商品期权：本交易商品期权隐含波动率较昨日虽普遍下降，但受到上一交易日大幅拉升影响，目前仍普遍处于较高位置。

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 459239 -108700 917995 9886 0.44 0.04 0.73 -0.0 3 15961 3051 28938 2356 0.33 0.12 0.64 -0.11 23293 -14893 38385 - 366 0.66 0.21 0.93 -0.0 2 54052 -24497 230322 -5969 0.68 0.05 0.45 -0.0 1 55851 -22099 131747 -1 985 0.73 0.25 1.02 0.03 177111 -119020 471536 13228 0.39 0.02 0.63 -0.04 140438 -53525 308167 5469 0.80 0.08 0.66 0.03 335286 -66066 479526 -7642 0.81 0.25 1.07 -0.13 109141 -65649 203067 176 1.06 -0.02 1.10 0.05 270657 -63907 462064 -4053 0.54 0.03 0.58 -0.02 63657 -18446 82515 11 00 0.31 -0.04 0.37 -0.0 1 红枣 11480 -3059 38006 1425 0.11 -0.01 0.26 -0.02 HV 10/8/2024 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 IVIV20HV20110IV/90IV110IV/90IV 20.11% -6.94% 21.58% 0.00% 66.84% -20.94% -1.47% -0.07% 24.79% -1.47% 19.20% 0.04% 78.23% -8.91% 5.59% -0.05% 21.39% -3.92% 23.42% -0.01% 97.28% -4.27% -2.03% -0.03% 19.77% -1.58% 16.41% 0.00% 67.40% 1.13% 3.36% -0.02% 22.82% -3.24% 26.51% 0.00% 74.98% -3.65% -3.69% -0.03% 15.15% -4.76% 16.25% 0.00% 71.40% -9.10% -1.10% -0.05% 15.65% -1.70% 9.24% 0.00% 72.39% 4.01% 6.41% -0.02% 32.45% -8.21% 34.21% 0.00% 71.56% -34.05% -1.76% -0.08% 27.36% -1.72% 19.04% 0.00% 76.54% 2.44% 8.32% -0.02% 18.37% -6.58% 17.27% 0.00% 62.09% -22.44% 1.10% -0.07% 16.47% -5.51% 17.08% 0.05% 66.62% -24.02% -0.61% -0.10% 红枣 29.39% -1.11% 28.49% 0.00% 108.01% 4.21% 0.90% -0.01% PCR PCR PCR PCR -131 -283 -126 -5.43% -3.03% -3.81% 0.84% 0.69% -3.44% -302583 -129 178 -265 -131445 -52152 -126272 -86155 红枣 -235 -6.28%2.81% -2.76% -0.86% -4.73% 87834 13804 4914 14858 71 -37660 36 32621 1258 41 8975 78 41 70962 -5261 92770 -2.36% 9930 - 77762 -26248 64149 0.23% 6 -2 8016 23 458691 -10340 415513 -1.65% 14300 - 488022 618773 2.51% 8746 514922 682385 -4.42% 2489 67 346682 237413 % 0.39 0.02% 14 5929 323918 393806 -0.95% 1 -4 2184 29 290344 -29417 308994 0.61% 44 9512 635866 -19322 430942 0.81% 32 8180 - 54670 -27612 104591 -2.54% 3642 136383 32469 147967 -4.31% 6690 1430791 1277324 -3.45% 3019 15.42% -3.94% 10.06% 0.00% 61.93% -3.79% 5.36% -0.04% 34.96% -4.48% 30.29% 0.00% 90.53% -2.72% 4.67% -0.04% 17.22% -5.02% 15.91% 0.00 % 71.93% -9.15% 1.31% -0.05% 15.35% -1. 43% 14.52% 0.00 % 66.95% -12.09% 0.83% -0. 02% 20.05% -3.93% 22.41% -0.01% 80.48% -7.05% -2.36% -0.03% 45.71% 4.10% 46.80% 0.00% 99.90% 9.24% -1.09% 0.04% 33.48% -3.61% 30.27% 0.00% 107.92% 0.15 % 3.21% -0.04% PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV 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 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 580.1 36.6 9.99% 5.63% 2339 -149876 19879 -1089 1495 -20 4 -9.50% -18.14% 3698644 -291562 1258547 202169 LPG 5023 231 5.59% 2.76% 78831 3225 40413 -5093 PTA 5310 116 3.75% -1.18 % 1104487 -245372 988499 -39709 18890 -755 -1.28% -7.76% 545233 -239206 185616 -7160 2567 42 2.72% -1.02 % 711430 -68569 574872 -6501 PVC 5676 -123 -0.21% -5.04% 1219644 -246323 791885 35223 8293 94 1.62% -0.58 % 347965 -1003 323934 -14006 7720 126 2.36% -0.11 % 413681 -17544 328833 -28482 4793 120 3.61% -0.12 % 283975 -5510 267278 11545 8984 124 3.51% -1.29 % 253431 -109113 173208 163 7248 94 2.69% -0.18 % 88610 -65862 57506 -14302 1865 -20 -0.85% -3.07 % 218338 -3502 155194 -747 PCR PCR -1.01 -0.03 0.13 0.18 0.06 0.09 0.07 PCR -231255 PCR 0.110.03 -0.01 0.21 0.29 -0.07 -0.01 0.36 0.28 11478 148883 31163 179441 0.29 0.32 33271 269894 43306 330966 2.12 1.23 1687 43840 4 -1559 39463 1.39 0.97 2113 67630 8 -1047 60766 1.23 0.81 2191 74201 3 -2007 70410 1.21 1.02 7593 249505 164175 1.92 1.72 2079 69129 9 -4183 33584 596.22 -0.5 -0.07% 0.43% 104048 -114803 206129 2 7672 -121 -1.84% -0.93% 740835 -867878 430606 -3 61 77310 -1520 -1.90% -2.20% 120683 -31643 165351 -5198 20625 165 0.63% 0.12% 171526 -8508 161184 -2243 25285 165 0.82% 0.40% 168194 -55608 115976 5572 76650 -3100 -3.34% -6.05% 381012 34858 211822 -5779 9660 -230 -2.13% -4.03% 347643 70037 166382 -2715 40.11% -2.23% 31.72% 0.00% 96.75% 8.54% 8.39% -0.03% 57.37% 0.98% 52.95% 0.00% 112.57% 17.68% 4.42% 0.01% LPG 32.87% 1.02% 24.00% 0.04% 77.14% 0.90 % 8.87% -0.03 % PTA 28.75% -4.10% 34.23% 0.00% 83.59% 7.00% -5.48% -0.04% 35.21% -11.39% 32.68% 0.00% 105.39% -13. 62% 2.53% -0.11% 27.05% -1.52% 23.47% 0.00% 93.23% 4.73% 3.58% -0.02% PVC 26.94% -8.26% 27.61% 0.00% 76.50% -10.38% -0.67% -0.08% 17.32% 2.41% 14.37% 0.00% 72.03% -23.86% 2.95% 0.02% 14.46% -12.70% 14.70% 0.00% 77.20% -22.35% -0.24% -0.13% 19.32% -3.61% 21.39% 0.00% 92.05% 21.50% -2.07% -0.04% 25.62% -0.23% 32.38% 0.03% 88.96% 23.62% -6.76% -0.03% 25.66% 0.06% 30.44% 0.01% 70.78% -16.86% -4.78% -0.01% 25.38% -2.32% 20.99% 0.00% 86.42% -26.03% 4.39% -0.02% 26.22% 1.28% 35.56% 0.00% 95.05% 5.86% -9.34% 0.01% 玻璃 63.27% -10.30% 54.15% 0.00% 102.64% -45.13% 9.12% -0.10% 30572 -66256 30711 -826 0.91 0.10 1.21 0.11 845894 -174118 734368 68182 0.63 -0.01 0.40 -0.14 LPG 17883 -3636 19051 868 0.60 0.22 0.98 0.14 PTA 411737 -192701 416736 992 0.63 -0.02 0.91 0.0 2 35826 -36021 60220 397 0.62 0.06 1.06 0.0 3 139796 -87279 177103 9536 0.71 0.07 1.26 0.0 5