商品期权：苹果期货价格近期持续维持窄幅震荡格局，期权隐含波动率也从两周前高点持续回落，今日下降近4个百分点，目前位于历史50%-60%分位数水平。

11/18/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV -4.29% -1.24% -12.13% 4.79% -0.11% -0.04% -0.44% -0.74% -12.59% -1.86% -2.83% 0.00% 10.24% 红枣 0.00% -11.91% 4% 4.2 85.24% 0.00% 37.61% 0.05% 25.70% 0.01% -0.59% 78.62% 0.00% 15.88% 0.65% 15.29% -0.77% 0% -1.0 58.13% 0.00% 11.69% -0.02% 10.92% 0.00% 3.79% 85.79% 0.00% 22.13% -0.23% 25.92% 0.00% -6.15% 2% 0.1 103.63% 0.00% 34.53% 0.31% 28.38% -0.01% -2.97% 58.95% 0.00% 12.43% 9.46% 0.00% -2.15% 68.86% 0.00% 12.20% 10.05% 0.01% -7.79% 5% 2.1 79.43% 0.00% 29.61% 0.83% 21.82% 0.01% -3.62% 6% 0.5 87.69% 0.00% 22.14% 0.97% 18.52% -0.01% -6.26% 94.80% 0.00% 23.22% 16.96% -9.85% 64.13% 0.00% 30.94% 21.09% -16.14% 0% 1.2 93.72% 0.11% 34.01% -0.23% 17.87% PCR PCR PCR PCR -214115 -14587 2956 2240 1457 1094 2515 -0.72 -0.08 -91612 11208 2884 -0.20 0.33 0.04 1 1 1 0.04 -0.02 红枣 0.00 0.17 0.01 0.29 21 -1 85368 -20676 17616 0.44 -0.11 0.73 944 61382 -16814 32740 0.01 0.50 0.16 0.75 715380 -4716 207166 2.16 1.46 305875 -2632 178981 -0.0 0.64 0.82 3 109 273763 124486 -0.0 0.57 0.06 0.84 326621 -17842 115562 -0.0 0.49 0.08 0.65 530497 44869 121701 0.78 -0.10 0.88 115399 23924 54138 0.01 0.79 0.05 1.21 139005 29056 72210 0.69 0.79 30963 -21026 19697 0.02 1.03 0.19 0.77 11 -2 92312 -2031 35675 0.00 0.52 -0.04 0.56 805559 205144 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 2821 7 -1.05% 6.53% 935137 -579149 1880477 30207 7769 -17 -0.47% -0 .31% 112165 -1160 4 128441 -7064 3619 -5 -1.09% 2.34% 149360 -3261 4 72931 -5268 8120 -154 -2.00% -1 .55% 591702 154465 486277 -14665 9301 30 0.30% 0 .75% 372673 108083 207249 954 2209 27 1.01% 1.78% 632898 162787 908461 -23927 5833 -31 -0.87% -0 .09% 174933 -3159 5 304227 -17226 2395 54 0.59% 4.29% 366914 -212326 492062 -24997 9878 -206 -1.08% -3.15% 1330735 104198 470471 -36575 13955 0 -0.36% 0 .18% 252121 1025 480718 -31 53 7866 -46 -0.98% 1.27% 55081 -4631 9 137797 325 0 红枣 9600 5 -0.52% 2.51% 66552 -4037 0 88194 -38 00 15.88% 0.37% 14.56% 0.00% 70.09% 0.6 2% 1.32% 0. 00% 25.91% -0.91% 30.49% 0.00% 83.71% -3.74% -4.58% - 0.01% 14.65% 0.50% 13.49% 0.0 0% 59.97% 2.0 8% 1.16% 0. 01% 15.07% 1.48% 18.08% 0.00% 67.35% -4.46% -3.01% 0.01% 19.30% -0.64% 21.33% 0.00% 78.46% 0.1 9% -2.03% -0.01% 34.55% 1.80% 46.92% 0.00% 106.60% 6.17% -12.37% 0.02% 20.05% 0 01% 21.06% 0.0 0% 89.01% 0.9 2% -1.01% 0. 00% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 11.74% 52% -0.66% PVC -1.33% -0.22% -0.19% -18.98% 44% 0.99% -1.38% 14.36% 玻璃 氧化铝 % % -0.02% % % % % % % % -0.01% 0.00% 0.00% % -0.01% -0.04% -1.05% -3.61% 78.15% 0.04% 33.72% -0.30% 32.67% -8.73% 5% -1.4 95.83% 0.00% 43.12% 34.39% 0.01 -0.78% 1% 5.0 85.50% 0.00% 18.37% 17.59% 3.91% 112.19% 0.00% 14.30% -0. 18.21% -0.13% -5.05% 59.48% 0.00% 12.18% 40% -0. 12.05% 0.15% -7.03% 75.88% 0.00% 16.56% -0.88% 16.71% 0.00 -3.02% 9% -1.4 78.03% 0.00% 16.05% 13.03% 0.00 1.15% 2% -0.8 56.91% 0.00% 7.88% 9.03% -0.01 1.99% 63.85% 0.00% 8.93% 10.92% 0.00 -0.84% 4% -5.6 73.28% 0.00% 16.37% 5% 0.0 15.53% 0.01 -1.46% 0% 6.1 74.99% 0.00% 17.25% 1.28% 15.79% -0.01 2.47% 9% -1.9 92.19% 0.00% 17.07% 19.54% -0.01 -1.82% 9% 2.3 69.48% 0.00% 19.05% -0. 17.23% 3.16% 89.84% 0.02% 17.49% 1% 0.0 20.65% 0.00 -1.47% 7% -0.5 100.84% 0.00% 33.41% -0.20% 31.94% 0.00 6.25% 9% -2.9 93.70% 0.00% 22.71% 3% 0.1 28.96% PCR PCR PCR PCR -0.12 -33546 LPG PTA 0.31 -40794 31153 0.28 PVC -8265 -23914 0.06 -7635 0.47 0.42 -0.11 -0.10 玻璃 氧化铝 12169 27734 -0.04 4.17 0.10 3.15 18393 308629 16600 162989 -0.02 0.62 0.11 0.96 519289 282314 -0.01 0.57 0.28 0.98 1059 40662 57 -36 17971 0.00 0.65 0.77 95 53733 8 163 9718 0.82 1.25 1426 23788 15481 0.94 -0.86 1.48 2999 49677 5 827 50956 0.00 0.63 0.17 0.98 644 84649 8 198 20597 0.01 0.64 0.16 0.83 398 42529 53 -38 11664 0.68 0.23 0.58 2022 51221 30229 0.00 0.22 0.01 0.44 2581 199679 49888 0.01 0.85 0.02 0.58 6834 190293 -17017 136979 0.00 0.74 0.77 2570 88819 68889 -0.01 0.54 0.12 1.17 -680 402278 151780 0.00 0.48 0.83 3444 22504 6 110 18402 0.00 0.27 0.08 0.66 -3756 865130 358295 0.84 9 -0.0 1.15 2174 16773 6 390 37599 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 PCR PCR PCR 南华期货 PCR 163980 14219 113872 1917 1.45 -0.41 1.41 0.0 2 463159 63055 422324 15186 1.37 0. 01 1.10 0.05 134662 14317 94060 2131 1.59 0.33 0.89 0.05 321085 207145 112860 20506 1.08 0.32 1.19 -0.12 146808 45426 60221 2945 2.23 0.23 1.26 -0.0 1 133032 -47661 215572 12282 0.30 -0. 12 0.27 -0.0 1 60968 -16348 110962 3570 0.57 0.20 0.40 -0.0 1 600.6 7.3 1.00% 2.18% 214624 23 954 78846 -1272 7688 97 1.28% 2.06% 1167551 222769 318063 15513 73760 -100 0.03% -0.31% 91785 - 2597 135574 -8213 20515 -265 -1.28% -1.81% 403195 295461 208979 74142 24715 75 0.14% 0.40% 225760 52453 98271 -1384 80950 2650 1.76% 8.88% 409956 -135318 276906 692 12380 -20 0.12% 0.68% 164412 - 27694 161728 -2027 518.6 -1.7 -1.82% -1.40% 64644 -1431 6 11954 -252 6 1483 13 -1.00% 2.22% 909670 -376084 1137654 -17384 LPG 4359 -56 -2.77% -2.18% 57708 -2015 3 34201 -179 9 PTA 4812 40 -0.50%