商品期权：锰硅期权隐含波动率较上一交易日大幅回落近5个百分点，目前处于历史50%-60%分位数水平

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 10/29/2024 HV 南华期货 南华期货 南华期货 IVIV20HV20110IV/90IV110IV/90IV 南华期货 南华期货 南华期货 20.88% 0.83% 23.61% 0.00% 94.64% 0.3 7% -2.73% 0.01% 26.64% 1.85% 19.32% 0.00% 89.64% 3.83% 7.32% 0.02% 18.50% -0 .17% 21.41% 0.00% 81.13% -5.70% -2.91% 0.00% 18.01% -0.93% 13.87% 0.00% 83.32% 1.40% 4.14% -0.01% 17.90% -1.07% 21.08% 0.00% 76.49% -0. 91% -3.18% -0.01% 10.78% -0.28% 16.07% 0.00% 69.71% -7.81% -5.29% - 0.01% 10.05% -0.19% 14.45% 0.00% 60.25% -1. 14% -4.40% 0 .00% 28.37% 0.65% 36.22% 0.00% 100.78% 0.4 9% -7.85% 0.01% 26.06% 0 15% 17.60% 0.00% 98.83% 4.89% 8.46% 0. 00% 12.42% 0 21% 13.34% 0.00% 76.31% 1.72% -0.92% 0. 00% 266223 -35902 831650 26431 0.48 -0.08 0.52 -0.01 49704 31225 52836 -2682 0.46 0.08 0.81 0.0 1 24726 -8255 39458 1537 0.65 -0.17 0.68 -0.0 1 55742 -25775 143531 456 0.87 -0. 07 0.85 0.05 67267 15629 101501 4395 0.89 0.11 0.87 -0.07 44337 -26992 397413 3187 0.29 -0.16 0.54 0.0 1 80641 -38260 293200 2524 0.80 -0. 02 0.60 -0.01 82998 5281 218899 3624 1.18 -0.21 0.88 -0.03 215484 8144 287041 12151 0.97 -0.13 1.65 -0.07 180063 19273 596565 12181 0.73 0.15 0.49 0.02 36641 12620 62651 788 0.57 -0. 01 0.48 0.02 红枣 10047 225 3 54929 -1279 0.22 -0. 05 0.18 0.0 0 12.20% 0 12% 11.31% 0.00% 78.98% -5.41% 0.89% 0. 00% 红枣 32.39% 1.00% 27.72% 0.00% 113.73% 8.03% 4.67% 0.01% . . PCR PCR PCR PCR . 3012 27 1.59% 1.38% 1278880 -3245 8 1567183 -3 278 6980 213 2.26% 2.70% 186782 62993 131919 -4 5 3719 18 1.03% 1.65% 118931 1250 68504 2767 8378 -50 -1.02% 0 .50% 437360 -203190 669316 -10269 9537 -121 -1.35% -0.33% 280187 -31415 286131 -7756 2226 -1 0.27% 0 .32% 364875 -127220 867387 8681 5853 -15 -0.68% 0 .30% 173187 -64660 323717 -6005 2390 -16 0.21% -0.04% 456561 88299 600935 2775 9270 0 0.15% 1.28% 793228 -90633 559314 4588 14000 -135 -0.85% -0.81% 346040 42952 482301 -4117 8060 -60 -0.86% -0.32% 66647 25450 118266 -2513 红枣 9680 -70 -0.10% -0.77% 58350 4604 79474 1307 19.30% 0.49% 10.59% 0.00% 84.52% 4.19% 8.71% 0.00% 37.56% 0.35% 29.24% 0.00% 103.06% -0.87% 8.32% 0.00% 13.29% -0.48% 15.47% 0.00% 67.49% -1.99% -2.18% 0.00% 14.40% -0.23% 14.31% 0.00% 78.82% 0 .73% 0.09% 0.00% 21.22% -0.09% 27.70% 0.00% 91.37% -1.56% -6.48% 0.00% 35.61% -1.42% 37.73% 0.00% 105.50% 6.31% -2.12% -0.02% 26.22% -2.45% 94.21% 0.73% 103.16% 1 .36% -67.99% -0.76% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.91% 1.80% .29% . .0.41% .45% 1.71% 0.02%0.00% 0.00% 10.76% -5.09% PVC 0.00% 0.00% 0.00% -15.43% 27.82% .58% 2.26% -2.21% 0.00% 0.00% 0.00% 15.80% 玻璃 氧化铝 1% -0.02% -0.01% 0.02% 0.00% -0.01% -0.01% 0% 0% 0.02% 0.02% 0% -0.01% 0.02% -0.02% -0.03% 1.97% -3.37% 87.97% 0.04% 36.53% 1.34% 38.50% -23.08% .11% 3 108.82% 69.14% 46.06% -5.46% 86.65% 27.11% 21.65% 1.61% .89% -5 117.92% 21.07% -0 22.68% 0.0 -3.23% 5.65% 71.51% 0.00% 19.15% 0.46% 15.92% -2.92% 3.97% 79.83% 0.00% 23.63% 2.22% 20.71% -3.45% 117.66% 21.58% 18.13% 0.0 -3.74% 65.61% 14.52% -0 10.78% 0.0 -1.46% .91% 1 77.56% 12.85% 11.39% -6.94% -4.57% 90.04% 0.00% 27.70% 89% -0 20.76% -6.18% 9.58% 82.91% 0.00% 22.45% 60% -0 16.27% -17.62% 91.64% 40.43% -0 22.81% -3.65% .35% -6 73.32% 25.15% 21.50% -5.04% 93.30% 26.05% 21.01% -27.66% 7.75% 106.74% 0.00% 71.52% -1.86% 43.86% 0.0 -5.29% .10% -1 93.93% 0.00% 38.96% 1.08% 33.67% PCR PCR PCR LPG PTA 48732 21663 22651 4309 28163 0.11 0.10 -0.32 PVC 7372 0.15 0.08 0.34 0.07 玻璃 氧化铝 165050 -109980 -18948 22084 0.43 0.33 0.30 PCR -0.11 01 -0.05 03 -0.05 01 0.00 -0.04 00 0.06 0.12 -0.04 02 0.07 01 -0.07 3.98 0.09 - 2.37 8664 180469 64 31 88567 -0. 0.90 0.02 - 0.62 530093 376129 0.67 0.89 30139 209408 0. 0.68 0.66 48 10 47071 502 -1 7176 0.87 1.18 9 97 33949 79 13 27241 0.82 0.82 1.33 22636 101775 69070 204527 0.67 0.59 2 84 81416 013 10 52207 0. 0.62 0.86 84 19 37153 340 -3 10715 0.78 0.76 49 21 34360 0 70 13123 0.25 0.38 184504 1773 -2 102569 -0. 0.82 0.16 0.69 12 15 210002 2460 -2 105693 0.82 0.41 56 19 71457 53851 -0. 0.57 0.98 487894 381324 0.50 0.66 24761 50 53 25079 -0. 0.31 0.07 - 0.41 917072 9483 -5 470385 0.51 0.07 0.71 5045 38064 629 -9 54963 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 61909 6233 98420 2928 0.87 -0.24 1.79 -0.04 208330 -4321 302569 5978 0.71 -0.04 1.36 0.03 40359 -440 59199 1735 0.77 -0.20 0.99 0.03 36914 -10811 57764 2197 0.85 0.09 1.56 0.01 38330 801 29573 2841 0.62 -0.21 1.14 0.01 108892 -8921 206628 9037 0.30 0.01 0.23 -0.01 164639 37277 156061 9351 0.43 0.14 0.39 -0.04 631.8 5.22 1.10% 0.65% 196824 -41987 158500 3132 8279 66 1.33% 0.70% 946831 -287772 407220 25622 76500 -370 -0.18% -0.71% 71229 -4079 153839 1267 20790 -105 -0.74% -1.00% 133226 -57963 206199 - 3580 25010 40 0.38% 1.61% 188193 -7839 112528 4488 74900 -1700 -1.90% -4.17% 227520 -77651 224862 - 1239 12800 -350 -2.62% -3.47% 257362 -23409 159728 -13649 512.1 -11.7 -4.55% -2.07% 118139 -44067 31294 2262 1517 -43 -1.24% -2.80% 2033771 -479171 1244284 1925 LPG 4561 -71 -1.38% -0.11% 49252 -13013 62010 1032 PTA 4862 -122