商品期权：氧化铝期权隐含波动率近期不断上升，目前处于自今年9月2日上市以来最高水平。

10/14/2024 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 IV IV -2.50% 1.13% 20HV 20HV 0.00% 0.02% 110IV/90IV 110IV/90IV -136.15% -0.03% -0.01% -12.62% -0.95% 1.16% -2.24% 0.00% 0.00% % 0.18% -0.03% 0.00% 0.00% -2.34%0.00%-0.02% -0.26%0.00% 1.20%0.06%-0.04% 红枣 0.01% 2.97% 11.71% 111.24% 0.00% 27.75% % 0.95 30.72% 1.34% 30.75% 129.20% 16.26% 17.60% 0.00% -2.14% 3.41% 83.64% 16.38% 14.24% 5.31% 12.24% 86.68% 17.38% 22.69% 0.00% -6.14% -3.13% 100.62% 35.27% % 0.13 29.13% 0.00% -2.90% 0.95% 69.47% 14.20% % -0.05 11.30% -5.06% -8.22% 77.29% 0.01% 16.14% 11.08% 0.01% 6.58% 91.29% 12.74% 19.32% -0.01 5.33% 7.89% 84.71% 10.94% 16.27% 0.00% -4.18% 83.01% -0.01% 24.76% % -0.09 20.58% 3.37% 0.90% 87.74% 24.51% 27.88% -6.38% 82.58% 26.50% 20.12% 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 573610 197767 578454 -386145 0.87 -0 .01 0.62 -0.08 10560 38 71 35737 1877 0.37 -0.09 0.62 0.01 86100 42998 15337 -29855 0.93 0.21 0.62 -0.27 187085 108198 112736 -112670 0.68 0.09 0.56 0.04 48440 -86277 76911 -6415 0.85 -0.33 0.89 0.11 2991 17 -0.30% 1.26% 1442318 217795 1525420 -29380 6841 74 1.41% 0.99% 104445 36108 138909 5722 3651 35 0.08% 1.39% 149241 36142 52000 -9 97 8222 44 -0.63% -1.41% 614334 170612 677628 11089 9477 -119 -1.57% -1.98% 517601 154126 307679 -11 68 2227 14 0.68% 0.77% 536668 119149 677087 30763 5939 22 0.87% 0.51% 242477 -90954 347689 194 6 2473 32 0.41% 2.33% 795271 86880 511925 -14850 8852 6 0.32% -1.31% 1020631 305182 512526 383 2 14135 25 0.04% 0. 21% 363963 80838 474593 40 7 8048 108 0.80% 1.92% 94019 21771 118511 232 5 红枣 9790 190 1.19% 3.63% 55604 -21057 71822 79 1 145328 61153 282034 -228452 0.54 0 03 0.66 0.07 103458 -73743 244918 8584 1.09 0.18 0.60 0.01 179168 -163595 209302 5760 1.56 0.42 1.27 -0.03 434673 207133 140909 -78766 0.89 -0.16 1.21 -0.14 142321 -4 0657 410759 24119 0.61 -0 .03 0.55 -0.03 15738 -1 2712 37220 3320 0.77 0.25 0.32 0.03 红枣 7521 -728 41655 1887 0.22 -0 .12 0.22 -0.01 . - - 15.64% 1.15% 11.08% 0.00% 67.18% 3.19% 4.56% 0.01% 33.31% 1.55% 27.96% 0.00% 95.85% 1.20% 5.35% 0.02% 16.34% 1.02% 15.75% 0.0 0% 73.79% 4.97% 0.59% 0.01% 16.61% 1.11% 13.11% 0.00 % 77.57% 2.11% 3.50% 0.01% 21.68% 0.46% 22.80% -0.01% 85.30% 4.51% -1.12% 0.01% 39.69% 4.34% 46.27% 0.00% 138.89% 48.04% -6.58% 0.04% 28.89% -0.94% 25.43% 0.00% 93.28% -4.77% 3.46% -0.01% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.42% 0.04%0.00% 0.00% .14.88% -15.89% PVC -5.24% 0.00% 0.00% 0.00% . 8.14% 玻璃 氧化铝 3.15 0.00% 0.00% 0.00% 7.69% 0% 1% -0.07% -0.01% 3% 2% -0.09% -0.04% 1% -0.05% -0.03% 1% 0% 0% 3% 0.07% 21.63% 1% 3.6 95.94% 0.00% 20.81% 7.10% 42.44% 0.0 -7.36% 101.48% 54.17% % 46.81% 0.0 -9.72% 6% 4.8 95.81% 33.02% 3% -0.2 23.30% 0.0 2.35% 9% 2.4 113.83% 21.65% 3% -0.1 24.00% -0.0 -8.51% 4% 3.0 90.95% 0.00% 28.00% 0% -0.6 19.49% -9.89% -5.47% 81.09% 0.03% 31.80% 5% -0.3 21.91% -4.05% 96.04% 21.29% 17.24% -0.0 -1.95% 70% -3 81.21% 14.16% 3% -0.8 12.21% -1.00% 9% 4.8 87.10% 12.95% 1% -3.5 11.95% -12.48% 20.42% 102.52% 0.00% 27.80% -8.58% 15.32% 0.0 -3.25% 6% 3.1 85.33% 0.00% 22.87% % 1.68 19.62% -0.0 -10.98% 89.46% 39.96% 6% -2.5 28.98% -8.87% 94.98% 30.37% 21.50% -4.46% 48% -0 104.66% 28.10% 1% -2.7 23.64% -0.0 -21.06% 9% 7.5 100.70% 0.00% 68.25% 8% -0.6 47.19% 0.0 6.95% 9% 3.0 102.20% 0.00% 34.34% 5% 0.0 41.29% PCR -46037 LPG PTA -281699 63838 -2109421574 PCR . -0.30 . . -0.37 PCR PCR -0.36 0.00 PVC -33751 -0.12 51 . -0.31 -0.27 -0.31 . -0.230.56 玻璃 氧化铝 27982 0.04 2.25 -0.31 1.38 15833 68636 17077 70537 0.02 0.58 .13 -0 0.53 328069 -67210 249819 -0.02 0.72 0.95 444 26552 3205 7319 -0.02 0.77 0.64 3 230 37395 7230 13781 -0.01 0.98 08 0 1.00 5 171 15016 -20114 7444 1.18 .09 -0 1.02 -95024 18944 32181 183205 0.77 0.63 96 -229 54048 17800 57408 0.03 0.70 06 0 0.75 70 -63 23252 -845 8872 -0.01 0.80 .04 -0 0.96 02 -42 20620 9693 0.35 .02 -0 0.37 85695 77577 136257 -0.04 0.96 -0.19 0.58 9 976 133379 -140986 81541 0.01 0.90 0.45 6 356 73600 12035 76960 0.70 07 0 0.86 292307 177689 0.88 10 0 1.00 5930 14502 37421 0.03 0.31 0.47 599943 608552 -0.07 0.78 04 0 0.66 0 336 45089 -200 135035 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 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 67609 9155 80780 3611 0.73 -0.50 1.75 -0.11 326903 55312 308086 25489 0.79 -0.01 1.12 0.0 0 95728 23644 86587 5518 0.77 -0.22 1.16 -0.07 115405 40694 86506 8280 0.61 -0.21 1.36 -0.12 91526 17137 55060 3751 1.03 -0.04 1.84 -0. 02 182879 -7793 60574 -220874 0.52 0.04 0.28 0.03 161337 72249 41400 -120653 0.48 -0.08 0.41 0.09 -21569 -4495119491 30892 -800 -2.03% 2.06% -12625 33178 8577 034 8 -7465 -2319 5 -3386 145208 223101 10% -0. 0.00% -40 9610 119 199837 179620 -1.15% 73100 116778 1204 201759 0.02% -15 25335 148075 169627 94% -0. 0.70% 55 20880 64 162771 104973 10% 0. 0.38% 350 77570 -1 416771 1063872 62% -0. 1.69% 98 7784 196568 170494 04% 0. 1.37% 5.92 603.3 566.5 -3.9 -0.37% -3.48% 155591 13133 19672 -3 854 1530 13 2.34% 0.53 % 4757815 2331084 1357330 54843 LPG 4932 -23 -0.36% -1. 10% 59912 9915 3086