商品期权：苹果期货合约午后涨停，期权隐含波动率至收盘较上一交易日大幅上升近7个百分点，目前处于去年10月份上市以来最高水平

10/30/2024 IV IV 20HV 20HV0.00%0.00% 0.00%0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 110IV/90IV 110IV/90IV -3.84% -5.84% -7.80% 2.91% 5.51% 红枣 0.00% 0.07% 0.01%0.00% 0.00% 0.00% 0.00% 0.00% 0.00% -0.01% 0.03% 0.03% 9.88% 0.50% - 113.23% 0.00% 25.67% 3.16% 35.55% 3.86% 84.50% 11.25% 15.11% -1.24% 2.36% - 73.94% 13.16% -0.50% 11.92% 7.98% 91.02% 17.71% -0.37% 25.69% -6.46% 1.75% - 99.03% 35.15% 0.32% 28.69% -4.47% .05% 0 60.30% 14.41% -0.11% 9.94% -5.22% .20% 1 70.91% 16.04% 0.04% 10.82% -2.95% 70.65% 21.19% 0.34% 18.24% 4.44% 79.48% 13.93% 0.36% 18.37% -1.47% 6.51% 87.63% 20.98% 1.01% 19.51% 11.63% 5.98% 1 105.61% 22.37% 7.36% 34.00% -1.82% 0.36% - 94.28% 23.16% 0.46% 21.34% 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 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 346395 80172 867446 35796 0.48 0.00 0.52 0.01 121560 71856 63817 10981 0.27 -0.19 0.91 0.10 32690 79 64 42412 2954 0.53 -0.12 0.65 - 0.03 84860 29118 144892 1361 0.80 -0.07 0.86 0.00 31111 -36156 100368 -1133 1.25 0.36 0.83 -0.04 80744 36407 408957 11544 0.38 0.09 0.52 - 0.01 84818 41 77 295189 1989 0.73 -0.06 0.57 - 0.02 84967 19 69 222244 3345 1.07 -0.12 0.84 - 0.03 210435 -5 049 296617 9576 0.90 -0.07 1.69 0.04 121994 -58069 611467 14902 0.66 -0.07 0.50 0.00 98972 62331 69800 7149 0.30 -0.26 0.44 -0.04 红枣 78488 68441 63935 9006 0.10 -0.12 0.18 0.00 603093 3015 3 1.07% -0.51% 1543142 264262 1528721 -38462 7532 552 9.00% 6.75% 439438 252656 163562 31643 3731 12 1.33% 0.30% 124622 5691 67297 -1207 8422 44 0.50% 1.52% 415122 -2 2238 657780 -11536 9514 -23 -0.78% 0.57% 300277 20 090 276303 -9828 2247 21 0.94% 0.67% 627398 262523 902657 35270 5847 -6 -0.37% 0.30% 170449 - 2738 319396 -43 21 2365 -25 -0.63% -0.84% 467517 10 956 615518 14583 9392 122 1.29% 1.14% 791007 - 2221 569727 10413 14055 55 0.04% 0.89% 209540 -136500 482768 46 7 8178 118 0.91% 1.77% 105926 39279 118917 65 1 红枣 10235 555 5.95% 6.06% 353034 294684 95162 15688 20.36% 1.06% 10.66% 0.00% 84.18% -0.34 % 9.70% 0.01% 37.77% 0.2 1% 29.24% 0.00% 102.86% -0.21 % 8.53% 0.00% 14.17% 0.88% 14.03% 0.00% 71.40% 3.91% 0.14% 0.01% 14.90% 0.50% 14.13% 0.00% 80.70% 1.88% 0.77% 0.00% 21.40% 0.1 8% 27.25% 0.00% 90.04% -1.34% -5.85% 0.00% 34.67% -0.94% 37.44% 0.01% 104.82% -0.68% -2.77% -0.02% 25.57% -0.65% 95.48% 0.73% 95.88% -7.28% -69.91% -0.73% 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 49056 -5 907 40504 2440 0.96 0.25 0.47 -0.04 510045 39660 927529 10457 0.53 0.12 0.32 0.0 1 LPG 44979 199 00 30916 6155 1.25 0.59 0.47 -0.03 PTA 255948 -125376 493394 5500 1.18 0.21 0.54 -0.03 37957 -15 894 73226 1769 0.67 0.26 0.82 0. 00 93685 -12 008 212026 2024 0.67 -0 .02 0.80 -0.02 PVC 105931 336 2 189934 5430 0.34 -0 .04 0.24 -0.01 10781 -2 342 36403 2043 0.63 -0.13 0.77 -0.01 11464 749 38162 1009 1.31 0.44 0.62 0.0 0 29051 -23 156 80745 -671 0.80 0.21 0.66 -0.01 215830 113 03 113295 11520 1.70 0.37 0.85 0.04 17326 -9 915 33802 -147 0.69 -0.49 0.86 -0 02 6144 -1 032 48126 1055 0.72 0 .06 0.70 0.02 10139 -199269 30483 344 0.70 -0 .19 0.62 -0.05 玻璃 597624 221495 533136 3043 0.54 -0 .08 0.95 0.04 氧化铝 137321 48754 192435 11966 2.84 0.48 3.98 0.0 0 PCR PCR PCR PCR 南华期货 94385 32476 101873 3453 0.64 -0.23 1.85 0.06 204503 -382 7 311281 8712 0.63 -0.08 1.35 -0 .01 55591 15232 62440 3241 0.74 -0 03 0.94 -0.05 37831 917 60831 3067 1.07 0.22 1.65 0.09 41715 3385 31441 1868 0.68 0.0 6 1.11 -0.03 106770 -212 2 214039 7411 0.40 0.10 0.23 0 .00 638.62 6.82 1.56% 0 46% 238598 41774 158293 -207 8319 40 0.87% - 0.46% 887765 -59066 384199 -23021 33.42% -0.25% 39.72% 0.00% 95.60% 1.67% -6.30% 0.00% 44.69% 0.83% 69.87% 0.00% 100.58% -6.16% -25.18% 0.01% LPG 21.78% 0.77% 25.57% 0.01% 86.07% -7.23% -3.79% -0.01% PTA 20.10% -1.40% 25.21% 0.00% 74.51% 1.20% -5.11% -0.01% 22.07% -0.74% 37.52% 0.00% 96.16% 4.53% -15.45% -0.01% 16.69% 0.42% 22.10% 0.00% 72.49% -10.42% -5.41% 0.00% PVC 20.63% -0.13% 25.93% 0.00% 96.00% 5.96% -5.30% 0.00% 11.55% 0.16% 12.23% 0.00% 70.52% -7.04 % -0.68% 0.00% 10.62% -0.16% 13.89% 0.00% 76.38% 10.78% -3.27% 0.00% 15.40% -2.73% 22.83% 0.00% 84.49% -33.18% -7.43% -0.03% 20.33% -0.38% 24.86% 0.00% 80.93% 1.10% -4.53% -0.01% 15.57% -0.35% 18.02% 0.00% 68.31% -3.20% -2.45% 0.00% 22.98% 0.30% 20.17% 0.00% 100.82% -17.10% 2.81% 0.00% 21.69% 0.04% 27.08% 0.00% 91.45% 4.80% -5.39% 0.00% 玻璃 44.20% -1.86% 69.76% 0.00% 104.26% -4.56% -25.56% -0.02% 氧化铝 38.70% 0.20% 36.92% 0.04% 79.47% -8.49% 1.78% -0.04% 76670 170 0.20% 0 38% 90567 19338 155012 1173 20865 75 0.41% 1.15% 129312 -391 4 206662 463 25030 20 -0.20% -0.58% 175041 -131 52 113342 814 73850 -1050 -2.83% -0.93% 228437 917 223987 -875 12915 115 -0.19% 2.43% 165691 -91671 150589 -9139 92199 -72440 159335 3274 0.40 -0 03 0.39 0 .00 . . . HV . IV IV 20HV20 110IV/90IV 110IV/90IV PCR PCR PCR PCR . 43 -51 26 1.88% LPG PTA 1.89% 296216 2 -353888 83 51 4617 9658 69 PVC 4 -56 -40-65522 -377778985 19566 36 70 -141 209251 29315 - 255941 3.37% 0.26% 119 8446 -73 256957 -108679 147773