商品期权：碳酸锂主力期货今日大跌7.12%，同时期权隐含波动率连续两个交易日下降，较昨日回落超5个百分点，目前位于历史20%-30%分位数水平。

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 419259 245751 820146 14532 0.60 0.24 0.52 -0. 01 37706 519 92523 1503 0.58 0.11 1.01 0.01 40723 25476 28007 3671 1.51 0.81 0.77 -0.03 43154 -8975 136765 571 1.16 -0.20 0.78 -0. 01 30214 -16795 113942 515 0.98 0.17 0.74 0.01 76832 5684 529403 8292 0.58 0.31 0.49 0.00 133404 -46306 324106 -115 0.78 0.13 0.58 0.0 0 216098 107684 272670 5334 1.02 0.39 0.65 -0.05 181613 27369 294667 15521 1.12 -0.32 2.13 -0.05 211882 58399 712496 34 0.58 0.04 0.49 0.0 0 49554 -7455 60438 3970 0.85 -0.12 0.46 0.04 红枣 38292 1446 85489 -447 0.28 0.09 0.17 -0. 01 603093 11/15/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.10% 0.0 9% 20.92% 0.00% 92.52% -8.30% -2.82% 0.0 0% 25.38% 2.01% 30.89% 0.00% 76.26% -4.47% -5.51% 0.02% 18.20% 2.36% 20.11% 0.00% 90.01% -1.88% -1.91% 0.02% 17.55% -0.1 1% 22.09% 0.00% 87.12% 0.51% -4.54% 0.0 0% 20.99% -0.6 6% 29.92% 0.00% 77.27% -7.19% -8.93% -0.0 1% 10.49% 0.35% 12.05% 0.00% 81.46% 3.65% -1.56% 0.00% 10.20% -0.1 0% 12.45% 0.00% 60.80% -0.76% -2.25% 0.0 0% 28.07% 1.12% 32.33% 0.00% 103.51% -2.20% -4.26% 0.01% 26.15% 0.1 7% 22.03% 0.00% 88.62% 2.40% 4.12% 0.0 0% 10.94% 0.1 0% 12.02% 0.00% 59.13% 1.48% -1.08% 0.0 0% 14.64% 0.61% 15.12% 0.00% 68.39% 0.37% -0.48% 0.01% 红枣 25.65% -2.47% 37.39% 0.00% 81.00% -12.90% -11.74% -0.02% PCR PCR PCR PCR -221 -6.54% -0.05% -1.65% 834521 -479 -117 -46 114244 -89 170 -4.28% 2.51% 233060 红枣 -120 -210 6218882727 -6910 -21463 -6800 -831 -5517 39852 15661 -1629 5844 -6962 91994 -10172 106922 % -0.74 -3.03% 9595 134547 -14065 101400 % 0.20 -2.25% 7912 483871 60086 251096 % -0.29 -0.53% 5 -7 13955 507046 28291 1226537 2.06% 10084 517059 579240 -3.70% 2341 321453 -64733 206528 % 0.67 -0.78% -5 5864 932388 470111 % -0.68 -0.77% 3 -1 2182 206295 -24083 264590 % 0.87 -0.45% 8 -1 9271 500942 -113736 437237 % 1.15 -0.46% 8274 78199 59993 181974 -3.44% 3624 135505 123769 -0.17% -3 7786 1850270 1514286 -7.59% 2814 15.51% -1.44% 14.96% 0.00% 69.46% -6.73% 0.55% -0.01% 26.82% 0.76% 30.43% 0.00% 87.45% 1. 55% -3.61% 0.01% 14.15% -0.55% 13.89% 0.00% 57.89% -2.34% 0.26% 0.00% 13.59% 0.49% 17.88% 0.00% 71.82% 55% -4.29% 0.00% 19.94% -0.91% 22.45% 0.00% 78.27% -4.25% -2.51% -0.01% 32.75% -5.05% 45.29% -0.01% 100.43% -7.80% -12.54% -0.04% 20.04% -0.08% 95.88% 0.74% 88.08% 3.02% -75.84% -0.74% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.33% 0.80% 1% 0.02%0.00% 0.00% -9.79% -2.84% PVC 0.68% 0.83% 0.00% 0.00% 0.00% -2.65% 12.43% 5% -1.94% 0.00% 0.00% 0.00% -14.55% -0.02% 玻璃 氧化铝 -0.06% -0.27% -1.97% 81.76% 0.04% 33.24% -2.33% 32.97% 0.00% -8.57% 3% 3.8 97.28% 44.34% % 0.25 35.77% -2.81% 2% -4.8 80.49% 19.41% 16.60% 0.00% 2.26% 97.82% 16.39% -0.3 18.65% -0.01% 0.59% 9% -0.9 64.53% 0.00% 11.86% 3% -0.5 12.45% 0.00% 0.61% -5.00% 82.91% 0.00% 16.98% 0.55% 17.59% 0.01% -2.98% 79.52% 16.20% 13.22% 0.00% 0.91% 57.73% 8.34% % 0.06 9.25% 0.01% 3.24% 7% 0.2 82.84% 9.01% 12.25% 0.00% -0.87% -1.88% 78.91% 0.00% 16.35% % -0.22 15.48% 0.01% -2.75% 5.94% 68.89% 0.00% 17.26% 0.52% 14.51% -0.01% -0.42% 1% -1.5 94.18% 20.62% -0.5 20.20% 0.01% -1.93% 67.08% 19.68% 17.75% -0.01% 3.07% 78.10% 17.57% 20.64% 0.00% -0.47% 6% 4.7 101.41% 0.00% 32.61% 0.45% 32.14% 0.00% 6.02% 1% 3.9 96.68% 0.00% 22.81% 1% -0.5 28.83% 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 33693 5135 14599 1194 1.24 0.06 0.97 -0.01 391841 22866 868886 12660 0.58 0.20 0.27 0.00 LPG 17296 4778 19060 1107 0.52 0.12 0.47 0.02 PTA 192574 38216 402958 8858 1.05 0.31 0.55 0.02 37736 -4550 86249 1960 0.49 -0.07 0.74 -0.01 153996 83592 183459 7921 0.56 -0.11 0.84 0.04 PVC 58153 -9068 197098 5272 0.43 0.08 0.21 0.00 54143 35939 49199 7067 0.35 -0.06 0.62 0.01 15517 7794 42131 381 0.67 -1.26 0.63 0.00 18609 -6883 84005 476 0.81 0.35 0.63 0.02 42681 4702 46678 3696 2.35 0.19 1.05 0.05 23116 12597 22362 2155 0.78 -0.07 0.92 0.10 8080 -5805 53638 -179 0.35 -0.05 0.66 0.00 21628 -4239 39603 1387 0.70 -0.09 0.58 0.01 玻璃 270145 -1847 491555 9370 0.85 0.28 0.65 -0.04 氧化铝 146389 19872 290236 2572 3.04 -0.54 4.21 -0.25 149761 -281 35 111955 848 1.86 -0.07 1.39 -0.01 400104 -109728 407138 1624 1.36 0.17 1.05 0.07 120345 -34707 91929 -1055 1.26 0.0 4 0.84 0.07 113940 38365 92354 3276 0.75 -0.22 1.31 0.06 101382 -17405 57276 2444 2.00 0.22 1.27 0.02 180693 -89558 203290 1169 0.42 0.0 7 0.28 -0.01 77316 8143 107392 1295 0.37 0.0 7 0.40 0.03 593.3 0.2 -1.18% 0.77 % 190670 -61988 80118 -2140 7591 87 -0.78% 1.18 % 944782 -147796 302550 4181 73860 690 0.34% 2.37% 94382 -14861 143787 -7405 20780 220 0.53% 1.78% 107734 -7527 134837 -11697 24640 175 -0.26% 0.65 % 173307 -52754 99655 -391 8 78300 -2700 -7.12% -3.20% 545274 -309804 276214 -17280 12400 0 -0.56% 0.28 % 192106 -16130 163755 2237 - LPGPTA PVC 520.3 1470 4415 4772 17650 2490 5282 8289 7413 4560 8312 -3.2 -30 -49 -6230 7 -28 -28 -19 4 3 -0.42% -3.23% -0.59% -1.93% -0.37% 0.00% -0.97% 0.23% -0.27% 0.00% -0.23% 0.02% -2.24% -1.76% -0