商品期权：玻璃主力期货价格今日午后加速下行，至收盘，较昨日下降2.25%，期权隐含波动率较昨日下降超3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 12/26/2024 HV IVIV20HV20110IV/90IV110IV/90IV 南华期货 18.11% 1.11% 16.20% 0.00% 93.25% 0.91% 1.91% 0.01% 17.83% 1.19% 33.23% 0.03% 85.76% 3.87% -15.40% -0.02% 13.83% -0.67% 20.01% 0.00% 83.62% 0.5 7% -6.18% 0.00% 17.08% 1.11% 22.29% 0.01% 91.34% -1 51% -5.21% 0.00% 20.84% -0.78 % 26.38% 0.00% 90.29% -6.18% -5.54% -0.01% 10.00% -0.02 % 18.57% 0.07% 61.84% -3.35% -8.57% -0.07% 11.43% -0.02 % 13.95% 0.00% 76.81% 0.48% -2.52% 0.00% 26.00% -0.52% 27.39% 0.05% 109.43% 1.58% -1.39% -0.05% 19.95% -0.95 % 32.35% 0.10% 79.55% -2 19% -12.40% -0.11% 11.42% -0.39% 7.05% 0.00% 60.68% -2.51% 4.37% 0.00% 11.39% 0.67% 9.29% 0.00% 82.36% 6.27% 2.10% 0.01% 红枣 20.52% -4.44% 15.24% 0.00% 95.04% -3.38% 5.28% -0.05% . . PCR PCR PCR 59486 10016 -3190613698 -44337 -35559 -0.17 -0.08 0.59 0.15 -0.24 0.22 0.20 0.44 -0.25 红枣 PCR 0.01 -0.02 0.08 0.01 -0.03 0.00 0.04 -0.01 0.13 -0.01 -0.02 0.02 0.32 0.19 0.54 1256 24301 29 24 4855 0.72 0.05 0.74 1779 48905 3718 -1 22722 0.73 0.45 7455 398269 54713 1.38 1.82 22913 172670 17 39 175008 0.70 0.86 1266 198269 78965 0.77 0.85 4636 198750 117414 0.63 0.59 8239 262108 41173 1.22 1.75 2078 59834 094 -2 22498 1.19 1.69 1084 39606 288 - 10457 0.84 1.00 5915 54830 25224 0.68 0.52 266 19396 875 - 4102 0.43 0.02 0.67 6417 613732 218291 2668 23 1.41% 0.49% 1272960 156892 2511561 -45660 7070 -12 -0.52% -0.2 0% 63939 -371 76 114039 -500 9 3287 13 0.95% -0.1 9% 89661 -559 1 128410 2276 7682 10 0.05% -0.76% 327307 -110464 683910 1209 8956 -7 -0.25% -0.55% 580989 7459 268886 2622 2204 -1 0.05% -1.06% 401944 -272713 1104236 19364 5976 -6 0.29% -0.44% 186208 -367 05 370276 -3143 2373 8 0.98% -0.79% 784526 -297554 797075 -8150 8740 34 -0.34% 0.61% 762623 -147056 478105 -5306 13445 -20 -0.07% -0.0 7% 130324 -128 61 661121 1232 7934 -6 0.30% -0.87% 55360 -134 47 121706 -469 4 红枣 9245 -135 -1.39% -1.01% 57356 1855 6 113983 7947 13.37% 0.11% 10.55% 0.00% 72.86% 2.40% 2.82% 0.00% 21.04% -0.37% 23.25% 0.00% 84.40% -0 .43% -2.21% 0.00% 10.06% 0.54% 6.89% 0.00% 49.70% 3.67% 3.17% 0.01% 10.66% 1.46% 11.62% 0.00% 56.85% 7.20% -0.96% 0.01% 14.29% -0.04% 12.26% 0.00% 77.24% 3.94% 2.03% 0.00% 21.43% -0.11% 23.48% 0.09% 101.66% 3.88% -2.05% -0.09% 18.86% 0.35% 22.69% 0.00% 88.21% -4.43% -3.83% 0.00% 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 PCR PCR PCR 南华期货 35710 5620 85633 3266 1.05 -0.45 1.35 -0. 03 109643 -296764 195213 11874 1.25 0 00 0.74 0.03 21446 -2384 4 48506 2633 1.65 0.65 1.42 0.01 38354 -6254 6 47341 5459 1.47 0 15 1.29 -0.10 44487 -51129 36032 7394 1.14 0.44 0.99 0.06 46887 13342 104720 7826 0.42 0 03 0.35 0.0 0 211758 107301 140335 23739 0.86 0.30 0.52 -0. 03 . . . 619.74 0.74 0.38% 0.08% 86289 -35089 141497 -1809 7583 1 0.11% -0.23% 335555 -88634 267087 -3872 74050 -90 -0.01% -0.30% 25191 -9 502 83066 -7557 19760 -135 -0.73% -0.98% 122625 25874 186292 -1987 25395 -30 0.08% -1.18% 140056 98 6 150232 7466 77520 20 0.05% 0.51% 92560 -25645 163310 -236 11190 -395 -2.78% -4.27% 258313 120333 175861 22438 PCR PCR PCR PCR IV IV . 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.00% -0.03% -0.04% 1.31% . .7.51% 4.85% -0.02% PVC -0.15% % 0.82% -3.00% . 0.00% -14.80% . -17.82% % 5.09% 玻璃 氧化铝 -3.39% 0.15% 28.76% .3.37% -0.03% -0.19% -0.22% -18.34% 69% 1. 85.07% 0.20% 44.21% .77% -1 25.87% -17.82% 91.29% 43.38% 25.56% -2.81% 58% -2 90.83% 0.03% 18.95% .15% -0 16.14% 0.05% -0.38% 94.48% 0.00% 18.85% 18.47% 0.01% 0.54% -4.48% 61.13% 0.00% 11.35% 0.65% 11.89% 0.00% 3.35% 4.76% 68.68% 0.00% 10.75% 07% 0 14.10% -0.05 -4.09% 85.58% 0.02% 15.07% 10.98% 0.01% 2.04% 51% -0 45.79% 6.22% 8.26% -0.04 -4.53% 72.76% 0.03% 13.05% .77% -0 8.52% -13.77% 9.80% 81.45% 0.16% 28.04% 1.13% 14.27% 0.00% 6.69% 3.38% 91.95% 0.00% 11.58% .71% -0 18.27% -4.59% 106.83% 0.01% 22.90% .31% -0 18.31% 0.00% 0.55% 82.09% 0.02% 16.45% 17.00% -2.46% 19% -7 78.91% 0.02% 16.98% .90% -1 14.52% -1.31% 75% -0 95.18% 0.02% 24.04% .85% -0 22.73% 7.41% 10% 3. 92.22% 0.01% 16.40% 48% 0 23.81% 南华期货 21907 -11 361 34544 2181 1.62 0.49 1.46 -0 .03 213496 61921 407198 31311 0.48 0.0 0 0.34 -0 .02 LPG 12253 17 65 15088 1522 0.46 -0.09 0.67 -0.06 PTA 239159 101646 294932 23443 0.98 0.09 0.69 -0 .04 14709 -75771 49136 1721 0.43 -0. 14 0.60 -0 .01 200204 -65 520 240993 23299 0.71 0.0 6 1.19 0 00 PVC 60075 85 38 131156 15281 0.40 -0. 22 0.31 -0 .03 5024 -1 222 16113 857 0.69 -0.26 0.65 -0 .01 11657 11 14 30003 2854 1.22 0.42 1.01 0 03 16453 13 00 34968 2404 0.69 0.08 0.88 -0 .01 87094 68 39 74279 11697 1.99 -0.67 1.55 -0.17 32232 178 13 28080 6297 1.71 -0. 21 0.95 0.12 22890 179 39 27708 -7011 0.14 -0.53 0.62 0.18 188673 159250 80597 49646 0.88 0.29 0.63 0.0 4 玻璃 228307 96008 259279 28674 0.90 0.0 0 0.71 -0.11 氧化铝 119268 -155791 120657 20578 1.46 -0.52 1.98 0.0 3 . . . 546.8 -0.7 0.29% -1.36% 38191 -427 84 32963 -476 1465 -2 -0.61% -0 82% 672170 -698 95 964128 -20591 LPG 4355 30 0.74% -0 10% 50563 -113 67051 1133 PTA 4866 -7