商品期权：苯乙烯主力期货价格今日盘中持续走低，期权隐含波动率较昨日上升超2个百分点，目前处于历史10%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 12/25/2024 HV IVIV20HV20110IV/90IV110IV/90IV - 17.00% 0.04% 15.84% 0.00% 92.34% 2.18% 1.16% 0.00% 16.64% 0.72% 33.59% 0.03% 81.89% 2.48% -16.95% -0.04% 14.50% 0.21% 19.48% 0.00% 83.05% 5.87% -4.98% 0.00% 15.97% 0.06% 22.50% 0.01% 92.85% 0 08% -6.53% -0.01% 21.62% 1.50% 26.62% 0.00% 96.47% 5.19% -5.00% 0.02% 10.02% 0.37% 18.42% 0.07% 65.19% -5.35% -8.40% -0.07% 11.45% 0.01% 13.76% 0.00% 76.33% 0 09% -2.31% 0.00% 26.52% 2.19% 26.95% 0.05% 107.85% 3.96% -0.43% -0.03% 20.90% 0.14% 32.99% 0.10% 81.74% -0 .71% -12.09% -0.10% 11.81% 0.08% 7.14% 0.00% 63.19% -0 .87% 4.67% 0.00% 158805 34623 607315 14445 0.64 0.10 0.42 0.00 4977 -2501 19130 718 0.69 -0 .01 0.71 -0.04 15208 10042 48915 1031 1.08 0.16 0.76 0.02 10745 -6560 38522 736 1.10 0.05 1.19 0.02 24592 6125 57756 2197 1.60 -0.18 1.25 0.02 73079 15476 253869 18816 0.83 -0 .02 0.63 0.03 103716 20215 194114 5711 0.63 -0.05 0.73 0.00 123302 59956 197003 3539 0.66 -0.19 0.70 0.02 171091 57228 149757 4214 1.38 0.21 1.25 -0.07 90272 13902 390814 7456 0.70 -0 .03 0.73 0.02 36440 -7593 47126 315 0.69 0.17 0.74 -0.01 红枣 2426 -142 23045 416 0.36 0.16 0.30 -0.01 10.72% 0.37% 8.14% 0.00% 76.08% 2.64% 2.58% 0.00% 红枣 24.96% 2.25% 15.61% 0.00% 98.42% 9.43% 9.35% 0.02% - . -. PCR PCR PCR PCR 南华期货 - - 2645 17 0.92% 0.88% 1116068 88673 2557221 -16986 7082 - 30 -0.32% 0.44% 101115 -57405 119048 36 3274 29 1.14% 0.71% 95252 -9556 126134 -1 070 7672 38 0.81% -0.2 4% 437771 77086 682701 8501 8963 5 0.30% -0.1 2% 573530 78250 266264 4995 2205 16 1.10% 0.96% 674657 184042 1084872 24677 5982 38 0.72% 0.2 0% 222913 42911 373419 4170 2365 36 1.76% 2.11% 1082080 393657 805225 66 3 8706 -116 -0.96% -2.43% 909679 44830 483411 20207 13465 15 0.00% -0.30% 143185 10268 659889 -3936 7940 100 1.17% 0.38% 68807 -3005 126400 -7571 红枣 9380 - 30 -0.37% -0.0 5% 38800 -2356 106036 24 49 13.26% 0.00% 11.00% 0.00% 70.46% -1.77% 2.26% 0.00% 21.41% -0.41% 23.52% 0.00% 84.83% -2.45% -2.11% 0.00% 9.52% -0.89% 7.13% 0.00% 46.03% -4.33% 2.39% -0.01% 9.20% -0.81% 11.62% 0.00% 49.65% -5.59% -2.42% -0.01% 14.33% 0.18% 15.22% 0.00% 73.30% 0.8 1% -0.89% 0.00% 21.54% -0.73% 23.28% 0.09% 97.78% 0.7 0% -1.74% -0.10% 18.51% 1.43% 24.76% 0.00% 92.64% 7.50% -6.25% 0.01% PCR PCR PCR -20782 LPG PTA -28676 19982 -53515 0.16 -0.37 PVC 8294 0.27 0.39 205 -60 0.13 0.18 玻璃 氧化铝 17125 -17846 PCR 6 0 0 0 3 5 2 2 2 0.00 0.39 2 1 7 0.00 -0.68 1.95 0.17 - 1.98 -217173 100079 37410 275059 0.82 0.04 - 0.90 8640 230605 132299 -0.0 0.59 0.05 - 0.59 7893 30951 29423 0.0 0.44 0.68 807 34719 229 -3 4951 -0.0 0.83 1.93 21783 4219 -1 14419 1.72 0.91 2.67 13690 62582 43194 80255 0.89 0.06 0.62 2046 32564 9 39 15153 0.0 0.99 0.22 - 0.80 27149 80 12 10543 0.0 0.66 0.95 890 15256 104 -2 6246 0.0 0.34 0.62 9913 115875 51537 -0.0 1.19 0.06 0.66 26203 217694 -23414 265724 -0.0 0.61 0.57 47415 90480 0.0 0.73 0.89 12207 271489 137513 0.0 0.74 0.14 - 0.54 618 13566 70 11 10488 0.0 0.36 0.23 - 0.48 19020 375887 151575 0.1 1.50 0.09 1.13 1409 32363 6764 33268 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 23.33% -0. 02% 15.89% 0.01% 89.11% -2 78% 7.44% -0.01% 23.58% -0. 18% 23.67% 0.02% 95.93% 2. 79% -0.09% -0.02% LPG 16.42% -0. 28% 16.98% 0.02% 86.10% -0 60% -0.56% -0.02% PTA 15.69% 0.37% 16.40% 0.01% 74.57% 4.30% -0.71% -0.01% 18.62% 1.06% 23.30% 0.01% 101.97% 10.99% -4.68% 0.00% 18.98% 0.68% 12.40% 0.00% 88.57% 6.80% 6.58% 0.01% PVC 13.14% 0.77% 27.96% 0.16% 71.65% 5.39% -14.82% -0.15% 9.29% 0.06% 13.05% 0.03% 87.56% 30.51% -3.76% -0.03% 7.44% -1. 02% 6.14% 0.00% 46.30% -1 69% 1.30% -0.01% 13.98% 3.32% 15.06% 0.02% 103.40% 25.59% -1.08% 0.01% 14.03% 2.07% 9.54% 0.00% 63.92% 2. 30% 4.49% 0.02% 11.24% -1.37% 11.37% 0.00% 65.62% -0 93% -0.13% -0.01% 13.38% -3.86% 19.53% 0.00% 65.72% -19.38% -6.15% -0.04% 16.29% 2.35% 18.93% 0.03% 93.41% -1 23% -2.64% -0.01% 玻璃 28.95% 1.23% 42.40% 0.15% 87.91% 2. 41% -13.45% -0.14% 氧化铝 27.64% -0. 18% 44.18% 0.20% 83.38% -1 03% -16.54% -0.20% 30090 -3289 82367 -3742 1.50 0.25 1.38 0 .00 406407 -9096 183339 -165601 1.25 -0.02 0.71 -0.12 45290 -12268 45873 -39025 0.99 -0.24 1.41 0.24 100900 -4650 41882 -49859 1.32 -0.55 1.39 0.22 95616 -9385 28638 -48659 0.70 -0.09 0.94 0 .00 33545 5650 96894 7353 0.38 0.04 0.35 0 .01 104457 33659 116596 4198 0.56 -0.02 0.55 - 0.01 619 1.42 0.29% 0.23% 121378 -44731 143306 367 7582 2 0.33% -0.68% 424189 -34620 270959 -29417 74140 100 0.28% 0.27% 34693 -213 6 90623 -5651 19895 15 0.25% 0.68% 96751 -22751 188279 1063 25425 195 1.25% -0.13% 139070 -8910 142766 3804 77500 -700 -0.46% -1.39% 118205 5524 163546 2793 11585 120 1.49% 0.25% 137980 21982 153423 1863 IV IV 20HV20HV 110IV/90IV 110IV/90IV . . 南华期货 . . . . 547.5 6. 8 1.65% 1.15% 80975 -26 37 33439 4258 1467 -1 9 0.20% -2.00% 742065 -63825 984719 44930 LPG 4325 5 0.84% -0.50% 50676 -13 42 65918 -1904 PTA 4936 -1 2 -0.20% -0.36% 437760 -57858 1033228 10097 17705 80 1.06% 0.