商品期权：苹果期货价格今日大幅下跌超6%，同时期权隐含波动率较昨日下降超3个百分点，目前处于历史5%分位数水平之下。

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 12/18/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.67% 0.1 7% 13.34% 0.00% 91.00% 2.53% 4.33% 0.00% 16.19% -3.19% 24.59% 0.04% 65.76% -40.22% -8.40% -0.07% 17.13% 1.98% 11.63% 0.00% 91.35% 4.83% 5.50% 0.02% 16.56% 0.77% 16.08% 0.01% 90.26% 0.30% 0.48% -0.01% 21.17% 0.49% 23.86% 0.00% 88.14% -4.00% -2.69% 0.01% 9.85% -0.2 4% 18.59% 0.07% 69.46% 5.36% -8.74% -0.07% 13.53% 0.56% 13.54% 0.00% 86.45% -0.89% -0.01% 0.01% 23.76% 0.41% 26.01% 0.06% 109.64% -1.94% -2.25% -0.06% 19.29% -1.1 6% 34.21% 0.10% 82.12% -2.89% -14.92% -0.11% 11.93% 1.08% 7.08% 0.00% 64.93% -4.23% 4.85% 0.01% 11.06% -0.3 1% 9.44% 0.00% 70.90% -5.16% 1.62% 0.00% 红枣 25.76% 0.3 2% 16.14% 0.00% 75.57% -28.47% 9.62% 0.00% PCR -135524 PCR -0.19 PCR -28743 -104260 -418965 102927 0.93 0.35 0.50 -0.27 0.30 0.28 0.24 0.26 红枣 PCR 01 -0.230.16 04 0.06 0.08 04 01 04 03 -0.14 0 0.0 0.33 -0.08 0.40 251 20434 -2280 2447 0.86 -0.17 0.72 3748 39701 20707 38123 -0. 0.69 0.93 24646 333604 200570 -0. 1.72 1.48 23920 86381 106103 -0. 0.74 0.97 16688 153650 36873 105206 -0. 0.82 0.87 7564 177753 58039 175154 0.55 1.10 20777 183821 3 -3022 66306 1.06 1.18 2028 35613 20935 35797 -0. 1.10 1.17 5950 28519 33446 1.07 1.92 13976 28542 43226 0.87 0.13 1.03 3395 12457 10864 14959 -0. 0.43 0.64 63408 519978 271003 2567 -47 -2.21% -1.30% 1706657 444109 2763005 49345 7255 -388 -6.64% -2.85% 272960 109357 131357 18846 3371 -149 -4.37% -3.44% 118784 14268 45863 - 4599 7590 -304 -3.75% -3.53% 730716 261801 681379 49276 8740 -280 -3.29% -3.83% 673674 136505 263237 8217 2174 -12 -0.87% -5.01% 523114 87606 903467 45515 5899 -106 -1.81% -1.33% 416043 126409 406773 -23508 2236 -38 -2.19% -1.92% 866532 113016 808067 29526 9004 -198 -2.19% -0.99% 1239549 150081 451474 51 72 13390 -145 -1.22% -0.85% 298712 135866 644206 35952 7720 6 -0.18% 0.49% 76633 28190 149914 - 1267 红枣 9460 -60 0.16% -0.10% 57037 -30242 103600 - 2159 13.68% -0.0 4% 14.12% 0.00% 69.46% 1.25% -0.44% -0.01% 23.73% 1.11% 22.07% 0.00% 89.42% 2.50% 1.66% 0.01% 10.71% 0.26 % 7.99% 0 .00% 48.66% 1.74% 2.72% 0.00% 10.92% -0.72% 13.60% 0.00% 59.79% -2.40% -2.68% -0.01% 15.23% -1.32% 14.41% 0.00% 73.89% -9.84% 0.82% -0.01% 22.54% -0.32% 16.60% 0.00% 102.53% 3.49% 5.94% 0. 00% 16.33% -0.43% 26.07% 0 .00% 77.77% -3.33% -9.74% 0. 00% - IV IV . 20HV20HV 110IV/90IV 110IV/90IV LPG PTA . . . -13.93% -17.30% -0.02% -0.02% -0.02% PVC 1.1 0.4 -1.15% 11.95% 0.00% -0.02% 0.00% -0.03% 玻璃 氧化铝 .3.53% -1.04% -2.67% 34.26% 0.00% 0.16% -0.18% 0.01% 2.69% .98% 2 81.76% 0.00% 24.76% 1% 0.9 27.45% -19.77% .21% 4 90.92% 43.30% 23.53% -0.01% -0.14% .57% 4 100.30% 16.31% 16.17% 0.03% 5.18% 146.10% 0.00% 13.73% 18.91% 0.00% 1.85% .04% -3 69.07% 0.00% 10.72% 19% -0 12.57% -0.01% 0.80% .28% -1 64.12% 0.00% 10.22% -0.45% 11.02% -3.51% .23% -6 67.07% 0.02% 14.15% 10.64% 0.00% 2.67% .49% 0 54.02% 5.19% 5% 7.86% -4.35% 71.98% 0.03% 14.36% 6% 10.01% 0.69% .65% -0 68.56% 0.00% 12.13% 2% 0.0 12.82% 0.01% 3.16% .87% 0 75.06% 0.00% 12.03% 8% 0.2 15.19% -4.25% 76.24% 0.01% 22.40% 52% -0 18.15% -1.43% .97% -0 71.39% 0.01% 16.40% 59% -0 14.97% -0.04% 90.23% 0.02% 16.59% 75% -0 16.55% 0.00% 1.51% .44% -2 92.61% 0.02% 24.03% 1.53% 25.54% 0.00% 6.02% .44% 0 88.88% 0.00% 16.46% 39% -0 22.48% PCR PCR PCR PCR 9 111196 41756 LPG PTA 64465 0.08 -0.24 0.07 0.39 -0.05 PVC -148495 0.72 0.12 -212 -0.41 玻璃 氧化铝 16675 13338 0.67 0.16 0.13 3.05 -0.31 1.68 17439 287345 70570 274933 0.02 0.75 1.18 159438 158097 0.08 0.55 1.12 1586 17740 5 389 11843 0.57 -0.19 0.35 7251 25720 9 903 13966 0.01 0.95 -0.16 0.71 20259 4 413 19890 0.10 1.03 0.25 0.93 7453 31991 -89295 25975 0.04 0.75 0.58 1582 21915 05 -335 13568 0.15 0.83 1.41 4033 17786 89 -13 10129 0.01 0.61 -0.08 0.41 2124 10733 01 -171 8332 0.02 0.35 -0.16 0.43 688 11 71232 41683 0.06 1.39 0.61 1.32 10828 119692 40 -68 86532 0.64 0.95 4311 98239 123700 -0.01 0.81 0.87 753 11 206716 48 -231 152106 0.04 0.76 0.68 746 7937 54 -275 5139 0.02 0.34 0.70 307204 216723 -0.0 1.32 -0.06 1.14 1237 24241 5 444 26698 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 34608 5224 78296 607 1.24 0. 39 1.36 0.01 288303 87605 290047 7264 1.26 0.20 0.77 0.03 67224 12649 79739 3738 1.56 0.14 1.15 0.01 90954 -6620 88684 4706 1.62 -0.34 1.21 -0.06 106992 39376 74955 2197 1.25 0.38 1.00 -0.05 26784 3737 68253 7395 0.54 0.10 0.36 0.00 51301 1098 93602 4498 0.86 0.11 0.68 0.02 PCR PCR PCR PCR 618.5 -0.64 -0.37% -0.20% 170427 -5155 152072 -123 5 7701 -16 -0.59% -0.50% 568351 91478 330585 -4153 73930 -420 -0.84% -0.68% 55625 5114 130292 -4378 19925 0 -0.55% 1.30% 126641 -30337 200446 -189 8 25240 -405 -1.54% -0.96% 128094 1674 93585 -13998 74360 -840 -1.30% -0.64% 102598 13158 113130 -12088 11485 -90 -0.82% -0.69% 149410 20992 145744 3600 540.8 -8.9 -1.40% -1.71% 91873 57249 29925 13928 1434 -28 -2.18% -1.84% 779148 195160 998051 53734 LPG 4294 -31 -1.08% -0.92% 47425 13546 61201 422 4 PTA 4986 -30 -0.44% -3.69