商品期权：今日尾盘半小时，部分商品期货价格加速下行，期权隐含波动率随之波动较大，叠加对应期权合约临近到期，谨慎参与卖权策略。

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 HV 10/10/2024 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 24.99% 4 .63% 26.63% 0.00% 120.70% 53.11% -1.64% 0.05% 27.55% 4.19% 24.40% 0.02% 88.79% 2.89% 3.15% 0.02% 21.00% 0 .26% 26.25% -0.01% 106.18% 5.73% -5.25% 0.01% 17.62% -0 .86% 13.96% 0.00% 65.55% -9.94% 3.66% -0. 01% 19.53% -0.40% 23.97% 0.00% 60.99% 3.45% -4.44% 0. 00% 13.46% -0.96% 15.76% 0.00% 87.39% 3.32% -2.30% -0. 01% 13.88% -1.93% 10.04% 0.00% 60.92% - 13.31% 3.84% -0. 02% 32.11% -0 .29% 40.14% 0.00% 82.30% -5.37% -8.03% 0. 00% 23.07% -1.31% 18.46% 0.00% 68.95% -3.22% 4.61% -0. 01% 15.70% -1.87% 17.89% 0.00% 63.49% - 12.25% -2.19% -0. 02% 14.71% 0 .96% 16.66% 0.05% 84.65% 17.41% -1.95% -0.04% 红枣 29.44% 2.10% 29.27% 0.00% 118.27% 6.37% 0.17% 0.02% PCR -29308 8547 PCR 0.26 PCR 50932 -0.10 -0.08 -0.23 12943 -55880 -12680769488 4921 0.25 0.20 -0.46 8915 红枣 PCR 0.00 0.02 0.02 02 0.04 0.00 0.02 -0.050.09 0.00 0.01 0.01 - 0.24 9 0.0 0.34 400 39594 20 -17 7597 - 0.36 3 -0.0 0.29 101 80762 22 -160 47324 0.58 2 -0.0 0.53 486558 32 -147 209077 1.20 0.76 -250 211305 188120 1.01 0.93 491057 353814 - 0.63 0.89 -180 323865 323549 0.60 6 -0.0 0.45 501697 51 -97 139998 1.07 0.91 716 135102 122010 0. 0.49 0.85 -2811 230524 1 1504 75308 - 0.91 0.67 2059 40685 7158 38688 - 0.60 7 0.0 0.57 1648 32600 2971 13131 0.71 0.78 968272 383628 3022 -4 -0.66% 0.19 % 1221122 -122282 1488599 32621 6742 32 0.42% 2.49% 117836 36490 141336 7948 3665 10 -0.16% 0.97% 109414 -93 44 47681 -4756 8214 46 0.20% 1.69% 506664 56945 654058 6296 9600 110 1.00% 2.40% 467184 115555 311853 16417 2210 26 1.33% 1.74% 515817 189694 627200 332529 5859 -161 -2.04% -3.83% 494360 -652 79 353385 -44237 2492 22 -0.99% 0.52 % 649944 -267924 509563 -2457 8690 0 -0.23% 1.82% 744727 91765 492221 -4286 14115 -110 -1.19% 0.13 % 381844 -184 51 475179 -1567 7986 -68 -0.82% -0.5 2% 70124 -177 42 109047 11928 红枣 9780 10 -0.31% 2.53% 64275 -31 02 71689 -567 13.88% -0.70% 11.03% 0.00% 55.81% -2.45% 2.85% -0.01% 30.99% -0.42% 28.73% 0.00% 90.08% -0.12% 2.26% 0.00% 15.21% -0.61% 17.37% 0.00 % 66.52% -0.81% -2.16% -0.01% 14.41% 0.09% 13.47% 0.00% 66.75% -0.14% 0.94% 0.00% 19.86% -0.53% 21.64% -0.01% 76.17% -3.17% -1.78% 0.00% 41.80% -5.17% 44.83% 0.00% 88.13% -24.80% -3.03% -0.05% 29.83% -0.95% 25.48% 0.00% 100.97% 0.00% 4.35% -0.01% PCR PCR PCR PCR 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 43059 -21874 75054 2111 2.45 0.2 8 1.91 -0.03 236621 -86476 269544 12253 1.05 -0.1 2 1.12 -0.06 91330 13056 77454 740 0.97 -0.0 1 1.24 0.00 74422 14403 74220 2597 0.98 -0.45 1.52 0.00 71742 19580 48003 1639 1.61 -0.17 1.94 -0.14 197358 18298 278943 4524 0.33 0.0 7 0.26 -0.03 103389 -15491 160951 3251 0.41 0.0 9 0.32 0.00 590.7 2.14 -0.14% 1.42% 157441 -86938 190664 -7517 7527 31 -0.38% 3.29% 1098254 -214935 418578 -2829 76870 -690 -0.95% -0.11% 106236 2900 162402 -3650 20585 85 0.10% 1.04% 155816 2842 154437 -4281 24800 -240 -1.53% 0.56% 199820 -1546 112980 -3357 73700 -2700 -4.10% 1.17% 219356 43221 211131 557 9540 -35 -1.75% 2.79% 221800 6691 161042 -2263 38.67% -0.73% 38.90% 0.00% 95.88% -2.82% -0.23% -0.01% 48.54% -3.02% 67.24% 0.00% 105.29% -33.48% -18.70% -0.03% LPG 26.04% -0.47% 29.71% 0.04% 96.33% 8.41% -3.67% -0.04% PTA 21.01% -1.09% 30.89% 0.00% 85.97% 8.75% -9.88% -0.01% 34.97% 2.97% 35.73% 0.00% 109.45% 2.81% -0.76% 0.03% 22.21% -6.21% 24.10% 0.00% 82.11% -55.73% -1.89% -0.06% PVC 23.98% -3.06% 28.32% 0.00% 87.92% 18.54% -4.34% -0.03% 13.13% 1.31% 13.88% 0.00% 80.31% 4.27% -0.75% 0.01% 13.46% -1.88% 15.53% 0.00% 94.84% 11.22% -2.07% -0.0 2% 21.26% -3.31% 22.88% 0.00% 84.40% -4.24% -1.62% -0.03% 22.54% -0.16 % 32.51% 0.03% 86.04% 1.04% -9.97% -0.03% 20.06% -0.91% 29.36% 0.01% 84.64% 11.94% -9.30% -0.02% 24.63% -0.73% 21.80% 0.00% 114.59% -0.71% 2.83% -0.01% 24.07% -0.42 % 33.53% 0.00% 95.93% 1.03% -9.46% 0.00 % 玻璃 42.05% -3.68% 53.38% 0.00% 98.99% -8.66% -11.33% -0.04% 95391 -22812 38586 3314 0.82 -0.12 0.83 -0.14 940971 144055 883992 58621 0.70 0.13 0.36 -0. 02 LPG 20932 -649 22549 3271 1.02 -0.25 1.19 0.13 PTA 448579 -22073 454643 22387 1.00 0. 01 0.89 -0.02 67284 24743 68429 3260 0.67 0.15 1.00 -0.04 173382 47770 204194 19708 0.75 0.06 1.12 -0.15 PVC 77976 -35942 118448 1461 0.44 0. 02 0.46 0.0 2 10864 541 22936 916 0.90 - 0.11 0.79 0.0 1 13455 1614 29317 -101 0.50 -0.25 0.69 0.06 56030 -28126 75655 2116 0.97 0.32 1.09 0.0 0 93769 -526 112413 791 1.54 0.31 1.66 0.0 2 40016 -373 46970 -344 1.26 0. 01 1.16 -0.07 8588 3138 35817 705 0.52 -0.18 0.79 -0. 02 11296 435 26152 -30 0.48 -0.17 0.74 -0. 02 玻璃 545611 62760 570772 36751 0.65 0.05 0.56 -0.09 1.30% LPG PTA -35205 -4294 2.10% -4.45% -191635 PVC -2.19% 0.00% -74924 -195987 2 2688 152 9609 7957 6 -5296 4 7181 174447 0 1005 170182 1.23% -1.68% -21 1817 -810 39175 199 -11 58665 8% 0.0 -0.58% -74 7178 164939 0 648 253403 -1.51% -132 8764 -750 296269 363044 -1.62% -73