商品期权：铁矿石主力期货价格今日下跌2.18%，期权隐含波动率较上一交易日上升超3个百分点，目前处于历史10%分位数水平之下。

1/3/2025 IV IV 1.07% -3.11% -1.45% 20HV 20HV 0.00% 0.04% 110IV/90IV 110IV/90IV 1.52% 0.00% 0.00% 0.07% -32.95% -27.15% -9.66% -5.66% -4.00% -3.48% -11.11% -0.07% % % -0.07% 1.35% 2.10% 1.04% 0.00% 0.10% -0.08% -4.33% 红枣 -0.03% 3.16% -18.97% 88.03% 0.00% 14.93% -3.47% 18.09% 0.00% 1.27% 68.75% 0.00% 9.71% 8% -0.1 10.98% 0.01% 4.62% 4.61% 61.01% 0.00% 7.13% 11.75% -5.60% 7.07% 84.33% 28.25% 22.65% 0.01% 6.53% 98.89% 20.12% 26.65% 0.01% 0.12% 67.75% -0.01% 11.31% % 0.36 11.43% -5.91% 61.23% 15.89% 7% -0.4 9.98% 0.02% -2.00% 84.10% 24.48% 22.48% 0.00 -2.80% 88.68% 20.35% 6% -0.2 17.55% -0.02 -5.15% 79.75% 0.01% 20.59% 15.44% -9.76% 88.54% 30.39% 20.63% 0.01% 3.19% 1.34% 88.45% 15.64% 18.83% 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 231219 77783 654134 9466 0.82 0.02 0.48 0.03 16997 10407 24609 2733 0.83 0.09 0.61 -0.0 2 46388 -6344 68768 -1564 1.58 0.59 1.09 -0.14 25552 -5986 51054 853 2.20 0.97 1.24 -0.0 2 44808 13473 69320 5198 2.18 1.22 1.36 0.07 39078 -10146 302480 247 0.80 -0.33 0.65 0.00 175086 54520 227210 4149 1.20 0.33 0.80 0.02 178762 74943 207439 -2778 0.98 0.16 0.75 0.01 386719 53668 226166 11938 1.59 -0.04 1.31 0.02 133176 68503 428430 7080 0.69 -0.10 0.70 -0.01 41451 24847 54874 -549 0.96 0.31 0.63 -0.04 红枣 5474 2633 28612 1123 0.48 0.07 0.31 0.01 603093 2688 -28 -1.18% -1.92% 1895027 749383 2292291 -28811 6884 -196 -2.62% -2.93% 220503 151486 134690 27693 3311 -46 -1.90% -2.74% 131041 18775 118016 171 1 7612 -112 -2.56% -2.69% 537549 -28573 656822 7346 8812 -115 -2.89% -1.93% 670716 90585 254478 -92 69 2228 0 -0.27% -0.18 % 526813 116473 1135305 20047 5995 -7 -0.13% -1.04% 297714 72054 396965 9302 2357 -52 -2.72% -3.18% 1137968 378202 683281 -24225 8530 56 -1.36% 0.96% 1269242 72751 484663 -26520 13405 -130 -0.85% -1.07% 281386 141151 649378 121 4 7838 -76 -1.19% -1.03% 58720 15863 117858 249 6 红枣 9100 -120 -1.62% -1.51% 79039 30554 117218 271 9 12.19% 0.32% 9.11% 0.00% 62.29% 0. 95% 3.08% 0.00% 20.00% 0.51% 19.50% 0.00% 78.83% -2.68% 0.50% 0.01% 11.66% 1.12% 6.40% 0.00% 52.62% 3.27% 5.26% 0.01% 11.62% 1.51% 9.60% 0.00% 65.99% 10.22% 2.02% 0.02% 15.45% 0.51% 10.10% 0.00% 69.85% -6.65% 5.35% 0.00% 24.00% 1.48% 24.95% 0.08% 108.79% 3.51% -0.95% -0.06% 18.36% -0.25% 17.46% 0.00% 80.63% -2.82% 0.90% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV 0.00% LPG PTA -5.14% -20.71% -0.07% 0.00%0.01% PVC -2.06% -9.34% -0.15% -0.06% 0.00% 1.95% 0.00% -2.36% -5.21% 玻璃 氧化铝 0.17% -6.04% -0.16% -0.21% -17.35% -4.90% 80.58% 0.20% 42.62% % -0.57 25.27% -15.94% 89.60% 42.23% 0.62% 26.29% -0.03% -2.59% 1.41% 94.62% 0.03% 19.82% % -0.33 17.23% -0.03% -3.43% 93.35% 0.00% 18.17% 14.74% -0.01% 1.67% -1.54% 70.06% 0.00% 10.99% % -0.50 12.66% 5.32% -2.06% 71.05% 0.00% 10.14% 0.59% 15.46% 0.00% 0.78% 3.62% 67.27% 0.02% 13.81% 14.59% 0.00% 1.66% 2.43% 88.11% 7.60% % -0.19 9.26% -3.86% 68.15% 0.04% 11.37% 7.51% -11.26% 6.72% 90.62% 0.16% 27.59% 1.48% 16.33% 0.00% 7.63% -6.34% 85.42% -0.01% 10.94% -0.92% 18.57% -1.35% 3.96% 102.52% 19.23% 0.76% 17.88% -0.02% -1.58% 0.38% 78.61% 0.01% 18.04% % -0.25 16.46% -5.72% 87.57% 0.01% 22.55% 16.83% -0.01% 4.41% -0.35% 101.62% 0.02% 20.70% 0.27% 25.11% 8.09% 0.55% 89.92% 0.01% 16.43% 0.48% 24.52% 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 88161 60187 44400 4582 1.01 -0.26 2.07 0.39 290020 150249 497573 23816 0.72 0.14 0.30 -0.0 1 LPG 48321 64 72 38922 3948 0.44 0.02 0.59 0.0 2 PTA 308806 -101473 338605 11073 1.03 0.23 0.81 0.0 3 65167 46070 65280 8487 0.73 0.24 0.67 0.0 6 341541 153735 281301 -411 0.89 0.23 1.11 -0.15 PVC 136391 70211 185757 18623 0.70 -0.14 0.33 0.0 1 17129 69 26 22099 371 0.67 0.21 0.74 0.0 6 13190 25 25 35220 713 0.72 0.03 0.87 0.0 1 53351 21 121 50870 4965 0.91 0.38 0.80 0.0 6 99461 13 467 110069 9052 1.31 0.53 1.28 0.17 25562 - 2231 36991 3304 1.12 0.48 1.01 0.0 4 19766 11 913 40162 5483 0.77 0.37 0.56 0.00 3832 - 3739 7856 -223 1.93 1.32 0.87 0.0 2 玻璃 186444 63529 311253 11726 0.87 0.05 0.53 0.0 1 氧化铝 361400 243191 151657 -2611 2.08 0.42 1.43 -0.52 PCR PCR PCR 南华期货 PCR 71160 37505 85514 -775 0.98 -0.05 1.40 0.04 229818 89686 227382 6267 1.57 0.26 0.93 0.04 76170 35737 63720 3105 2.59 1.22 1.35 0.06 79736 46354 60831 7667 1.89 0.90 1.33 0.20 111668 69954 48474 3795 1.68 0.51 0.95 -0.06 99346 9794 135107 4274 0.59 0.14 0.33 -0.02 240630 99909 176588 7290 0.94 0.18 0.48 0.00 627.96 5.56 0.88% -0.05% 175468 88469 102944 -428 7637 23 0.53% -1.01% 440188 180116 211062 -10936 72920 -360 -0.52% 0.19% 78919 30453 160879 4235 19840 -105 -0.25% -1.03% 145858 48024 139756 -11551 24665 -600 -2.14% -1.96% 207727 91232 114750 -15934 76380 -1420 -1.90% -2.47% 188527 25204 188017 4557 10780 -270 -2.40% -2.44% 144663 16382 115916 447 PCR PCR PCR PCR 572.1 11.4 1.71% 0.70% 96634 64 570 32271 27 01 1416 -28 -2.07% -2.77% 918806 393576 1078910 77178 LPG 4444 -55 -1.29% -1.38% 75413 - 10969 60919 -8 019 PTA 4980 0 0.36% -1.85% 556019 -180397 1116748 -17042 16840 -735 -4.