商品期权：沪锌主力期货价格今日上涨2.85%，同时期权隐含波动率上升超3个百分点，目前处于历史30%-40%分位数水平。

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 164195 -52032 866414 12221 0.38 -0.26 0.50 -0.01 151350 70680 2782 -102268 1.42 0.19 0.74 -0.48 10640 -11735 44235 -120 0.48 0.09 0.60 0.00 32957 -16548 154409 -601 0.62 -0.21 0.75 0.00 82128 -30219 127918 504 0.74 -0.58 0.77 0.08 116484 54341 558329 15027 0.67 0.31 0.46 -0.01 313352 121113 364754 13129 0.50 -0.26 0.62 0.01 93111 -89039 307391 1286 0.86 0.07 0.54 0.00 152637 -4 6303 346458 6942 1.57 0.12 1.84 0.00 145031 -1 4912 739057 7310 0.63 0.15 0.51 0.00 22325 27 36 68945 358 0.35 -0. 18 0.43 0.00 红枣 54612 -8 635 11804 -75549 0.59 0.12 0.22 0.02 603093 11/27/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 16.41% -0. 50% 34.16% 0.10% 91.81% -1.59% -17.75% -0.11% 22.46% 1.00% 28.86% 0.00% 103.32% 39.38% -6.40% 0.01% 15.45% 0.24 % 23.64% 0.00% 106.61% 14.30% -8.19% 0.00% 16.29% -0. 38% 22.88% 0.00% 80.05% -0.27% -6.59% 0.00% 22.02% -0.59% 28.13% 0.00% 80.51% -5.61% -6.11% -0.01% 8.46% -1.18% 9.57% 0.00% 68.69% 0.27% -1.11% -0.01% 11.84% 0.11 % 13.37% 0.00% 81.38% 11.00% -1.53% 0.00% 21.64% -0.75% 30.95% 0.00% 96.57% -0.37% -9.31% -0.01% 23.02% -0. 42% 27.95% 0.00% 84.17% -0.73% -4.93% 0.00% 8.61% -0.94% 11.20% 0.00% 66.04% 9.43% -2.59% -0.01% 13.43% 0.37 % 15.96% 0.00% 82.99% 7.34% -2.53% 0.00% 红枣 26.71% -0.30% 37.10% 0.00% 115.77% 11.83% -10.39% 0.00% PCR PCR PCR PCR 2804 -3 0.11% -0.61% 904606 -255974 2114896 37868 7775 71 0.24% 0 .74% 125835 72520 112374 66 3573 1 0.34% -0.68% 96702 -28 080 94982 -2580 8110 70 0.65% 0 .70% 303744 -136072 389430 -6877 8869 94 0.21% 2.50% 240136 -138619 160530 -11835 2187 -6 -0.27% -0 .05% 671490 218018 831261 -12421 5958 -5 0.30% -0 .36% 430809 200586 290750 -8228 2262 5 -0.18% 0 .66% 261698 -141205 410555 -47706 9874 134 1.67% 0 .19% 998648 -125846 441392 11855 13950 35 0.07% 0 .18% 136082 -14 273 425973 -9194 7846 14 0.23% 0 .15% 40348 138 1 136024 -36 63 红枣 9480 90 0.64% 0 .16% 55378 -17 070 76636 -53 15 16.02% 0.13% 18.18% 0.00% 79.68% 1.45% -2.16% 0.00% 21.72% -0.18% 23.71% 0.00% 88.89% 0.12% -1.99% 0.00% 11.71% -0.30% 13.29% 0.0 0% 64.45% 2.70% -1.58% 0.00% 11.52% 1.15% 17.78% 0.00% 62.09% -1.43% -6.26% 0.01% 19.54% 3.18% 11.99% 0.00% 88.65% 7.01% 7.55% 0.04% 32.23% -0.31% 48.02% 0.00% 106.68% 3.45% -15.79% 0.00% 18.34% -0.33% 16.14% 0.0 0% 86.94% 6.33% 2.20% 0.00% PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV 0.00% 0.01% LPG PTA -17.50% 0.00% 0.00% PVC 0.00% 0.00% 0.00%11.13% 0.17%0.00%11.87%0.00% 0.00% -22.54% -0.23% 玻璃0.00% 氧化铝 -0.02% -3.74% 69% -0. 74.17% 0.00% 26.42% -2.08% 22.68% 0.00% 1.71% 81% 4. 96.30% 29.26% -0.48% 30.97% -17.17% #DIV/0! #DIV/0! 0.00% 17.17% 0.00% 0.00% -1.35% 80% 4. 100.56% 17.24% -0.33% 15.89% -0.01% -1.28% 80% 4. 58.13% 0.00% 11.45% -0.66% 10.17% -0.01% 1.48% 19% -2. 73.64% 0.00% 12.76% -0.66% 14.24% -1.34% 78.01% 13.14% 11.80% 0.00% 1.92% 83.56% 6.58% -0.12% 8.50% -0.01% -0.06% 12% 0. 65.12% 10.34% -0.64% 10.28% 1.61% 64% -4. 66.21% 0.00% 12.23% -0.04% 13.84% -0.01% 1.62% 28% 3. 86.43% 0.00% 14.52% -0.59% 16.14% -0.01% 1.49% 87% 0. 88.74% 16.62% -0.93% 18.11% -0.02% -2.22% 61% -2. 69.17% 17.25% -1.58% 15.03% -0.02% -0.67% 75.82% 0.00% 19.02% -2.20% 18.35% 2.53% 22.29% 118.21% 0.00% 27.43% 0.65% 29.96% 5.60% 40% -1. 93.32% -0.01% 19.10% -0.88% 24.70% 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 616.46 5.62 0.44% 2.82% 318560 -77161 168097 16 46 7674 72 0.87% 2.99% 1112222 -84895 353244 -9 696 74130 390 0.37% 0.68% 65568 -3 659 153788 13 15 20575 15 -0.12% 0.24% 132609 -5 405 182760 -5 669 25830 655 2.85% 2.89% 344775 113445 163745 38719 78500 -150 -0.76% 1.42% 211268 -117242 246898 -8 526 12205 335 2.35% 5.65% 343336 -67124 178426 -39500 46619 -6521 30305 1941 1.25 -0.02 1.36 0.09 406595 48433 963758 29531 0.55 0.14 0.29 0.00 LPG 10234 -13 53 27105 1950 0.56 -0.09 0.59 0.01 PTA 194079 -9214 454305 10320 1.31 0.24 0.57 0.01 46537 548 6 91371 -583 0.62 0.10 0.72 0.00 126189 -40 27 229812 1317 0.92 0.22 0.95 0.01 PVC 68351 -15070 251630 7932 0.37 0.07 0.18 -0.01 22974 -16613 91869 1518 0.35 -0.04 0.55 -0.01 11689 -28 37 50008 414 0.80 0.16 0.54 -0.01 22889 -13 68 94966 652 0.49 -0.11 0.55 0.00 72927 236 9 77773 3928 2.91 1.40 0.98 0.00 17632 -10 55 28992 1139 1.18 0.34 0.79 -0.07 14298 364 5 53505 -95 0.66 0.21 0.60 -0.02 182138 -11 663 1144 -83444 1.06 0.01 0.82 0.21 玻璃 202237 -55927 579062 6069 0.66 -0.24 0.63 0.01 氧化铝 76123 18599 180280 7433 4.56 0.16 4.50 0.00 49738 -10231 61944 3009 1.50 0.17 1.55 -0.03 123494 -35823 167347 10289 1.10 -0.09 0.90 0.01 41626 5396 54240 2256 1.26 -0.23 0.98 -0.02 36001 -19 13 60075 2101 0.73 -0.1 1 1.55 -0.11 100533 40881 42818 11935 0.52 0.08 0.85 -0.11 101973 -54101 239254 7300 0.47 0.05 0.32 0.00 216169 -61627 174925 -876 0.84 -0.36 0.55 0.02 - PCR PCR PCR PCR . 南华期货 530 1.1 -0.41% 1.44% 142804 -51 22 20671 -1585 1505 3 0.47% 0.80% 820002 176102 1047685 -8283 LPG 4418 4 0.32% 0.81% 50150 -116 21 44180 -2866 PTA 4814 14 0.12% 1.16% 468730 -97995 1074162