商品期权：玻璃主力期货价格近两周以来震荡走高，期权隐含波动率震荡下降，至收盘，相较昨日下降超2个百分点，目前处于历史20%-30%分位数水平。

603093 12/9/2024 IV HV IV20HV20 110IV/90IV110IV/90IV 16.49% -1.05% 30.30% 0.12% 73.04% -7 94% -13.81% -0.13% 19.79% -1.10% 14.96% 0.00% 88.71% -25.03% 4.83% -0.01% 15.63% 0.57% 17.75% 0.00% 93.39% 11.45% -2.12% 0.01% 16.71% 0.14% 21.70% 0.01% 64.22% -1 30% -4.99% 0.00% 21.48% -0.84% 23.74% 0.00% 86.52% 12.35% -2.26% -0.01% 13.10% -0.69% 11.26% 0.00% 84.62% 6.97% 1.84% -0.01% 11.88% -0.41% 14.82% 0.00% 74.19% -1 17% -2.94% 0.00% 21.63% -1.82% 31.40% 0.05% 96.97% 14.50% -9.77% -0.07% 26.17% 0.45% 28.16% 0.00% 86.64% 3. 11% -1.99% 0.00% 11.41% 0.35% 6.96% 0.00% 70.54% 14.29% 4.45% 0.00% 12.00% -0.19 % 13.32% 0.00% 62.62% -14.68% -1.32% 0.00% 红枣 25.26% 0.77% 18.88% 0.00% 105.18% 27.32% 6.38% 0.01% . 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 PCR 南华期货 209158 - 20878 999236 16699 0.55 -0.10 0.43 0.00 1793 1191 6268 167 0.66 -0.14 0.96 0.02 28614 5175 55496 231 3 0.66 0 .08 0.65 0.04 49943 -6657 162169 108 3 0.96 -0.19 0.72 0.00 138796 - 39708 129907 -9 44 1.04 -0.27 0.71 -0.02 101658 - 69446 638103 7507 0.68 0 .03 0.36 -0.01 288826 45170 393114 2714 0.60 -0.07 0.69 0.03 205853 -1771 333266 9443 0.59 -0.11 0.38 -0.02 293446 2476 433180 -25 66 1.32 -0.22 2.15 0.06 377531 222065 730917 -21424 1.36 0.54 0.54 0.01 49560 17892 73191 -13 98 0.58 0 .03 0.46 0.05 红枣 2011 -950 16819 486 0.31 0 .02 0.31 0.00 2681 25 0.79% 1.39% 1010915 -69362 2423368 -39929 7828 -127 -1.86% -1.53% 62347 39092 52991 5325 3520 28 0.92% 0.28% 101760 55 49 89451 7332 7834 -62 -0.71% -1.07% 460161 -22262 589567 21 230 8843 39 0.80% -0.74% 560662 -136817 226520 3596 2087 -2 -0.19% -1.06% 538106 -50957 678533 - 55213 6038 30 1.33% 1.01% 197408 -22986 198500 - 13901 2263 37 1.43% 2.37% 582725 32075 687034 8381 10200 - 26 -0.23% 0. 17% 986133 -107866 361548 - 12108 13760 -105 -0.90% -0.72% 368828 264094 485203 185063 7814 - 18 -0.43% -0.05% 51875 10 073 93479 3337 红枣 9550 120 0.42% 1.63% 63436 87 60 105180 -69 - - - - IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 - 14.43% -0.22% 17.05% 0.00% 69.19% 1.02% -2.62% -0.01% 23.48% -0.75% 24.46% 0.00% 87.83% 1.84% -0.98% 0.00% 11.23% -0.39% 12.42% 0.0 0% 56.95% -2.74% -1.19% 0.00% 11.37% -0.36% 15.95% 0.0 0% 57.19% -3.14% -4.58% 0.00% 17.49% -0.73% 15.08% 0.00% 85.22% -4.45% 2.41% 0.00% 26.43% -0.58% 46.83% 0.00% 97.04% -0.57 % -20.40% -0.01% 18.14% 0.13% 25.43% 0.0 0% 82.26% -4.75% -7.29% 0.00% 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 南华期货 64468 12568 39930 2816 1.12 -0.06 0.94 -0.11 418801 10970 1084923 -3323 1.00 0.15 0.28 0.00 LPG 16903 -29893 37358 1457 0.96 -0.88 0.55 0.00 PTA 480910 -32713 533831 31529 1.55 -0.15 0.51 -0.01 79535 -15766 88777 53 0.43 0.02 0.75 -0.02 208077 83962 252993 3821 0.70 -0.16 0.96 0.06 PVC 196590 83683 354391 17313 1.03 0.22 0.28 0.01 34146 - 3305 92611 1690 0.73 0.05 0.52 0.02 15824 1675 53297 -314 0.92 -0.49 0.56 0.01 35086 - 1758 107613 -479 0.66 0.23 0.55 0.04 80255 - 12873 94209 2301 1.11 -0.24 0.96 0.00 33433 5367 34443 1386 1.59 0.23 0.91 0.03 22896 9251 54871 1013 1.17 0.13 0.46 0.00 5318 - 2986 9692 979 0.78 -0.49 0.63 -0.02 玻璃 324505 55732 638298 18656 1.13 0.01 0.55 -0.01 氧化铝 200391 965 229563 9900 3.37 -0.28 3.87 -0.23 41952 -465 0 71285 1590 1.14 0.21 1.39 0.03 285217 57026 240867 9291 0.99 - 0.03 0.81 -0.02 55339 -229 6 68860 2915 1.00 - 0.05 0.96 0.03 47171 -1273 0 78017 1138 0.97 - 0.03 1.42 0.00 73951 -1663 8 60130 -461 0.77 0.40 0.88 0.01 20055 -199083 31376 8656 0.45 -0.24 0.45 -0.02 57585 -174012 57359 9563 1.13 0.27 0.80 0.09 619.12 3.18 0.62% 1.02% 294562 -17576 162414 -642 7795 -28 -0.19% - 0.05% 1183336 304143 344057 -27600 74740 10 0.27% - 0.04% 57710 1719 154305 -1147 20340 30 -0.37% 0.92% 99306 -40242 132457 -8029 25590 95 -0.06% -0.39% 199976 -9265 129848 -574 76800 150 0.26% - 0.13% 164371 -14771 187549 -9688 11760 -100 -1.05% -0.26% 209444 68909 117106 -12891 24.27% -0.49% 18.51% -0.01% 88.18% - 3.86% 5.76% 0.01% 29.41% -0.37% 23.72% 0.00% 91.04% - 6.63% 5.69% 0.00 % LPG 18.29% -1.51% 17.96% 0.00% 79.42% - 1.99% 0.33% -0.01% PTA 17.52% 0.46 % 13.89% 0.00% 74.40% - 0.41% 3.63% 0.00% 21.00% -2.17% 22.06% 0.01% 86.76% - 6.17% -1.06% -0.04% 16.29% 0.56 % 12.81% 0.00% 79.29% 0.81% 3.48% 0.01% PVC 18.81% 1.74% 10.26% 0.00% 82.98% 10.89% 8.55% 0.02% 10.57% 0.39 % 12.04% 0.00% 81.65% 26.55% -1.47% 0.00% 9.08% -0.2 7% 5.52% 0.00% 62.45% - 5.69% 3.56% 0.00 % 12.40% 0.01 % 13.20% 0.00% 90.89% 4.91% -0.80% 0.00% 13.50% -0.50% 11.85% 0.0 0% 63.59% - 2.70% 1.65% -0.01% 11.88% -0.39% 10.84% 0.00% 57.21% -8.24% 1.04% 0.00% 19.37% 0.06 % 17.02% 0.00% 100.00% 6.05% 2.35% 0.00 % 18.56% -0.36% 15.63% 0.00% 79.10% 4.00% 2.93% 0.00 % 玻璃 28.34% -2.01% 30.19% 0.00% 83.10% -9.42% -1.85% -0.02% 氧化铝 27.76% -1.75% 25.33% 0.00% 74.75% - 2.28% 2.43% -0.02% PCR PCR PCR PCR 526.5 0.5 -0.49% 1.45% 90737 544 18606 572 1420 -8 -0.63% - 1.34% 403145 -97969 867808 -38315 LPG 4355 40 0.18% 3.46% 46301 -4 5881 40364 -4053 PTA 4680 -40 -0.68