商品期权：碳酸锂期货价格近期持续维持宽幅震荡格局，期权隐含波动率振幅偏大，今日上升超5个百分点，目前位于历史60%-70%分位数水平

11/19/2024 IV IV -1.03% 3.20% . . 20HV20HV 110IV/90IV 110IV/90IV 9.94% 6.81% 13.78% .6.32% 8.32% . . . -13.76% 红枣 -0.12%0.03% %0.00% % % % % %0.00% % % -0.02 -14.11% -7.04% 78.20% 0.00% 37.40% -2.41% 23.29% -0.01 -1.30% 64.86% 0.00% 15.95% 64% -0 14.65% -0.68% 4% -0.3 57.79% 0.00% 11.63% 03% 0. 10.95% 0.00 1.56% 5% 0.6 86.44% 0.00% 24.14% 22% -0 25.70% -0.01 -2.29% 4% -0.3 103.28% 0.00% 29.87% 80% -0 27.58% 0.01 -2.46% 67.26% 0.00% 12.47% 55% 0. 10.01% 0.00 -2.29% 75.19% 0.00% 12.06% 28% -0 9.77% 0.00 -5.23% 93.21% 0.00% 27.42% 37% 0. 22.19% -4.60% 8% 1.2 88.97% 0.00% 23.10% 02% -0 18.50% -0.01 -6.94% 101.61% 0.00% 23.19% 71% -0 16.25% -5.82% 74.07% 0.00% 30.11% 24.29% -17.23% 0% -2.5 91.21% 0.11% 34.07% 16.84% 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 南华期货 111137 -94007 799002 -6557 0.29 -0.27 0.53 0.00 37520 1845 93751 1439 0.59 -0.18 1.04 0.01 15084 -4613 32663 1700 0.55 -0.24 0.62 -0.07 81143 8933 143520 4515 1.21 0.00 0.83 0.04 63563 9425 117731 2332 0.99 0.12 0.79 0.02 72226 -49475 530836 339 0.21 -0.44 0.49 0.00 120751 5189 331999 5378 0.67 -0.17 0.56 -0.01 107727 -16759 274705 94 2 1.05 0.23 0.65 0.00 210749 31768 315425 9550 1.64 0.18 2.18 0.02 131870 -75296 715342 - 38 0.45 -0.30 0.50 0.0 0 34227 1487 62873 1491 0.53 -0.20 0.42 -0. 02 红枣 19278 1662 85325 - 43 0.24 -0.0 5 0.18 0.00 603093 2836 15 0.53% 1.58% 768469 -166668 1888405 7928 7824 55 1.11% 1.59% 91125 -2104 0 123422 -50 19 3638 19 0.44% 1.53% 128174 -2118 6 75768 2837 8266 146 0.46% 2.47% 587247 -4455 468058 -18219 9381 80 0.39% 0 .08% 346382 -2629 1 194178 -13071 2205 -4 0.18% -0.82% 322944 -309954 898464 -9997 5863 30 0.39% 1.26% 171851 -3082 294991 -9236 2388 -7 0.67% 0 .09% 317633 -49281 484643 -7419 9966 88 -0.26% 0.82% 1428988 98253 473811 3340 13900 -55 -0.07% 0 .29% 179362 -7275 9 481892 1174 7966 100 1.22% 2.20% 69290 14209 128360 -9437 红枣 9620 20 1.16% 1.67% 55841 -1071 1 88752 558 15.51% -0.37% 14.72% 0.00% 69.88% -0 .20% 0.79% 0.00% 25.22% -0.69% 22.69% 0.00% 87.43% 3.73% 2.53% 0.00% 13.35% -1.30% 12.93% 0.0 0% 60.81% 0 .85% 0.42% - 0.01% 13.53% -1.54% 17.85% 0.0 0% 74.80% 7.45% -4.32% - 0.01% 18.34% -0.96% 21.17% 0.00% 75.14% -3.32% -2.83% - 0.01% 39.77% 5.22% 47.46% 0.00% 103.16% -3.44% -7.69% 0.05% 20.23% 0 .18% 21.05% 0.0 0% 93.27% 4.26% -0.82% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.02% -0.01% LPG PTA 4.00% 4.79% PVC -0.58% -1.23% 1.41% -5.42% -2.48% -0.01% -0.01% -14.85% -5.03% 玻璃 氧化铝 -1.26% -0.01% -0.07% -2.42% % -3.67 74.49% 0.04% 32.16% -2.93% 29.74% -10.12% % -0.74 95.09% 0.00% 43.25% 33.13% 0.01% -0.54% 80.48% 0.00% 18.71% 0.58% 18.17% 0.00% 4.17% 97.34% 0.00% 14.29% 0.25% 18.46% 0.00% 0.18% 3.32% 62.80% 0.00% 12.02% 0.15% 12.20% -1.16% 2.93% 78.81% 0.00% 16.76% -1.11% 15.60% -3.41% 75.55% 0.00% 15.21% 11.80% -0.01% 1.26% 51.49% 0.00% 7.19% 8.45% 0.01% 3.33% 65.27% 0.00% 8.57% 0.98% 11.90% 0.00% -0.13% 7.93% 81.20% 0.00% 15.50% % -0.16 15.37% 0.00% -0.20% 2.79% 77.78% 0.00% 16.10% 0.11% 15.90% 0.00% 1.73% 96.98% 0.00% 17.51% % -0.30 19.24% 0.00% -2.53% 73.48% 0.00% 19.36% % -0.40 16.83% 0.01% 5.64% % -3.67 86.17% 0.00% 15.79% 0.78% 21.43% -1.72% % -3.08 97.75% 0.00% 32.69% -0.97% 30.97% 5.41% % 0.93 94.63% 0.00% 21.90% -1.65% 27.31% PCR PCR PCR PCR 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 37397 -202 18620 1847 1.17 0.02 0.93 0.09 321519 -36776 872743 7613 0.58 -0.08 0.27 0. 00 LPG 18420 18 22437 -67 0.48 -0.35 0.42 -0.05 PTA 177782 26002 414481 12203 0.76 -0.41 0.54 0. 01 38462 -30427 89648 829 0.66 -0.11 0.73 -0 .01 150471 13492 197132 6839 0.63 0.05 0.88 0.03 PVC 52604 2716 203256 3577 0.48 0.04 0.21 -0 .01 18627 -1160 2 53496 2275 0.55 -0.02 0.66 -0.03 9513 -2151 43791 1262 0.66 -0.18 0.63 -0 .01 22662 2065 86645 1996 0.97 -0.01 0.60 -0.02 53124 2168 54403 4726 1.00 -0.48 0.93 -0 .01 11491 -3990 24408 620 0.84 -0.41 0.81 -0 .01 19620 9902 53900 167 0.47 -0.30 0.67 0.02 55531 37560 45478 4816 0.47 -0.51 0.50 -0.08 玻璃 189721 -92593 520298 1009 0.62 -0.34 0.60 -0.02 氧化铝 152570 -1041 9 312199 3570 2.89 -0.25 4.17 0. 00 128730 -35250 116306 2434 0.97 -0.49 1.42 0.01 469030 5871 429920 7596 1.37 0.00 1.15 0.05 99545 -35117 90944 -3116 1.38 -0.22 0.88 -0.02 136180 -184905 112297 -563 1.28 0.20 1.22 0.03 101112 -45696 60749 528 1.64 -0.59 1.28 0.03 169981 36949 222673 7101 0.29 0.00 0.29 0.02 56686 -4282 115399 4437 0.37 -0.21 0.40 0.00 609.84 9.24 2.08% 1.07% 156382 -58242 74960 -3886 7817 129 2.24% 0.96% 976379 -191172 326946 8883 74330 570 0.68% 0.65% 61065 -307 20 127023 -8551 20585 70 0.17% 1.45% 158446 -244749 209101 12 2 24865 150 1.24% 1.10% 146864 -788 96 96746 -1 525 82650 1700 3.96% 2.20% 554888 144932 285988 9082 12310 -70 -0.28% -0.40% 205096 4068 4 171649 9921 PCR PCR PCR PCR 528.6 10 1.38% 3.20% 129119 64475 28995 17041 1480 -3 0.27% 1.27% 955565 45895 1149193 11539 LPG 4485 126 2.75% 5.52% 49340 -8368 27642 -6559 PTA 4848 36 1.04% 1.54% 579372 28530 1209676 -61486 17460 50 0.5