.02% 31.22% 1.92% 31.73% 0.00% 98.65% 3.87% -0.51% 0.02% HV 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 59415 20483 63999 1448 1.96 0.68 1.84 0.06 333022 96498 232501 2424 0.81 -0.08 1.19 0.04 108132 33387 65857 460 0.67 -0.25 1.29 0.07 101953 37002 59394 6712 0.70 0.00 1.17 0.00 77958 29091 40273 1712 1.33 0 .04 1.88 0.28 253332 143275 229032 549 0.29 -0.15 0.37 0.01 113400 29015 136846 -134 0.27 -0.32 0.38 0.00 599.42 -0.48 -0.15% - 0.53% 210996 43140 213171 -6579 7865 8 0.43% -1.04% 1562067 230102 466614 -19124 78780 1040 1.78% 1.38% 170764 49021 179167 5626 20455 305 1.84% 1.89% 198584 32051 172426 7959 24990 280 1.92% 1.00% 276270 55775 116409 3701 76950 -100 0.79% 1.81% 285188 76906 222019 -70 2 9740 95 1.09% 2.42% 266262 30068 174665 -15693 IV IV 20HV20 110IV/90IV 110IV/90IV PCR PCR PCR PCR 南华期货 南华期货 南华期货 39.33% 4.38% 29.58% 0.00% 84.04% -0 .46% 9.75% 0.04% 53.42% 6.08% 44.91% 0.00% 98.70% 1 .37% 8.51% 0.06% LPG 29.47% 1.78% 21.57% 0.04% 77.77% -4.57% 7.90% -0.03% PTA 26.86% 0.17% 29.87% 0.00% 79.94% 10.58% -3.01% 0. 00% 33.08% 4.50% 27.73% 0.00% 106.77% 10.36% 5.35% 0.05% 21.69% 0.27% 19.55% 0.00% 71.99% 3.19% 2.14% 0. 00% PVC 25.83% 3.17% 22.57% 0.00% 80.60% 8.43% 3.26% 0.03% 18.40% 3.52% 12.16% 0.00% 95.26% 1 .43% 6.24% 0.04% 15.57% 1.66% 11.72% 0.00% 71.56% -2 .39% 3.85% 0.02% 20.28% 1.89% 16.54% 0.00% 69.20% 4.29% 3.74% 0.02% 27.24% -0.46% 27.67% 0.03% 83.90% 5.59% -0.43% -0.04% 23.21% 0.18% 28.40% 0.01% 76.64% 6.66% -5.19% -0 01% 24.09% 0.68% 18.16% 0.00% 106.33% 0 .52% 5.93% 0.01% 24.08% 0.39% 30.80% 0.00% 86.11% 4.23% -6.72% 0. 00% 玻璃 55.00% 3.34% 43.65% 0.00% 91.19% -6.07% 11.35% 0.03% . 107148 -5 048 31684 -159 1.37 0.02 1.02 -0.02 1087565 222074 683020 -19635 0.61 -0.03 0.43 0.11 LPG 18769 -3 450 17106 794 0.66 -0.36 0.74 0.07 PTA 508409 90147 438856 1082 1.03 -0.66 0.90 -0.03 54113 -8 580 58731 391 0.52 0.05 0.97 -0.01 189498 60696 174596 -13779 1.15 -0.08 1.24 -0.16 PVC 92167 31488 103044 -2649 0.29 -0.15 0.48 0.01 9902 -1 645 19576 211 0.42 -0.36 0.63 0.01 18361 94 21 28246 1689 0.53 -0.39 0.53 -0.03 21951 -5 717 60232 -408 0.63 -0.47 1.01 -0.05 200907 196 39 108607 -17090 2.33 -0.28 1.65 -0.49 49452 -11 689 49453 -1686 0.94 -0.76 1.19 -0.07 13568 35 34 33468 -505 0.44 -0.07 0.85 -0.01 8397 -198596 26784 -608 0.74 -0.25 0.71 0.03 玻璃 504483 40775 383843 -12047 0.56 -0.11 0.58 0.10 -119083 LPG PTA -160008 -175304 -71794 -47541 PVC-47467 -34150 -187 -148372 -24388 160915 843 30 211186 2.87% 1.99% 36 1846 -17964 95595 6991 152738 3.00% 1.57% 136 7002 -11196 187869 331508 3.00% 1.39% 135 8516 -8435 260667 181279 0.78% 0.42% 24 4513 403504 13320 - 317926 1.30% 0.88% 67 7435 -5906 363847 75