商品期权：氧化铝期权隐含波动率近一周来首次出现回落，较昨日下降近2个百分点，为近两周以来的低点，但整体仍处于偏高位置。

11/6/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV 11.35% -1.59% -1.02% -3.52% -6.86% -2.80% -5.72% -5.19% -0.68% 红枣 % -0.02% % -0.02% -0.01% -0.01% % % -0.03% % %0.01% -4.15% 17.31% 122.00% 0.00% 36.61% 1.16% 32.46% -0.01 0.66% 1.98% 69.12% 0.00% 13.27% 13.93% 0.00 3.60% 67.82% 0.00% 9.18% % 0.13 12.78% 5.98% 76.68% 0.00% 17.45% 23.43% 0.00 2.71% 0.81% - 98.92% 0.00% 26.79% % 0.01 29.50% 0.00 -4.95% 0.96% 62.26% 0.00% 15.16% % 0.03 10.21% -2.46% 3.18% 69.48% 0.01% 12.44% % -0.33 9.98% -5.03% 81.84% 0.00% 24.58% 19.55% 3.26% 78.23% 0.00% 14.35% % 1.65 - 17.61% 0.00 5.73% 0.49% - 97.19% 0.00% 15.83% % 0.21 21.56% -2.84% 1.60% - 86.68% 0.00% 31.30% 28.46% 0.00 7.46% 97.89% 0.00% 13.66% % -0.07 21.12% PCR PCR PCR 121298 22847 15566 14378 2557 -85113 8359 4225 43136 95771 3174 13774 -0.08 0.0 0.14 0.0 -0.09 -0.18 -0.240.22 0.18 红枣 PCR 0.01 -0.040.01 0.01 -0.02 .00 .00 0.01 0.07 .00 .01 0.01 - 0.20 -0.08 0.15 2321 77370 5 64 29083 0 0.45 8 0.0 0.56 -42 76961 46 21 44675 0 0.50 0.82 664155 215687 2.01 1.48 341716 321113 - 0.77 1.00 -1267 234728 01 68 87298 0 0.56 0.56 308869 80002 0 0.53 0.39 449322 832 -9 49330 0.85 6 1.25 -691 104658 911 -8 29935 - 0.99 1.12 -3332 165280 037 -7 83204 - 0.56 9 0.58 -3990 41264 50472 1.11 0.19 79778 63162 - 0.50 03 -0. 0.47 948128 379022 IV IV 20HV20HV 110IV/90IV 110IV/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 603093 3002 45 0.98% 1.75% 1513898 610229 1514720 -74777 7549 -1 1 -0.12% 0.72% 178991 46286 120332 4026 3816 73 1.41% 1.83% 130307 31234 82694 11008 8684 72 0.51% 1.25% 517462 107719 667632 18093 9478 -1 9 -1.06% 1.56% 294172 -35475 254603 -7389 2222 -3 0.23% 0.36% 466532 -11073 861538 -19348 5814 -1 0.07% 0.92% 159523 - 128295 301025 -5525 2357 25 0.55% 1.82% 366633 -19995 574846 -38824 9712 102 0.48% 1.24% 884001 -30389 603604 7015 13880 -140 -1.14% -0.64% 377825 162386 510500 15874 8142 -2 0 -0.78% -0.07% 60201 -6727 131461 -923 红枣 10225 -35 -1.26% 1.45% 150823 18330 95951 -1957 20.03% -0.37% 12.25% 0.00% 75.22% -3.14% 7.78% 0.00% 33.85% -1.86% 29.13% 0.00% 91.44% -7.90% 4.72% -0.02% 17.57% -2.41% 11.49% 0.00% 80.08% -12.53% 6.08% -0.02% 14.80% -0.96% 13.58% 0.00% 77.66% -4.61% 1.22% -0.01% 22.95% -1.00% 27.02% 0.00% 94.32% -4.47% -4.07% -0.01% 31.87% -2.85% 33.17% 0.00% 97.06% 6.58% -1.30% -0.03% 22.71% -1.96% 95.75% 0.73% 98.19% -14.26% -73.04% -0.75% 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 PCR 南华期货 PCR 132995 50194 113256 3828 0.79 -0.11 1.84 -0.01 351885 142388 359568 15122 0.89 -0.18 1.17 -0.02 93430 24927 82653 3537 0.59 0.07 0.89 0.02 66390 -7103 72771 1583 0.48 -0.27 1.65 -0.04 68639 8878 39782 955 0.64 -0.0 3 1.16 0.02 179380 7058 250598 -1157 0.49 0.16 0.22 -0.01 133704 15036 179426 6990 0.57 0.17 0.39 -0.02 624.06 -0.96 -0.08% 0.36% 291828 116018 114179 -3944 7780 -213 -2.40% -2.63% 851459 332492 325655 6417 76770 -860 -0.87% -1.70% 123249 35943 165392 -4069 20960 -50 0.12% -1.06% 148203 5140 204038 -4 06 24955 -110 0.40% 0.60% 189639 -26278 102289 -12 93 75900 -1450 -2.19% -2.84% 317572 5416 226178 -9058 12555 -160 -2.26% -0.75% 177735 12115 104913 -14 86 PCR PCR PCR PCR . IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.02%0.00% 0.00% -23.79% -0.02% -0.02% 1.54% 1.22% 4.32% % PVC 0.31% 0.53% -1.25% 0.00% 0.00% 0.00% 4.01% 19.32% % 0.56% 1.50% 0.00% 0.00% 0.00% 24.57% 19.57% 玻璃 氧化铝 -0.06% -1.71% -6.72% 79.94% 0.04% 39.70% -2.45% 37.99% 0.00% -14.83% 47% -1. 99.57% 61.10% % -0.23 46.27% 0.02% 3.01% 94.43% 18.74% 21.75% 0.01% 6.96% 136.37% 17.26% 24.22% 0.00% 1.35% -10.29% 63.33% 0.00% 13.57% 0.23% 14.92% 0.01% 3.32% 10.83% 76.13% 0.00% 17.11% 1.08% 20.43% -0.01 -2.13% 20% -3. 84.56% 16.66% 14.53% 0.01% 1.03% 79.62% 9.41% 10.44% 0.00% 1.38% 76.30% 10.06% 11.44% 0.00% 0.59% -10.19% 91.03% 0.00% 18.79% -0.40% 19.38% -0.01 -2.87% 3.36% 85.18% 0.00% 19.57% -0.56% 16.70% 0.01% -3.59% 102.31% 27.79% 24.20% 0.02% 3.63% 62% -3. 67.90% 17.70% 21.33% 7.75% 62.95% 14.98% % 0.25 22.73% -2.22% 91% -0. 99.90% 0.00% 42.86% -1.51% 40.64% 0.00% 7.62% 19% -9. 87.53% 0.00% 27.98% -0.55% 35.60% 69748 22221 39849 1575 1.05 0 09 0.75 0.07 473321 79982 1013404 17625 0.56 -0.09 0.31 0.01 LPG 82342 49183 46309 6328 0.88 0.28 0.38 0.03 PTA 340247 147879 525368 7866 1.05 - 0.03 0.58 0.02 53490 21626 78142 957 0.27 -0.30 0.75 0.01 104276 29591 227269 4347 0.72 0.24 0.77 0.00 PVC 98567 -2849 212809 1958 0.56 0 16 0.23 0.01 14158 1748 40369 581 0.56 -0.09 0.75 0.01 12584 3447 39893 958 1.25 0 15 0.61 0.01 66089 33538 87225 3739 0.55 - 0.01 0.64 0.01 268084 142936 124342 -1099 1.14 -0.21 0.91 0.02 29688 11996 40161 914 1.08 0 12 0.92 0.05 8102 -1704 52486 1367 0.49 - 0.05 0.66 0.01 12910 5139 32657 800 0.77 0.33 0.59 0.01 玻璃 393437 - 28600 584296 11644 0.52 -0.11 0.90 0.01 氧化铝 77981 - 42494 228999 3301 2.66 0.55 4.18 0.00 - - - .- 南华期货 - . - - . - - 532.7 3.3 -0.56% -1.58% 112098 9647 21368 172 1517 -26 -0.59% -2.44% 1637206 351366 1238388 19246 LPG 4375 -138 -3.17% -3.39% 110497 62510 70939 8203 PTA 4834 -120 -2.58