商品期权：今日油脂油料板块及工业硅价格均有较大幅度上升，同时期权隐含波动率较上一交易日也普遍上升，目前工业硅期权隐含波动率处于历史90%分位数水平之上。

603093 南华期货 南华期货 南华期货 218597 61512 749765 16466 0.59 -0.16 0.54 0.01 5576 -3265 49608 540 0.24 -0.08 0.80 -0.01 31095 16937 33755 2119 0.56 -0.40 0.78 0.00 58296 37321 123585 451 1.03 -0.10 0.79 0.00 41984 15784 87483 11 56 1.05 -0.79 1.02 0.03 95066 32022 373571 3333 0.57 -0.04 0.54 0.01 94722 1074 280554 5954 0.66 -0.23 0.58 -0.02 125900 21645 209429 -8164 0.72 -0.47 0.92 0.08 197546 103234 223332 20535 0.85 -0.48 1.65 0.06 164771 10791 539721 21868 0.63 0.10 0.49 0.00 54183 22593 56673 6013 0.48 -0.24 0.44 0.05 红枣 10111 -354 51466 223 0.14 0.03 0.19 0.00 10/23/2024 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 18.76% 0.41% 25.33% 0.00% 85.47% 4.08% -6.57% 0 .00% 24.78% -0.48% 22.39% 0.00% 89.08% 1.41% 2.39% 0.00% 18.06% 0.78% 24.47% -0.01% 83.80% 11.59% -6.41% 0.01% 19.18% 1.59% 13.02% 0.00% 87.73% 16.51% 6.16% 0.02% 20.81% 1.53% 20.43% 0.00% 91.38% 4.84% 0.38% 0.02% 10.45% -0.47% 15.55% 0.01% 76.81% -0.18% -5.10% -0.01% 9.85% -0.07% 14.44% 0.00% 58.16% -0.93% -4.59% 0 .00% 28.87% 0.34% 35.03% 0.00% 102.37% 1.77% -6.16% 0 .00% 27.76% 2.46% 18.43% 0.00% 96.26% 10.33% 9.33% 0.02% 12.81% -0.16% 15.50% 0.00% 76.94% -1.27% -2.69% 0 .00% 13.30% -0.03% 11.93% 0.0 0% 93.63% 8.20% 1.37% 0 .00% 红枣 32.02% 0.93% 29.23% 0.00% 102.86% -0.07% 2.79% 0.01% PCR PCR PCR PCR 2988 10 0.40% 0. 57% 1267512 493388 1522343 743 6764 64 1.12% 2.81% 78413 -25355 121667 -3321 3677 48 1.74% 0. 52% 75866 -5184 17754 -8295 8466 176 2.47% 1.45% 550123 144552 732739 33619 9615 232 3.23% 2.71% 382223 59290 302107 12515 2228 49 2.67% 2.67% 787407 309760 841466 6584 5869 25 0.51% 0. 46% 182406 8869 324033 -396 2400 55 3.00% 3.17% 558049 130334 611519 -6719 9230 234 3.48% 1.41% 915544 256040 577374 62011 14125 0 -0.04% - 0.71% 256810 -65759 484052 2481 8120 -66 -0.22% -1.41% 135132 69073 125405 10585 红枣 9815 -80 -0.91% -1.16% 56386 2285 75456 -885 IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 南华期货 18.49% -0.01% 10.80% 0.00% 71.63% -0 .79% 7.69% 0.00% 39.65% -0.07% 28.17% 0.00% 98.03% 0 05% 11.48% 0.00% 15.63% -0.84% 15.94% 0.00% 65.18% -5.26% -0.31% -0.01% 15.34% -0.23% 14.63% 0.00% 89.20% 7.99% 0.71% -0.01% 20.94% -0.32% 23.20% -0.01% 86.78% 4.51% -2.26% 0.00% 39.81% 3.14% 36.98% 0.01% 103.35% 2.09% 2.83% 0.02% 30.69% 4.01% 95.44% 0.74% 104.09% 3.54% -64.75% -0.70% . 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 65655 -9085 100202 1260 0.68 0.09 1.88 0.04 752986 28648 487495 16524 0.75 0.00 1.40 0.05 93613 -26818 101338 258 0.86 0.14 1.06 0.01 116734 26961 99860 4270 0.78 0.03 1.42 0.01 131022 -7763 73237 1154 1.19 -0.21 1.47 0.03 111729 13534 166457 14050 0.28 -0.09 0.25 -0.01 196995 105228 114277 19896 0.33 -0.27 0.46 0.01 629.96 3.46 0.75% 0.0 4% 227818 -26515 190448 301 7 8350 17 0.63% -1.92% 1448155 -40261 445746 -27144 76720 -480 -0.47% -0. 27% 64668 -22450 159876 -16 14 20875 35 0.43% 0.2 4% 177360 45789 228039 10009 25025 15 0.38% 1.39% 134631 -15584 65727 -4669 75250 1500 3.01% 2.40% 284815 36832 216843 9407 13005 275 4.08% 2.04% 417846 155700 166800 20068 PCR PCR PCR PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.81% -0.93% -2.18% 0.05%0.00% 0.00% -12.06% PVC 0.77% 0.35% 0.00% 0.00% 0.00% 22.77% 12.78% 玻璃 氧化铝 -1.55% -2.56% -3.18% 0.00% 0.00% 0.00% -2.12% % -0.03% -0.04% % -0.02% -0.02% -0.02% % % % -0.04% -0.01% -0.02% -0.03% -0.03% -0.01% 3.42% -3.65% 86.15% 0.00% 31.65% % -0.74 35.07% -24.49% 97.08% 66.44% 41.95% -9.81% .60% -0 77.61% 30.23% 20.42% 2.08% 95% 4. 119.05% 22.19% 24.27% -6.70% 40% 1. 75.29% 0.00% 22.00% -0.48% 15.30% -11.86% -2.76% 78.82% 0.03% 30.64% % -0.66 18.78% 0.00 -7.30% 95.90% 22.48% % -0.07 15.18% 0.00 -5.38% 77% 3. 68.64% 15.39% 10.01% 0.01 -2.99% 91.28% 14.46% 11.47% -11.48% -3.60% 90.63% 0.00% 29.70% -1.57% 18.22% -7.09% 38% 1. 72.01% 0.00% 23.81% -1.56% 16.72% -16.41% 70.03% 42.43% 26.02% -0.01 -8.76% 25% 2. 79.79% 28.32% 19.56% -9.61% .04% -1 89.73% 30.56% 20.95% -25.62% -6.06% 100.44% 0.00% 70.66% -3.18% 45.04% 0.00 -2.12% 66% 3. 98.74% 0.00% 37.17% % -0.14 35.05% 48346 13468 25227 399 0.84 -0 .04 0.77 0 .06 368067 -214887 859323 29114 0.53 0 11 0.30 0 .01 LPG 10612 187 14863 1050 0.48 -0 .03 0.67 -0.08 PTA 249932 -22326 412230 9506 0.65 -0.14 0.65 0.04 76927 -8441 93340 -239 0.38 0 04 0.79 0.01 75982 -12063 199588 9043 0.53 0 02 0.83 0.03 PVC 43296 -11717 153408 4682 0.22 -0 .02 0.27 0.01 5518 35 29262 791 0.42 -0.68 0.74 0.00 7398 -1394 32401 -92 1.27 0.40 0.71 0.00 22483 -1653 71499 2416 0.44 -0.10 0.65 0.02 56918 -16980 55067 3092 0.66 0 15 0.78 0.00 18272 -3861 30706 541 0.85 -0 .01 0.89 -0.07 8881 2108 42537 1183 0.55 0 04 0.70 - 0.02 9645 -3671 30201 586 0.62 -0 .08 0.67 0 .01 玻璃 215775 -52636 452810 15250 0.53 0 04 0.56 0 .03 氧化铝 59960 -3968 139397 7635 3.18 1.00 3.63 0.20 . - .- .- - - 南华期货 南华期货 南华期货 . . . 544.7 11.9 2.10% 1.08% 148979 19748 27157 324 1512 -9 0.60% -4.59% 1913681 -1674510 1245906 5001 LPG 4674 18 0.41% 0.84% 50106 3896 55703 1613 PTA 5036 18 0.36% -1.14% 879415 -46951 1140672 -39084 1804