商品期权：白银期货价格近期震荡上升，期权隐含波动率今日小幅上升1.4个百分点，目前高于20日历史波动率9.9%，处于历史90%分位数水平之上。

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 294828 37704 707483 22942 0.56 0.14 0.54 -0.03 11437 -4 676 47307 1101 0.34 -0.06 0.83 0.05 24904 -6 447 29643 1809 1.11 0.27 0.76 0. 01 58564 21555 116610 2645 1.10 0.01 0.75 0. 01 34283 4689 85158 3550 1.63 0.18 1.00 0.03 101364 19954 334785 9840 0.81 0.25 0.55 -0.05 149648 49613 272609 2006 0.97 0.17 0.60 0. 00 128457 -1 5567 216892 -457 1.34 0.52 1.13 -0.02 158497 75562 183505 10890 1.38 0.10 1.50 0.05 177021 -59848 481251 12325 0.64 0.05 0.50 -0. 01 18665 -1 1298 46256 2019 0.38 0.10 0.36 -0.02 红枣 5965 -1 921 45548 1019 0.22 0.03 0.21 0. 00 10/18/2024 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 18.87% -0.32% 25.34% 0.00% 82.84% -4.43% -6.47% 0.00% 24.53% 1.78% 23.36% 0.00% 86.58% -1.56% 1.17% 0.02% 18.95% 0.73% 24.97% -0.01% 89.93% -4.23% -6.02% 0.01% 19.50% 0.57% 13.19% 0.00% 92.14% -15.60% 6.31% 0 .01% 19.60% 0.50% 15.96% 0.00% 88.73% -0.05% 3.64% 0 .00% 10.27% 0.09% 14.88% 0.01% 75.43% 1.94% -4.61% -0.01% 10.39% -0.19% 14.45% 0.00% 63.83% -1.30% -4.06% 0.00% 27.88% 0.19% 31.18% 0.00% 100.36% -2.20% -3.30% 0 .00% 23.48% 0.55% 19.18% 0.00% 83.02% -2.69% 4.30% 0 .01% 13.38% 0.00% 15.32% 0.00% 83.42% 2.51% -1.94% 0.00% 13.98% 0.34% 12.14% 0.0 0% 90.78% 3.66% 1.84% 0 .00% 红枣 33.36% 2.13% 28.61% 0.00% 99.49% -8.88% 4.75% 0.02% PCR PCR PCR PCR 2995 34 0.07% 1.30% 1260723 -97699 1514911 -63263 6867 12 0.39% -0.95% 105765 -39402 117123 -10925 3614 34 -0.80% 1.15% 114798 -13050 37903 -12610 8244 38 -0.46% 0. 05% 626389 144696 696365 -285 9 9571 100 -0.30% 0. 56% 480187 83343 306799 2109 2198 5 -0.23% 0. 50% 555164 -128286 744107 28855 5866 -12 -0.56% 0. 48% 327246 53524 328346 -13090 2449 33 -0.16% 1.51% 582428 -41237 589474 -214 53 8836 -28 -0.96% -0.78% 1254730 472149 507704 4548 14070 130 0.25% 1.56% 327089 -73438 469418 2997 8078 42 0.52% 0.80% 59809 -636 117000 -505 2 红枣 9850 175 0.20% 2.23% 56916 -8092 72336 159 18.23% 1.57% 11.22% 0.00% 73.01% 2.5 6% 7.01% 0.01% 34.67% 1.40% 24.77% 0.00% 94.77% -0.4 2% 9.90% 0.01% 16.67% 1.75% 15.20% 0.00 % 72.63% 7.63% 1.47% 0.02% 14.72% 0.08% 14.23% 0.00% 64.03% -7.23% 0.49% 0.00% 21.87% 1.15% 23.74% -0.01% 86.40% 9.15% -1.87% 0.02% 35.53% 1.16% 45.97% 0.00% 98.97% 5.78% -10.44% 0.01% 25.98% 0.35% 22.76% 0.00% 95.53% 2.2 9% 3.22% 0.00% 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 45432 6989 21326 1057 1.18 0. 16 0.73 - 0.01 435641 -252900 761289 32256 0.69 0. 04 0.28 - 0.03 LPG 6325 -237 11251 990 0.66 -0. 17 0.86 -0.11 PTA 174512 -93635 380441 5448 0.96 0. 00 0.67 -0.05 103984 51252 87606 5172 0.41 -0.37 0.86 0.02 82847 -4726 168360 5550 0.88 0. 13 0.92 -0.05 PVC 61232 -45680 138466 8776 0.53 -0. 03 0.31 - 0.02 5620 -5393 25660 754 0.82 -0. 16 0.80 - 0.02 14747 5006 29824 3457 0.80 -0.97 0.72 - 0.02 22753 1836 65342 3187 0.73 -0. 15 0.71 -0.04 53989 -2477 38036 3202 0.74 -0. 24 0.87 - 0.03 16535 -2426 27092 5050 0.73 -0.42 0.91 - 0.02 11515 1795 39849 408 0.41 -0. 15 0.73 0.00 6889 -4803 27357 302 0.64 -0.27 0.67 0.00 玻璃 359528 -219053 413122 11435 0.69 -0. 01 0.57 -0.04 氧化铝 96185 38470 108443 10278 2.67 0.98 2.94 0.25 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 122345 45612 97534 4526 0.55 -0.06 1.74 0.07 732552 56362 398411 15046 0.72 0.16 1.14 0.00 116072 1911 94098 1942 1.11 0.14 1.14 0.01 85543 -23856 95114 -345 1.20 0.23 1.38 -0.02 158348 40058 67968 2702 1.30 -0.01 1.72 0.11 117152 34155 122678 13431 0.43 -0.09 0.27 0.00 64670 5465 74012 7884 0.94 0.54 0.44 0.03 619.06 4.8 1.02% -0.09% 322031 105635 195366 -4838 7896 82 -0.16% -0.09% 1634516 175776 425539 3002 76980 960 0.34% 1.06% 68575 -14955 130676 -9480 20640 155 -0.34% 0.58% 132882 31317 198876 73999 25045 500 0.14% 2.12% 198924 -5368 94025 -2522 70650 2050 0.43% 5.54% 190861 44578 160820 20783 12465 2885 28.51% 29.38% 214972 101123 141860 23363 - 34.82% -0.4 2% 37.29% 0.00% 96.01% 1.66% -2.47% -0.01% 44.28% -3.00% 72.05% 0.00% 107.27% -15.08% -27.77% -0.03% LPG 21.01% 0.26 % 29.11% 0.04% 98.41% -1.0 0% -8.10% -0.04% PTA 20.52% -1.59% 28.17% 0.00% 79.24% 9.04% -7.65% -0.02% 27.18% 1.64% 41.37% 0.00% 85.94% 0.97 % -14.19% 0.02% 16.78% -0.3 5% 22.64% 0.00% 74.05% -0.2 7% -5.86% 0.00% PVC 21.37% -1.31% 29.62% 0.00% 82.91% -10.73% -8.25% -0.01% 11.84% 0.31 % 14.58% 0.00% 90.43% 7.11% -2.74% 0.00 % 10.80% -0.50% 15.14% 0.00% 75.70% 3.07% -4.34% -0.01% 15.27% -0.72% 21.67% 0.00% 83.79% -6.46% -6.40% -0.01% 19.72% -0.94% 30.27% 0.03% 81.21% -3.2 8% -10.55% -0.04% 16.15% -0.65% 24.60% 0.00% 74.51% 3.32% -8.45% -0.01% 25.88% 1.08% 22.59% 0.00% 113.17% 0.47 % 3.29% 0.01% 21.86% -0.2 5% 30.26% 0.00% 83.89% -2.7 2% -8.40% 0.00 % 玻璃 48.57% 2.01% 68.63% 0.00% 103.04% 6.80% -20.06% 0.02% 氧化铝 36.61% -0.3 4% 30.11% 0.00% 90.17% -1.2 7% 6.50% 0.00 % PCR PCR PCR PCR 537.4 3.4 -0.02% 1.00% 126870 52535 26864 12039 1450 14 -3.20% 5.27% 2501504 -1588961 1268921 -20036 LPG 4786 24 -0.31% 1.03% 27130 -7362 17532 -214 1 PTA 4992 80 0.36% 3.02% 729910 -253