商品期权：碳酸锂期权隐含波动率继昨日大幅上升后，今日回落近3个百分点，位于历史50%-60%分位数水平。

PCR PCR PCR 10510 2001 2381 1602 1006 2717 -2821 8257 7629 5072 0.11 -0.19 -24116 -20468 21736 -56729 -0.190.11 -0.28 -0.47 红枣 PCR 0.00 1 -0.06 -0.03 -0.05 -0.01 -0.01 -0.01 -0.05 0 0.04 -0.01 0.18 06 0. 0.19 2230 85936 19525 36846 0.43 0.42 0.96 1284 56468 22346 57009 0.0 0.49 09 -0. 0.54 712462 17542 153483 2.17 1.44 279146 154244 0.70 0.63 267336 108414 0.59 0.65 324221 8437 179710 0.49 0.26 521111 1 -1056 71148 0.73 05 -0. 0.81 113427 47009 0.79 05 0. 1.35 136194 52129 0.79 0.70 24336 3981 15247 -0.0 1.00 0.47 91020 5 -800 37187 0.53 01 0. 0.37 805614 9888 173508 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 3035 -24 -1.04% -0.46% 679765 -151206 1228382 -34699 7789 -6 -0.12% -0.70% 124248 -25330 132778 -3548 3741 -29 -1.79% 0.87% 121981 -15154 85109 -8637 8320 28 -1.61% 3.56% 550973 -158479 522405 -11647 9289 -39 -1.32% 2.65% 288673 -106376 213095 -10670 2195 -2 -0.09% -0.59% 355867 -149600 933219 -5573 5869 -62 -1.44% -1.61% 271261 -41174 326970 -18607 2430 3 0.58% 1.36% 346180 72346 477207 -32850 9914 132 -0.44% 4.01% 1198246 -417622 491385 4538 14030 -15 -0.25% 0 04% 191010 14400 485500 -4694 8032 -186 -2.45% -1.97% 115465 74972 128703 1581 红枣 9805 -270 -2.29% -1.75% 117094 44337 98956 -3704 603093 11/14/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.01% -0.77% 21.58% 0.00% 100.82% 1.19% -3.57% -0.01% 23.37% -0.81% 30.96% 0.00% 80.73% 10.06% -7.59% -0.01% 15.84% -2.02% 21.88% 0.00% 91.88% -6.67% -6.04% -0.02% 17.66% -0.25 % 22.27% 0.00% 86.61% -2.51% -4.61% 0.00 % 21.65% 0.17 % 30.25% 0.00% 84.46% 2.97% -8.60% 0.00 % 10.14% -0.38 % 12.36% 0.00% 77.80% 3.77% -2.22% 0.00 % 10.30% 0.55 % 12.34% 0.00% 61.56% 1.78% -2.04% 0.01 % 26.95% -1.06% 33.16% 0.00% 105.71% 8.86% -6.21% -0.01% 25.98% 0.83% 22.09% 0.00% 86.22% -1 .76% 3.89% 0.01% 10.84% -0.12 % 12.72% 0.00% 57.65% -4.25% -1.88% 0.00 % 14.03% 0.92% 12.61% 0.00% 68.02% -6.83% 1.42% 0.01% 红枣 28.12% -2.81% 36.65% 0.00% 93.90% -7.06% -8.53% -0.03% . 16.95% 1.62% 13.60% 0.00% 76.20% 9.60% 3.35% 0.02% 26.06% -0.61% 29.56% 0.00% 85.90% 0.0 4% -3.50% -0.01% 14.70% -0.08 % 13.42% 0.00% 60.23% -3.14% 1.28% 0.00% 13.10% -0.32% 17.94% 0.00% 57.26% -4.04% -4.84% 0.00% 20.85% 0.88% 24.84% 0.00% 82.52% 2.4 3% -3.99% 0.01% 37.80% -3.34% 39.81% -0.01% 108.22% 1.8 6% -2.01% -0.02% 20.12% 0.22 % 96.13% 0.74% 85.07% -7.30% -76.01% -0.74% 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 28558 -56075 13405 3629 1.18 0 .01 0.98 0.08 414707 -279125 856226 40158 0.38 -0.35 0.28 -0.0 1 LPG 12518 4527 17953 739 0.40 - 0.20 0.46 0.0 1 PTA 154358 -213840 394100 17906 0.75 - 0.03 0.53 -0.0 1 42286 9441 84289 1789 0.56 - 0.03 0.76 -0.02 70404 -38169 175538 6938 0.67 0.00 0.80 0.03 PVC 67221 25072 191826 5652 0.35 -0 .05 0.21 0.0 0 18204 5637 42132 4951 0.41 0 .09 0.61 0.0 0 7723 1413 41750 1445 1.93 0 .31 0.63 0.02 25492 11609 83529 636 0.45 -0 .09 0.61 0.02 37979 13264 42982 4989 2.16 1.02 1.00 -0.0 3 10519 -42862 20207 925 0.85 0.41 0.82 -0.0 1 13885 6114 53817 -338 0.40 -0 .09 0.65 0.03 25867 15479 38216 3169 0.79 0 .32 0.57 0.02 玻璃 271992 -209603 482185 18578 0.57 -0 .13 0.68 -0.0 1 氧化铝 166261 59169 287664 8064 3.58 -0.60 4.45 -0.13 PCR PCR PCR 177896 85889 111107 1352 1.93 0.44 1.40 -0.24 509832 253706 405514 7309 1.19 0.05 0.99 -0.10 155052 18179 92984 2941 1.22 -0.22 0.77 -0.06 75575 -5429 89078 2153 0.98 0.16 1.24 -0.06 118787 33846 54832 3974 1.78 -0.21 1.24 0.00 270251 15441 202121 17273 0.35 0 08 0.29 -0.01 69173 14748 106097 4660 0.30 0 12 0.38 -0.01 PCR 南华期货 - . . 593.1 -11.36 -1.95% -1.37% 252658 64656 82258 - 4069 7504 -175 -1.96% -2.22% 1092578 766386 298369 63915 73170 -1040 -2.04% 0.05% 109243 7327 151192 - 2265 20560 -205 -1.25% 0.43% 115261 -25530 146534 - 8419 24465 -120 -0.91% 0.33% 226061 46799 103573 -167 81000 -5500 -3.91% -10.31% 855078 190196 293494 -29411 12400 -85 -0.84% -1.04% 208236 35732 161518 -76 29.34% 0.50% 22.85% 0.00% 92.77% 1. 92% 6.49% 0.01% 31.69% -0.99% 42.30% 0.00% 96.65% -4.16% -10.61% -0.0 1% LPG 19.31% -0.99% 16.64% 0.02% 87.89% -5.21% 2.67% -0.03% PTA 16.95% -0.32% 19.99% 0.00% 69.93% -4.06% -3.04% 0.00 % 20.71% -1.29% 20.24% 0.00% 95.69% -5.80% 0.47% -0.01% 13.99% -0. 57% 17.66% 0.00% 62.95% -5. 53% -3.67% -0.01% PVC 15.70% -0.99% 19.30% 0.00% 80.79% -8.47% -3.60% -0.0 1% 11.57% 1.64% 9.97% 0.00% 82.57% 14.65% 1.60% 0.02% 9.19% -0.70% 8.98% 0.00% 60.38% -4. 63% 0.21% -0.01% 12.39% -1.05% 16.67% 0.00% 67.09% -13.03% -4.28% -0.0 1% 17.04% -0.36% 16.81% 0.00% 87.91% 5.96% 0.23% -0.01% 12.98% -1.20% 13.07% 0.00% 65.52% -6.87% -0.09% -0.01% 19.00% -1.62% 18.16% 0.00% 112.38% 3.91% 0.84% -0.02% 18.54% -1.87% 19.58% 0.00% 85.31% -14.41% -1.04% -0.02% 玻璃 35.52% -0.88% 56.00% 0.00% 93.45% -3. 04% -20.48% -0.0 1% 氧化铝 35.30% 0.23% 32.70% 0.04% 83.73% 3.38% 2.60% -0.04% PCR PCR PCR PCR 523.5 -1.7 -0.44% -1.07% 105385 9582 15940 - 2359 1500 -24 -0.99% -3.82% 956530 -242657 1146411 -21185 LPG 4464 56 1.18% 0.97%