商品期权：纯碱期货价格近期波动加剧，本交易期权隐含波动率较上一交易日上升2.93个百分点，目前处于历史90%分位数水平之上。

IV IV -0.86% 20HV -0.49% -0.35% -0.34%0.32% 20HV0.00%0.00% -0.01%0.00% 0.00% 0.01% 0.00% 0.00% 0.00% 0.00% 110IV/90IV 110IV/90IV -4.10%5.23% -5.02% -2.71% -1.45%0.99% -2.46% -0.62% 0% -0.47%-4.25% 红枣 -0.01%00% 00% 00% 0.00% 0.00% 0.00% -0.01% 0.01% 00% -0.01% 00% 0. 1.92% 2.96% 102.93% 0.00% 29.17% 11% -0. 31.09% 2.10% 85.43% 0% 0.0 11.23% 13.33% 0. -2.41% 10% -1. 78.21% 15.38% 07% -0. 12.97% 6.35% 30% -0. 85.93% 18.95% 25.30% -6.52% 26% -0. 100.60% 35.05% 28.53% -4.54% 59.09% 14.46% 29% -0. 9.92% -4.55% 76.99% 15.47% 10.92% -0.93% 86.54% 20.21% 19.28% 4.55% 71.22% 13.04% 17.59% 0. -7.39% 72.21% 24.67% 17.28% 0. 2.67% 87.67% 22.59% 16% 0. 25.26% -7.20% 81.39% 25.55% 18.35% PCR PCR PCR -69934 -0.12 -24810 -30073 -0.35 -187896 -32414 -0.98 -0.25 红枣 PCR -0.01 -0.02 0.03 0.00 00 -0.01 -0.01 -0.030.04 -0.01 01 00 0. 0.20 -0.08 0.11 1944 51243 -1893 10465 0. 0.39 0.39 0.72 1182 50660 -9710 31590 0.50 0.52 21562 517853 9951 153980 1.59 1.33 9947 202797 94312 0.85 0.07 1.20 4433 217593 104255 0.60 0.01 0.88 399 274600 -7165 93648 0.53 2 -0.0 0.61 15095 370238 -14421 63044 0. 0.98 8 -0.1 1.84 726 86327 26200 0.80 1.13 638 123134 20975 0.78 6 -0.0 0.97 1048 31636 -7309 14158 0.80 0.32 1213 49068 -705 8841 0.53 0.14 0.75 12110 733299 157085 IV IV 20HV20HV 110IV/90IV 110IV/90IV 10/22/2024 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 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 2978 -7 -0.17% - 0.67% 774124 -566560 1521600 7684 6700 -66 -1.69% - 0.14% 103768 -45811 124988 -5181 3629 28 1.23% 1. 28% 81050 -16460 26049 -9790 8290 84 1.02% 1.94% 405571 -98442 699120 8938 9383 110 0.52% 3.76% 322933 -247769 289592 5119 2179 9 0.00% 0. 91% 477647 -2918 834882 37780 5844 4 0.05% 0. 21% 173537 -30816 324429 -4708 2345 23 -0.17% 3.88% 427715 -798862 618238 -11046 8996 136 2.06% 2.96% 659504 -195881 515363 20977 14125 105 0.68% 0. 89% 322569 54509 481571 12637 8186 102 1.19% 0. 84% 66059 -28836 114820 1941 红枣 9895 -50 0.25% -1.54% 54101 -5610 76341 1351 18.50% -0. 10% 11.42% 0.00% 72.42% -2.22% 7.08% 0.00% 39.72% -1.18% 30.06% 0.00% 97.98% -0.31% 9.66% -0.01% 16.47% -1.23% 15.69% 0.00% 70.44% -7.06% 0.78% -0.01% 15.57% -0. 59% 14.38% 0.00% 81.21% -1.3 5% 1.19% -0.01% 21.26% -1.99% 22.99% -0.01% 82.28% -9.88% -1.73% -0.01% 36.67% 1.09% 36.42% 0.01% 101.26% 4.33% 0.25% 0.00% 26.68% 1.71% 95.80% 0.75% 100.55% 6.27% -69.12% -0.73% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.05%0.00% 0.00% 7.55% PVC 3.43% -6.06% 0.00% 0.00% 0.00% -8.61% -5.32% -17.30% 玻璃 氧化铝 0.99% -2.77% 0.00% 0.00% 0.00% -2.75% -2.57% 1% 0.03% -0.05% 1% % %1% 0.03% 1% -0.06% -0.04% %1% 0.01% -0.03% -0.02% 4.56% -1.86% 89.80% 0.00% 31.25% -2.06% 35.81% -22.55% 99.20% 67.68% 45.13% -7.05% 78.21% 30.03% 22.98% -0.0 3.23% % -0.41 114.10% 22.59% 3% -0.8 25.82% 0.00 -6.99% 0.77% 73.89% 0.00% 22.77% 6% -0.1 15.78% -10.63% 0.04% 81.59% 0.03% 30.07% 4% -0.7 19.44% -7.23% 83.12% 22.48% 15.25% -0.0 -6.10% 64.86% 15.76% 0% -0.8 9.66% -4.23% 68.52% 14.93% 10.70% -0.0 -10.22% 5.55% 94.22% 0.00% 30.01% 7% -1.1 19.79% 0.00 -4.84% 2.75% 70.63% 0.00% 23.12% % 0.42 18.28% 0.00 -14.17% 0.07% 82.09% 42.37% % 0.31 28.20% -0.0 -7.59% 2.59% 77.54% 28.08% 8% -0.9 20.49% -10.42% 90.77% 30.56% 5% -0.2 20.14% -22.88% 2.68% 106.50% 0.00% 71.10% 2.93% 48.22% -0.0 -1.88% 0.19% 95.08% 0.00% 37.07% 7% -0.6 35.19% 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 34335 -21353 25371 1210 0.88 -0.08 0.71 0.02 582954 249472 830209 44602 0.42 -0.21 0.29 0.01 LPG 10425 1448 13813 1901 0.51 -0.44 0.75 -0.02 PTA 272258 96031 402724 11053 0.79 -0.18 0.69 0.02 85105 13494 93842 3136 0.35 -0.27 0.80 -0.01 88045 -36441 190545 7871 0.50 -0.62 0.86 -0.03 PVC 55013 -3245 148726 2403 0.25 -0.26 0.28 -0.01 5483 -3221 28471 1528 1.10 0.48 0.74 0.02 8792 1353 32493 2056 0.87 -2.01 0.71 -0.02 24136 -7585 69083 866 0.54 -0.23 0.68 -0.01 73898 2280 51975 8013 0.50 -0.72 0.78 -0.03 22133 4000 30165 1721 0.85 -1.14 0.96 0.03 6773 -956 41354 562 0.51 0.16 0.71 0.01 13316 5482 29615 1503 0.69 -0.37 0.66 -0.02 玻璃 268411 51294 437560 15738 0.48 -0.04 0.54 0.00 氧化铝 63462 -15181 132921 14266 2.18 -0.16 3.43 0.35 PCR PCR PCR 74249 -9437 99433 513 0.59 0 04 1.84 0.09 721967 -214116 473351 35664 0.75 -0 .02 1.35 -0.02 119829 4329 101967 4559 0.72 0 01 1.05 -0.01 87940 -14995 98335 3560 0.75 0 01 1.41 0.02 137509 -3329 73612 2066 1.40 0.45 1.44 -0.13 98195 7267 152407 15383 0.37 -0.05 0.25 -0.0 1 91767 43417 94381 14625 0.59 -0.33 0.44 0.0 1 PCR . . 南华期货 南华期货 南华期货 . 626.5 0.68 0.70% -0.5 2% 254333 3869 187431 -9039 8333 -10 2.55% -3.31% 1488416 -507259 472890 14573 77200 -420 -0.19% -1.50% 87118 23020 161490 42085 20840 -100 0.19% -1.46% 131571 -2881 6 218030 -1886 25010 -220 -1.01% -2.05% 150215 -2284 1 70396 15986 73750 1300 0.61% -2.74% 247983 42507 207436 13315 12730 240 2.04% 2.28% 262146 124506 146732 6701 - - PCR PCR PCR PCR 532.8 4.9 1.02% 2.22% 129231 -33983 26833 -1099 1521 40 5.19% 2.41% 3588191 1301203 1240905 -21575 LPG 4656 -6 -0.43% 1.90% 46210 1289 54090 3544 PTA 5018 56 1.50% 1.54% 926366 246297 1179756