商品期权：苹果期权隐含波动率较昨日下降超2个百分点，目前较一周前高点已大幅回落，但仍处于历史90%分位数水平之上。

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 232933 -69130 775160 10380 0.29 -0.11 0.53 0.00 38430 -43999 87136 5 0.26 0.05 1.00 0.03 12712 -8151 21130 2066 0.52 0.10 0.92 0.02 51361 -243 0 131648 -1851 0.92 0.09 0.90 0.00 64977 -262 95 112082 -400 0.93 0.34 0.87 -0.01 99136 -133 8 510490 16657 0.52 -0.18 0.51 -0.01 123093 -94673 323043 -35 0.80 0.19 0.58 0.00 159033 -21797 257492 10439 0.77 0.01 0.73 -0.05 182984 12243 268915 24862 1.92 0.93 2.33 0.24 201146 25177 701655 3036 0.51 -0.06 0.49 0.00 41385 -28648 83465 1024 0.53 0.09 0.45 0.01 红枣 38269 15701 82592 1040 0.10 -0.11 0.19 0.00 603093 11/12/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 19.05% -1.23% 21.43% 0.00% 99.21% -2.47 % -2.38% -0.01% 25.51% -2.70% 31.68% 0.00% 81.74% 1.68 % -6.17% -0.03% 18.91% -1.86% 20.43% 0.00% 99.89% -9.26% -1.52% -0.02% 18.75% -1.05% 14.69% 0.00% 91.63% 0.57 % 4.06% -0.01% 21.12% -1.66% 26.88% 0.00% 83.80% -2.08% -5.76% -0.02% 10.97% 0.47% 12.39% 0.00% 79.97% 2.90% -1.42% 0.00% 10.18% -0.01% 12.49% 0.00% 62.31% -0.14 % -2.31% 0.00% 27.94% -1.87% 32.98% 0.00% 103.74% 4.25% -5.04% -0.02% 25.52% -0.40% 17.64% 0.00% 88.47% 0.49 % 7.88% 0.00% 11.10% -0.16% 12.39% 0.00% 61.02% -1.90% -1.29% 0.00% 13.59% -0.79% 12.28% 0.00% 79.68% -2.04% 1.31% -0.01% 红枣 31.01% 0.15% 36.47% 0.00% 99.81% -5.92% -5.46% 0.00% PCR PCR PCR PCR 3067 -19 0.13% -0.69% 1004421 -650363 1319824 -61394 7734 3 0.19% -2.01% 111565 -140718 128689 -10798 3846 -51 -1.03% -1.06% 131444 -71959 99358 -4668 8636 -202 -2.70% -2.23% 619508 -40604 571737 -59884 9553 -328 -3.97% -5.45% 450829 -21917 237497 -29924 2189 2 -0.09% 0.99% 362426 -170707 951891 7990 5932 -10 0.49% -1.26 % 225874 -155677 337192 2478 2423 -38 -0.62% -2.18% 470027 -68992 516075 11247 10146 -66 -0.49% -2.65% 1284206 -52470 569776 -28684 14045 -140 -1.02% -0.92% 318543 33497 493411 -36562 8256 -42 -0.22% -0.63% 51607 -18097 128349 -165 红枣 10005 -135 -1.19% -0.11% 147184 41461 100661 592 14.77% -0.23 % 13.09% 0.00% 63.40% -1. 47% 1.68% 0.00% 26.17% -1.99% 28.81% 0.00% 84.88% -5.60% -2.64% -0.02% 13.89% -0.94% 12.13% 0.00% 60.17% -7.22% 1.76% -0.01% 12.82% -2.07% 16.45% 0.00% 63.79% -4.05% -3.63% -0.02% 20.41% -0.26 % 25.65% 0.00% 87.89% -3.56% -5.24% -0.01% 35.06% 0.67% 36.86% -0.01% 108.94% 7.43% -1.80% 0.01% 19.78% -0.81% 96.07% 0.73% 96.97% 3.55% -76.29% -0.74% IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.02% LPG PTA -1.90% 0.02%0.00% 0.00% 11.59% 2.96% .02% -0.02% PVC . 0.00% 0.00%5.74% 0.00%12.92% -0.01% -0.01% 玻璃 氧化铝 -1.89% -2.38% 0.00% 0.00% 0.00% 7.53% -13.34% -0.02% -0.02% -0.05% 1.80% 2.79% 78.95% 0.04% 34.23% -1.02% 36.03% -20.52% 0% -0.5 94.29% 58.84% 38.32% -1.97% 78.00% 21.47% 19.50% 0.00% 1.51% 108.89% 19.79% -0.10% 21.30% -0.41% -13.74% 75.89% 0.00% 14.77% -0.62% 14.36% 0.44% 5.04% 83.99% 0.00% 17.61% -0.63% 18.05% 0.01% -4.03% 81.59% 17.68% 0.52% 13.65% 0.00% -0.22% 65.38% 9.93% 0.25% 9.71% 0.00% -0.04% 0% -0.5 79.85% 10.74% 0.14% 10.70% 0.00% -2.82% 42% -5 81.95% 0.00% 19.34% -0.44% 16.52% -0.01% -3.85% -7.53% 67.33% 0.00% 18.65% -1.21% 14.80% -1.34% -5 98.12% 23.12% 21.78% -0.01% -3.26% 73.43% 21.53% -0.54% 18.27% -0.01% 2.63% 113.97% 17.57% 0.27% 20.20% -8.28% 8% 0.2 98.27% 0.00% 43.24% -1.58% 34.96% 0.01% 4.92% 12.28% 99.93% 0.00% 25.32% 0.29% 30.24% 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 79005 -7728 43584 925 1.12 -0.03 0.79 -0.03 710652 -240832 1160047 26502 0.72 0.06 0.33 0.01 LPG 10074 843 15617 2635 0.58 -0.26 0.42 -0.01 PTA 399810 -99055 574385 24879 1.04 0.09 0.55 0.00 49140 -5888 81232 1616 0.48 0.16 0.79 0.01 100373 -20391 243091 3141 0.68 -0.03 0.72 -0.02 PVC 42171 -32074 178913 6056 0.39 0.01 0.20 -0.01 14248 3897 35646 1029 0.60 0.09 0.61 -0.01 6364 -3011 39082 1428 1.04 -0.24 0.59 0.00 22963 -10635 82845 1487 0.64 0.08 0.58 0.00 25684 -2701 35230 4786 1.81 0.03 1.13 -0.04 46730 3293 50991 4897 0.52 -0.19 0.79 -0.05 11500 -1086 55435 247 0.55 -0.17 0.63 -0.01 9789 -7971 32909 543 0.97 0.27 0.55 -0.01 玻璃 535767 -283856 742547 29561 0.83 0.14 0.73 -0.03 氧化铝 132362 -24504 275835 8955 3.81 1.12 4.62 -0.08 PCR PCR PCR 150495 47445 111511 1645 1.76 0.62 1.68 -0.13 404999 79415 389666 -4725 1.16 0.08 1.07 -0.05 91383 14859 85151 -968 0.96 0.05 0.95 0.07 103964 -28539 86607 1488 0.78 0.30 1.38 -0.25 67995 17772 47171 2851 1.00 0.15 1.18 0.01 164435 58939 174351 12281 0.27 -0.03 0.24 0.01 64133 15665 95674 11328 0.31 -0.15 0.41 -0.02 PCR 南华期货 - 605.66 -10.12 -2.03% -1.94% 249456 12521 89060 -5540 7581 -219 -2.97% -2.96% 510450 -55095 260613 - 16761 75310 -1250 -1.62% -0.7 0% 92561 16248 150056 1883 20915 -475 -2.54% -1.25% 183095 - 25005 171680 - 28969 24850 -125 -0.24% 0.61% 189449 22902 104084 4375 81150 200 3.38% -0.94% 492812 104733 285848 12049 12435 10 0.36% 1.56% 157546 38120 153409 66493 PCR PCR PCR PCR 521.5 -11.8 -2.14% -1.25% 92389 -25499 21020 107 6 1497 12 0.74% 4.50% 1198076 -391788 1204818 -42216 LPG 4410 2 -0.16% 0.90% 39689 -5840 50435 -36 60 PTA 4868 -58 -0.6