商品期权：棕榈油期权隐含波动率近期不断上升，目前高于20日历史波动率6.68个百分点，同时处于历史40%-50%分位数水平。

603093 南华期货 南华期货 南华期货 375843 -7785 964599 -3673 0.88 0.10 0.71 -0 01 6689 -6442 33860 1260 0.46 -0 .11 0.61 0. 02 43102 4414 45192 4507 0.71 0.04 0.89 -0 02 78887 3579 225406 -5118 0.59 -0.26 0.53 0.0 4 134717 12707 83326 -51776 1.18 0.27 0.78 -0.30 84175 -55823 510486 8789 0.50 0.05 0.59 -0 01 177201 -146348 236334 -87531 0.91 0 02 0.59 -0 04 342763 -1105 1 203542 -287515 1.14 0.21 1.30 0.30 227540 39420 219675 8370 1.05 0.29 1.35 0.16 182978 -26099 386640 -99918 0.63 0.11 0.57 -0 01 2974 -4 8 -1.56% -0 90% 1224523 3401 1554800 66201 6767 25 0.42% 0.00% 68336 -49500 133186 -8150 3616 -4 9 -1.31% -1.15% 113099 3685 52997 5316 8266 52 0.78% 0.59% 443722 -62942 666539 12481 9596 -4 0.41% -0 59% 363475 -103709 308847 -3006 2213 3 -0.09% -1.42% 417519 -98298 646324 19124 5917 58 0.36% 2.40% 333431 -160929 345743 -7642 2441 -5 1 -1.93% -0 94% 708391 58447 526775 17212 8846 156 1.63% 1.86% 715449 -29278 508694 16473 14160 45 -0.18% 1.01% 283125 -98719 474186 -993 7940 -4 6 -1.12% -0 30% 72248 2124 116186 7139 红枣 9600 -180 -2.44% -2.13% 76661 12386 71031 -658 28450 -1887 4 33900 -46862 0.51 0.23 0.29 -0 07 红枣 8249 652 39768 174 0.33 -0 .01 0.23 0. 00 10/11/2024 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 22.62% -2.3 7% 26.19% 0.00% 218.73% 98.04% -3.57% -0.02% 26.75% -0.80% 24.47% 0.02% 86.84% -1.95% 2.28% -0.03% 20.67% -0.33% 24.87% -0.01% 95.64% -10.54% -4.20% 0.00 % 17.22% -0.40% 12.72% 0.00% 76.82% 11.26% 4.50% 0.00% 18.16% -1.37% 13.71% 0.00% 91.11% 30.12% 4.45% -0.01% 13.32% -0.1 4% 16.44% 0.01% 85.51% -1.88% -3.12% -0.0 1% 11.35% -2.53% 14.68% 0.00% 68.53% 7.61% -3.33% -0.03% 29.00% -3.11% 34.86% 0.00% 103.75% 21.45% -5.86% -0.03% 25.03% 1.96% 18.35% 0.00% 74.44% 5.49% 6.68% 0.02% 14.50% -1.20% 17.47% 0.00% 80.23% 16.74% -2.97% -0.01% 16.40% 1.69% 16.58% 0.05% 98.45% 13.81% -0.18% -0.04% 红枣 29.77% 0.33 % 29.21% 0.00% 99.52% -18.75% 0.56% 0.00 % PCR PCR PCR PCR . . . .. . . . 南华期货 南华期货 南华期货 . . IV IV 20HV20 110IV/90IV 110IV/90IV HV . 14.49% 0.61% 11.05% 0.00% 63.98% 8.18% 3.44% 0.00% 31.76% 0.77% 28.73% 0.00% 94.65% 4.57% 3.03% 0.01% 15.32% 0.11% 17.29% 0.00 % 68.81% 2. 29% -1.97% 0.00% 15.50% 1.09% 13.35% 0.00% 75.46% 8.71% 2.15% 0.01% 21.22% 1.36% 21.96% -0.01% 80.79% 4.62% -0.74% 0.02% 35.35% -6.45% 46.68% 0.00% 90.85% 2.72% -11.33% -0.06% 29.83% 0.00% 25.06% 0.00% 98.06% -2.92% 4.77% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.91% -3.43% 8.81% -5.88% 10% PVC 2.33% -9.94% 1.22% 玻璃 1.61% -3.24% -4.98% -5.19% 0.02% 1% -0.03% 0.02% -0.03% -0.04% %0.02% %0.01% -0.03% -0.01% 1% 1% 0.02% -9.91% 93.80% 0.00% 53.57% 43.66% -0.0 -10.03% 90.95% 0.00% 33.56% 4% -0.5 23.53% -0.0 2.28% 111.35% 0.00% 21.85% 0% -0.5 24.13% -9.48% % 3.27 87.91% 0.01% 29.57% 3% 0.0 20.09% -10.53% % 0.51 86.55% 0.03% 32.79% 8% -0.2 22.26% -0.92% % 3.51 87.91% 0.00% 23.40% 22.48% 0.00 -2.47% 84.90% 0.00% 15.51% 2% -0.4 13.04% 1.55% % 1.90 82.21% 0.00% 13.91% 15.46% 0.00 -4.10% -5.82% 82.10% 0.00% 28.00% 8% -0.0 23.90% -6.50% % 0.06 82.17% 0.00% 24.44% -4.27% 17.94% -8.98% -4. 105.35% 0.00% 40.52% 31.54% -7.92% 80.09% 0.00% 30.84% 22.92% -3.22% 105.14% 0.04% 29.57% 1% 0.3 26.35% -0.0 -19.59% -12.19% 93.10% 0.00% 67.46% 7% -0.6 47.87% 2.59% % 3.23 99.11% 0.00% 38.65% 2.57% 41.24% 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 570.4 13 7 3.11% 4.93% 142458 -1199 23526 253 1517 45 1.81% 4.07% 2426731 -944766 1302487 27454 LPG 4955 50 0.73% 1.06% 49997 -13428 34163 393 PTA 5236 16 0.77% 1.53% 866895 -92680 1001003 -3713 18100 55 -2.77% 3.25% 726031 -95340 179043 -15073 2503 16 0.12% 2.25% 540454 -105577 599000 20971 PVC 5594 28 0.34% 0.95% 1091025 -209099 828010 860 8303 42 0.58% 0.73% 276807 -31026 366371 12071 7662 32 0.39% 0.88% 255502 -46118 345602 -8878 4786 54 0.42% 2.04% 251405 -111639 298769 2500 8713 -51 -0.97% 0.54% 270321 16918 153038 -11901 7132 -46 -0.86% -0.28% 95690 36829 139521 100320 1820 3 -1.09% 0.59% 129336 -40846 176270 1823 58454 15395 77169 2115 1.23 -1.21 1.87 -0.04 271591 34970 282597 13053 0.80 -0.25 1.13 0.01 72084 -19246 81069 3615 0.99 0.02 1.23 -0.01 74711 289 78226 4006 0.81 -0.16 1.48 -0.04 74389 26 47 51309 3306 1.07 -0.54 1.86 -0.08 190672 - 6686 281448 2505 0.48 0.15 0.25 0.00 89088 -14301 162053 1102 0.56 0.15 0.32 0.00 597.38 6.68 1.34% 1.48% 192063 34622 187991 -26 73 7686 159 2.30% 2.69% 1108823 10569 417805 -77 3 77220 350 0.27% 1.23% 85482 -20754 162123 -27 9 20825 240 1.63% 1.54% 138735 -17081 155540 1103 25350 550 2.05% 3.58% 200555 73 5 119097 6117 73900 200 -3.21% 0.89% 192245 -27111 198642 -12489 9650 110 0.10% 1.85% 189923 -31877 148594 -12448 135235 39844 41729 3143 0.62 -0.19 0.85 0.02 654589 -286382 536105 -347887 0.77 0.07 0.28 -0.08 LPG 22919 1987 27024 4475 0.91 -0.1 2 1.24 0.05 PTA 459388 10809 270733 -183910 0.79 -0.22 0.70 -0.20 64925 -2359 70034 1605 0.82 0.15 0.89 -0.11 222527 49145 123610 -80584 0.77 0.0 2 1.00 -0.12 PVC 58680 -19296 119446 998 0.39 -0.0 5 0.47