商品期权：铝期货价格自上月8号以来逐步震荡回落，同时期权隐含波动率也较上月8号高点回落近7个百分点，目前处于历史10%-20%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 南华期货 603093 12/5/2024 . IV IV 0.72% -2.27%0.50% 0.83% 20HV20HV 110IV/90IV 110IV/90IV 7% -0.10% 8% -8.21% -12.05% 1.49% 1.09% 0.62% 8.09% -8.10% -0.03% -3.52% 0.93% 红枣 -0.01% 5.76% -16.93% 108.13% 0.00% 20.33% -1.20% 26.09% 0.01% -1.46% 4.40% 77.08% 0.00% 13.74% 12.28% 0.00% -0.83% 50.07% 0.00% 10.83% 5% 0.2 10.00% 0.01% -2.89% 0.97% 87.61% 0.00% 29.31% 26.42% -11.79% 82.68% 0.04% 35.47% 23.68% 0.00% -2.35% 80.54% 0.00% 14.59% 7% -0.3 12.24% 0.01% 4.46% 1.87% 78.14% 0.00% 11.21% 15.67% -0.01% -2.99% 75.95% 0.00% 26.74% 1% -0.8 23.75% 0.00% -4.59% 75.05% 0.01% 22.94% 18.35% 0.00% -5.27% -4.4 89.25% 0.00% 21.60% 16.33% -0.02% 4.67% 3.10% 108.17% 0.00% 14.52% 19.19% -15.81% -1.9 73.79% 0.10% 33.50% 17.69% PCR PCR PCR PCR 373714 80121 956566 27909 0.86 -0.05 0.43 -0.03 1047 -14 5992 15 7 0.29 -0.06 0.90 -0.02 37505 7763 52629 3564 1.05 0.03 0.62 -0.02 81137 31709 160932 15 44 1.71 0.85 0.72 0.03 136972 16748 138027 - 345 1.42 0.43 0.80 0.06 365968 165175 619759 9180 0.79 -0.03 0.37 -0.02 348022 -19746 397289 -18070 0.67 0 22 0.67 0.0 0 237033 -22032 318279 8243 1.27 0 22 0.43 -0.04 403447 24610 429065 -7 821 1.47 -0.26 2.16 -0.09 187069 36951 754633 16 82 0.98 0 25 0.52 0.01 49881 22231 74114 14 83 0.47 -0.08 0.41 0.0 0 红枣 3349 1847 15740 54 0 0.26 -0.37 0.30 0.0 0 . . 南华期货 2660 -46 -2.42% -0 46% 1658148 204608 2462115 -32 235 7983 -46 -0.67% -0 31% 51338 7923 64718 -30 92 3478 -14 -1.08% 0.2 2% 96827 8045 98572 -7 29 7914 14 -0.30% 1.66% 579037 71340 568242 14875 8676 69 -1.57% 1.72% 576088 -9934 224586 -184 2099 15 0.00% 1.84% 1352085 699109 771427 -90540 5984 -50 -1.34% -0 64% 278856 -52140 227044 -24334 2239 -35 -2.78% -0 38% 674918 94136 675056 49042 10282 -46 -1.04% -1.76% 1365556 - 167760 401879 -42957 13900 30 0.07% 0.36% 156313 27534 314845 -23042 7872 44 0.08% 0.25% 71710 26060 97324 -12810 红枣 9600 110 1.43% 1.32% 71005 20065 104360 3778 . . . IV IV 20HV20 110IV/90IV 110IV/90IV HV . 14.35% 0.00% 18.73% 0.00% 67.62% 0.67% -4.38% 0.00% 22.98% 0.32% 24.91% 0.00% 87.23% -2.78% -1.93% 0.01% 11.68% 0.05% 12.83% 0.0 0% 60.61% -1.20% -1.15% 0.00% 11.32% -0.31% 18.82% 0.0 0% 62.41% -0.06% -7.50% 0.00% 17.77% 0.22% 15.46% 0.00% 86.36% -1.84% 2.31% 0.01% 29.31% -2.83% 47.08% 0.00% 106.10% -29.18% -17.77% -0.03% 19.20% -0.03% 25.53% 0.0 0% 93.17% 2.55% -6.33% 0.00% 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 PCR PCR PCR 南华期货 28889 -38 67790 646 0.84 -0.20 1.37 -0.03 255941 66244 227408 9565 0.83 -0 08 0.85 0.00 43979 -39017 64888 970 0.77 0.20 0.94 0.0 0 77122 24791 74307 3927 0.55 -0 10 1.37 0.00 67840 -7 769 58999 1267 0.37 -0.15 0.82 0.0 0 178968 -55184 276985 5796 0.75 -0.10 0.31 0.00 257994 -61482 224059 10858 0.72 -0.27 0.54 0.02 PCR . . 618.4 0.18 -0.07% - 0.15% 247844 -8265 171666 1361 7832 18 0.32% -1.27% 1006251 192909 375637 2661 74530 -220 -0.32% -1.25% 54168 - 40687 155824 -5765 20505 -75 0.24% - 0.74% 125581 -5706 151757 -5111 25550 85 0.91% 0.49% 178680 -16230 130702 -818 76500 200 -1.16% 1.33% 160190 -87211 207470 -10231 11890 -40 -0.75% 2.38% 173304 -102602 126858 -225 5 25.21% 0.77% 18.39% -0.01% 89.91% 1 .30% 6.82% 0.02% 34.30% 1.90% 25.60% 0.00% 100.53% 20.42% 8.70% 0.02% LPG 18.10% 0.74% 16.42% 0.0 0% 86.88% 8.33% 1.68% 0.01% PTA 16.69% 1.54% 15.70% 0.00% 71.73% -7.78% 0.99% 0.02% 21.22% -0. 53% 21.07% 1% 89.44% -5.45% 0.15% -0.02% 16.37% 0.89% 13.56% 0.00% 81.79% 4 .77% 2.81% 0.01% PVC 16.14% -2.03% 11.45% 0.00% 72.82% -9.34% 4.69% -0.02% 10.87% 0.28% 12.12% 0.00% 74.97% - 2.74% -1.25% 0.0 0% 9.97% 1.54% 5.94% 0.00% 72.43% 6.49% 4.03% 0.02% 12.22% -0.29% 14.59% 0.00% 89.97% -5.40% -2.37% 0.00% 13.79% -0. 08% 12.78% 0.0 0% 64.54% - 3.20% 1.01% 0.0 0% 12.58% 1.20% 11.48% 0.0 0% 61.84% -5.65% 1.10% 0.01% 18.64% 1.00% 17.32% 0.00% 87.05% - 0.46% 1.32% 0.01% 18.12% 1.57% 16.21% 0.00% 82.82% - 0.14% 1.91% 0.02% 玻璃 31.58% 1.46% 28.30% 0.00% 84.63% -5.95% 3.28% 0.01% 氧化铝 25.91% -0. 02% 25.13% 0.00% 80.36% 1 .79% 0.78% 0.0 0% PCR PCR PCR PCR - 54034 4915 35193 800 1.14 -0.27 1.10 -0.23 555307 -323996 1076419 17769 1.01 0.01 0.28 0.01 LPG 35803 1909 5 33167 447 0.52 0.09 0.57 -0.07 PTA 463110 216774 500853 5966 1.56 0.80 0.54 -0.02 93816 3036 9 87230 330 0.32 0.04 0.73 0.00 130027 -48073 249207 9288 0.92 0.04 0.86 -0.03 PVC 102659 -112517 326836 6920 0.55 -0.28 0.25 0.02 37669 -65 55 93908 4880 0.50 0.17 0.51 0.02 15124 -742 53163 -283 1.27 0.70 0.53 0.03 28797 745 102882 1294 0.54 0.11 0.54 0.00 103353 3218 90365 2682 0.64 0.15 0.94 -0.01 30980 9122 32503 173 0.85 0.46 0.85 0.07 12753 -157 75 54504 337 1.18 0.06 0.52 0.00 8358 331 7842 1822 0.43 0.01 0.62 -0.09 玻璃 530015 177603 614317 2534 1.36 0.50 0.58 -0.06 氧化铝 137425 2779 6 218364 8745 2.70 0.72 4.46 0.00 - - 南华期货 - 529.5 -11 -1.45% -3.39% 107830 6649 18110 -251 0 1418 -5 -1.87% 1.72% 716332 -444667 976326 -71075 LPG 4417 -29 -0.90% -0.2 9% 67642 2146 5 43517 -135 6 PTA 4724 -92 -2.03% -2.24% 81