商品期权：铁矿石期权隐含波动率今日震荡上升，目前处于80-90分位数水平。

IV IV 20HV20HV 110IV/90IV 110IV/90IV - -7.90% -5.19% -8.35% -3.70% 6.91% -0.04% -1.02% -0.87% -0.84% -1.27% -2.46% -3.60% 0.00% -0.01% -0.01% -0.07% 红枣 0.01% 1.99% 6% 0.1 85.74% 0.00% 23.04% 0.73% 25.03% -1.66% 5% -2.4 59.31% 0.05% 16.09% 14.43% 2.83% 71.34% 0.00% 15.09% 17.92% 2.07% 4% -0.1 84.57% 0.00% 21.56% 23.63% -0.55% 3% -1.0 87.72% 0.00% 31.54% -0.42% 30.99% 0.01% 3.14% 5% 1.8 64.51% 0.00% 10.37% 0.55% 13.51% 0.00% 1.06% 89.82% 0.00% 13.59% 0.30% 14.65% -0.01% -6.55% 77.70% 0.00% 26.91% 20.36% -0.01% 1.25% 70.10% 0.00% 16.52% 17.77% 0.01% -3.62% 72.32% 0.00% 23.61% 0.82% 19.99% -2.28% 63.88% 0.03% 23.86% 1.85% 21.58% 0.00% 1.53% 7% 2.4 79.39% 0.00% 18.07% 0.25% 19.60% PCR PCR PCR 37062 12311 -414 -24458 -4472927960 2775 3276 -6333599382 9010 PCR -0.02 0.13 0.35 0.21 0.42 -0.04 3669 8643 9529 -26 6721 10989 -0.03 0.22 0.12 0.16 0.02 -0.03 -0.05 红枣 0.01 0.31 0.00 0.33 742 34079 -662 7188 0.54 -0.07 0.94 1502 68793 35857 - 38034 0.58 0.77 449033 262094 0.01 0.77 0.77 180085 103328 1.17 1.05 515218 - 251303 0.01 0.52 0.00 0.38 285831 - 184036 0.72 -0.01 0.93 389704 121431 0.00 0.75 1.01 2434 148026 48311 0.01 0.46 0.81 208196 47310 1.08 1.03 850 25472 14870 0.00 0.52 0.43 2456 38853 - 13698 0.79 -0.06 0.63 906608 - 233877 IV IV 20HV20HV 110IV/90IV 110IV/90IV 9/20/2024 603093 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 3065 0 -1.00% 0.79% 1307293 -85497 1339776 -156 9 7036 -41 0.51% -3.28% 139158 -56216 129270 -126 52 3645 8 -0.90% 0.16 % 116605 1352 22981 -7625 7902 36 0.82% -0.39% 463361 -106346 643137 355 9157 16 -0.07% -1.00% 369075 -238303 310166 1353 2164 -10 -0.82% -0.41% 522499 68566 558017 -153 3 5843 31 0.81% -0.20% 373415 -54076 357390 10028 2528 -6 -0.82% 0.65% 1256752 184583 691124 -38157 8180 14 1.46% -2.14% 654592 -274368 551792 9880 14075 290 2.74% 2.15% 438407 70781 513472 17509 7864 -68 -0.71% 0.32 % 56204 -41965 156919 1900 红枣 9435 -15 1.18% -1.93% 69305 5589 73033 3242 15.65% -0.62% 8.56% 0.00% 63.40% -6.23% 7.09% -0.01% 32.25% 0.13% 29.42% 0.00% 94.40% 1.46% 2.83% 0.00% 15.05% 0.36% 16.21% 0.00% 64.26% 2.39% -1.16% 0.00% 13.93% 0.33% 12.40% 0.00% 68.05% 1.63% 1.53% 0.0 0% 19.37% -0.37% 19.53% 0.00% 84.06% 3.30% -0.16% 0.0 0% 40.44% 0.62% 49.43% 0.00% 97.28% 1.31% -8.99% 0.01% 29.61% -0.20% 32.95% 0.00% 95.88% 2.24% -3.34% 0.0 0% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.75% -0.70% -8.43% 2.08% -12.41% PVC -3.88% -6.78% -20.55%2.19% -0.38% -0.53% 玻璃 3.37% %0.02% -0.01% 0.01% -0.01% -0.01% 0.01% % -0.04% % % -0.01% % -0.01% 0.01% 1.21% 98.68% 0.00% 39.53% % 1.12 40.74% -6.81% % -0.18 88.01% 0.00% 30.45% 23.64% 0.00 3.48% 104.40% 0.00% 17.32% % 0.03 20.80% -5.51% -3.54% 70.79% 0.01% 28.41% % -0.13 22.90% 0.00 1.00% -2.80% 75.03% 0.01% 21.98% % 1.05 22.98% 0.00 2.92% 78.78% 0.00% 15.42% % -0.25 18.34% 1.63% 60.32% 0.00% 11.12% 12.75% 0.00 0.10% 74.60% 0.00% 11.33% % -0.48 11.43% 1.30% 6.15% 86.26% 0.00% 20.83% % 1.11 22.13% 3.61% 0.40% 72.53% 0.00% 17.35% -0.50% 20.96% 0.62% 76.07% 0.00% 21.66% 22.28% -2.91% 76.12% 0.00% 30.00% % 1.28 27.09% 6.74% 84.39% 0.00% 17.15% 23.89% 2.73% 4.36% 98.19% 0.00% 40.69% 1.70% 43.42% -0.01 -0.58% 0.63% 85.98% 0.00% 31.96% -0.80% 31.38% PCR PCR PCR PCR 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 523.1 0.4 1.26% 0.10% 129530 -21059 32742 - 996 1341 -37 -1.83% -4.44% 1747826 -665403 1407431 46154 LPG 4760 -29 0.15% -1.29% 34119 -19657 31860 -5 261 PTA 4866 -16 1.76% 0.18% 1103188 -585469 1330528 -4 780 17875 -145 0.11% -1.75% 477912 -125196 198860 -6 523 2382 -30 -0.13% -1.56% 550688 -131892 791242 21019 PVC 5229 -60 0.06% -0.97% 949009 -283497 1026625 18368 7941 -18 0.60% -0.19% 229149 -54959 395604 15 78 7303 -30 0.25% -0.70% 307895 -20139 512524 31271 4396 -39 -0.09% -0.82% 165810 -52506 300182 20 33 8795 -143 -0.06% -1.41% 167474 -62501 82337 -22325 6866 -68 0.38% 0.50% 168156 -32670 172979 -1 0703 1765 -4 0.34% -0.06% 143820 -32599 198628 18 73 123767 -12871 132506 -3902 1.06 -0.38 1.63 -0.11 811511 -295535 467051 10104 0.93 -0.29 1.23 0.02 161025 -10652 114167 1611 0.77 -0.21 1.41 -0.06 88339 -28280 94631 4817 1.02 -0.06 1.51 -0.12 114587 -24280 85497 1273 1.02 -0.38 1.76 -0.11 81683 -14523 213960 5736 0.51 0.03 0.35 0.00 89140 3694 129979 7704 0.57 -0.20 0.33 0.00 590.62 8.42 1.35% 1.63% 157150 29580 219641 158593 7548 66 2.08% 1.67% 1238110 -320893 496525 12944 75840 200 1.27% -0.34% 94888 -11685 129143 -10803 20070 -60 0.55% -0.66% 133745 -46979 175202 2859 24170 -70 0.94% -0.48% 129282 -35934 67503 -3291 75300 -400 0.20% 0.13 % 193963 -50435 225720 -1081 9360 -320 -2.85% -3.37% 363411 -35053 240779 32360 49634 5701 28948 565 1.61 0.03 0.89 0 .03 265672 -88467 631037 26594 0.67 0.13 0.26 0.00 LPG 8951 -2766 15969 1033 0.41 -0.30 0.72 -0.08 PTA 240402 -172714 396876 19865 1.60 -0.31 0.82 -0 .01 55657 -17335 69148 2315 0.62 0.05 0.98 0 .01 87817 -29572 167343 7233 1.50 0.00 1.24 -0 .01 PVC 30260 -26940 98446 2574 0.84 0.09 0.38 0 .01 4836 -501 14769 1473 0.66 0.