商品期权：菜油主力期货价格全天维持弱势行情，至收盘阶段，期权隐含波动率较上一交易日上升2.66个百分点，目前处于历史70%-80%分位数水平。

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 293593 43575 928657 16544 0.91 0.17 0.46 -0.01 1061 -83 3 5835 262 0.35 -0.35 0.92 0.00 29742 -278 49065 1044 1.01 -0.05 0.65 0.00 49428 -29593 159388 -113 0.87 -0.13 0.69 0.01 120224 43285 138372 2275 1.00 0.12 0.74 -0.04 200793 -147 73 610579 13513 0.82 -0.18 0.38 0.00 367768 82069 415359 -5126 0.45 -0. 12 0.67 -0.01 259065 61921 310036 3056 1.05 -0.22 0.47 -0.05 378837 101554 436886 16428 1.73 0.10 2.25 0.01 150118 -148496 752951 -3634 0.73 0.02 0.51 0.01 27650 -129 07 72631 363 0.55 -0.28 0.41 0.02 红枣 1502 -72 5 15200 432 0.63 0.24 0.30 0.02 603093 12/4/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.09% 2.66% 1.29% 10.36% -17.29% 0.98% -0.93% -0.95% -5.10% -6.11% -8.39% -5.44% 红枣 -0.03% % % % % 0.03 7.24% 40.61% 125.06% 0.00% 20.05% 2.63% 27.29% -0.01 -2.31% 72.68% 0.00% 13.66% 11.35% 0.00 -1.59% 53.60% 0.00% 11.34% 0.35% - 9.75% -0.01 -3.22% 86.64% 0.00% 29.02% 25.80% -12.02% 90.78% 0.04% 34.61% 22.59% 0.00% -1.76% 0.05% -1 72.45% 0.00% 14.37% 0.22% - 12.61% 0.01% 4.99% 76.27% 0.00% 9.19% 14.18% 0.03% -0.33% 88.00% 0.00% 24.89% 24.56% 0.00% -5.14% 2.62% - 83.26% 0.00% 22.66% 0.07% 17.52% 0.00% -7.15% 4.52% 93.73% 0.00% 22.98% 0.18% 15.83% 0.01% 7.31% 0.59% 105.07% 0.00% 14.15% 0.82% 21.46% -16.87% 7.55% 75.76% 0.11% 33.84% % 1.52 16.97% PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 2706 -51 -1.96% -0.92% 1453540 211511 2494350 115426 8029 -56 -0.36% -1.68% 43415 - 19682 67810 -6597 3492 -41 -1.30% -0.01 % 88782 - 12060 99301 6880 7900 -158 -1.96% -0.57% 507697 197250 553367 226187 8607 -271 -3.28% -3.92% 586022 206455 224770 31558 2084 -43 -1.84% -0.77% 652976 11 160 861967 -13132 6034 -32 -0.69% -0.30 % 330996 68591 251378 -24207 2274 -58 -2.40% -0.97% 580782 10 785 626014 58837 10328 -100 0.72% -1.27 % 1533316 411635 444836 -45382 13870 -50 -0.29% 0.53 % 128779 -157307 337887 -13485 7828 -48 -0.18% -0.82% 45650 6166 110134 -5490 红枣 9490 50 0.11% 1.62% 50940 11 681 100582 45652 - 14.35% -1.47% 18.72% 0.00% 66.95% -11.50% -4.37% -0.02% 22.66% 0 .70% 26.71% 0.00% 90.01% 5 .25% -4.05% 0 .01% 11.63% - 0.05% 13.01% 0.0 0% 61.80% 2 .00% -1.38% 0 .00% 11.63% 0 .39% 18.41% 0.00% 62.47% 1 .36% -6.78% 0 .00% 17.55% - 0.10% 15.41% 0.00% 88.20% 0 .86% 2.14% 0 .00% 32.14% 5.02% 46.90% 0.00% 135.29% 29.94% -14.76% 0.05% 19.23% - 0.17% 24.03% 0.0 0% 90.63% - 1.89% -4.80% 0 .00% 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 24.44% -0 .68% 17.39% -0.01% 88.61% -4.64% 7.05% 0.01% 32.40% 1.76% 23.54% 0.00% 80.11% -15.82% 8.86% 0.02% LPG 17.36% -1.18% 19.78% 0.0 0% 78.56% -4.19% -2.42% -0.01% PTA 15.15% 0.00% 17.85% 0.00% 79.51% 1.60% -2.70% 0.00% 21.75% 0.82% 21.37% 0.01% 94.89% 4.74% 0.38% -0.01% 15.48% -0.31% 13.57% 0.00% 77.02% -7.42% 1.91% 0.00% PVC 18.17% 2.13% 11.16% 0.00% 82.16% 1.99% 7.01% 0.02% 10.59% -0.42% 12.16% 0.00% 77.71% -5.06% -1.57% 0 .00% 8.43% -0.33% 6.16% 0.00% 65.95% -1.07 % 2.27% 0 .00% 12.51% -0.58% 14.95% 0.00% 95.37% 0.68% -2.44% -0 .01% 13.87% 0 21% 13.76% 0.0 0% 67.73% 4.21% 0.11% 0 .00% 11.38% -0.32% 12.07% 0.0 0% 67.48% -6.25% -0.69% 0 .00% 17.64% 0.85% 17.83% 0.00% 87.51% 1.35% -0.19% 0.01% 49119 5678 34393 654 1.41 0.25 1.33 0.13 879303 515876 1058650 14272 1.02 0.16 0.27 - 0.02 LPG 16708 3232 32720 788 0.61 0.09 0.64 - 0.01 PTA 246336 28780 494887 -1274 0.76 -0.19 0.55 - 0.01 63447 -27905 86900 588 0.36 0.03 0.73 -0.02 178100 35215 239919 2852 0.88 0.06 0.89 0 .02 PVC 215176 105402 319916 27734 0.83 0.12 0.23 0 .02 44224 -12398 98788 2508 0.33 - 0.03 0.49 - 0.01 15866 -1786 53446 199 0.58 0.08 0.51 0 .01 28052 -1494 101588 1334 0.43 - 0.04 0.54 0 .00 100135 30918 87683 2839 0.49 - 0.03 0.95 0 .01 21858 4275 32330 451 0.38 - 0.04 0.78 0 .00 28528 19451 54167 -1374 1.12 0.42 0.52 - 0.02 8027 6726 6020 1519 0.43 -0.24 0.71 -0.03 玻璃 352412 146313 611783 370 0.86 0.15 0.64 -0.06 氧化铝 109629 13302 209619 3680 1.98 -0.23 4.45 0 .02 16.55% 0 30% 17.73% 0.00% 82.96% -2.74 % -1.18% 0.00% 玻璃 30.12% -0 .22% 27.20% 0.00% 90.58% -7.75% 2.92% 0 .00% 氧化铝 25.93% 2.05% 24.93% 0.00% 78.57% 3.45% 1.00% 0.02% PCR PCR PCR 南华期货 PCR 28927 -4081 67144 154 1.05 -0. 09 1.41 -0.0 2 189697 -12311 217843 7830 0.91 -0. 02 0.85 -0.0 2 82996 34727 63918 2414 0.57 -0.35 0.93 -0.0 2 52331 19512 70380 2918 0.65 -0.21 1.37 -0.08 75609 127 57732 802 0.52 -0. 01 0.82 0.05 234152 67790 271189 -2657 0.85 0.26 0.30 -0.0 2 319476 165459 213201 13758 0.98 0.0 2 0.52 -0.14 618.22 -1.1 0.07% -0.5 7% 256109 3062 170305 -4 574 7814 10 1.59% -0.23% 813342 -28044 372976 -4 307 74750 410 0.93% 0.08 % 94855 14911 161589 -2612 20580 195 0.98% 0.98% 131287 28673 156868 -1 340 25465 175 0.41% 1.12% 194910 -23942 131520 -1 835 76300 -1700 -2.49% -1.73% 247401 40465 217701 -12414 11930 -340 -3.13% -2.20% 275906 145918 129113 9362 IV IV 20HV20 110IV/90IV 110IV/90IV . . PCR PCR PCR PCR -49 -34 -3.25% -1.55% 565706 LPG PTA 103976 - PVC -64 428383 -32 62 63587 487 -42378 2 -30570 -19872 -26903 -16674 898 37 11 251166 4190