商品期权：铝期权隐含波动率较昨日上升超2个百分点，目前处于近5个月内高点，位于历史50%-60%分位数水平。

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 16.66% -0.6 5% 13.78% 0.00% 76.82% 4.30 % 2.88% -0.01% 29.46% -2.70% 29.90% 0.00% 89.60% 0.21 % -0.44% -0.03% 16.34% 0.2 4% 11.76% 0.00% 71.38% 1.06 % 4.58% 0.00% 18.46% 2.45% 15.49% 0.00% 90.80% 10.32% 2.97% 0.02% 22.25% -0.49% 26.77% 0.00% 92.10% 6.70% -4.52% -0.01% 31.52% -0.93% 31.37% 0.00% 100.27% -2.78% 0.15% -0.01% 20.87% -1.86% 95.78% 0.73% 94.44% -13.29% -74.91% -0.75% 603093 11/8/2024 HV 20.41% -0.35% 18.26% 0.00% 109.90% 5.25% 2.15% 0.00% 28.07% -0.47% 31.40% 0.00% 85.56% -3.95% -3.33% 0.00% 19.64% -0.89% 19.10% 0.00% 103.66% 3. 14% 0.54% -0.01% 19.51% 0.25% 15.01% 0.00% 96.74% -1 36% 4.50% 0.00% 21.31% 1.63% 24.22% 0.00% 88.98% 13.00% -2.91% 0.02% 10.80% -0.22% 11.78% 0.00% 83.60% 11.15% -0.98% 0.00% 9.57% -0.49% 10.38% 0.00% 58.60% -2 71% -0.81% 0.00% 28.63% -0.81% 30.51% 0.00% 98.09% -5.89% -1.88% -0. 01% 25.02% 1.08% 17.71% 0.00% 87.15% 0. 16% 7.31% 0.01% 11.56% 0.1 7% 12.45% 0.00% 65.81% -3.72% -0.89% 0.0 0% 337807 -494963 767395 21883 0.39 0 02 0.51 -0 02 43966 12191 83484 2781 0.33 -0 .15 0.97 -0.10 20396 -82887 16924 1172 0.62 0 09 0.96 0.11 43710 -79490 130287 3241 1.50 0.69 0.87 0.05 67992 25046 111614 6145 0.57 -0.43 0.86 0.02 95573 37916 473682 17386 0.67 0.26 0.53 0. 01 86514 -4042 315330 4134 0.67 -0 .08 0.55 0.00 134514 -99448 238432 5770 0.74 0 15 0.77 -0.07 93928 -444805 226870 9192 1.50 0.29 2.06 0.11 241595 -57099 691360 11315 0.71 0 06 0.50 0. 01 54826 5251 77244 213 0.35 0 08 0.47 0.02 红枣 26279 6697 78834 -670 0.19 0 03 0.20 -0 01 14.43% -0 72% 13.13% 0.00% 67.28% -9.63% 1.30% -0. 01% 红枣 31.57% -1.78% 36.35% 0.00% 101.14% -2 06% -4.78% -0.02% IVIV20HV20110IV/90IV110IV/90IV . . 南华期货 . . PCR PCR PCR PCR .. . . . . 南华期货 .. -5.27% -286863 75761 -4.69% 342 3.10% -1.21% -0.58% -5.93% 94895 174171 174 -93497 6 4 3 3 49511 3 1 6 -0.83% -216799 -289988 -173897 红枣 -265 -2.42% 0 6 -153 95774 8 2058 122573 -2.03% 10120 -288 128276 1 -539 80625 % -0.34 0.22% 20 8238 337 531351 336449 0.93% 15 - 14180 1067 637941 945138 % -0.34 2.46% 10088 -900 549274 608483 -1.89% 65 - 2383 -115 292868 1 -650 170927 -0.12% 28 - 5817 931937 697604 -1.08% 26 - 2199 1184 268053 476236 3.02% 9847 -665 673910 81 -150 694438 % -1.28 0.50% 24 8840 -471 106326 1516 248513 -1.24% 80 - 3838 1177 121128 173081 % 0.53 0.22% 5 7596 1443959 2002591 -1.79% 80 - 3013 IV IV 20HV20 110IV/90IV 110IV/90IV IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.20% -0.45% -1.23% . . 0.02%0.00% 0.00% -5.02% PVC 0.00%-13.56% -0.71%0.00% -0.52%0.00% -16.90% -0.46% 0.90% 0.00% 0.00% 0.00% -31.50% 14.22% 玻璃 氧化铝 . -0.01% % -0.02% % % % % % -0.01% -0.01% 0.02% % % % % -0.04% -3.11% % -1.80 80.44% 0.04% 39.41% 33% -0 36.30% 0.01 -11.09% 6.18% 105.80% 58.53% 54% 0. 47.44% 0.01 0.87% 90.64% 21.38% 22.25% 0.00 5.43% 104.60% 18.05% 23.48% 0.00 0.56% 1.99% 83.08% 0.00% 14.93% 58% 0. 15.49% 0.66% 11.61% 80.44% 0.00% 17.69% 1.70% 18.35% -3.29% 81.87% 17.64% 14.35% 0.16% 4.47% 73.64% 9.99% 10.15% 0.00 -0.06% 72.77% 10.71% 13% 0. 10.65% 0.00 -0.36% 7.65% 103.64% 0.00% 18.89% 36% -0 18.53% 0.00 -2.07% 0.74% 80.07% 0.00% 18.64% 37% -0 16.57% -0.01 0.23% 94.94% 22.98% 23.21% 0.00 -2.32% % 0.18 74.46% 21.54% 19.22% 2.95% % 4.58 101.03% 18.12% 21.07% 0.00 -2.78% % 1.39 100.61% 0.00% 43.38% -0.17% 40.60% 6.56% % -0.89 92.64% 0.00% 26.94% -1.21% 33.50% 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 85497 -4 866 43343 3086 1.13 -0.12 0.94 -0.04 676586 209999 1086092 50466 0.56 -0.23 0.33 0.00 LPG 7314 -69595 10879 2241 0.65 -0.23 0.45 -0.06 PTA 447152 75979 545911 17925 0.92 -0.10 0.58 0.00 74756 31485 78490 -173 0.35 -0.01 0.80 0.02 110121 158 56 236737 6479 0.54 0.00 0.77 -0.01 PVC 56653 -4 5648 165594 9414 0.28 -0.30 0.21 0.00 7628 -6 951 33509 79 0.38 -0.28 0.64 -0.03 7977 -7 086 36712 1242 0.68 -0.47 0.56 -0.01 18783 -2 0834 75058 1245 0.63 0.04 0.61 0.00 25389 -172629 25113 5376 1.81 0.25 1.13 0.18 39494 120 33 43049 2665 0.57 -0.25 0.81 -0.06 7818 -295 54840 1583 0.45 0.02 0.66 0.00 10699 -4 357 32097 261 0.60 -0.10 0.58 0.01 玻璃 603449 229797 659304 54121 0.68 0.11 0.85 -0.03 氧化铝 103900 154 15 246724 9206 2.88 -0.39 4.56 0.21 538.1 - 4.6 -0.07% -1.04% 135286 -22230 20480 -2051 1514 32 -1.05% -1.83% 1639852 494610 1214986 -2678 LPG 4445 17 1.09% 1.41% 60950 -19192 56197 -9590 PTA 4968 10 1.35% 0. 33% 853739 -82412 1250142 - 32334 18355 70 0.69% -0.73% 418259 171512 170042 -1289 2501 -9 0.44% -0.08% 452127 -91255 590520 - 10732 PVC 5393 -68 -0.81% -1.49% 1114654 62819 919314 42299 8244 26 0.29% -0. 39% 242341 -53586 451395 7023 7462 37 0.30% -0. 21% 292310 -39774 341529 10845 4667 11 0.76% -0. 26% 175518 -20425 245283 - 10421 8343 -100 -0.57% -0. 61% 193358 -38982 180042 -4920 PCR PCR PCR 南华期货 PCR 97324 -56931 114023 2179 1.06 -0.31 1.75 0.12 294674 -82122 379653 7893 0.91 -0.22 1.13 0.06 102470 -1593 85806 2050 0.76 -0.08 0.86 0.01 141166 22149 82638 5787 0.51 -0.19 1.65 0.00 56332 3517 42388 515 0.83 -0.21 1.17 -0.03 86696 -75717 150652 8086 0.23 -