商品期权：对二甲苯期货价格近期窄幅震荡，期权隐含波动率较上一交易日上升超4个百分点，目前处于历史70%-80%分位数水平。

11/25/2024 IV IV 20HV20HV 110IV/90IV % -4.07% -0.49% -0.28% -0.81% 110IV/90IV -5.87% -23.84% -5.24% -0.11% -0.04% -3.90%0.00% -1.13% -0.71% -0.58% 红枣 0.01% -13.48% 19.76% 98.89% 0.00% 37.56% 0.62% 24.08% -0.01% -1.97% 6% -2.6 73.52% 0.00% 15.79% 13.82% 0.00% -1.25% % 5.21 60.70% 0.00% 11.40% -0.32% 10.15% -0.01% -4.03% 7% -6.3 79.45% 0.00% 27.65% 23.62% -0.01% -6.34% % 8.94 99.02% 0.00% 30.69% 24.35% 0.00% -1.93% % 7.76 71.50% 0.00% 13.51% 0.40% 11.58% 0.72% 76.91% 0.00% 9.53% -0.01% 10.25% -0.01% -5.37% % 4.45 86.28% 0.00% 26.97% 21.60% 0.00% -5.16% % 1.74 83.08% 0.00% 22.94% 17.78% 0.00% -7.31% 97.65% 0.00% 23.19% 15.88% -9.86% 42.95% 0.00% 29.91% 20.05% -18.42% 81.72% 0.10% 34.50% -1.01 16.08% 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 155128 -65507 862661 15753 #DIV/0! #DIV/0! 0.53 -0 .01 77610 7293 95716 4090 #DIV/0! #DIV/0! 1.15 0.08 16343 -9606 40530 1192 #DIV/0! #DIV/0! 0.62 -0.05 46551 -9539 153131 1182 #DIV/0! #DIV/0! 0.76 -0.04 90637 5216 119422 2241 #DIV/0! #DIV/0! 0.74 0.04 70051 -17032 533999 2745 #DIV/0! #DIV/0! 0.48 0 .00 161592 -61585 342952 6569 #DIV/0! #DIV/0! 0.61 0 .01 135907 -197739 298884 -2606 #DIV/0! #DIV/0! 0.57 0 .00 159654 532 319931 2260 #DIV/0! #DIV/0! 1.82 -0.04 160977 -16347 726216 10184 #DIV/0! #DIV/0! 0.51 0 .00 24460 -1054 67120 1702 #DIV/0! #DIV/0! 0.42 -0 .01 红枣 21261 -2960 80191 -1254 #DIV/0! #DIV/0! 0.18 -0 .01 603093 2792 25 0.04% 1.92% 970370 -299283 2104210 12410 7755 -34 -1.03% -0.83% 128136 -77812 120011 -1267 8 3544 35 0.40% 2.11% 125576 -1739 5 98989 -502 4 8058 40 -0.02% 1.50% 392132 -90112 407083 -16176 9012 33 -0.36% 2.62% 300584 -106836 174189 -887 7 2195 5 -0.27% 0.00% 597081 89410 851104 -1258 6 5942 45 -0.07% 0.84% 208032 -127701 310168 -1357 4 2284 29 1.33% 4.38% 431541 -352062 516105 -49220 9710 140 1.15% 2.45% 1108914 2513 417883 -734 4 13955 90 0.29% 0.97% 176885 -2218 3 442681 -16580 7840 52 0.08% 1.07% 38895 -1917 4 141560 -395 7 红枣 9325 15 -1.01% 1.04% 52534 -2011 7 86326 -715 15.50% -1.51% 17.26% 0.00% 72.13% -6.16% -1.76% -0.02% 25.34% 0.84% 23.72% 0.00% 96.27% 7.42% 1.62% 0.01% 11.61% -1.04% 13.33% 0.0 0% 62.73% 14.75% -1.72% -0.01% 11.96% -0.99% 17.61% 0.00% 64.01% 2.18% -5.65% -0.01% 15.42% -2.01% 11.86% 0.00% 76.03% -2.51% 3.56% -0.02% 33.94% -0.02 % 48.70% 0.00% 108.45% -2.01% -14.76% 0.00 % 17.61% -0.90% 16.08% 0.0 0% 81.83% -5.78% 1.53% -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 539.1 1.1 0.65% -0. 84% 130868 - 2386 25283 -1303 1502 21 0.94% 1.61% 1156572 326045 1078755 9897 LPG 4444 26 0.32% 0.79% 60038 23 81 45401 -1550 PTA 4840 -28 -1.06% -0. 61% 904798 400188 1088918 -16989 17460 135 0.06% 2.26% 219084 22 87 126769 -8381 2583 -29 -0.81% -2.13% 739781 -63304 682672 -62332 PVC 5269 33 -0.04% 0.98% 743459 -209238 932915 -41336 8395 -76 -0.80% -0. 85% 523530 71455 569525 -51332 7520 7 -0.17% 0. 04% 222148 65 97 280836 -14907 4562 -50 -0.98% -1.43% 199127 -1 5516 228514 -16655 8392 -47 -0.60% -0. 18% 177166 30 084 208171 -3889 PCR PCR PCR 南华期货 619.16 -8.72 -0.62% -2.71% 405143 161794 174508 -5845 7657 -147 -1.52% - 1.71% 1643181 213139 367546 24107 74160 400 0.32% 1.25% 81223 6743 147545 - 177 20620 200 0.34% 1.72% 145678 - 27629 190914 -5719 25275 105 0.12% 0. 18% 107778 - 22197 82316 -10268 80350 850 0.44% 4.54% 306997 -85067 260097 -7754 26.12% 0 .20% 21.85% -0.01% 92.52% 1.34% 4.27% 01% 31.74% -1.54% 30.42% 0.00% 103.89% 6.34% 1.32% -0.02% LPG 20.81% -0.54% 19.40% 0.00% 88.06% 0.47% 1.41% 0.00% PTA 16.90% 1.85% 19.12% 0.00% 71.97% 5.68% -2.22% 02% 19.52% 0 .78% 16.91% 0.00% 90.66% 4.11% 2.61% 0 01% 16.65% -0.73% 15.93% 0.00% 85.71% 2.54% 0.72% -0.01% PVC 14.54% - 0.10% 14.83% 0.00% 77.99% 1.57% -0.29% 0.00% 12.24% 0 .32% 10.20% 0.00% 71.06% 0.42% 2.04% 0 00% 9.47% 0 .54% 7.66% 0.00% 76.78% 23.56% 1.81% 0 01% 11.79% -0.66% 16.10% 0.00% 78.84% 9.40% -4.31% -0.01% 14.24% - 0.04% 16.22% 0.00% 71.63% 5.50% -1.98% 0.00% 10.58% - 0.33% 12.77% 0.00% 62.82% 6.38% -2.19% 0.00% 16.76% 0 .22% 17.14% 0.00% 100.23% 0.85% -0.38% 0 00% 43509 6079 24172 2939 #DIV/0! #DIV/0! 1.29 0.26 454969 112271 920167 22495 #DIV/0! #DIV/0! 0.30 0.00 LPG 11916 - 7251 24520 370 #DIV/0! #DIV/0! 0.58 0.01 PTA 300653 139198 428020 8600 #DIV/0! #DIV/0! 0.56 0.01 46855 - 3178 92039 1776 #DIV/0! #DIV/0! 0.74 0.01 181158 -48837 218854 7965 #DIV/0! #DIV/0! 0.95 0.02 PVC 59108 -43385 229255 3153 #DIV/0! #DIV/0! 0.19 0.00 49129 10 252 89509 2195 #DIV/0! #DIV/0! 0.52 -0.05 15284 - 1060 48167 1001 #DIV/0! #DIV/0! 0.59 0.01 30286 2832 95050 1329 #DIV/0! #DIV/0! 0.55 -0.01 41687 12 107 69236 4636 #DIV/0! #DIV/0! 0.88 0.01 14557 1845 26478 303 #DIV/0! #DIV/0! 0.84 -0.02 10278 -317 53304 99 #DIV/0! #DIV/0! 0.64 -0.01 104290 49862 63633 12401 #DIV/0! #DIV/0! 0.57 0.11 玻璃 199166 -41438 553667 2484 #DIV/0! #DIV/0! 0.63 -0.01 氧化铝 180889 2185 339088 6027 #DIV/0! #DIV/0! 4.51 0.22 21.83% 4.64% 19.45% 0.00% 67.20% 6.89% 2.38% 05% 玻璃 31.74% -0.28% 35.84% 0.00% 96.06% 1.56