商品期权：玻璃期权隐含波动率较昨日大幅下降超6个百分点，目前处于历史60%-70%分位数水平。

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 302063 -35744 764780 -2615 0.40 0.01 0.53 0.03 82429 38463 87131 3647 0.21 -0.12 0.97 0.0 0 20863 467 19064 2140 0.41 -0.21 0.90 -0.05 53791 10 081 133499 3212 0.84 -0.66 0.90 0.02 91272 23280 112482 868 0.59 0.02 0.89 0.03 100474 49 01 493833 20151 0.71 0.04 0.52 -0.01 217766 131252 323078 7748 0.60 -0.07 0.58 0.03 180830 46316 247053 8621 0.76 0.02 0.78 0.01 170741 76813 244053 17183 0.99 -0.51 2.08 0.02 175969 -65626 698619 7259 0.57 -0.15 0.49 0.0 0 70033 15207 82441 5197 0.44 0.09 0.45 -0.03 红枣 22568 - 3711 81552 2718 0.21 0.02 0.19 0.0 0 603093 11/11/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 20.28% -0.13% 19.83% 0.00% 101.68% -8.22% 0.45% 0 .00% 28.21% 0 .14% 31.44% 0.00% 80.07% -5.49% -3.23% 0 .00% 20.77% 1 .13% 20.08% 0.00% 109.15% 5.49% 0.69% 0.01% 19.80% 0 .29% 14.97% 0.00% 91.06% -5.68% 4.83% 0.00% 22.78% 1.47% 27.36% 0.00% 85.89% - 3.09% -4.58% 0.01% 10.50% -0 .30% 12.52% 0.00% 77.07% -6.53% -2.02% 0.00% 10.19% 0.62% 9.80% 0.00% 62.45% 3.85% 0.39% 0.01% 29.81% 1.18% 31.12% 0.00% 99.50% 1. 40% -1.31% 0.01% 25.92% 0.90% 17.68% 0.00% 87.99% 0. 83% 8.24% 0.01% 11.26% -0 .30% 12.41% 0.00% 62.92% -2.89% -1.15% 0.00% 14.38% -0 .05% 12.85% 0.00% 81.72% 14.44% 1.53% 0 .00% 红枣 30.86% -0.71% 37.01% 0.00% 105.73% 4.59% -6.15% -0.01% PCR PCR PCR PCR 3086 73 0.82% 2.61% 1654784 -347807 1381218 -62741 7731 135 2.21% 1.98% 252283 79202 139487 18359 3897 59 0.03% 1.26% 203403 -45110 104026 -23 00 8838 -2 -0.47% -0.97% 660112 -34 326 631621 -42289 9881 34 1.48% -1.54% 472746 -3 490 267421 -63 2 2187 -12 -1.09% -0.01% 533133 -164471 943901 11964 5942 125 1.75% 1.87% 381551 210624 334714 41846 2461 78 1.57% 3.46% 539019 -69464 504828 -44446 10212 124 2.16% -0.30% 1336676 391538 598460 -39481 14185 5 -0.11% -1.03% 285046 -51403 529973 -13 78 8298 60 0.41% 0. 19% 69704 -10 921 128514 238 红枣 10140 20 -1.07% 0. 96% 105723 -16 850 100069 429 5 15.00% -1.66% 13.45% 0.00% 64.88% -11.94% 1.55% -0.02% 28.16% -1. 30% 29.10% 0.00% 90.48% 0.88% -0.94% -0.01% 14.83% -1.51% 12.01% 0.00% 67.39% -4.00% 2.82% -0.01% 14.89% -3.57% 15.45% 0.00% 67.85% -22.96% -0.56% -0.04% 20.67% -1.58% 25.65% 0.00% 91.45% -0.64% -4.98% -0.02% 34.39% 2.87% 31.50% 0.00% 101.51% 1.23% 2.89% 0.03% 20.59% -0. 28% 96.09% 0.73% 93.42% -1.02% -75.50% -0.74% 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 86733 1236 42659 -684 1.16 0.03 0.82 -0.12 951484 274898 1133545 47453 0.66 0.10 0.31 -0 .02 LPG 9231 1917 12982 2103 0.85 0.19 0.43 -0 .01 PTA 498865 51713 549506 3595 0.95 0.03 0.56 -0 .02 55028 -19728 79616 1126 0.32 -0.03 0.78 -0 .02 120764 10643 239950 3213 0.71 0.17 0.74 -0 .02 PVC 74245 17592 172857 7263 0.38 0.10 0.21 0 .00 10351 2723 34617 1108 0.50 0.13 0.63 -0 .01 9375 1398 37654 942 1.27 0.60 0.60 0.03 33598 14815 81358 6300 0.56 -0.07 0.58 -0 .03 28385 2996 30444 5331 1.79 -0.02 1.17 0.04 43437 3943 46094 3045 0.72 0.15 0.84 0.02 12586 4768 55188 348 0.73 0.27 0.64 -0 .02 17760 7061 32366 269 0.70 0.10 0.56 -0 .02 玻璃 819623 216174 712986 53682 0.69 0.02 0.76 -0.09 氧化铝 156866 52966 266880 20156 2.69 -0.20 4.71 0.14 103050 572 6 113156 -867 1.14 0.0 8 1.81 0.06 325584 30910 394391 14738 1.08 0.17 1.13 0.00 76524 -25946 86119 313 0.90 0.14 0.88 0.03 132503 -8663 85119 2481 0.48 -0.03 1.63 -0.02 50223 -6109 44320 1932 0.85 0.03 1.17 0.00 105496 18800 162070 11418 0.30 0.06 0.22 0.01 48468 -3 977 84346 10532 0.45 -0.02 0.43 -0.02 南华期货 615.78 0.3 -0.08% -0.26% 236935 -17065 94600 -8213 7800 40 -0.01% -1.04% 565545 -10312 277374 -8848 76560 -540 -0.92% -2.39% 76313 -25493 148173 - 2468 21390 -300 -1.29% -3.56% 208100 -22888 200649 -19501 24975 -50 -0.85% -1 30% 166547 -23173 99709 - 1933 80950 4550 4.32% 9% 388079 75825 273799 44365 12425 -40 -1.19% -0 32% 119426 -29059 86916 - 6807 . . 29.95% -3.55% 25.27% 0.00% 87.65% -4.99% 4.68% -0.03% 36.54% -4.06% 42.84% 0.00% 97.99% -2.62% -6.30% -0.04% LPG 19.93% -1.14% 17.54% 0.02% 102.38% 1.35 % 2.39% -0.03% PTA 18.81% -0.41% 21.51% 0.00% 70.47% -3.99 % -2.70% 0.00% 23.68% 0.47% 22.99% 0.00% 103.15% 8.21% 0.69% 0.00% 16.01% -0.56% 18.56% 0.00% 74.86% -5.21% -2.55% -0.01% PVC 16.96% -1.57% 19.18% 0.00% 87.37% -16.27% -2.22% -0.02% 10.56% -0.09% 10.60% 0.00% 80.35% 7.58% -0.04% 0.00% 9.46% -0.69% 9.91% 0.00% 59.64% -14.00% -0.45% -0.01% 13.13% -1.22% 17.07% 0.00% 68.68% -13.19% -3.94% -0.01% 18.68% 0.33% 18.00% 0.00% 78.95% -1.49 % 0.68% 0.00% 14.98% -0.51% 14.82% 0.00% 89.63% 6.55% 0.16% 0.00% 21.40% -2.08% 18.05% 0.00% 101.36% -3.24% 3.35% -0.02% 21.39% -0.86% 21.34% 0.00% 91.34% 0.70 % 0.05% -0.01% 玻璃 40.70% -6.74% 59.09% 0.00% 94.79% -11.02% -18.39% -0.07% 氧化铝 37.05% 0.75% 38.66% 0.04% 76.16% -4.28 % -1.61% -0.03% PCR PCR PCR PCR 533.3 -4.8 -0.89% -0.82% 117888 -1 7398 19944 -5 36 1485 -29 -3.76% -2.71% 1589864 -4 9988 1247034 32048 LPG 4408 -37 -1.05% -2.15% 45529 -1 5421 54095 -21 02 PTA 4926 -42 -0.97% -