商品期权：锰硅期货合约今日午盘后快速拉升，至收盘，期权隐含波动率较昨日上升超4个百分点，目前处于历史70%-80%分位数水平之间

603093 11/4/2024 HV 21.99% 0 48% 21.19% 0.00% 92.70% 1.56% 0.80% 0.00% 34.14% 1.96% 35.48% 0.00% 99.87% 3.85% -1.34% 0.02% 21.47% 1.64% 19.81% 0.00% 97.79% 2.74% 1.66% 0.01% 19.34% 0.73% 13.74% 0.00% 77.25% 0.3 5% 5.60% 0.01% 19.97% 0 51% 23.03% 0.00% 82.28% 6.49% -3.06% 0.01% 10.89% 0.80% 15.49% 0.00% 73.77% 4.07% -4.60% 0.00% 10.23% -0.64% 14.46% 0.00% 62.45% -6.81% -4.23% -0.01% 29.10% 0 11% 32.33% 0.00% 105.30% 3.99% -3.23% 0 .00% 26.85% 0.79% 17.81% 0.00% 87.09% 3.64% 9.04% 0.01% 12.28% 0 25% 11.05% 0.00% 72.90% 2.32% 1.23% 0 .00% 16.37% 0 10% 12.97% 0.00% 93.01% 7.67% 3.40% 0 .00% 红枣 33.80% -0.68% 36.55% 0.00% 101.86% -6.00% -2.75% -0.01% IVIV20HV20 . 110IV/90IV110IV/90IV 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 . . PCR PCR 0.08 0.04 -0.15 PCR 74671 -17901 17588 6805 -0.07 -38676 25835 0.22 -0.28 -66001 0.12 红枣 PCR 0.02 0.02 -0.01 0.12 0.04 -0.01 0.00 -0.03 0.04 -0.01 -0.01 0.01 0.20 0.04 0.15 841 74088 -49676 37956 0.41 0 0.1 0.36 2639 76169 -10667 55265 0.49 0.66 11588 649496 154321 2.04 2 -0.0 1.07 10222 335247 1216 -2 281788 0.81 0.92 890 230459 98803 0.57 0.65 714 306599 142909 0.52 1 0.0 0.40 10416 432646 82 29 67669 0.92 0.84 2144 106184 3531 -2 33106 0.94 1 0.0 0.77 10437 166829 130354 0.61 0.46 1055 46401 46115 1.19 0.47 2595 73951 43555 0.51 0.50 17837 911953 306602 . 2985 22 -0.03% 1.17% 1147814 281 2 1550164 -63668 7623 -34 0.20% 0.81% 155556 -84391 126796 -7798 3774 52 0.96% 1.02% 133460 961 2 74547 5839 8670 82 1.43% -0.33 % 610287 73386 662107 -2671 9704 -75 0.58% -2.36% 309828 -64713 273324 -23852 2217 -23 -0.98% -0.76 % 605012 143425 882657 11918 5843 -78 -1.23% -2.43% 249811 -19 149 314567 -21654 2358 18 0.04% 0.51% 511714 42329 585278 -23926 9714 46 1.46% -1.00% 829633 -89456 609456 -7451 14080 - 10 0.21% -0.39 % 262839 -131914 496975 -4941 8226 -52 -0.07% -1.39% 88334 -14 731 133974 10232 红枣 10540 -30 0.81% -4.15% 177335 -145482 98529 -11 IV IV 20HV20 110IV/90IV 110IV/90IV HV 19.39% -0.73% 12.04% 0.00% 76.79% -0.62% 7.35% -0.01% 35.14% -0 07% 29.97% 0.00% 98.16% -1.30% 5.17% 0.00% 19.01% 1.30% 12.54% 0.00% 87.08% 5.19% 6.47% 0.01% 15.15% -0 01% 13.60% 0.00% 72.90% -2.33% 1.55% 0.00% 24.09% 1.45% 26.92% 0.00% 96.17% 0 .48% -2.83% 0.01% 37.26% 0.88% 38.29% 0.00% 104.73% 4.62% -1.03% 0.00% 25.88% 0. 18% 96.01% 0.72% 109.24% 5.70% -70.13% -0.72% . . 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 100632 -28178 108484 1330 1.11 -0.10 1.90 -0.09 292104 -4714 341444 11478 0.96 -0.05 1.17 -0.04 103051 20992 76395 4827 0.75 -0.71 0.91 -0.06 64318 21826 68342 3233 1.07 0.05 1.78 0.03 66488 14531 35833 2136 0.80 -0.22 1.16 0.04 137332 -71009 246796 7707 0.46 0.12 0.23 0.00 98151 -89657 176125 -3190 0.38 -0.06 0.41 0.01 625.38 -4.34 -0.53% 0.54% 258488 -65075 124428 -10191 8006 42 0.16% 2.78% 766734 -54542 325963 -18273 77430 910 1.23% 1.19% 123122 39910 169211 9952 20855 60 0.34% 0. 05% 171118 41619 190052 -34 37 25125 260 0.62% 1.66% 238594 44194 110312 -11 16 77250 750 1.05% -1.64% 245618 -160350 235708 2783 12910 5 -1.49% -1.14% 114884 -182295 119273 -10497 南华期货 33.56% 2.12% 39.34% 0.00% 95.34% -0.47% -5.78% 0.02% 42.77% -0.50% 68.50% 0.00% 103.00% 1.30% -25.73% -0.01% LPG 22.61% -0.33% 25.53% 0.01% 86.10% 2.37% -2.92% -0.02% PTA 19.65% 0.75% 24.07% 0.00% 74.02% 2.54% -4.42% 0.01% 21.90% -0.62% 37.27% 0.00% 99.33% -0.76% -15.37% -0. 01% 17.03% -0.18% 23.16% 0.00% 83.05% -2.95% -6.13% 0.0 0% PVC 21.28% 2.02% 25.31% 0.00% 87.85% -1.22% -4.03% 0.02% 10.15% -0.49% 12.60% 0.00% 73.12% 21.46% -2.45% 0.00% 10.09% -0.62% 13.79% 0.00% 68.12% 1.37% -3.70% -0.01% 16.18% 1.44% 22.86% 0.00% 89.25% 10.08% -6.68% 0.01% 19.55% -0.74% 23.46% 0.00% 69.68% 2.14% -3.91% -0.01% 52762 193 38982 34 0.95 0.12 0.60 -0. 01 433455 36864 983965 15363 0.66 0.11 0.31 -0. 01 LPG 37647 11325 37730 1893 0.49 0.10 0.40 -0. 02 PTA 232510 -13344 511583 13324 1.27 0.29 0.58 0.0 1 39440 -5191 77620 -16 0.65 0.08 0.74 -0.02 104284 -27745 222242 151 0.68 0.10 0.77 -0.03 PVC 92565 -2576 208972 1112 0.39 -0.06 0.25 0.0 1 9461 -2328 39258 1504 1.09 0.64 0.79 0.0 2 6207 -3521 39207 99 0.89 0.20 0.62 0.0 1 30829 -2177 82953 1372 0.71 0.19 0.67 0.00 153792 -11809 131526 -477 1.72 -0.11 0.93 -0.07 19931 -3019 37783 2529 1.00 0.46 0.89 -0.01 8661 1879 50605 405 0.40 -0.18 0.68 -0.01 6285 -164 31779 -25 0.75 0.17 0.57 -0.02 玻璃 459983 137271 560803 3463 0.72 0.11 0.85 -0.05 氧化铝 100912 -10116 216716 6517 2.68 0.11 4.19 0.07 15.92% 0 50% 16.55% 0.00% 81.39% 2.64% -0.63% 0.00% 24.44% 1.43% 18.65% 0.00% 120.36% 5.78% 5.79% 0.01% 21.76% 1.56% 25.93% 0.00% 82.86% 4.91% -4.17% 0.02% 玻璃 44.51% -0.29% 68.07% 0.00% 95.34% -5.69% -23.56% 0.0 0% 氧化铝 40.32% 1.19% 39.05% 0.04% 85.93% -0.27% 1.27% -0.02% . PCR PCR PCR PCR -14 0.74% LPG PTA -0.77% PVC 1.52% -23428 -7580 198661 14976 196022 0.51% 0.05% 14 8434 -336 250367 12825 175683 5% 0.1 0.35% 34 4616 4802 341776 -14358 182186 34% -0. -0.11% -1 7454 -3035 385444 -547