商品期权：硅铁期权隐含波动率较上一交易日大幅上升10.51个百分点，目前处于历史90%分位数水平之上。

603093 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 HV 10/25/2024 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 20.16% 0.9 6% 22.74% 0.00% 91.06% -2.52% -2.58% 0.0 1% 24.23% -0.2 0% 19.60% 0.00% 63.21% -20.61% 4.63% 0.0 0% 17.96% -0.56% 21.28% 0.00% 85.30% 5.41% -3.32% 0.0 0% 18.89% 0.1 8% 12.97% 0.00% 79.39% -1.84% 5.92% 0.00 % 20.53% 0.53% 21.01% 0.00% 91.28% 3.23% -0.48% 0.01 % 11.00% 0.65% 16.92% 0.00% 75.27% 3.63% -5.92% 0.00 % 10.28% 0.0 6% 14.10% 0.00% 61.67% -1.59% -3.82% 0.00 % 27.07% -1.28% 35.96% 0.00% 98.76% -2.24% -8.89% -0.01% 27.23% 0.2 6% 17.27% 0.00% 93.69% 3.16% 9.96% 0.00 % 12.14% 0.1 2% 14.99% 0.00% 75.38% 2.03% -2.85% 0.00 % 12.32% -0.1 6% 11.43% 0.0 0% 84.38% 3.37% 0.89% 0.0 0% 红枣 31.34% 0.3 5% 27.97% 0.00% 104.48% 1.96% 3.37% 0.00 % PCR PCR PCR 103970 3 6 39855 1 -49621 -820006 72118 8442 22701 -0.33 -361 6661 -0.44 -501 -0.11 16181 11146 -0.15 红枣 PCR 0.00 0.00 -0.04 0.01 0.030.00 0.02 0.00 0.18 0.00 0.01 0.00 0.19 0.09 0.20 2505 55068 4 464 11440 0.46 -0.18 0.52 2539 61029 589 23229 0.48 0.45 575057 -2 200962 1.85 0.03 0.89 250083 216031 0.91 0.83 2372 211046 238 71320 0.61 0.01 0.60 288541 98640 0.53 0.06 0.45 3227 387693 68713 1.02 0.09 0.97 1900 91683 781 36030 0.82 0.73 133630 76486 0.72 0.10 0.61 32993 427 24265 0.83 0.35 744 52162 733 10191 0.54 0.07 0.46 777340 267068 2948 -36 -1.37% -1.07% 1337716 391219 1650157 109185 6793 27 0.52% -0.02% 69467 851 115831 1800 3686 -24 -0.65% -1.74% 98148 - 1890 71893 2490 8518 54 1.07% 0.35% 641793 175325 710129 -12554 9735 54 1.32% -0.05% 329011 41 120 303407 -280 2225 -5 -0.27% -1.59% 553369 -160709 838443 -6783 5919 -17 0.02% -1.35% 201176 -119633 338715 3327 2380 -22 -0.75% -1.46% 348807 - 14079 608087 3946 9302 22 1.09% -0.47% 995125 266668 578692 -2695 14105 -90 -0.49% -1.17% 314969 - 51675 489177 -13628 8140 -64 -0.37% -0.71% 48315 - 6989 122000 716 红枣 9595 -190 -2.19% -1.89% 59445 23 374 78485 2459 IV 18.15% 36.95% 14.34% 14.80% 22.81% 36.79% 30.37% IV -0.59% -0.72% -0.73% -2.72% -2.44% -1.47% 1.16% 20HV20HV 11.44%0.00% 29.08%0.00% 15.29%0.00% 14.40%0.00% 25.76%0.00% 36.65%0.01% 95.72%0.72% 110IV/90IV 76.91% 99.35% 67.17% 81.22% 100.70% 102.85% 106.11% 110IV/90IV 3.06% 2.37% 4.82% -12.25%4.62% 0.23% 0.54% 6.71% 7.87% -0.95% 0.40% -2.95% 0.14% -65.35% -0.01% -0.01% -0.01% -0.03% -0.02% -0.02% -0.71% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.93% 0.70% -0.94% 0.05%0.00% 0.00% -14.01% 15.50% PVC 0.87% -1.11% -1.45% 0.00% 0.00% 0.00% -16.34% 0.00% 0.00% 0.00% -2.51% 玻璃 氧化铝 -1.39% 0.01% -0.01% -0.06%0.01% -0.01% -0.01% 0.03% 0.01% -0.01% -0.01% -0.04% 0.01% % % -0.01% % -0.01 3.75% 68% -4. 81.22% 0.00% 32.54% -0.62% 36.29% -20.49% 7% 1.3 104.38% 69.76% 49.27% 0.00 -7.04% 4% 1.0 85.65% 27.46% .23% 0 20.42% 0.00 1.76% 117.42% 21.37% .11% -0 23.13% -4.08% 4.99% 73.59% 0.00% 19.89% 0.92% 15.81% -11.53% 2% 0.8 74.39% 0.03% 29.53% .32% -0 18.00% -8.08% 66% -4. 88.25% 22.01% 13.93% -4.94% 63.47% 15.17% 10.23% -2.52% 28% -1. 74.24% 13.86% 11.34% -7.90% 7.67% 84.99% 0.00% 27.83% 2.51% 19.93% -7.82% 67% -0. 69.63% 0.00% 23.72% .85% -0 15.90% -15.61% 97.14% 40.52% 24.91% -5.23% 68% -1. 77.31% 25.57% 20.34% -9.19% 82.76% 30.21% 21.02% -26.87% 5% 0.7 100.00% 0.00% 71.26% .79% -0 44.39% -0.85% 1.98% 101.90% 0.00% 37.49% 0.79% 36.64% PCR PCR PCR -114530 18927 -0.16 LPG PTA 120782 34061 18270 0.15 0. PVC 81598 0.14 0.26 0. 196 0.22 0. 玻璃 氧化铝 -27090 24660 0. PCR 0.00 0.00 -0.020.01 0.09 0.01 0.01 0.03 -0.04 0.01 0.02 0.02 0.00 -0.030.05 0.08 4.01 0.21 2.32 8210 158635 -11634 68854 0.68 01 0.53 491452 400535 0.64 0.03 - 0.57 1415 32440 0 492 13181 0.69 08 0.63 962 44859 7878 - 0.90 0.83 280 31598 98 -39 14051 0.82 0.18 1.06 5225 63946 8 920 67609 - 0.64 00 0.52 2801 74653 9 925 27409 0.63 0.56 1563 35076 8 474 9876 0.73 0.42 -167 30110 4 309 8681 - 0.24 0.03 - 0.18 -1522 161978 129474 - 0.82 0.13 0.72 3358 202925 27418 95060 0.86 07 0.57 84 93442 95137 - 0.64 0.95 446418 291977 0.60 0.00 0.37 1201 17942 8 448 15704 0.31 0.42 881179 315352 0.78 -0.11 0.81 1964 27241 42 -83 33638 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 52092 -44245 100746 2763 1.19 0.21 1.92 0.02 1155948 165942 502952 -2524 1.01 0.01 1.35 0.02 111220 -1652 95812 -2696 1.17 0.13 0.98 0.01 171702 -25151 103400 -1745 0.93 0.38 1.62 0.18 208501 -1123 76837 -665 0.94 0.15 1.15 -0.58 84850 -4963 186416 10906 0.28 -0.06 0.24 0.00 154948 46589 135588 9174 0.30 -0.05 0.45 0.02 624.72 0.18 0.35% 0.89% 238915 -112780 165430 - 9178 8140 -9 0 -0.27% 1.50% 1351214 -206719 379475 - 15036 76390 -610 -0.18% -0.2 7% 94558 18704 151858 - 5217 20760 -345 -1.35% -2.26% 232658 -134 74 214674 -27320 25030 -895 -1.20% -4.68% 267252 110310 115032 45552 74700 500 0.88% 1.28% 239203 -404 8 231011 9123 13155 290 2.21% 2.83% 313449 83348 174981 11398 -3.28% -182603 LPG PTA 177842 PVC 490485 79233 46194 1137 37631 2154 396 9251 8654 39886 6102 4739 2187 9772 205801 24005 - 179896 1.52% 0.32% -5 8526 - 258630 43482 195787 0.83% 0.57% 10 4598 - 3295