商品期权：氧化铝期货价格近期持续在高位窄幅震荡，同时期权隐含波动率自本月5号以来不断走低，目前处于历史30%-40%分位数水平。

603093 11/22/2024 HV 17.09% 0 38% 34.12% 0.11% 87.59% -1. 29% -17.03% -0.10% 24.12% 1.36% 29.72% 0.00% 66.79% -2. 18% -5.60% 0.01% 16.37% 0.73% 22.77% 0.00% 102.89% 10.72% -6.40% 0.01% 18.06% 0 25% 22.93% 0.00% 81.34% 1.2 9% -4.87% 0.00% 22.41% 0.91% 26.11% 0.00% 81.83% -1. 35% -3.70% 0.01% 10.26% 1.48% 9.23% 0.00% 80.80% 13.14% 1.03% 0.01% 11.18% 0 10% 12.76% 0.00% 63.73% -6.34% -1.58% 0.00% 25.48% -0.69% 29.52% 0.00% 90.08% -8.57% -4.04% -0.01% 24.33% -0 .05% 27.65% 0.00% 85.82% -2. 50% -3.32% 0.00% 10.47% -0 .03% 11.28% 0.00% 55.49% -2. 65% -0.81% 0.00% 220635 105100 846908 25414 0.70 0.13 0.54 0 .01 70317 39614 91626 -2487 0.50 -0.16 1.07 0.08 25949 69 32 39338 4037 0.84 -0. 01 0.67 0 .00 56090 17 41 151949 476 1.28 0.18 0.80 -0.02 85421 35419 117181 1429 1.05 -0.16 0.70 -0.04 87083 38225 531254 -3059 0.42 0.12 0.48 0 .00 223177 54151 336383 1029 0.82 0.17 0.60 0 .00 333646 218747 301490 13545 1.02 0.19 0.57 -0.04 159122 -84141 317671 3393 1.69 -0. 07 1.86 -0.04 177324 24 560 716032 -7924 0.45 -0. 03 0.51 0.02 25514 43 64 65418 74 0.39 -0.25 0.44 0.01 红枣 24221 43 43 81445 -2287 0.57 0.10 0.19 0 .00 14.40% 0 12% 15.51% 0.00% 76.18% 1.86% -1.11% 0.00% 红枣 23.46% 0.73% 37.38% 0.00% 79.13% -13.35% -13.92% 0.01% IVIV20HV20 . 110IV/90IV110IV/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 . . PCR PCR PCR PCR 南华期货 . . 南华期货 2767 -55 -1.88% -1.81% 1269653 488779 2091800 123437 7789 -21 -0.20% -0 53% 205948 133126 132689 16052 3509 -53 -1.71% -0 54% 142971 138 48 104013 6277 8018 -94 -1.52% -0 11% 482244 -33 168 423259 22917 8979 -217 -2.98% -1.23% 407420 110877 183066 -5948 2190 -16 -0.27% -0.59% 507671 93156 863690 22056 5897 -74 -0.91% -2.20% 335733 71415 323742 16239 2255 -60 -3.05% -0 77% 783603 433452 565325 8455 9570 14 -1.30% 2.64% 1106401 -463310 425227 26604 13865 -110 -0.68% -1.18% 199068 159 58 459261 12423 7788 -94 -0.99% -0.59% 58069 156 86 145517 6153 红枣 9310 -210 -2.05% -1.27% 72651 814 6 87041 -1517 . .- - - . - IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 - 17.01% 1.15% 16.19% 0.00% 78.29% 8.10% 0.82% 0.01% 24.50% 0.47% 23.92% 0.00% 88.86% 1.4 3% 0.58% 0.01% 12.65% 0.42% 13.25% 0.00% 47.99% -2. 73% -0.60% 0.00% 12.95% 0.37% 17.82% 0.00% 61.82% -5.60% -4.87% 0.00% 17.43% 1.06% 17.29% 0.00% 78.54% 2.4 6% 0.14% 0.01% 33.96% -2.70% 47.07% 0.00% 110.46% -0. 03% -13.11% -0.03% 18.51% -1.03% 18.07% 0.0 0% 87.62% -5.81% 0.44% -0.01% 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 207021 40985 116470 1602 0.80 -0.07 1.60 0.11 576296 147818 433535 3246 1.14 -0.21 1.12 -0.02 103626 34869 89544 -1 04 1.26 0 12 0.91 0.02 125364 3495 106714 -4473 1.37 0.43 1.36 0.01 112521 31436 63347 734 0.90 0.05 1.24 0.06 138988 23045 223543 -3141 0.38 0.03 0.31 -0.01 66379 6228 126910 4047 0.36 0.00 0.41 0.00 25.92% -0.74% 21.18% 0.01% 91.18% -1.94% 4.74% 0.00 % 33.28% 3.19% 31.12% 0.00% 97.55% 2.26% 2.16% 0.03% LPG 21.35% 0.7 1% 19.41% 0.00% 88.52% -0.78% 1.94% 0.01% PTA 15.05% -0 .46% 19.14% 0.00% 66.30% 1.29% -4.09% 0.00 % 18.74% -0 .44% 16.96% 0.00% 86.55% -6.07% 1.78% 0.00 % 17.38% 1.95% 15.38% 0.00% 83.17% 2.93% 2.00% 0.02% PVC 14.64% -0 .30% 15.21% 0.00% 76.42% -5.90% -0.57% 0.00 % 11.92% -0 .57% 10.20% 0.00% 70.64% -0.54 % 1.72% -0.0 1% 8.93% -0 .03% 7.66% 0.00% 53.21% -4.74 % 1.27% 0.00 % 12.45% -0 .04% 15.99% 0.00% 69.44% -20.73% -3.54% 0.00 % 14.28% -0 .15% 16.17% 0.00% 77.13% 5.75% -1.89% 0.00 % 10.91% 0.1 7% 12.79% 0.00% 56.45% -1.05% -1.88% 0.00 % 16.54% -2.21% 17.10% 0.00% 99.38% 0.25% -0.56% -0.02% 17.19% 0.4 1% 19.41% 0.00% 74.09% -1.88% -2.22% 0.00 % 玻璃 32.02% 1.1 9% 34.68% 0.00% 94.50% 3.32% -2.66% 0.01% 氧化铝 27.21% -1 .17% 32.20% 0.04% 71.29% 0.38% -4.99% -0.05% 37430 118 28 21233 671 1.04 -0.16 1.03 0.14 342698 -95987 897672 537 0.49 -0.05 0.29 0.01 LPG 19167 -3 869 24150 -225 0.53 0.06 0.57 0.07 PTA 161455 -14 734 419420 -3151 0.78 0.05 0.55 -0.01 50033 124 65 90263 -290 0.73 0.25 0.73 -0.03 229995 117915 210889 11537 0.71 0. 04 0.93 0.03 PVC 102493 31961 226102 14395 0.25 0. 02 0.20 -0.02 38877 -35623 87314 4688 0.32 -0.06 0.57 -0.03 16344 209 2 47166 33 0.65 0.22 0.58 -0.04 27454 579 2 93721 2750 0.48 0.07 0.56 -0.03 29580 -10 787 64600 2069 0.87 -0.28 0.86 -0.01 12712 81 2 26175 1238 0.80 -0.26 0.86 0.01 10595 218 1 53205 -521 0.83 0.33 0.66 -0.01 54428 -30 957 51232 1730 0.49 0.16 0.46 -0.01 玻璃 240604 -15 278 551183 7531 0.89 0.22 0.64 0.00 氧化铝 178704 209 3 333061 -522 2.25 0.38 4.29 0.15 PCR PCR PCR PCR . 南华期货 - - 627.88 10.18 2.09% 1.02% 243349 91262 180353 117436 7804 -36 0.19% -0.46 % 1430042 338591 343439 -284 73760 -680 -0.93% -0.98% 74480 36328 147722 37421 20420 -300 -1.38% -1.52% 173307 34171 196633 -9319 25170 -30 -0.06% -1.06% 129975 19580 92584 -4580 79500 -2450 -4.10% -3.43% 392064 -37585 267851 -10099 12270 -160 -1.09% -1.57% 227593 50429 174086 5469 IV IV 20HV20 110IV/90IV 110IV/90IV - PCR PCR PCR PCR -3.54% -268015 LPG PTA -83940 PVC -1.70% 129452 -118201 09 -57532 -44 -21173 -387 53682 30019 23 6923 909 1254