商品期权：能化板块期权隐含波动率今日整体下降，目前多数能化品种期权隐含波动率位于历史10%分位数水平左右，处于偏低水平。

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 406527 76736 456570 -631701 0.83 0.27 0.45 0.02 4095 25 21 9062 1217 0.89 -0.21 1.10 -0.10 71969 81 65 14566 -53169 0.98 0.38 0.92 0.12 137706 19564 22569 -150566 0.82 0.08 1.13 0.31 14862 -12327 33585 1564 0.68 -0.08 1.00 0.01 96529 -41644 163044 -505702 1.37 0.17 0.47 0.11 117115 -44044 170189 1847 0.57 -0.33 0.86 -0.03 68333 -43658 136962 10004 0.69 0.04 0.74 -0.04 525068 -38353 62461 -399091 1.24 - 0.13 1.76 0.02 97643 -9 720 308958 21728 0.67 0. 00 0.71 -0.03 17416 -8 675 35953 2381 0.90 -0.18 1.00 -0.03 红枣 4727 25 84 20183 899 0.48 0.04 0.32 0.02 2614 -37 -0.91% -1.48% 1262548 -140661 2713660 125813 7643 -259 -3.79% -1.26% 163603 71101 112511 15688 3520 -27 -0.93% -0.96% 104516 1314 50462 -2291 7894 -34 -0.23% -0.15% 468915 -25982 632103 2824 9020 -32 0.55% -1.13% 537169 -92475 255020 6613 2186 84 4.14% 4.52% 435508 99159 857952 437297 6005 -12 -0.48% 1. 07% 289634 -41491 430281 -2057 2274 -23 -0.26% -1.90% 753516 -257570 778541 24404 9202 -120 -1.20% -1.79% 1089468 -69907 446302 -3774 13535 -35 -0.37% 0. 54% 162846 -53096 608254 16208 7714 -42 -0.67% 0. 05% 48443 -40728 151181 4965 红枣 9520 -15 0.26% -0 11% 87279 27825 105759 -2107 603093 12/17/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.50% -0.66% 13.18% 0.00% 88.47% -7.70% 4.32% -0.01 % 19.38% 0.28% 21.58% 0.04% 105.97% 12.39% -2.20% -0.04% 15.15% 0.55% 11.65% 0.00% 86.51% 3.26% 3.50% 0.01 % 15.79% -0.74% 17.56% 0.01% 89.96% -4.07% -1.77% -0.02 % 20.68% -0.68% 24.14% 0.00% 92.14% -3.38% -3.46% -0.01 % 10.09% -0.52% 11.25% 0.00% 64.09% -5.29% -1.16% -0.01 % 12.97% 0.16% 13.55% 0.00% 87.33% 5.69% -0.58% 0.01 % 23.35% 0.17% 25.86% 0.06% 111.58% 2.29% -2.51% -0.06% 20.45% -0.44% 34.33% 0.11% 85.01% -2.19% -13.88% -0.11% 10.85% 0.44% 7.13% 0.00% 69.16% -0.01% 3.72% 0.01% 11.37% -0.03% 10.58% 0.00% 76.06% 0.65% 0.79% 0.00% 红枣 25.44% 2.89% 16.16% 0.00% 104.04% 28.98% 9.28% 0.03% PCR PCR PCR PCR . 13.72% 0.12 % 15.01% 0.00% 68.21% 1.91% -1.29% 0.00% 22.62% 0.02 % 22.89% 0.00% 86.92% -0.67% -0.27% 0.00 % 10.45% 0.12 % 8.44% 0 .00% 46.92% -2.44% 2.01% 0.00 % 11.64% 0.76% 12.83% 0.00% 62.19% 1.57 % -1.19% 0.01% 16.55% 0.33% 14.29% 0.00% 83.73% 3.97% 2.26% 0.00% 22.86% -1.35% 18.73% 0.00% 99.04% -0.4 1% 4.13% -0.01% 16.76% -1.15% 26.08% 0.00% 81.10% -4.90% -9.32% -0.01% IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 PCR -10189 -68579 25387 PCR -0.04 0.06 0.25 0.30 -0.07 0.00 0.06 PCR PCR 2 0 0.08 -0.13 1 1 -0.02 0.66 0.74 5530 89104 1 -428 50203 0.0 0.36 0.44 4152 60858 2 -602 23047 -0.0 1.06 0.86 4072 72758 7 -412 67616 1.26 1.96 1133 83978 97574 1.14 1.43 2899 76001 3427 54575 0.0 0.74 1.07 7747 282783 200698 0.0 1.35 0.86 421 77689 29384 619.14 -0.58 -0.17% 0.82% 175582 -39770 153307 -10554 7717 -19 -0.09% 1.39% 476873 -216421 334738 -6519 74350 -40 -0.16% 0.2 9% 50511 -8333 134670 -5553 19925 -290 -1.85% -0.99% 156978 10546 202344 16490 25645 -125 -0.58% -0.87% 126420 -2200 0 107583 -13145 75200 -800 -0.66% -0.40% 89440 -2002 1 125218 -11986 11575 -60 -0.13% 0.1 3% 170402 69778 142144 68025 22.87% -0.29% 17.52% -0.01% 88.45% 0. 96% 5.35% 0.01% 24.01% -0.65% 24.04% 0.02% 95.06% 1. 30% -0.03% -0.03% LPG 17.30% -0.41% 19.59% 0.02% 104.15% 7.24% -2.29% -0.02% PTA 15.56% -0.5 1% 15.14% 0.00% 72.36% -4.01% 0.42% -0.01% 18.67% -0.77% 22.01% 0.01% 93.53% 13.11% -3.34% -0.02% 14.91% -1.07% 12.19% 0.00% 74.19% -1. 99% 2.72% -0.01% PVC 12.80% -1.00% 12.21% 0.00% 69.21% -4.55% 0.59% -0.01% 8.85% -0.93% 14.92% 0.03% 60.03% 1. 06% -6.07% -0.04% 7.41% 0.93% 5.69% 0.00% 53.53% 7.69% 1.72% 0.01% 11.79% -0.1 5% 12.09% 0.00% 73.30% -0. 73% -0.30% 0.00% 11.47% -0.97% 11.22% 0.00% 65.41% -10.06% 0.25% -0.01% 12.76% -0.1 9% 10.99% 0.00% 72.11% -3. 06% 1.77% 0.00% 15.38% -1.34% 16.60% 0.00% 111.83% -7.06% -1.22% -0.01% 17.21% -1.17% 16.88% 0.00% 95.73% 12.87% 0.33% -0.01% 玻璃 26.20% -0.27% 43.45% 0.15% 86.72% -4.34% -17.25% -0.16% 氧化铝 26.54% 0.44 % 24.25% 0.00% 78.78% 2. 52% 2.29% 0.00% PCR PCR PCR LPG PTA -73448 -14472 -34818 10305 -0.04 -0.190.23 763 PVC -89398 -32280 -340158 -0.20 0.14 0.05 -10079 -41655 -94944 -9412 玻璃 氧化铝 0.27 -0.37 0.25 -0.23 PCR 0.08 00 0.08 -0.04 .01 0.09 0.06 0.03 0.16 0.12 0.03 0.06 -0.0900 0.05 -0.13 2.92 0.09 1.99 1406 269906 25207 204363 0.74 1.02 11776 146100 3 -344 141422 0. 0.47 0.45 950 16154 5 -469 7948 0.98 0.54 1267 18469 406 4927 0.93 0.87 1687 20471 15756 0.93 2 -0.0 0.68 -85023 24538 -11756 115270 0.71 1 -0.0 0.46 20333 47073 0.68 0.69 13753 9 -139 11518 0.60 0.49 -80942 8609 25433 0.33 0.59 59544 190178 1.33 -0.10 0.71 7666 108864 33939 93372 -0 0.69 1 -0.0 0.56 93928 59235 0.82 0.80 23067 194963 175254 0.73 0.91 -32948 7191 32693 0. 0.32 0.62 13622 265448 105527 1.40 2 0.0 1.20 2401 23004 1 -914 22253 南华期货 549.7 0.1 0.31% -1 .13% 34624 -27709 15997 -3176 1462 -1 -0.34% 2.32% 583988 -211123 944317 16375 LPG 4325 -33 -0.16% 1.95% 33879 -1493 0 56977 2131 PTA 5016 98