商品期权：苹果期权隐含波动率较昨日回落近4个百分点，为近期期货涨停之后，首次出现的较大幅度回撤，但目前处于历史90%分位数水平之上。

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 257724 -48878 933750 21797 0.49 0 .00 0.51 0.00 40315 -324 0 77221 3270 0.27 -0.19 1.14 -0.05 34906 -11209 45254 -1147 0.49 0 .03 0.57 -0.04 90241 -40113 168612 1783 0.99 0.22 0.99 0.06 38846 5740 105349 -835 1.19 0.35 0.87 -0.04 59162 -8507 440963 8317 0.48 0.08 0.53 0.01 165115 22206 304644 -1955 0.74 0.09 0.56 -0.01 80497 -18306 235995 5536 1.24 0.32 0.78 -0. 04 277977 -381 1 338542 3295 1.27 0.19 1.95 -0.09 119916 -34405 650381 885 0.64 - 0.02 0.49 0.0 0 42529 -12736 77003 834 0.47 0.12 0.44 0.03 红枣 28438 -9518 75049 961 0.24 0.08 0.21 0.01 603093 11/5/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 21.19% -0.80% 19.95% 0.00% 86.54% -6.16% 1.24% -0.01% 30.05% -4.09% 35.28% 0.00% 88.29% -11.58% -5.23% -0.04% 21.35% -0.12% 19.99% 0.00% 97.68% -0.11% 1.36% 0.00% 19.26% -0.08% 13.93% 0.00% 81.75% 4.50% 5.33% 0.00% 20.57% 0.60% 23.27% 0.00% 88.71% 6.43% -2.70% 0.01% 10.31% -0.58% 14.18% 0.01% 66.30% -7.47% -3.87% -0.01% 10.18% -0.05% 15.13% 0.00% 61.30% -1.15% -4.95% 0.00% 29.49% 0.39% 31.56% 0.00% 99.72% -5.57% -2.07% 0.00% 26.23% -0.62% 17.30% 0.00% 82.39% -4.70% 8.93% -0.01% 12.65% 0.37% 11.02% 0.00% 73.01% 0.11% 1.63% 0.00% 14.61% -1.76% 12.96% 0.00% 67.14% -25.88% 1.65% -0.02% 红枣 31.30% -2.50% 36.26% 0.00% 104.69% 2.84% -4.96% -0.03% PCR PCR PCR PCR 2957 -28 -0.77% -0.74 % 903669 -244145 1589497 39333 7560 -63 -0.84% -1.04% 132705 -22851 116306 -10490 3743 -31 -0.43% -1.39% 99073 -34387 71686 -2861 8612 -58 -0.74% -2.16% 409743 -200544 649539 - 12568 9497 -207 -2.62% -3.21% 329647 19819 261992 - 11332 2225 8 -0.13% 0.85% 477605 -127407 880886 -1771 5815 -28 -0.85% 0.38% 287818 38007 306550 -8017 2332 -26 -1.27% -1.31% 386628 -125086 613670 28392 9610 -104 -0.76% -2.23% 914390 84757 596589 - 12867 14020 -60 -0.50% -0.71 % 215439 -47400 494626 -2349 8162 -64 -0.71% -0.63 % 66928 -2140 6 132384 -1590 红枣 10260 -280 -2.70% -3.52% 132493 -44842 97908 -621 20.40% 1.01% 12.26% 0.00% 78.35% 1.57% 8.14% 0.01% 35.71% 0.57% 29.78% 0.00% 99.33% 1.17 % 5.93% 0.01% 19.98% 0.97% 13.39% 0.00% 92.61% 5.52% 6.59% 0.01% 15.76% 0.61% 13.62% 0.00% 82.28% 9.37% 2.14% 0.00% 23.95% -0.14 % 27.12% 0.00% 98.80% 2.62% -3.17% 0.00% 34.72% -2.54% 36.09% 0.01% 90.49% -14.24% -1.37% -0.03% 24.67% -1.21% 96.13% 0.73% 112.45% 3.21% -71.46% -0.74% PCR PCR PCR PCR 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 82801 -178 31 109428 944 0.90 -0.21 1.85 -0.05 209497 -82607 344446 3002 1.07 0.11 1.19 0.02 68503 -34548 79116 2721 0.52 -0.23 0.87 -0.04 73493 9175 71188 2846 0.76 -0.32 1.69 -0.09 59761 -672 7 38827 2994 0.67 -0.13 1.14 -0.0 2 172322 34990 251755 4959 0.33 -0.13 0.23 0.00 118668 20517 172436 -3689 0.40 0.03 0.41 0.00 -0.36 -82678 -247767 200-0.40% 1550.84% -60-0.82% 100-0.40%66538 -19550736 6305 6725 0 14392 6730 72 -12874 106399 165620 2% -0.0 -1.51% 12715 -4 235236 312156 0.65% 77350 - 103582 7 -2267 215917 -0.20% 25065 204444 5 -2805 143063 1.18% 21010 25 169461 6 -3581 87306 0.83% 77630 - 319238 518967 8% 0.0 0.24% 13 - 7993 - 118123 175810 9% 0.0 -0.45% 625.02 IV IV 20HV20HV 110IV/90IV 110IV/90IV . 南华期货 36.15% 2.59% 37.10% 0.00% 96.71% 1.37% -0.95% 0.03% 42.15% -0.62% 62.60% 0.00% 100.82% -2.18% -20.45% -0.01% LPG 22.48% -0 .13% 23.89% 0.01% 86.74% 0 63% -1.41% -0. 02% PTA 19.79% 0 14% 19.79% 0.00% 71.53% -2.49% 0.00% 0.00 % 22.98% 1.08% 30.01% 0.00% 97.99% -1 .34% -7.03% 0.01 % 17.26% 0 23% 20.19% 0.00% 81.82% -1 .22% -2.93% 0.00 % PVC 19.78% -1.50% 19.96% 0.00% 101.22% 13.37% -0.18% -0. 02% 11.13% 0.98% 10.81% 0.00% 72.29% -0 .83% 0.32% 0.01 % 9.91% -0 .18% 11.33% 0.00% 60.30% -7.82% -1.42% 0. 00% 15.78% -0.40% 19.22% 0.00% 87.76% -1 .49% -3.44% 0. 00% 19.35% -0 .20% 18.10% 0.00% 65.30% -4 .38% 1.25% 0. 00% 14.69% -1.23% 14.40% 0.00% 73.63% -7.76% 0.29% -0. 01% 23.66% -0 .78% 17.21% 0.00% 111.80% -8.56% 6.45% -0.01% 20.25% -1.51% 21.25% 0.00% 74.87% -7.99% -1.00% -0. 02% 玻璃 46.50% 1.99% 64.67% 0.00% 101.04% 5.70% -18.17% 0.02% 氧化铝 40.44% 0 12% 39.19% 0.04% 86.66% 0 73% 1.25% -0.03% . . .. 47527 -5235 38274 - 708 0.95 0.00 0.68 0.07 393339 -40116 995779 11814 0.65 -0.01 0.32 0 .01 LPG 33159 -4488 39981 2251 0.59 0.10 0.40 0 .01 PTA 192368 -40142 517502 5919 1.08 -0.19 0.60 0 .02 31864 -7576 77185 - 435 0.57 -0.08 0.73 - 0.01 74685 -29599 222922 680 0.48 -0.20 0.77 0 .00 PVC 101416 8851 210851 1879 0.40 0.00 0.24 - 0.01 12410 2949 39788 530 0.65 -0.44 0.76 -0.03 9137 2930 38935 - 272 1.10 0.21 0.60 -0.02 32551 1722 83486 533 0.55 -0.16 0.65 - 0.01 125148 -28644 125441 -6085 1.36 -0.36 0.93 0 .00 17692 -223 9 39247 14 64 0.96 -0.04 0.87 -0.02 9806 1145 51119 514 0.55 0.14 0.67 0 .00 7771 1486 31857 78 0.44 -0.31 0.58 0 .01 玻璃 422037 -37946 572652 11849 0.62 -0.10 0.89 0.04 氧化铝 120475 19563 225698 8982 2.11 -0.57 4.19 0 .00 3.08% LPG PTA -434809 22 PVC 307 -247472445 9727 2224 952 12725 22108 967 4321 3267 - 195394 -38585 157437 0.40% 0.45% 11 8445 - 246046 -17116 158567