商品期权：白糖期权隐含波动率较今日小幅上升，目前处于历史80%-90%分位数水平。

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 412936 -46303 959725 41730 0.53 0.09 0.71 -0.02 10160 -5801 30952 2014 0.50 0.18 0.62 -0.03 31530 8237 38626 241 0.77 0.11 0.93 0.00 60267 6215 233335 3013 0.92 0.24 0.47 0.02 71078 15227 134386 2639 1.14 0.41 1.03 0.02 149749 -27362 488754 17218 0.51 0.12 0.60 -0.03 379429 238991 324045 15878 0.64 -0.16 0.65 -0. 01 480621 145335 486136 6610 0.73 -0.08 1.06 -0.01 118632 9491 211555 8488 1.22 0.16 1.11 0.01 223809 -46848 477643 15579 0.55 0.00 0.58 0.00 63346 -311 80661 -1854 0.32 0.00 0.37 0.01 红枣 9317 -2163 39194 1188 0.25 0.14 0.24 -0.01 10/9/2024 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 IVIV20HV20110IV/90IV110IV/90IV 20.36% 0.25% 26.62% 0.00% 67.59% 0.7 4% -6.26% 0.00% 23.36% -1. 43% 24.38% 0.02% 85.91% 7.67% -1.02% -0.0 4% 20.74% -0.65% 26.27% -0.01% 100.45% 3.17% -5.53% 0.00% 18.48% -1.29% 15.66% 0.00% 75.49% 8.09% 2.82% -0.01% 19.93% -2.89% 26.04% 0.00% 57.54% -17.44% -6.11% -0.03% 14.42% -0.73% 17.21% 0.00% 84.07% 12.67% -2.79% -0.01% 15.81% 0.16% 9.22% 0.00% 74.23% 1.8 3% 6.59% 0.00% 32.40% -0.05% 40.00% 0.00% 87.66% 16.10% -7.60% 0.00% 24.38% -2.98% 19.92% 0.00% 72.17% -4.3 7% 4.46% -0.03% 17.57% -0.80% 18.71% 0.00% 75.74% 13.65% -1.14% -0.01% 13.75% -2.72% 17.00% 0.05% 67.23% 0.61% -3.25% -0.07% 红枣 27.34% -2.05% 29.41% 0.00% 111.90% 3.89% -2.07% -0.02% PCR PCR PCR PCR 3026 7 -0.85% 2.60% 1343404 66080 1455978 25187 6710 20 -2.07% 2.23% 81346 -66621 133388 -2 995 3655 13 -1.14% 1.41% 118758 14167 52437 -2 233 8168 -12 -1.50% -2.31% 449719 18777 647762 11896 9490 -22 -1.40% -2.02% 351629 42562 295436 50 93 2184 0 -0.41% 0.54 % 326123 -67683 294671 -29247 6020 91 1.79% 1.78% 559639 322226 397622 50940 2470 -19 -1.52% 2.90% 917868 235483 512020 -2 902 8690 -56 -2.05% -4.56% 652962 34189 496507 8485 14225 -75 -1.32% 0.33 % 400295 -15236 476746 18055 8054 38 -0.30% -0.5 2% 87866 23717 97119 19357 红枣 9770 -160 -2.83% -0.4 7% 67377 -25393 72256 12 94 14.58% -0.84% 10.02% 0.00% 58.26% -3.67% 4.56% -0.01% 31.41% -3.55% 30.85% 0.00% 90.20% -0 .33% 0.56% -0.04% 15.82% -1.40% 17.79% 0.00 % 67.33% -4.60% -1.97% -0.01% 14.32% -1.03% 14.57% 0.00 % 66.88% -0 .07% -0.25% -0.01% 20.39% 0.34% 22.41% -0.01% 79.35% -1.13% -2.02% 0.01% 46.97% 1.26% 48.07% 0.00% 112.93% 03% -1.10% 0.01% 30.78% -2.70% 31.28% 0.00% 100.97% -6.95% -0.50% -0.03% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -6.36% -6.65% 10.79% % -0.06% -0.10% -0.07% % PVC -5.50% -0.06% -0.02% 28.88% 玻璃 -17.54% -0.06% -0.06% 0.00% % -0.18% -12.92% 5.00% 107.64% 0.00% 58.65% 45.73% -0.02 -12.32% -0.14% 94.90% 0.00% 36.81% % -1.73 24.49% 4.04% 115.30% 0.00% 21.32% 25.36% -9.85% 1.93% 72.71% 0.01% 30.82% -4.69% 20.97% -9.77% -3.95% 85.01% 0.03% 32.47% % -2.92 22.70% 0.05% 1.27% -3.42% 88.64% 0.00% 23.30% 5.25% 24.57% 0.01% -0.50% 6.42% 83.62% 0.00% 15.84% 0.88% 15.34% -3.07% 4.01% 76.04% 0.00% 14.89% 11.82% 0.00% -1.65% -7.11% 69.39% 0.00% 28.69% 0.10% 27.04% 0.01% 4.24% 44.61% 137.84% 0.00% 24.18% 1.37% 28.42% -0.03 -4.71% 1.25% 106.64% 0.00% 36.71% % -3.21 32.00% -13.18% -6.37% 77.23% 0.00% 35.28% 22.10% -3.43% 87.92% 0.04% 29.94% 26.51% -18.95% 26.20% 138.76% 0.00% 70.51% -5.81% 51.56% -0.01 0.31% 1.95% 98.70% 0.00% 39.09% % -0.71 39.40% PCR PCR PCR PCR PCR PCR PCR PCR 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 562 -18.1 -3.12% -13.11% 140540 138201 22127 2248 1495 0 -6.62% 2.88% 3112800 -585848 1310238 51687 LPG 4930 -93 -1.85% -7.44% 86823 7992 38064 -2349 PTA 5234 -76 -2.86% -6.61% 1151210 4661 2 1002885 14275 18920 30 -1.56% -0.28% 758807 213574 202228 16612 2517 -50 -2.63% -5.35% 673905 -375 25 575341 469 PVC 5580 -96 -3.34% -3.13% 1607048 387404 826998 35113 8274 -19 -0.61% -2.23% 341710 -62 55 344691 20757 7655 -65 -1.10% -3.46% 376544 -371 37 346523 17690 4805 12 0.57% -3.04% 559031 275056 303775 36497 8896 -88 -1.51% -5.02% 246923 -65 08 170235 -2973 7252 4 -0.66% -3.35% 69864 -187 93 47279 -10242 1838 -27 -2.91% -2.05% 160132 -58206 167266 12072 64933 31349 72943 3814 2.17 0.45 1.94 0.02 323097 158922 257291 7786 1.16 0.14 1.18 -0.03 78274 786 4 76714 2513 0.98 0.17 1.24 0.01 60019 -7 47 71623 3993 1.42 0.45 1.51 0.12 52162 126 99 46364 2524 1.78 0.55 2.09 -0.03 179060 -151906 274419 4525 0.26 -0.06 0.29 0.00 118880 -60 561 157700 8817 0.32 0.04 0.32 -0.04 588.56 -7 .66 -1.56% -1.50% 244379 140331 198181 -7948 7496 -176 -3.68% -1.83% 1313189 572354 421407 -9199 77560 250 -0.84% 1.06% 103336 - 17347 166052 701 20500 -125 -0.94% -1.58% 152974 - 18552 158718 -2466 25040 -245 -2.09% -2.91% 201366 33 172 116337 361 76400 -250 -5.27% -1.93% 176135 -204877 210574 -1248 9575 -85 -4.54% -2.41% 215109 -132534 163305 -3077 118203 87631 35272 4561 0.93 0.02 0.96 -0.25 796916 -48978 825371 91003 0.57 -0.06 0.38 -0.02 LPG 21581 369 8 19278 227 1.27 0.67 1.06 0.08 PTA 470652 58915 432256 15520 0.99 0.36 0.92 0.00 42541 671 5 65169 4949 0.52 -0.10 1.03 -0.02 125612 -14 184 184486 7383 0.70 -0.02 1.26 0.01 PVC 113918 29217 116987 6951 0.42 0