商品期权：碳酸锂主力期货价格近期震荡下行，今日期权隐含波动率下降近5个百分点，目前处于历史5%分位数水平之下，位于极低水平。

11/29/2024 IV IV . -2.05% 20HV20HV 110IV/90IV 110IV/90IV 4.14% 16.20% 6.69% -0.11% .1.64% 1.97% 0.70% 3.35% -6.40%6.08% 5.13% -6.94%5.82% -3.15% 0.63% 红枣 0.01% -4.34% 16.83% 114.33% 0.00% 29.85% 0.84% 25.51% 0.01% -2.32% .99% 1 86.08% 0.00% 14.94% 12.62% 0.00% -2.08% 52.11% 0.00% 11.11% 13% 0. 9.03% 0.03% -1.63% 91.68% 0.00% 27.88% 26.25% 0.01% -9.49% 86.56% 0.00% 30.75% 21.26% 0.02% 0.25% 87.85% 0.00% 13.65% 13.90% 0.02% 1.34% 74.91% 0.00% 8.78% 10.12% 0.00% -6.86% 82.57% 0.00% 28.62% 36% -0 21.76% 0.00% -6.57% .69% -1 81.03% 0.00% 22.94% 22% 0. 16.37% 0.00% -9.24% 97.87% 0.00% 23.62% 13% 0. 14.38% -0.02% 10.11% 118.87% 0.00% 9.89% 20.00% -19.11% 90.04% 0.10% 34.10% 46% -0 14.99% PCR PCR PCR 3990 -789 -0.42 417550 109581 6311 29259 -9858 15577 14097 0.16 -0.48 0.67 0.19 0.16 0.19 0.02 红枣 PCR 0.00 -0.04 0.04 0.01 0.00 -0.01 0.08 0.03 0.30 -0.01 0.01 0.02 0.25 05 0. 0.31 50 14 13694 820 3384 0.43 0.06 - 0.51 98 20 72551 1253 31789 0.49 0.43 763320 84084 241090 2.05 - 1.03 379092 348400 0.56 - 0.64 300211 -2912 138857 0.70 - 0.44 407372 598252 0.45 1.02 572581 48298 107400 0.79 0.58 42 17 132794 23085 76417 0.74 - 0.62 11 22 156180 24842 70048 0.66 03 0. 0.49 158 46256 4178 16973 0.74 0.31 264 3789 524 0.50 09 0. 0.40 878479 -21964 104217 IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 603093 2801 1 0.11% 0.32% 773803 132571 2114846 -28929 7788 31 0.37% -0.18% 69705 -3713 83195 -13470 3589 8 0.56% 0.28% 90627 6303 85728 -3777 8196 118 1.49% 1.39% 374650 69833 370170 -12483 8812 -5 0.05% 0.00% 252218 9718 149428 -6222 2163 -20 -0.83% -0.83% 656802 337885 849391 7550 6135 122 2.80% 2.35% 573157 348432 317760 34307 2373 101 5.23% 4.97% 370820 106571 484751 116732 10194 286 3.05% 1.49% 1189956 190147 485259 45244 14055 90 0.61% 0.43% 251366 104804 401644 -8194 7838 -24 -0.20% -0.36% 42737 -5500 128283 -2387 红枣 9495 35 0.53% 0.37% 64515 34507 63284 -9982 15.54% 0.42 % 18.06% 0.00% 78.97% 3.72% -2.52% 0.00 % 21.20% 0.43 % 23.81% 0.00% 83.53% -0.3 6% -2.61% 0.01 % 11.59% -0.15 % 13.51% 0.0 0% 61.61% 4.19% -1.92% 0.00 % 12.10% 0.53 % 18.52% 0.00% 63.43% -0.4 6% -6.42% 0.01 % 17.99% -0.15 % 16.27% 0.00% 91.04% -0.1 6% 1.72% 0.00 % 26.27% -4.86% 47.51% 0.00% 94.00% -7.87% -21.24% -0.05% 20.71% 3.28% 19.19% 0.00% 90.03% 7.50% 1.52% 0.03% . . . . IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR PCR -0.03 124066 LPG PTA 6852 1573 11715 -3921 0.18 0.26 -0.03 40895 PVC 34426 16728 2048 1 4 1 -0.03 2 1 玻璃 氧化铝 64 125184 -0.65 0.00 2 -0.11 -5630 0.06 4.41 1.65 5.53 8043 198006 12486 112060 0.02 0.66 -0.13 0.68 594031 341132 0.94 0.51 95 10 3522 3081 -0.0 0.56 -0.39 0.46 70 13 54827 1729 12143 0.80 -0.09 1.04 54 30113 5786 24566 0.00 0.91 -0.17 0.89 -346 81835 12509 80984 -0.0 0.54 0.02 0.61 96509 2309 26352 -0.0 0.52 -0.19 0.28 75 14 51655 -2273 9667 0.54 -0.01 0.31 400 92293 -14994 27795 -0.0 0.17 -0.07 0.39 269599 93582 -0.0 0.94 -0.09 0.86 -5401 228714 43218 145238 -0.0 0.71 -0.03 0.38 87119 17354 94722 0.00 0.57 -0.38 1.11 483268 280490 0.59 0.75 29755 808 11899 0.00 0.29 0.76 1002284 503950 1.31 0.27 1.37 442 30855 -4546 30494 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 35490 -1 7058 64775 931 1.05 -0.07 1.45 -0 03 177170 -4 9737 194214 10504 1.09 0.00 0.84 0. 03 41588 525 9 57374 1202 1.25 0.12 0.98 -0.04 48560 -22970 66060 28 72 1.34 -0.37 1.49 -0.11 86796 -117345 53590 1097 0.60 0.09 0.74 -0.10 169433 -19277 260065 4652 0.51 -0.05 0.32 0. 00 324055 120882 184664 -348 0.59 -0.58 0.64 0.12 PCR PCR PCR PCR . 618.8 5.6 0.84% 0 77% 279763 -7832 5 176302 4088 7697 165 1.68% 2.96% 1083507 -423993 371248 -5360 73830 60 -0.03% 0 22% 72269 3891 161189 2191 20390 165 0.17% 1 73% 139877 -8100 0 170438 -8303 25200 -155 -2.55% -1.73% 340560 -251487 145138 -12879 78550 50 0.64% 0 89% 280300 -29450 240854 -1432 12405 490 3.55% 5.64% 363408 95083 164457 -21826 24.76% -0. 28% 18.51% -0.01% 91.60% -3.00% 6.25% 0.01% 28.53% -0. 02% 25.20% 0.00% 85.90% -24.98% 3.33% 0.00 % LPG 17.68% -0.52% 18.83% 0. 00% 83.63% 4.91% -1.15% 0.00 % PTA 14.99% -0. 01% 17.41% 0.00% 65.75% 0.11% -2.42% 0.00 % 18.28% -1.10% 19.25% 0.02% 82.93% -9.61% -0.97% -0.03% 15.16% 1.04% 13.58% 0.00% 77.90% -2.46% 1.58% 0.01% PVC 13.56% -0. 19% 12.01% 0.00% 68.82% -1.17% 1.55% 0.00 % 9.92% 0. 13% 9.76% 0.00% 71.69% 5.64% 0.16% 0.00 % 7.74% -1.02% 6.03% 0.00% 57.34% -15.50% 1.71% -0.01% 11.31% 0.81% 13.26% 0.00% 75.12% -3.28% -1.95% 0.01% 13.64% -0. 37% 11.60% 0. 00% 69.10% -4.63% 2.04% 0.00 % 11.09% -0. 29% 11.67% 0. 00% 62.62% -4.14% -0.58% 0.00 % 16.14% -0. 02% 17.84% 0.00% 106.64% 2.08% -1.70% 0.00 % 15.84% 0.32% 17.79% 0.00% 74.03% -22.45% -1.95% 0.00% 玻璃 29.33% 0.89% 29.31% 0.00% 89.64% 1.73% 0.02% 0.01% 氧化铝 26.14% 1.16% 26.52% 0.00% 77.09% 4.45% -0.38% 0.01% LPGPTA PVC 530.4 1478 4419 4810 18260 2566 5208 8388 7542 4622 8404 3.7 -9 41 54 135 12 1 40 26 50 96 0.45% -0.54% 0.57% 0.42% 0.88% 0.08% -0.31% 0.07% 0.21% 0.59% 0.88% 1.23% 0.00% 1.20% 1.42% -2.78%1.05% 0.00% 0