商品期权：今日上午，住建部及四部门负责人出席国新办发布会，发布会宣布政策不及市场预期，商品期货价格普遍在上午下跌，午后跌幅加剧。铁矿石2501合约大跌5.99%，期权隐含波动率上升2.29个百分点，目前处于历史70%-80%分位数水平。

603093 南华期货 南华期货 南华期货 10/17/2024 HV 南华期货 南华期货 南华期货 IVIV20HV20110IV/90IV110IV/90IV 19.19% 0.2 4% 25.38% 0.00% 87.27% -1.06% -6.19% 0.00 % 22.75% -0.83% 22.76% 0.00% 88.14% -1.79% -0.01% -0.01% 18.22% -1.52% 24.67% -0.01% 94.17% 0 11% -6.45% -0.01% 18.93% 1.2 0% 12.85% 0.00% 107.75% 13 .75% 6.08% 0.01 % 19.10% -0.49% 15.04% 0.00% 88.78% -2.94% 4.06% 0.00% 10.18% -0.50% 14.85% 0.0 1% 73.49% -1.96% -4.67% -0.01% 10.58% -0.33% 14.05% 0.00% 65.13% -2.99% -3.47% 0.0 0% 27.69% -0.75% 31.91% 0.00% 102.56% 0 70% -4.22% -0.01% 22.93% -0.1 7% 19.43% 0.00% 85.71% -7.16% 3.50% 0.0 0% 13.38% -0.0 6% 14.47% 0.00% 80.91% -1.67% -1.09% 0.0 0% 257124 65632 684541 26867 0.41 -0 .04 0.57 -0 01 16113 3023 46206 3599 0.40 -0.27 0.78 0.01 31351 14391 27834 3553 0.84 0.20 0.75 0.03 37009 -18103 113965 994 1.09 0.45 0.74 0.02 29594 4939 81608 666 1.45 -0.16 0.97 0.01 81410 3698 324945 13786 0.57 0.00 0.60 -0.02 100035 -14094 270603 6803 0.80 0 06 0.60 0.01 144024 29825 217349 -1024 0.82 -0.13 1.15 -0.05 82935 -700 172615 6779 1.27 -0.29 1.45 0.06 236869 72471 468926 20060 0.59 0 06 0.51 -0 01 29963 16116 44237 2604 0.29 -0.14 0.38 0. 01 红枣 7886 -2926 44529 333 0.19 0.00 0.22 0.00 13.64% -0.2 8% 12.19% 0.0 0% 87.11% 2 34% 1.45% 0.0 0% 红枣 31.23% -1.69% 28.14% 0.00% 108.37% 1 48% 3.09% -0.02% . 南华期货 南华期货 南华期货 . . . PCR PCR PCR PCR . . .. 南华期货 南华期货 南华期货 2961 -48 -1.23% -1.63% 1358422 280579 1578174 57119 6855 110 1.35% 2.58% 145167 63268 128048 -11108 3580 -86 -1.94% -2.55% 127848 22829 50513 5566 8206 -6 6 -0.51% -1.66% 481693 46770 699224 8060 9471 -133 -0.86% -2.78% 396844 71542 304690 -10398 2193 -17 -0.72% -0 14% 683450 153589 715252 25512 5878 -56 -1.04% -1 25% 273722 -14114 341436 -1001 2416 -50 -1.67% -1.75% 623665 34208 610927 67987 8864 -38 -0.18% -1.48% 782581 30292 503156 -8569 13940 -160 -1.31% -1.38% 400527 87953 466421 -14263 8036 -3 2 -0.27% -0.37% 60445 7775 122052 -1844 红枣 9675 -180 -2.03% -1.72% 65008 -19938 72177 -2467 . IV IV 20HV20 110IV/90IV 110IV/90IV HV . 16.66% -0.62% 11.29% 0.00% 70.46% -3.11% 5.37% -0.01% 33.27% -1.29% 24.23% 0.00% 95.19% -4.07% 9.04% -0.01% 14.92% -0.83% 14.84% 0.00 % 64.99% -5.05% 0.08% -0.01% 14.64% -0.93% 13.47% 0.00% 71.25% -2.50% 1.17% -0.01% 20.72% -0.70% 20.25% -0.01% 77.25% -8.28% 0.47% 0 .00% 34.37% 3.22% 44.43% 0.00% 93.19% -5.96% -10.06% 0.03% 25.63% - 0.30% 22.99% 0.00% 93.24% -6.76% 2.64% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.04%0.00% 0.00% 4.43% PVC 4.76% 2.43% 0.00% 0.00% 0.00% -13.13% 玻璃 氧化铝 -1.42% 0.00% 0.00% 0.00% -4.43% 01% 00% -0.04%00% 00% 01% 00% 00% 0.05% 0.02% -0.03%00% 01% 00% 01% -0.02% 7.00% .48% -1 91.44% 0.00% 29.95% -2.14% 36.95% -0. -11.31% 96.24% 57.87% 46.56% 0. -11.03% .30% -0 86.60% 33.14% 0.07% - 22.11% -0. 2.59% .48% 1 112.70% 22.21% 0.82% - 24.80% 0. -12.00% -3.49% 71.20% 0.00% 28.80% .28% 0 16.80% -11.71% 5.32% 84.49% 0.03% 32.37% 0.29% - 20.66% -6.03% .91% 0 90.25% 22.02% 15.99% -3.55% 72.64% 14.85% 11.30% 0. -2.08% .24% -5 83.32% 13.61% 0.28% - 11.53% 0. -4.94% .86% -0 93.64% 0.00% 27.62% .21% 0 22.68% -0. -6.17% -3.03% 74.31% 0.00% 23.30% 0.77% - 17.13% 0. -15.93% 84.97% 41.47% 0.30% - 25.54% 0. -8.44% .24% -6 70.20% 30.55% .27% 0 22.11% -8.48% .94% 0 99.41% 29.23% 0.06% - 20.75% 0. -19.46% 24.00% 122.35% 0.00% 66.74% .45% 0 47.28% -0. -2.03% .71% 0 94.35% 0.00% 37.27% 0.96% - 35.24% PCR PCR PCR 196416 LPG PTA 51070 -0.16 -0.12 PVC 127 0.34 -0.29 0.00 0.32 玻璃 氧化铝 PCR 0.03 0.04 -0.090.02 .01 0.01 .02 0.00 .00 0.00 -0.15 -0.14 0.01 0.02 -0.12 0.32 2.69 0.27 1.70 8793 100771 -23430 55109 0.61 0.06 0.70 36581 401687 180712 578581 - 0.67 0.36 0.91 -24 27055 3828 11692 - 0.72 0.21 0.57 349 39441 -4404 9720 0.93 -0.08 1.15 2542 22042 8136 18961 0.89 -1.01 0.98 5041 34834 20952 56466 0.75 0.88 1846 62155 20917 0 0.74 1.76 -69 26367 3398 9741 0.83 0.98 1319 24906 6508 11013 0 0.33 0.56 7928 129690 18992 106912 - 0.96 -0.16 0.76 10473 162810 1529 87573 0 0.84 0.10 0.77 2147 82853 -29740 52313 - 0.71 0.97 33420 374993 268147 0.96 0.83 987 10261 1842 6562 - 0.31 0.16 0.65 47603 729033 688541 - 0.74 0.00 1.02 2797 20843 3488 37869 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 76178 -22049 93565 4036 0.61 0. 02 1.67 0.02 672669 220251 386886 29217 0.56 -0.10 1.14 0.03 116439 40089 93727 330 0.97 0.10 1.13 0.06 107216 38862 97982 4436 0.97 -0.05 1.40 0. 00 116502 19330 67236 2004 1.31 0.06 1.60 -0.08 82997 19342 109247 14594 0.52 0.14 0.27 0.00 70135 32036 66128 8888 0.40 0. 01 0.41 -0. 01 614.26 2.28 1.11% -0.59% 216396 -14176 200204 -118 7814 -75 -0.08% -2.28% 1458740 333540 422537 -10031 76020 -700 -0.72% -0.50% 83530 10808 140156 -6015 20485 -220 -0.92% -0.80% 101565 1908 124877 -7907 24545 -755 -1.98% -3.06% 204292 25163 96547 -13748 68600 -2550 -5.12% -2.05% 146283 12960 181603 -7077 9580 -140 -0.88% -1.66% 113849 -37005 118497 -10817 LPG PTA -112 -45 -88 -7.83% 728563 562 PVC -168 -112 -72 -3.98% 222368 -2559 -7092 -3932 58353 -9721 55 -14550 -8629 -5931 -9440 -