商品期权：氧化铝期货价格今日午盘过后快速回落，期权隐含波动率较昨日上升3.6个百分点，目前处于历史50%-60%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 603093 12/6/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.54% -0.1 5% 31.04% 0.11% 80.98% 7.19% -13.50% -0.11% 20.89% 1.70% 14.82% 0.00% 113.74% 5.58% 6.07% 0.02% 15.06% -1.27% 18.29% 0.00% 81.95% -7.30% -3.23% -0.01% 16.57% -1.78% 21.87% 0.01% 65.51% -9.54% -5.30% -0.02% 22.32% -1.43% 27.00% 0.00% 74.16% -1.79% -4.68% -0.01% 13.79% -1.88% 11.71% 0.00% 77.64% -0.50% 2.08% -0.02% 12.29% 0.0 5% 14.96% 0.00% 75.36% -5.18% -2.67% 0.00% 23.45% -0.23% 32.49% 0.05% 82.47% -0.21% -9.04% -0.05% 25.72% -0.7 0% 28.66% 0.00% 83.53% -4.09% -2.94% -0.01% 11.06% 1.06% 6.94% 0.00% 56.25% 6.18% 4.12% 0.01% 12.19% -0.0 9% 13.40% 0.00% 77.30% 0.22% -1.21% 0.00% 红枣 24.49% -1.60% 19.87% 0.00% 77.85% -30.28% 4.62% -0.02% PCR PCR PCR PCR . 230036 -143678 982537 25971 0.66 -0.20 0.43 0.0 0 602 -445 6101 109 0.80 0.51 0.94 0.04 23439 -1406 6 53183 554 0.58 -0.47 0.61 -0.01 56600 -2453 7 161086 154 1.15 -0.56 0.72 -0.0 1 178504 41532 130851 -7176 1.32 -0 11 0.73 -0.07 171104 -194864 630596 10837 0.65 -0 14 0.37 0.0 1 243656 -104366 390400 -6889 0.67 0.00 0.66 -0.01 207624 -2940 9 323823 5544 0.70 -0.57 0.40 -0.02 290970 -112477 435746 6681 1.54 0.0 7 2.09 -0.07 155466 -3160 3 752341 -2292 0.82 -0 16 0.53 0.0 1 31668 -1821 3 74589 475 0.54 0.0 8 0.41 0.0 0 红枣 2961 -388 16333 593 0.29 0.0 3 0.31 0.0 0 . . 2% -577871 -28 1% -616 -96614 128 0% 7% 5% 4% -763022 -271557 02 89 95 5530 -37681 -14643 20359 -28223 -14705 8 红枣 -35 -40 -170 -2.63% 889 105249 -16329 54676 -1.20% 9430 -50 96816 -29908 41802 6% -0.4 -0.38% 7832 300140 -51579 104734 5% -0.2 -0.18% 13865 373656 1093999 3% 0.6 -0.41% 6 -5 10226 695415 8 -12426 550650 -0.93% 3 -1 2226 212401 -58462 220394 0.32% 24 6008 733746 589063 0.87% 0 -1 2089 230116 121391 697479 1.53% 8804 568337 482423 6% 0.6 0.36% 8 -1 7896 -17 96783 96211 0.63% 14 3492 -64 58316 -28083 23255 5% 0.3 -0.33% 7955 1182 2463297 1080277 -0.60% -4 2656 14.65% 0.30% 17.14% 0.00% 68.16% 0.55% -2.49% 0.00 % 24.23% 1.25% 24.59% 0.00% 86.00% -1.23% -0.36% 0.02% 11.62% -0.06 % 12.81% 0.0 0% 59.69% -0.91% -1.19% 0.00 % 11.73% 0.41% 16.55% 0.0 0% 60.34% -2.08% -4.82% 0.00 % 18.22% 0.45% 15.23% 0.00% 89.67% 3.30% 2.99% 0.01 % 27.01% -2.30% 46.87% 0.00% 97.61% -8.50% -19.86% -0.02% 18.01% -1.19% 25.50% 0.0 0% 87.01% -6.16% -7.49% -0.01% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.95% 0.00% 0.01% PVC -0.69% -0.62% 0.00% 0.00% 0.00% -19.86% -4.29% -3.99% 玻璃 氧化铝 -1.23% 0.00% 0.00% 0.00% 6.90% -7.72% 7.88% % -0.05% % % %1% % -0.01% 1% % % % % % -0.01% 0.04% 4.02% % -3.32 77.04% 0.00% 25.49% 3.60% 29.51% -0.29% 92.51% 30.64% 30.35% 0.01 3.37% 75.10% 15.55% % 0.80 18.92% 0.01 2.30% 93.95% 17.01% % 0.67 19.31% 0.00 1.45% 3.61% 65.45% 0% 0.0 10.82% 1% -0.3 12.27% 0.00 1.88% 1.76% 66.29% 0% 0.0 12.12% % 0.21 14.00% 0.00 -0.56% 85.98% 12.95% % 0.17 12.39% -0.0 3.79% 68.14% 5.56% 9.35% -1.83% 55.10% 12.01% 10.18% 0.01 7.09% % -0.73 72.09% 0.00% 9.98% % 0.93 17.07% -0.0 2.86% % -3.31 78.48% 0.00% 12.87% 4% -0.6 15.73% 0.00 2.24% 3.49% 92.93% 20.93% 23.17% 0.00 3.09% 3.08% 74.81% 13.97% % 0.37 17.06% 0.02 3.74% % -5.48 81.41% 0% 0.0 16.06% % 1.70 19.80% 5.55% % -2.86 97.67% 0.00% 24.23% -4.52% 29.78% 0.01 6.17% 2.14% 92.05% -0.01% 18.59% 5% -0.4 24.76% PCR PCR PCR PCR PCR 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 南华期货 46602 17713 69695 1905 0.93 0.08 1.36 -0.02 228191 -27750 231576 4168 1.02 0.19 0.84 -0.01 57635 13656 65945 1057 1.05 0.28 0.92 -0.01 59901 -17221 76879 2572 1.00 0.45 1.43 0.06 90589 22749 60591 1592 0.37 0.00 0.87 0.05 219138 40170 22720 -254265 0.69 -0.06 0.47 0.16 231597 -26397 47796 -176263 0.86 0.15 0.72 0.17 615.94 -2 .46 -0.39% -0. 32% 312138 64294 163056 -8610 7823 -9 -0.14% -0. 46% 879193 -127058 371657 -3980 74730 200 0.31% 0.63% 55991 1823 155452 -372 20310 -195 -1.29% -1.53% 139548 13967 140486 -11271 25495 - 55 0.33% -0. 57% 209241 30561 130422 -280 76650 150 0.39% 1.56% 179142 18952 197237 -10233 11860 - 30 -0.79% -0. 04% 140535 -32769 129997 3139 51900 -2134 37114 1921 1.18 0.04 1.05 -0.05 407831 -147476 1088246 11827 0.85 -0.15 0.29 0.01 LPG 46796 10993 35901 2734 1.83 1.32 0.55 -0.02 PTA 513623 50513 502302 1449 1.70 0.13 0.51 -0.02 95301 1485 88724 1494 0.41 0.09 0.77 0.04 124115 -5912 249172 -35 0.86 -0.06 0.90 0.04 PVC 112907 10248 337078 10242 0.81 0.26 0.27 0.02 37451 -218 90921 -2987 0.68 0.18 0.50 -0.01 14149 -975 53611 448 1.41 0.14 0.55 0.02 36844 8047 108092 5210 0.43 -0.11 0.51 -0.03 93128 -10225 91908 1543 1.35 0.71 0.96 0.02 28066 -2914 33057 554 1.36 0.51 0.88 0.03 13645 892 53858 -646 1.03 -0.14 0.46 -0.06 8304 -54 8713 871 1.27 0.84 0.65 0.03 玻璃 268773 -261242 619642 5325 1.13 -0.24 0.56 -0.01 氧化铝 199426 62001 219663 1299 3.66 0.95 4.11 -0.35 LPGPTA PVC 526 1428 4315 4720 19030 2533 4973 8351 7418 4682 8402 -3.5 10 -102 -4 390 7 -74 -32 -34 34 -82 -1.94% 0.71% -3.27% -1.09% 1.47% 0.60% -1.33% -0.43% -0.74% 0.71% -1.23% -0.49%