商品期权：原木主力期货价格午后不断拉升，至收盘阶段触及涨停；期权今日为上市以来第二个交易日，期权隐含波动率午后也不断上升，至收盘较昨日上升超2个百分点。

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 115535 6657 821494 17511 0.57 0.0 7 0.54 0.00 30703 -6198 94113 970 0.66 0.0 4 0.99 -0.06 19017 7239 35301 2367 0.86 0.15 0.67 0.03 54349 -2097 151473 2308 1.10 -0.19 0.82 -0.02 50002 18267 115752 -1389 1.21 0.1 2 0.74 -0.03 48858 -17433 534313 5607 0.30 -0 .07 0.48 -0.01 169026 7709 335354 6884 0.65 0.0 6 0.60 0.02 114899 30641 287945 8904 0.83 -0.21 0.61 -0.04 243263 119467 314278 -5778 1.76 0.32 1.91 -0.23 152764 7586 723956 3995 0.48 -0.30 0.50 0.00 21150 -1301 65344 771 0.65 0.0 5 0.42 -0.01 红枣 19878 2121 83732 -1535 0.47 0.22 0.19 0.01 603093 11/21/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 16.71% - 0.33% 34.12% 0.11% 88.88% 0. 71% -17.41% -0.11% 22.76% 1.65% 29.79% 0.00% 68.96% 10.23% -7.03% 0.02% 15.64% 0. 22% 22.84% 0.00% 92.17% 1.90% -7.20% 0.00% 17.81% 0. 18% 22.37% 0.00% 80.05% -2.90% -4.56% 0.00% 21.50% 0. 50% 25.69% 0.00% 83.18% -2.20% -4.19% 0.01% 8.78% -0.76% 9.02% 0.00% 67.66% -6.68% -0.24% -0.01% 11.08% 0.67% 13.17% 0.00% 70.07% 7.69% -2.09% 0.01% 26.17% 0. 04% 28.94% 0.00% 98.66% 5.36% -2.77% 0.00% 24.38% -0.68% 22.71% 0.00% 88.31% 3.24% 1.67% -0.01% 10.50% 0. 38% 11.38% 0.00% 58.14% 3.76% -0.88% 0.00% 14.28% - 0.29% 16.11% 0.00% 74.32% -2.36% -1.83% 0.00% 红枣 22.73% 1.53% 37.33% 0.00% 92.48% 11.44% -14.60% 0.02% PCR PCR PCR PCR 0.00% -128 -162 -0.56% -2.04% -1.46% -398 -4.73% 468745 红枣 -0.83% 52679 5044 13721 -10915 14 -17029 31591 46351 -257425298 52 08 15 88558 17192 64505 -0.78% -65 9520 39 139364 -17427 42383 0.20% -0.40% -2 7882 - 471684 18387 183110 0.32% 0.50% 45 13975 451831 1569711 -3.94% 9556 556870 19445 350151 -0.32% -2.28% -41 2315 339981 34599 264318 0.06% 1.29% 40 5971 885746 3729 414515 0.82% 0.32% 11 2206 14 189014 66316 296543 -1.75% 9196 446176 91935 515412 -1.41% 8112 97736 9333 129123 -1.17% -39 3562 - 116637 -15637 72822 0.44% 0.32% 24 7810 1968363 81165 780874 -0.07% -5 2822 15.86% 0.11% 15.76% 0.00% 70.19% 0.95% 0.10% 0.00% 24.03% 0.02% 23.80% 0.00% 87.42% 4.03% 0.23% 0.00% 12.23% -0.64% 13.38% 0.00% 50.72% -5.79% -1.15% -0.01% 12.58% -0.63% 18.27% 0.00% 67.42% -1.3 3% -5.69% -0.01% 16.37% -1.14% 21.67% 0.00% 76.08% -7.12% -5.30% -0.02% 36.66% 0.19% 47.30% 0.00% 110.49% 4.43% -10.64% 0.00% 19.54% -0.77% 18.32% 0.0 0% 93.43% 0.61 % 1.22% -0.01% PCR PCR PCR PCR 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 26.66% -0.86% 21.17% -0.01% 93.13% -1 75% 5.49% 0.00% 30.09% -0.32% 31.26% 0.00% 95.29% 1. 10% -1.17% 0.00% LPG 20.64% 0.39% 19.31% 0.00% 89.30% 6.60% 1.33% 0.00% PTA 15.51% -0.23% 19.17% 0.00% 65.01% -2 00% -3.66% 0.00% 19.18% -0.42% 17.19% 0.00% 92.62% -2 47% 1.99% 0.00% 15.43% -0.01% 15.55% 0.00% 80.25% 7.99% -0.12% 0.00% PVC 14.94% -0.27% 15.27% 0.00% 82.32% -0 91% -0.33% 0.00% 12.49% -0.90% 10.15% 0.00% 71.18% -6.39% 2.34% -0.01% 8.96% -0.56% 7.78% 0.00% 57.95% 0. 95% 1.18% -0.01% 12.49% 0.34% 15.73% 0.00% 90.18% 22.39% -3.24% 0.00% 14.43% -1.53% 16.40% 0 .00% 71.38% -15.13% -1.97% -0.02% 10.74% -0.09% 12.77% 0 .00% 57.50% 6.31% -2.03% 0.00% 18.75% -1.00% 17.23% 0.00% 99.13% -7.95% 1.52% -0.01% 16.78% 0.35% 19.36% 0.00% 75.97% 0. 15% -2.58% 0.00% 玻璃 30.83% -0.20% 43.16% 0.00% 91.18% -4.75% -12.33% 0.00% 氧化铝 28.38% -0.31% 32.97% 0.04% 70.91% -4.38% -4.59% -0.04% 25602 -7126 20562 439 1.20 0.19 0.89 -0.03 438685 172956 897135 14326 0.54 -0. 02 0.29 0.01 LPG 23036 10630 24375 1489 0.46 -0.38 0.50 0.03 PTA 176189 33874 422571 45 51 0.73 0. 11 0.56 0.00 37568 -5153 90553 207 0.49 -0. 04 0.76 0.01 112080 -3075 199352 1280 0.67 -0. 04 0.90 -0.01 PVC 70532 18750 211707 46 80 0.23 -0.20 0.22 0.01 74500 5810 82626 16008 0.38 0. 07 0.61 0.01 14252 1223 47133 2247 0.43 -0. 07 0.61 -0.01 21662 67 90971 2605 0.41 -0.23 0.60 -0.01 40367 -5385 62531 3036 1.15 0.41 0.88 0.03 11900 -1213 24937 151 1.07 0.22 0.85 0.02 8414 -258 53726 -361 0.50 0. 02 0.66 0.01 85385 52849 49502 6030 0.33 -0.14 0.47 -0.01 玻璃 255882 75038 543652 6025 0.68 0.24 0.63 0.05 氧化铝 176611 -20460 333583 11086 1.87 0.00 4.15 -0.19 166036 -8202 114868 -2136 0.87 -0.11 1.50 0.04 428478 1914 430289 -3836 1.35 -0.18 1.14 0.01 68757 -19195 89648 -560 1.14 0.05 0.89 0.02 121869 -20619 111187 -1 99 0.94 0.24 1.34 0.07 81085 -19792 62613 1918 0.94 -0.04 1.18 -0.02 115943 -32512 226684 34 6 0.41 0. 03 0.32 0.01 60151 4470 122863 4311 0.36 0. 02 0.41 0.00 617.7 7.1 1.07% 0.27% 152087 -20672 62917 - 4336 7840 79 0.65% 0.83% 1091451 55763 343723 13165 74440 -110 0.05% -0.65% 38152 -20367 110301 -8530 20720 -80 0.14% -1.47% 139136 641 5 205952 -6076 25200 -5 1.00% -1.06% 110395 -142 31 97164 - 809 81950 -750 -0.67% -1.58% 429649 -98308 277950 -6864 12430 10 0.49% -0.49% 177164 -308 65 168617 2907 IV IV 20HV20 110IV/90IV 110IV/90IV . . 南华期货 . . PCR PCR PCR PCR 528.6 0 0.17% -0.88% 115604 -17924 25377 -202 4 1508 43 2.86% 3.14% 1098542 394035 1126390 -52514 LPG 4435 -43 -0.85% -2.25% 80698 47532 46995 26075 PTA 4874 -2 0.16% -0.54% 588550 92507 1127080 -42371 17720 -45 0.71%