商品期权：工业硅期货价格近期不断下降，同时期权隐含波动率自9月30号历史高点以来持续走低，目前位于历史10%-20%分位数水平。

603093 12/13/2024 HV 17.04% 1 30% 28.84% 0.12% 91.67% 1 1.59% -11.80% -0.11% 18.86% -0.64% 19.55% 0.04% 107.45% 62% -0.69% -0.05% 14.73% 0.60% 15.88% 0.00% 95.37% 02% -1.15% 0.01% 17.39% -0.53% 18.57% 0.01% 89.19% -4.69% -1.18% -0.02% 21.41% -0 .34% 22.88% 0.00% 89.81% 1 .64% -1.47% 0.00% 10.06% -0.61% 12.39% 0.00% 70.47% -3.29% -2.33% -0.01% 12.86% -0.43% 12.64% 0.00% 82.48% -2.53% 0.22% 0.00% 22.81% 1.04% 29.28% 0.06% 109.85% 39% -6.47% -0.05% 22.44% -0.54% 25.53% 0.00% 84.32% - 0.21% -3.09% -0.01% 9.91% 0 36% 6.65% 0.00% 64.01% - 0.22% 3.26% 0.01% 11.52% -0.23% 10.74% 0.00% 76.59% -4.48% 0.78% 0.00% 红枣 26.51% 0.91% 17.15% 0.00% 102.08% 79% 9.36% 0.01% IVIV20HV20 南华期货 . 110IV/90IV110IV/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 PCR 南华期货 370396 106697 1061761 11001 0.69 -0.28 0.43 - 0.01 798 23 7334 333 2.87 1.86 1.14 0.07 61389 25579 65682 2856 0.87 0.28 0.77 0.08 110256 -58 04 168148 56 0.71 0.17 0.80 -0.03 15863 -22 18 27392 2899 1.30 0.57 0.86 0.06 117003 22952 658879 4484 0.99 0.32 0.36 0.00 149977 -49245 160228 6704 0.58 0.07 0.86 0.05 58557 1272 5 110987 7897 0.72 -0.05 0.88 - 0.01 313512 -138064 449343 6530 1.78 0.40 1.79 0.01 88602 697 8 281557 -1292 0.62 -0.07 0.74 0.01 18924 -52 69 30234 2716 0.95 -0.23 1.12 - 0.01 红枣 1823 -431 18816 193 0.34 0.10 0.31 0.00 2642 -4 -0.19% 0.41% 1428147 353113 2587746 - 23545 8092 -14 -0.46% -0.03% 45585 11621 78975 4154 3545 5 -0.03% -0.23% 90689 11013 64278 8548 7910 -44 -1.20% -1.10% 406201 95986 631900 3177 8875 -47 -1.90% -1.06% 535838 84677 241741 3401 2115 0 -0.19% 0.09% 354489 21720 459925 - 43435 6083 -42 -0.28% -1.97% 336902 -113273 461561 7749 2257 -15 -0.79% -0.48% 708797 163828 748984 22365 9266 -666 -6.74% -6.12% 836439 233867 444859 181078 13650 -110 -0.66% -0.66% 229464 35987 556636 34132 7868 26 0.25% 0.46% 96642 52211 133660 83297 红枣 9455 -105 -0.89% -1.42% 82413 34751 108593 1413 - - IV IV 20HV20 110IV/90IV 110IV/90IV -- 14.46% -0.63% 14.23% 0.00% 70.70% -2.53% 0.23% -0.01% 22.96% -1.84% 20.62% 0.00% 87.66% -5.86% 2.34% -0.02% 10.44% -0.34% 7.98% 0.00% 50.99% -3.59% 2.46% 0.00% 10.27% 0.17% 13.53% 0.00% 56.28% 4.34% -3.26% 0.00% 16.93% -0.62% 14.01% 0.00% 79.74% -6.32% 2.92% -0.01% 25.11% -1.72% 24.97% 0.00% 104.68% -8.08% 0.14% -0.02% 18.19% -0.38% 25.60% 0.00% 84.10% -3.85% -7.41% 0.00% PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.14% -1.77% 0.00% 0.01% 7.88% -2.59% -5.47% PVC -1.00% -0.72% -0.37% 0.00% 0.00% 0.00% -8.13% -10.00% 玻璃 氧化铝 -4.16% -0.74% -1.64% 0.00% 0.00% 0.00% -17.35% -1.11% -2.53% 0.03% -0.01% 0.00% -0.01% -0.03%0.00% -0.01% -0.01% -0.01% 0.00% -0.01% % -0.04% 01% 02% 0% 0.0 3.19% -2.46% 80.79% 0.00% 25.15% % -0.36 28.34% -0. -2.33% 87.78% 27.28% 24.95% -0. 1.05% 80.93% 15.80% 16.85% -2.30% 90.59% 15.82% 13.52% 0.00 1.12% 0.03% 67.50% 0.00% 11.30% % 0.40 12.42% 1.88% % -1.25 76.80% 0% 0.0 11.36% -0.43% 13.24% 0.94% % 1.91 80.89% 11.97% 12.91% 1.08% 44.94% 5.69% 6.77% -1.66% 65.72% 11.48% 9.82% 4.45% % 2.64 85.08% 0.00% 11.59% -0.65% 16.04% 2.15% % 0.95 76.90% 0.00% 13.09% -0.21% 15.24% -2.15% 83.98% 22.08% 19.93% 1.75% 78.25% 13.45% 15.20% -0.41% 100.00% 0% 0.0 18.87% % -0.41 18.46% 2.24% % -4.94 89.73% 0.00% 21.57% -0.73% 23.81% 5.91% % 1.83 90.44% -0.01% 17.81% 1.56% 23.72% PCR PCR PCR PCR -0.27 35176 -5387 13291 9628 24787 LPG PTA 15320 0.17 0. 0. 0. PVC 13092 0. 4656 -0.20 -263200. 0.10 8720-0.08 -0.06 玻璃 氧化铝 21717 9472 0.39 0.48 0.30 0.11 3.13 -0.25 1.95 12502 258818 -25673 171713 0.05 0.67 0.89 121204 101680 0.00 0.66 0.79 555 11943 274 - 4699 1.14 1.01 7 115 15856 0 99 4133 0.80 0.02 - 0.79 4 167 18438 17253 0.97 0.34 0.86 7110 105394 12064 105571 0.02 0.59 10 0.47 46 -13 115538 42356 0.01 0.53 0.47 274 55536 172 - 10721 0.03 0.55 0.03 - 0.51 87 -15 90203 33004 0.00 0.26 14 0.68 380127 53 19 167927 0.04 1.25 0.24 0.80 10876 94474 4743 78920 -0.02 0.71 13 0.53 416 91588 70715 0.00 0.93 05 0.93 142075 111397 0.05 0.61 12 0.65 9 -47 38254 28072 0.01 0.33 0.60 214824 133439 1.06 0.03 - 1.30 -31174 15141 37973 135392 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 546 3 1.62% - 0.85% 93245 12850 20276 1933 1492 44 3.40% 2 70% 691788 430755 838514 236477 LPG 4451 -31 -0.38% - 1.62% 27053 -5628 22039 -5800 PTA 4798 14 0.21% - 0.34% 452005 -61233 553481 -84411 18525 -225 -1.17% - 1.66% 552561 69423 200404 -8234 2610 -5 0.31% - 1.25% 499967 272819 674811 425418 PVC 5023 -53 -0.67% - 1.61% 668849 -54994 657113 -32462 8130 -212 -2.53% - 2.67% 258775 107857 473178 217053 7463 -28 -0.21% - 0.78% 215123 12847 396844 -4169 4692 -17 -0.45% - 1.02% 93900 -52719 186886 -15783 8513 19 0.31% 0.02% 128991 27513 205988 1908 51679 12608 76078 1183 0.69 -0.25 1.45 -0.06 339896 124349 265663 2534 0.90 -0.19 0.84 -0.10 67624 28106 71911 1035 1.00 0.17 0.99 0.02 77942 15381 83167 -503 1.18 0.06 1.38 0.03 81443 27306 66059 -1348 0.75 0.23 1.01 -0.02 17334 -4454 50598 3849 0.34 0.10 0.38 -0.01 61064 26478 79212 7931 0.92 0.31 0.70 0.00 625.6 -5.