商品期权：苹果主力期货价格较上一交易日上升3.47%，期权隐含波动率较上一交易日上升超2个百分点，目前处于历史80%-90%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 151407 47190 894003 15524 0.39 -0.0 2 0.49 -0.01 4078 3554 4853 1064 0.35 0.0 4 0.72 -0.02 15163 -1810 45885 -371 0.51 0.0 2 0.66 0.00 71492 1444 158187 2007 0.82 0.2 0 0.70 -0.03 97099 20682 137695 4901 0.84 0.26 0.78 0.00 134286 26886 585159 12578 0.52 -0.50 0.42 -0.02 358966 -239286 415694 8322 0.60 0.1 6 0.69 -0.01 140330 1473 302388 2177 1.11 0.47 0.54 -0.02 313454 -3494 6 404339 25247 1.12 0.0 9 2.06 0.01 219109 -2198 1 761713 -1607 0.35 -0.0 8 0.49 0.00 37307 5518 72240 -311 0.96 0.45 0.41 -0.02 红枣 2460 -924 14229 535 0.26 -0.0 4 0.26 0.01 603093 12/2/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 15.09% 0. 10% 34.04% 0.11% 76.24% -1 3.8 0% -18.95% -0.11% 22.23% 2.23% 9.93% 0.00% 116.67% -2.21% 12.30% 0.02% 14.61% 0.23% 23.63% 0.00% 95.74% -2.13% -9.02% 0.00% 17.09% 0.72% 22.89% 0.00% 92.48% 11.45% -5.80% 0.01% 22.12% 0.36% 25.29% 0.00% 80.07% -2.50% -3.17% 0.00% 11.44% 1.32% 9.18% 0.00% 83.75% 8.85% 2.26% 0.01% 12.47% -1.43% 15.02% 0.00% 72.35% -15.50% -2.55% -0.01% 22.40% 1.14% 34.65% 0.04% 99.96% 13.39% -12.25% -0.03% 27.01% 0.76% 28.75% 0.00% 91.75% 0.07 % -1.74% 0.01% 8.58% -0.45% 11.19% 0.00% 54.60% 2.49% -2.61% 0.00% 11.96% -0.66% 13.66% 0.00% 62.80% -23.28% -1.70% -0.01% 红枣 25.20% -0.31% 20.73% 0.00% 108.07% -6.26% 4.47% 0.00% PCR PCR PCR PCR 2783 -18 -0.68% -0.7 9% 907072 133269 2241379 126533 8043 255 3.47% 3.10% 169270 99565 84644 1449 3568 -21 -0.81% -1.3 7% 88039 -25 88 85660 -68 8100 -96 -0.98% -2.46% 378969 431 9 345027 -25143 8880 68 0.21% 0.17 % 292944 40726 137418 -12010 2138 -25 -1.34% -0.5 1% 544070 -112732 872091 22700 6082 -53 0.00% -2.80% 382818 -190339 293454 -24306 2351 -22 -0.59% -5.82% 401571 30751 510464 25713 10210 16 1.31% -1.74% 1208801 18845 482104 -3155 13985 -70 -0.18% -0.7 9% 187381 -63985 373769 -27875 7848 10 -0.08% 0.13 % 41563 -11 74 124711 -3572 红枣 9580 85 0.26% -0.2 7% 50588 -139 27 58414 -4870 14.90% -0.64% 18.22% 0.00% 74.03% -4.94% -3.32% -0.01% 21.02% -0.18% 24.36% 0.00% 83.52% -0.01% -3.34% 0 .00% 11.70% 0.11% 13.53% 0.0 0% 57.25% -4.36% -1.83% 0 .00% 11.28% -0.82% 18.73% 0.00% 60.49% -2.94% -7.45% -0.01% 18.88% 0.89% 15.26% 0.00% 92.68% 1 .64% 3.62% 0.01% 29.80% 3.53% 46.95% 0.00% 106.17% 12.18% -17.15% 0.04% 19.96% -0.75% 24.42% 0.0 0% 89.69% - 0.34% -4.46% -0.01% 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 23.97% -0.79% 17.63% -0.01% 91.53% -0.07% 6.34% 0.01% 35.92% 7.39% 24.09% 0.00% 94.19% 8.29% 11.83% 0.07% LPG 18.66% 0.98% 19.23% 0.0 0% 81.95% -1.68% -0.57% 0.01% PTA 15.48% 0.49% 17.95% 0.00% 70.50% 4.76% -2.47% 0.00% 19.51% 1.23% 19.34% 0.02% 85.67% 2.74% 0.17% 0.00% 15.97% 0.81% 13.38% 0.00% 91.37% 13.48% 2.59% 0.01% PVC 15.19% 1.63% 11.58% 0.00% 76.31% 7.49% 3.61% 0.02% 11.59% 1.67% 9.81% 0.00% 78.47% 6.78% 1.78% 0.02% 8.66% 0.92% 6.12% 0.00% 72.68% 15.34% 2.54% 0.01% 13.81% 2.50% 13.81% 0.00% 95.27% 20.15% 0.00% 0.03% 14.62% 0.98% 12.34% 0.0 0% 68.50% -0.60% 2.28% 0.01% 11.48% 0.39% 12.20% 0.0 0% 70.76% 8.13% -0.72% 0.00% 16.89% 0.75% 18.60% 0.00% 100.31% -6.33% -1.71% 0.01% 15.96% 0.12% 17.79% 0.00% 80.26% 6.23% -1.83% 0.00% 玻璃 30.12% 0.79% 29.78% 0.00% 92.14% 2.51% 0.34% 0.01% 氧化铝 24.62% -1.52% 25.70% 0.00% 74.15% -2.93% -1.08% 0.02% 38817 332 7 66109 1334 0.99 -0.06 1.42 -0.03 195789 18619 201559 7345 1.06 -0. 03 0.86 0. 01 48330 6742 59890 2516 1.47 0.22 1.02 0.04 35487 -13073 66243 183 0.93 -0.41 1.47 -0.02 120524 33728 56698 3108 0.37 -0.23 0.78 0.04 136621 -32812 271230 11165 0.42 -0. 09 0.33 0. 00 283086 -40969 194348 9684 0.88 0.30 0.68 0.04 613.28 - 5.52 -0.33% -1.17% 312505 32742 173499 -2803 7596 - 101 -0.20% -1.87% 1016719 -66788 362418 -8830 73720 -110 -0.07% -0. 04% 73251 982 164177 2988 20390 0 0.27% 0.1 0% 118177 -21700 162170 -8268 25455 255 0.95% 3.50% 326867 -13693 142261 -2877 78300 -250 -0.63% -1.28% 189618 -90682 239434 -1420 12305 - 100 0.70% -2.85% 346887 -16521 124725 -39732 - PCR PCR PCR PCR . 47705 17211 32627 1772 1.06 -0.31 1.26 -0.05 502944 -100 6 1030344 28060 0.66 -0.10 0.28 -0.01 LPG 20814 8915 31269 1514 0.38 -0.36 0.64 0.04 PTA 204036 -76454 486814 3546 0.97 -0.15 0.56 -0.01 51567 -43155 85716 -1403 0.35 -0.03 0.71 -0.01 142291 -294 7 233638 4924 0.76 -0.10 0.89 -0.04 PVC 107390 13808 275453 5854 0.55 0.15 0.19 0.02 63569 35774 91761 -532 0.28 -0.03 0.54 0.01 20250 10583 54472 2817 0.21 -0.07 0.49 -0.03 58620 32268 99811 3302 0.44 -0.17 0.56 0.02 120253 39269 81865 30 0.53 -0.36 0.93 0.02 25544 978 31038 925 0.59 -0.45 0.80 0.00 11867 -27 6 55348 521 0.49 0.03 0.55 0.00 3654 573 4175 653 1.06 0.56 0.72 -0.23 玻璃 387755 46623 608399 14368 0.55 -0.12 0.73 0.06 氧化铝 108394 -366 6 200290 2284 2.30 -3.23 4.45 0.04 530.9 0.5 0.44% -0 .02% 123475 33256 17493 -29 1482 4 -0.13% 0 40% 917082 14 68 1006815 -109 57 LPG 4471 52 1.52% 0 95% 75301 31919 47017 1434 PTA 4806 -4 0.46% 0 04% 573698 -1 4579 1009047 -36347 18210 -50