商品期权：白银期货价格今日尾盘持续拉升，期权隐含波动率较上一交易日上升超3个百分点，目前处于历史90%分位数水平以上

10/16/2024 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 20HV 5% -3.94%1.99% 0.29% 0.85% -0.38% 20HV 0.00% 0.02% 110IV/90IV 110IV/90IV -13.43% 10.73% -0.56% -0.36% 0.00% 0.00% 0.01% 0.00% 0.00% 0.00% 0.00% -0.76% -5.09% 红枣 -0.01% -0.06%0.02% % % -0.01% % % % % % % 0.00 4.73% -24.73% 106.89% 0.00% 28.19% 0.43% 32.92% -0.01 1.84% 84.78% 0.00% 12.08% 13.92% -0.01 -1.73% 82.58% 15.17% 13.44% 0.00 4.36% 1.13% 92.87% 18.74% % 0.30 23.10% 0.00 -3.37% 0.48% 101.86% 31.81% % 0.35 28.44% 0.00 -3.44% 2.10% 68.12% 14.35% % -0.09 10.91% -5.60% % -2.02 75.45% 16.28% 10.68% 0.01 5.29% 6.84% 91.72% 14.30% 19.59% 0.00 5.66% 5.32% 93.99% 12.07% 17.73% -4.82% 94.05% 0.00% 24.56% 19.74% -1.32% 2.66% 89.93% 24.90% 23.58% -6.46% 88.33% 25.41% -0.9 18.95% PCR PCR PCR PCR 南华期货 南华期货 南华期货 191492 -35429 657674 27186 0.45 -0.04 0.57 -0.01 13090 21 50 42607 3901 0.66 0.14 0.77 0.09 16960 -4983 24281 1240 0.64 -0.09 0.72 0.04 55112 -11430 112971 1085 0.64 -0.15 0.72 0.05 24655 -11736 80942 976 1.61 -0.73 0.96 0.03 77712 25207 311159 13814 0.57 0.14 0.63 -0.01 114129 20397 263800 7411 0.74 -0.09 0.59 -0.03 114199 -13685 218373 5184 0.94 0.12 1.21 -0.02 83635 12921 165836 12782 1.57 -0.25 1.39 0.06 164398 47271 448866 21687 0.52 0.00 0.52 -0.01 13847 -13799 41633 1884 0.43 -0.10 0.38 0.01 红枣 10812 -5 01 44196 914 0.19 -0.06 0.22 0.00 3009 17 0.40% 0. 10% 1077843 -60170 1521055 -11498 6745 -58 -1.23% -0.95% 81899 16703 139156 10153 3666 50 0.60% 1.24% 105019 - 6257 44947 - 4234 8272 128 1.15% 2.67% 434923 -28972 691164 18254 9604 161 1.92% 3.39% 325302 -85106 315088 11179 2210 -12 -0.58% -0 41% 529861 152905 689740 10014 5934 21 0.20% 0.59% 287836 38892 342437 - 1178 2466 17 0.08% 0. 12% 589457 -45737 542940 21166 8902 178 1.30% 3.49% 752289 33998 511725 20263 14100 40 0.07% 0.92% 312574 39363 480684 8818 8068 30 0.10% -0 35% 52670 -24933 123896 3411 红枣 9855 -50 -0.30% -2.15% 84946 -16436 74644 379 . . IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 南华期货 - 17.28% 2.07% 11.32% 0.00% 73.57% 7.98% 5.96% 0.02% 34.56% 3.04% 27.94% 0.00% 99.26% 8.54% 6.62% 0.03% 15.75% -0.3 0% 15.41% 0.00 % 70.04% -1.93% 0.34% 0.0 0% 15.57% 0.3 1% 13.80% 0.00% 73.76% 2.07% 1.77% 0.0 0% 21.42% -0.1 6% 20.07% -0.01% 85.53% 4.07% 1.35% 0.0 0% 31.15% -2.70% 44.06% 0.00% 99.15% -1.29% -12.91% -0.03% 25.93% 0.5 4% 23.23% 0.00% 100.00% 4.06% 2.70% 0.0 1% 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 98227 45830 89529 5451 0.59 -0.24 1.65 -0 .10 452418 147716 357669 31289 0.67 -0.18 1.11 -0.02 76350 -11414 93397 3627 0.87 -0.18 1.07 -0.05 68354 -15397 93546 3239 1.02 0.18 1.40 -0.01 97172 -3318 65232 5631 1.25 -0.48 1.68 -0.18 63655 8041 94653 14752 0.38 0.09 0.27 -0.02 38099 4586 57240 7313 0.40 -0.02 0.42 -0.02 611.98 8.34 1.70% 1.15% 230572 65461 200322 5753 7889 178 2.20% 2.77% 1125200 159115 432568 21181 76720 200 -0.22% 1.07% 72722 -32736 146171 -9797 20705 100 -0.12% 1.15% 99657 -42287 132784 -7005 25300 345 1.08% 3.14% 179129 -16069 110295 -505 71150 -2250 -3.07% -2.73% 133323 12923 188680 17 80 9720 95 0.78% 1.35% 150854 -12623 129314 -9096 IV IV 20HV20 110IV/90IV 110IV/90IV . HV 南华期货 南华期货 南华期货 36.20% 1.22% 37.31% 0.00% 93.65% 0. 71% -1.11% 0.01% 46.83% -2.17% 67.36% 0.00% 98.35% -4.26% -20.53% -0.02% LPG 20.81% -1.45% 29.31% 0.04% 98.46% 0.00% -8.50% -0.05% PTA 21.84% -1.09% 31.27% 0.00% 76.44% -1 90% -9.43% -0.01% 25.84% -3.97% 39.54% 0.00% 80.54% -13.50% -13.70% -0.04% 17.90% -0.31% 23.28% 0.00% 77.35% -2 83% -5.38% 0.00% PVC 22.47% 0.97% 27.59% 0.00% 94.50% -0 75% -5.12% 0.01% 11.81% -0.58% 13.64% 0.00% 88.56% -5.24% -1.83% -0.01% 6.54% -2.11% 14.89% 0.00% 85.77% -3 30% -8.35% -0.02% 13.56% -6.75% 22.19% 0.00% 89.33% 17.86% -8.63% -0.07% 20.95% -0.69% 32.40% 0.03% 79.17% 0. 41% -11.45% -0.04% 16.52% -2.25% 28.58% 0.00% 74.68% -3 84% -12.06% -0.02% 25.62% 0.37% 23.37% 0.00% 111.22% -1 99% 2.25% 0.00% 22.18% -2.55% 33.84% 0.00% 86.90% 1. 10% -11.66% -0.03% 玻璃 47.98% -2.13% 58.01% 0.00% 100.67% -7.72% -10.03% -0.02% 氧化铝 39.09% 0.50% 29.94% 0.00% 92.92% -0 24% 9.15% 0.01% . . . . . 34381 -149480 18046 4111 1.02 0 .12 0.77 -0.14 492125 -83911 681430 42718 0.49 0 .03 0.35 0. 01 LPG 4720 -6381 9274 592 0.99 -0.17 1.06 0. 02 PTA 217077 -31367 341573 18662 1.08 -0.08 0.73 -0 01 82053 30026 80706 3588 0.67 0.30 0.83 -0 04 86044 -1095 9 152337 7540 0.91 0 .13 0.97 -0 02 PVC 87920 13793 121762 16194 0.22 -0 .05 0.31 -0 01 4505 -1176 23587 1487 1.28 0.76 0.83 0.0 4 6343 924 26436 1713 1.76 0.90 0.74 0.0 0 20790 -8973 60309 1787 0.57 -0 .05 0.75 0.0 2 35514 971 29793 3668 1.99 0.50 1.04 -0.06 10825 296 19500 2397 1.24 -0.47 1.07 -0 02 14124 -3654 39092 452 0.36 0 .01 0.73 -0 01 7864 159 27079 -34 0.55 -0.14 0.69 -0 03 玻璃 397869 6076 365106 19020 0.64 0 .14 0.74 0.09 氧化铝 78539 10630 91978 12349 1.43 0 .23 2.37 0.14 . PCR PCR PCR PCR . . . 南华期货 南华期货 南华期货 . . . . LPG PTA -2.85% 0.79% 0.68% -1093636 PVC 0.75% 0.58% 249659 -85549 -78650 -3268 -3893 -2318 38622 4371 5290 26076 2791 -7055 1413 -4184 140589 -55396 17498