商品期权：菜油主力期货价格近期宽幅震荡，至今日收盘，期权隐含波动率较昨日下降超2个百分点，目前处于历史40%-50%分位数水平。

12/24/2024 IV IV -0.79% 0.39% 1.48% 20HV 20HV 0.00% 0.03% 110IV/90IV -2.54% 0.07% 110IV/90IV 2.03% 3.49% 6.92% 3.87% -7.40%5.63% -0.01% -0.07% -1.00% -0.87% 0.05% 0.10% -4.46% -0.06% -0.11% 2.75% 红枣 0.01% 7.01% 5.41% 88.99% 0.00% 15.70% 0.87% 22.71% 0.00% 3.33% 73.44% 0.00% 7.76% % 0.16 11.09% 0.00% 4.59% 58% -1. 64.06% 0.00% 7.14% 0% -0.5 11.73% -12.28% 82.45% 33.04% 20.76% -3.04% 74% -1. 103.89% 27.37% 24.33% 0.00% -2.36% 4% 0.3 76.25% 0.00% 13.82% 7% -0.0 11.46% -8.73% 70.54% 18.38% 6% -0.0 9.65% -0.02% -8.22% 91.29% 0.00% 28.34% 20.12% -6.28% 92.77% 0.01% 22.19% 8% -0.1 15.91% 0.02% -4.91% 77.18% 0.00% 19.62% 14.71% -0.03% -16.13% 79.41% 33.49% 17.36% -0.01% 1.07% 90.16% 15.89% 16.96% PCR PCR PCR PCR 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 南华期货 124182 -38258 592870 15449 0.54 -0.08 0.42 -0.0 1 7478 -6606 18412 629 0.70 -0.40 0.75 -0.06 25250 -1469 47884 7624 0.92 0.19 0.74 0.04 17305 3992 37786 1827 1.06 -0.19 1.16 -0.11 18467 -8577 55559 836 1.77 0.22 1.23 -0.01 57603 -1357 235053 7570 0.85 0.24 0.60 0.02 83501 -54247 188403 3571 0.68 -0.12 0.72 0.0 0 63346 -99330 193464 -477 0.85 0.03 0.68 -0.0 1 113863 -104905 145543 12426 1.17 -0.05 1.32 0.07 76370 -72589 383358 -172 0.73 -0.43 0.71 0.0 1 44033 24402 46811 348 0.52 -0.74 0.75 -0.02 红枣 2568 -2643 22629 524 0.19 -0.07 0.31 -0.0 1 603093 2628 12 0.04% -0.58% 1027395 -764432 2574207 -7665 7112 24 -0.77% 0.91% 158520 -75579 119012 -8032 3245 20 0.43% -0.66 % 104808 -12659 127204 1468 7634 56 1.06% -0.03 % 360685 -107017 674200 -830 8958 33 0.43% -0.41% 495280 -239001 261269 -153 2189 7 0.14% -0.09 % 490615 -80903 1060195 33781 5944 3 0.52% -0.48% 180002 -83278 369249 -1250 2329 2 -0.34% -0.56% 688423 -477643 804562 6143 8822 10 1.47% 0.90% 864849 -486632 463204 2062 13450 -5 0.30% -0.26 % 132917 -81990 663825 692 7840 52 0.80% 0.41 % 71812 36620 133971 -9206 红枣 9410 -40 -0.32% -2.37% 41156 -49811 103587 812 13.26% -0.59% 11.99% 0.00% 72.22% -2.44% 1.27% -0.01% 21.82% -0.04 % 23.65% 0.00% 87.28% 0.71 % -1.83% 0.00% 10.41% 0.20% 7.40% 0.00% 50.36% 3.57% 3.01% 0.00% 10.01% -0.21% 11.63% 0.00% 55.24% -0.21 % -1.62% 0.00% 14.15% 0.53% 14.98% 0.00% 72.49% 3.35% -0.83% 0.01% 22.27% -1.29% 23.86% 0.09% 97.08% -4.38% -1.59% -0.11% 17.08% -1.30% 26.03% 0.00% 85.14% 0.21 % -8.95% -0.01% 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 23.35% 0 .13% 17.40% 0.00% 91.89% 3 .20% 5.95% 0.00% 23.76% -0 .68% 21.96% 0.02% 93.14% -2.63% 1.80% -0.03% LPG 16.70% 0 .16% 16.42% 0.02% 86.71% 2 .79% 0.28% -0.01% PTA 15.32% -0.32% 16.68% 0.01% 70.28% - 4.41% -1.36% -0.02% 17.56% -0.26% 23.16% 0.01% 90.98% 7.48% -5.60% -0.02% 18.30% -0.52% 12.50% 0.00% 81.77% - 1.65% 5.80% 0.00% PVC 12.37% -0.88% 28.00% 0.16% 66.26% - 1.69% -15.63% -0.17% 9.23% -0.20% 13.12% 0.03% 57.05% - 3.95% -3.89% -0.04% 8.46% 0 .62% 6.16% 0.00% 47.99% 2 .75% 2.30% 0.01% 10.66% -0.45% 15.16% 0.02% 77.81% 3 .55% -4.50% -0.02% 11.96% -0.31% 10.28% 0.00% 61.62% - 0.57% 1.68% 0.00% 12.61% -0 .15% 10.58% 0.00% 66.54% -6.12% 2.03% 0.00% 17.24% 2.94% 19.10% 0.00% 85.09% 6.61% -1.86% 0.03% 13.94% 0 .14% 19.15% 0.03% 94.64% 16.49% -5.21% -0.03% 玻璃 27.72% 2.23% 42.23% 0.16% 85.50% - 0.29% -14.51% -0.14% 氧化铝 27.82% -1.40% 44.07% 0.20% 84.41% - 0.93% -16.25% -0.22% 26504 - 8508 30954 276 1.04 -0 .01 1.34 -0.01 172357 55114 356867 21454 0.71 0 .07 0.36 0.04 LPG 9318 823 12948 997 0.68 -0.41 0.73 -0.09 PTA 166189 -17756 259282 12045 0.73 -0 .15 0.73 -0.01 70498 -44545 100930 -527 0.94 -0 .18 0.65 -0.01 289138 74741 191491 29974 0.60 -0.29 1.24 -0.33 PVC 43243 -11514 105962 6649 0.34 0 .06 0.32 -0.01 8350 574 14366 427 0.55 -0.08 0.64 -0.03 9263 - 2861 26944 749 1.02 0 .07 0.96 0.02 14754 - 3226 30518 1082 0.55 -0.23 0.89 -0.04 37061 -2 1420 48892 1753 1.76 -0.45 1.34 -0.03 28638 8869 21843 267 1.79 0.60 0.85 0.01 8180 14 24 33912 88 0.50 0 .06 0.43 0.01 12298 - 4258 23058 1246 0.63 -0.29 0.66 0.04 玻璃 150145 - 7446 221965 18541 0.94 -0 .14 0.82 -0.06 氧化铝 237649 -1 9891 317252 3511 2.16 0.65 2.63 -0.20 PCR PCR PCR 南华期货 PCR 33379 -17513 86109 660 1.25 0.10 1.38 -0.02 415503 -138252 348940 -105 1.27 0.08 0.83 0.01 57558 -29788 84898 -921 1.24 - 0.03 1.17 -0.06 105550 10860 91741 906 1.86 0.52 1.17 -0.04 105001 -23657 77297 -707 0.79 -0.29 0.94 -0.03 27895 -1359 89541 5356 0.34 0 .03 0.34 0.00 70798 5840 112398 -737 0.58 - 0.02 0.55 -0.03 617.58 -2.56 0.07% -1.33% 166109 -72758 142939 -7357 7580 -3 1.01% -1.23% 458809 -323759 300376 -13516 74040 -130 0.01% -0.58% 36829 -13869 96274 -7654 19880 -35 -0.43% -0.38% 119502 -1584 187216 -2809 25230 205 1.39% 2.00% 147980 -14171 138962 10313 78200 1020 0.93% 1.32% 112681 6020 160753 9355 11465 100 1.24% 0.53% 115998 23876 151560 -6113 IV IV 20HV20 110IV/90IV 110IV/90IV PCR PCR PCR PCR LPGPTA PVC 540.7 1486 4320 4948 17625 2657 5347 8099 7428 4779 8439 -1.6 34 49 -18 130 15 -12 10 9 16 -3 0.50% 2.20% 1.34% 0.16% 0.83% 1.84% 0.43% 0.26% 0.65% 1.19% -0.31% 0.35% 3.09% 1.69% -0.32% 1.99%