商品期权：氧化铝期货价格今日小幅收涨，期权隐含波动率盘中则持续走低，至收盘较上一交易日下降超2个百分点，目前位于历史20%-30%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 329791 -40605 1088271 26510 0.56 -0.13 0.43 0 .00 1574 776 7845 511 1.11 -1.77 1.20 0.06 63804 2415 67735 2053 0.60 -0.27 0.80 0.02 118142 7886 173135 4987 0.74 0.03 0.82 0.02 27189 11326 32021 4629 0.76 -0.54 0.98 0.12 138173 21170 668746 9867 1.20 0.21 0.36 0 .00 161159 11182 168342 8114 0.90 0.32 0.89 0.03 111991 53434 126958 15971 0.65 -0.07 0.78 -0.09 563421 249909 461552 12209 1.37 -0.41 1.74 -0 .05 107363 18761 287230 5673 0.67 0.05 0.74 0 .00 26091 7167 33572 3338 1.07 0.12 1.03 -0.09 红枣 2143 320 19284 468 0.44 0.10 0.31 0 .00 603093 12/16/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.16% 1.12% 13.13% 0.00% 96.17% 4.50% 5.03% 0.01% 19.10% 0.24% 19.58% 0.04% 93.58% -13.87% -0.48% -0.04% 14.60% -0.13 % 11.64% 0.00% 83.26% -12.11% 2.96% 0.00% 16.53% -0.86 % 18.57% 0.01% 94.03% 4.84% -2.04% -0.02% 21.36% -0.05 % 22.91% 0.00% 95.52% 5.71% -1.55% 0.00% 10.61% 0.55% 12.31% 0.00% 69.38% -1.09% -1.70% 0.01% 12.81% -0.05 % 13.00% 0.00% 81.65% -0.83% -0.19% 0.00% 23.18% 0.37% 26.45% 0.06% 109.28% -0.57% -3.27% -0.06% 20.89% -1.55% 34.71% 0.10% 87.20% 2.88% -13.82% -0.11% 10.41% 0.50% 6.95% 0.00% 69.17% 5.17% 3.46% 0.01% 11.40% -0.12 % 9.50% 0.00% 75.41% -1.17% 1.90% 0.00% 红枣 22.55% -3.96% 15.84% 0.00% 75.06% -27.02% 6.71% -0.04% PCR PCR PCR PCR 2651 9 0.57% 0.76% 1403209 -24938 2587847 101 7902 -190 -2.53% - 2.07% 92502 46917 96823 17848 3547 2 0.03% 0.06% 103202 12513 52753 -11525 7928 18 -0.08% 1.12% 494897 88696 629279 -26 21 9052 177 1.67% 3.57% 629644 93806 248407 6666 2102 -1 3 -0.38% - 0.19% 336349 -18140 420655 -39270 6017 -66 -1.55% - 1.28% 331125 -5777 432338 -29223 2297 40 1.64% 2.43% 1011086 302289 754137 5153 9322 56 0.58% 7.33% 1159375 322936 450076 5217 13570 -80 -0.91% - 0.26% 215942 -13522 592046 35410 7756 -112 -0.72% - 0.97% 89171 -7471 146216 12556 红枣 9535 80 0.37% 1.26% 59454 -22959 107866 -7 27 13.60% -0.86% 14.87% 0.00% 66.30% -4.41% -1.27% -0.01% 22.60% -0.36% 23.09% 0.00% 87.59% -0. 07% -0.49% 0.0 0% 10.33% -0.1 1% 8.19% 0.00% 49.36% -1. 63% 2.14% 0.0 0% 10.88% 0.61% 13.38% 0.00% 60.62% 4.34% -2.50% 0.01% 16.22% -0.71% 14.16% 0.00% 79.75% 0.01% 2.06% -0.01% 24.21% -0.90% 22.72% 0.00% 99.46% -5.23% 1.49% -0.01% 17.91% -0.28% 25.94% 0.00% 86.00% 1.90 % -8.03% 0% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.75% 0.00% -0.02% PVC -0.02% 0.03%-6.75% 0.00% -0.97%0.00% -6.86% 3.20% 1.53% 1.52% 0.00% 0.00% 0.15% 28.30% 玻璃 氧化铝 -0.14% -0.02% 1.99% -4.52% 76.27% 0.00% 24.11% -2.24% 26.10% -17.30% .28% 3 91.05% 43.77% 26.47% 0.02% 3.30% .92% 1 82.86% 15.08% 18.38% 0.03% 0.57% 118.89% 16.15% 16.72% 0.01% 2.44% .68% 7 75.17% 0.00% 10.51% 53% 0. 12.95% -0.01% 1.07% 1.33% - 75.47% 0.00% 11.37% -0.80% 12.44% -0.01% -0.17% 74.03% 12.11% 11.94% 0.00% 0.70% .90% 0 45.84% 5.78% 29% -0. 6.48% -0.03% -4.91% 58.97% 14.69% 04% -0. 9.78% 1.88% -11.32% 73.76% 0.00% 11.92% -2.24% 13.80% 0.01% 2.79% 0.72% - 76.19% 0.00% 13.19% 74% 0. 15.98% -3.29% 3.56% - 80.42% 0.01% 22.73% 49% -0. 19.44% 0.01% 3.40% 1.88% - 76.37% 12.67% 87% 0. 16.07% -0.01% -0.89% 3.08% - 96.92% 0.00% 18.60% 17.71% -0.01% 1.49% .03% 4 93.75% 0.01% 23.17% 85% 0. 24.66% 0.01% 5.56% 2.96% - 87.49% -0.01% 17.60% 56% -0. 23.16% 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 31394 -103998 20603 5462 1.18 -0.1 2 1.33 0.26 178975 45536 251826 37002 0.66 0.0 6 0.32 -0 .01 LPG 47165 19093 40139 1885 1.10 0.45 0.64 0 04 PTA 210072 98675 171896 29821 0.57 -0.36 0.86 -0.07 48930 -21785 93165 1577 0.57 0.0 4 0.70 -0 .01 59433 -19487 101198 6724 0.81 0.0 1 1.24 0 00 PVC 279576 111649 399702 19575 0.79 0.12 0.28 0 02 57713 24709 89551 -652 0.35 -0.15 0.57 0 02 12917 219 6 55408 -128 0.64 0.18 0.52 -0 .01 57152 14796 115277 -261 0.47 0.00 0.59 0 00 127026 21455 109561 4167 0.70 -0.16 0.91 -0.07 25168 791 5 18784 346 0.59 -0.20 0.88 0.08 4521 388 17202 1346 0.91 -0.10 1.07 -0.07 12643 794 4 15204 3261 0.20 -0.59 0.47 -0.19 玻璃 144865 43185 134324 13120 1.25 0.36 0.69 0 02 氧化铝 179156 744 3 268500 9682 1.90 -0.0 5 3.06 -0.08 39573 -1210 6 77268 1190 0.89 0 .2 0 1.33 -0.12 269277 -70619 275036 9373 1.01 0 .10 0.74 -0.10 51148 -16476 73102 1191 1.18 0.18 1.06 0.07 72187 -5755 82845 -322 1.66 0.48 1.40 0.02 71743 -9700 68686 2627 0.93 0.19 1.06 0.06 29069 11735 56706 6108 0.44 0 .10 0.35 -0.03 54484 -6580 83574 4362 0.68 -0.23 0.68 -0.02 619.72 -5. 88 -0.99% -0.41% 215352 -82624 163861 -7564 7736 -59 -1.48% 0.44% 693294 -311626 341256 -12977 74390 -400 -0.45% 0. 37% 58825 -23153 140213 -37 19 20215 -1 35 -0.86% -0.25% 146432 -13658 185854 9034 25770 -80 0.29% 0.45% 148420 -47085 120714 -6404 76000 200 -0.26% 1.17% 109461 -2984 137204 -10004 11635 50 -0.26% 1.23% 100624 -48742 74119 -17810 PCR PCR PCR PCR . 南华期货 . . . . . 南华期货 549.6 3 .6 1.44% -0.18% 62333 - 30912 19173 -1 103 1463 - 29 -2.66% -6.06% 795111 103323 927942 89428 LPG 4358 -93 -2.11% -1.73% 48809 21 756 54846 32807 PTA 4918 120 2.59% 2.38% 532772 8076