商品期权：菜粕主力期货价格今日上涨4.35%，期权隐含波动率较昨日上升超2个百分点，目前处于历史60%-70%分位数水平。

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 12/20/2024 HV 南华期货 18.10% 0. 39% 14.40% 0.00% 89.81% 2.63% 3.70% 0.00% 14.75% -2.11% 30.69% 0.03% 72.47% -8.60% -15.94% -0.05% 15.39% -1.47% 18.77% 0.00% 79.94% -18.21% -3.38% -0.01% 16.44% -1.48% 21.16% 0.01% 80.94% -5.23% -4.72% -0.02% 21.79% 0. 51% 25.61% 0.00% 98.47% 4.79% -3.82% 0.01% 10.01% 0. 54% 18.53% 0.07% 65.64% -1.46% -8.52% -0.07% 13.92% -0 57% 14.30% 0.00% 84.97% -6.31% -0.38% 0.00% 26.43% 2.79% 26.29% 0.06% 103.64% -1.34% 0.14% -0.03% 21.32% -0 06% 33.50% 0.10% 86.54% 1.69% -12.18% -0.10% 12.98% 0. 15% 7.46% 0.00% 69.74% 1.90% 5.52% 0.00% 10.35% -0 52% 8.94% 0.00% 69.65% -3.50 % 1.41% 0.00% 红枣 24.60% 2.07% 16.95% 0.00% 105.04% -9.75% 7.65% 0.02% IVIV20HV20110IV/90IV110IV/90IV . . . PCR -38533 -37539136244 -52670 PCR 06 0.57 -0.81 0.57 -0.33 -0.15 -0.18 28 28 22 PCR 红枣 PCR 0.00 0.08 -0.200.18 04 00 03 -0.09 -0.13 0.00 02 00 0. 0.35 -0.13 0.55 441 20968 641 3687 -0. 0.76 0.14 0.71 1249 45129 4063 - 23403 0.70 -0. 0.67 18896 373485 5770 - 127095 1.22 -0. 1.49 7463 112565 116313 0.63 -0. 0.54 36366 195944 228435 -0. 0.79 0.71 1500 182297 109095 0. 0.56 0.66 3601 210023 43266 0. 1.23 1.09 10811 53130 643 11 43696 1.19 1.49 4394 35723 72 13 22995 0.64 0.54 6237 37923 21 46 38373 0.94 1.39 1926 14961 59 64 11878 0.42 -0. 0.49 10186 565278 8751 -1 202718 2633 61 2.65% 3.15% 2116166 450923 2666258 -86381 7368 59 0.48% 1.59% 277602 173728 130140 20186 3237 -91 -3.40% -0.66% 149828 65812 124234 87632 7570 132 0.99% 4.47% 582343 -98734 671167 -11 044 9006 336 3.19% 5.06% 735813 109637 285155 17830 2184 7 0.18% 0.09% 466979 - 137400 976885 44078 5882 -12 0.05% 0.62% 196522 -85143 373476 -14 238 2349 80 4.35% 3.64% 1625426 596842 842816 47421 8750 14 -1.24% 2.59% 1236483 -41365 450483 271 7 13395 45 0.34% 0.78% 206019 28426 664893 894 0 7764 30 0.44% 0.05% 43460 -3608 146219 -30 36 红枣 9325 10 -0.32% 1.11% 87907 23910 104407 -6 87 IV IV 20HV 0.40% 20HV 0.01% 0.00% 110IV/90IV 110IV/90IV -1.47% 2.26% 1.16% 0.00% 0.00%0.00% 2.30% -2.95% -0.01%0.00% 0.00% 0.00% 0.00% 0.01% 0.00% -8.82% 0% -0.4 81.69% 00% 0. 25.95% 0.18% 17.13% 6.94% 96.87% 16.57% 23.51% -0.24% 9% -0.8 72.41% 14.95% 0.08% - 14.71% -2.21% 60.78% 12.87% 0.16% - 10.66% 2.34% 3% -0.9 47.69% 00% 0. 8.15% 0.34% - 10.49% -0.79% 86.33% 23.32% 22.53% -0.37% 66.63% 13.84% 0.14% - 13.47% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.29% 0.59 7.71% PVC 0.00% -9.29% 1.07% 0.00% -10.69% 玻璃 氧化铝 -0.13% 0.73% -1.59% 0.00% 0.16% 24.58% 19.77% -0.17% -0.20% -15.11% .21% 4 84.16% 0.20% 43.76% -0.25% 28.65% -21.94% .22% 1 89.76% 43.12% 21.18% 0.01% -0.96% 92.56% 16.10% 15.14% 0.00% 0.63% 122.49% 0.00% 18.99% 19.62% 0.00% 2.09% 4.19% - 71.55% 0.00% 10.55% -0.29% 12.64% 0.01% 1.84% .88% 4 65.22% 0.00% 10.24% 1.26% 12.08% -0.03% -3.48% 90.72% 0.02% 14.96% 5% -0.5 11.48% 0.01% 3.99% .24% 1 53.03% 4.87% 8.86% -0.03% -3.41% 56.77% 0.03% 13.34% 5% -0.0 9.93% 1.59% -4.48% 69.67% 0.00% 12.07% 2% -0.0 13.66% 0.00% 2.64% 1.76% - 68.17% 0.00% 12.18% -0.30% 14.82% -0.01% -6.05% 82.79% 0.01% 24.45% % 18.40% 0.00% -0.86% 0.58% - 74.36% 0.02% 16.75% 15.89% -0.02% 0.14% .30% 2 86.26% 0.02% 16.54% 6% -0.4 16.68% -0.03% 0.92% 3.95% - 93.30% 0.02% 23.38% 3% -0.5 24.30% 0.00% 5.87% 0.10% - 88.51% 0.00% 17.73% 0.79% 23.60% PCR PCR PCR -35760 LPG PTA -0.20 -0.39 -34861-0.14 PVC 0.22 0.59 -0.19 玻璃 氧化铝 -88462 -0.300.16 -0.53 0.17 PCR -0.06 00 -0.11 03 01 0.06 03 00 0.11 0.08 0.09 01 00 01 04 04 0. 3.11 0.43 2.14 1757 292895 -32004 153203 0. 0.88 1.00 8009 194364 169833 -0. 0.61 0.50 1511 20206 6217 14395 0. 0.42 0.38 1510 32791 55 -144 7131 0. 0.91 0.97 288 21236 907 16886 1.18 -0.39 1.08 5535 40269 44385 68720 1.00 0.98 825 27494 20 -105 15200 0.97 1.90 2466 24325 572 11113 0. 0.62 04 0. 0.58 178 12163 0 -409 5606 -0. 0.34 - 0.41 6878 89560 82 -136 39781 1.50 0.05 - 0.96 9341 144262 11978 166949 0. 0.65 0.73 1447 98428 62667 -0. 0.77 05 0. 0.98 19315 233636 10856 180375 0.78 0.62 996 10305 4 -171 6374 0. 0.32 0.56 5767 324014 146023 1.30 05 0. 1.28 1931 27806 8730 37662 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 南华期货 南华期货 45184 -12407 83107 1661 1.56 0.35 1.36 0.00 510376 24476 318944 16039 1.34 0.20 0.68 -0.01 68600 -14498 87627 4139 2.03 0.46 1.29 0.06 78639 -16940 88942 719 1.29 -0.39 1.26 0.03 88669 20 08 74792 2128 1.24 -0.36 1.00 -0.01 28769 20 00 78015 4725 0.43 -0.23 0.35 -0.01 67805 3265 109028 6046 0.66 -0.26 0.63 -0.01 613.94 0.42 -0.12% 0.55% 238580 561 4 151390 -526 7444 -61 -1.76% 0.70% 784625 -36044 347726 5792 73820 -30 -0.22% 0.03% 53856 -9595 111596 -11789 19975 125 0.55% 0.88% 103178 -36625 195432 -5242 25155 -45 -0.12% 0.73% 94659 -29634 71666 -8678 77880 3960 5.13% 6.62% 116409 40313 144633 43574 11295 -20 -0.79% 0.95% 96598 -19600 160256 6844 537.6 -5.8 -1.30% -1.86% 107963 12244 30990 -89 1462 0 0.90% -0.28% 674200 -182862 922896 -19940 LPG 4275 -32 -0.33% -0.58% 54469 -4634 65452 308 9 PTA 4940 -14 -0.44% 0 .32% 558130 55406 1003029 -15 15 176