商品期权：橡胶主力期货价格午后持续放量上涨，至收盘较上一交易日上升2.74%，同时，期权隐含波动率较上一交易日上升1.42个百分点，目前处于历史10%-20%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 250018 98611 912113 18110 0.74 0.35 0.47 -0.02 1894 -2 184 5573 720 0.70 0.35 0.92 0.20 30020 14857 48021 2136 1.07 0.56 0.64 -0.02 79021 75 29 159501 1314 1.00 0.18 0.68 -0.02 76939 -2 0160 136097 -1598 0.88 0.03 0.78 0.00 215566 81280 597066 11907 1.00 0.49 0.39 -0.04 285699 -73267 420485 4791 0.57 -0.02 0.68 -0.01 197144 56814 306980 4592 1.27 0.16 0.52 -0.03 277283 -36171 420458 16119 1.63 0.51 2.24 0.17 298614 79505 756585 -5128 0.71 0.36 0.50 0.01 40557 32 50 72268 28 0.83 -0.13 0.39 -0.01 红枣 2227 -233 14768 539 0.39 0.13 0.28 0.02 2757 26 -1.04% -0.36 % 1242029 334957 2378924 137545 8085 42 1.32% -2.16% 63097 -106173 74407 -10237 3533 35 -1.29% -0.48% 100842 12803 92421 6761 8058 42 -1.40% -0.42% 310447 68522 327180 -17847 8878 -2 0.63% 0.42% 379567 86623 193212 55794 2127 11 -1.07% 0.27% 641816 97746 875099 3008 6066 16 -0.39% -0.39 % 262405 -120413 275585 -17869 2332 19 -1.44% -0.85% 569997 168426 567177 56713 10428 218 2.00% 0.69% 1121681 87120 490218 8114 13920 65 -0.82% -0.64% 286086 98705 351372 -22397 7876 28 0.64% 0.72% 51816 10253 115624 -9087 红枣 9440 -140 -1.51% -1.77% 39259 11329 54930 -3484 603093 12/3/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 15.45% 0.36% 33.84% 0.11% 68.21% -8.0 3% -18.39% -0.10% 20.64% -1.59% 14.71% 0.00% 104.48% -12.18% 5.93% -0.02% 15.65% 1.04% 22.92% 0.00% 89.21% -6.53% -7.27% 0.01% 17.45% 0.36% 22.68% 0.00% 85.88% -6.60% -5.23% 0.00% 21.90% -0. 22% 25.67% 0.00% 77.64% -2.4 2% -3.77% 0.00% 12.89% 1.45% 9.35% 0.00% 93.56% 9.81% 3.54% 0.01% 12.83% 0.36% 14.49% 0.00% 82.50% 10.15% -1.66% 0.00% 21.61% -0.79% 34.72% 0.04% 95.88% -4.0 7% -13.11% -0.05% 26.73% -0. 28% 28.74% 0.00% 92.75% 1.0 0% -2.01% 0.00% 10.10% 1.52% 11.32% 0.00% 61.99% 7.39% -1.22% 0.02% 12.30% 0.34% 13.66% 0.00% 78.12% 15.32% -1.36% 0.00% 红枣 24.66% -0.54% 21.33% 0.00% 84.45% -23.62% 3.33% -0.01% PCR PCR PCR PCR - 南华期货 - -- - - - - - - 15.82% 0.92% 18.33% 0.00% 78.46% 4.43% -2.51% 0.01% 21.96% 0.94% 24.54% 0.00% 84.75% 1.24 % -2.58% 0.01% 11.68% -0.02 % 12.54% 0.0 0% 59.81% 2.55% -0.86% 0.00 % 11.24% -0.04 % 18.68% 0.00% 61.11% 0.63 % -7.44% 0.00 % 17.65% -1.23% 15.24% 0.00% 87.35% -5.33% 2.41% -0.01% 27.12% -2.68% 46.87% 0.00% 105.34% -0.83% -19.75% -0.03% 19.40% -0.56% 24.50% 0.0 0% 92.52% 2.82% -5.10% -0.01% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.00% 0.02% 7.40% 4.48% PVC -0.58% 0.00% 0.00% 0.00% 4.30% -5.66% -0.72% 玻璃 氧化铝 0.00% 0.00% 0.00% -14.15%5.44% 6.18% 0.02% -0.05% % % % %0.01% -0.01% % -0.01% -0.01% % % % % -0.01% -2.47% % 0.97 75.12% 0.00% 26.35% -0.74% 23.88% 0.00 -0.34% 98.32% 30.68% 0.22% 30.34% 0.00 -1.54% 85.70% 17.79% 0.29% 16.25% 0.00 -1.52% 86.16% 18.31% -0.10% 16.79% 0.00 -0.51% 2.98% 73.74% 00% 0. 12.21% 0.22% 11.70% 0.00% -4.98% 63.53% 00% 0. 13.66% -0.96% 13.66% -1.59% % -0.58 94.69% 14.68% 13.09% 0.00 2.63% 67.02% 6.13% 0.10% 8.76% -0.05% 82.77% 11.06% 11.01% 5.27% 3.86% 80.17% 0.00% 10.77% 0.85% 16.04% 0.00 2.45% -6.94% 84.44% 0.00% 13.34% -0.18% 15.79% 0.00 1.78% 90.15% 19.15% 1.42% 20.93% 0.00 -2.78% 77.91% 17.93% -0.33% 15.15% 0.00 -1.22% % 0.80 82.75% 00% 0. 19.76% -0.12% 18.54% 6.65% 1.74% 95.93% 0.00% 23.99% -5.28% 30.64% 7.49% 1.71% 93.24% -0.01% 17.63% 1.15% 25.12% PCR PCR PCR -139517 14034 0.19 LPG PTA9347 PVC 16729 4519 0.16 0.08 0.29 玻璃 氧化铝 -181656 -0.17 0.20 -0.400.17 PCR -0.060.01 0.02 0 0.05 -0.020.02 -0.04 1 02 0.01 -0.03 -0.02 0.03 -0.03 02 -0. 4.43 8 -0.0 2.22 5649 205939 7 -1206 96327 0.70 0.72 3014 611413 206099 0.74 0.67 326 4501 -2353 1301 0.54 0.69 193 55541 -2790 9077 0.78 0.43 841 31879 -7961 17583 0.94 1 -0.0 0.52 2979 84844 6 -5103 69217 -0. 0.54 4 0.0 0.48 443 100254 4 -2907 29546 0.0 0.50 0.50 -1225 53247 -2598 17652 0.50 0.36 96280 -6947 56622 0.21 0.71 292182 2384 109774 0.88 0.06 0.82 3429 237067 594 142885 0.75 2 -0.0 0.33 596 86312 39785 91352 0.0 0.56 1 -0.0 0.95 496161 13520 217556 0.65 4 0.1 0.52 663 31932 -7338 13476 0.29 0.85 1044378 363427 1.20 0.09 1.16 1112 33739 -4264 43441 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 33008 -5809 66990 881 1.14 0.14 1.43 0.01 202008 6219 210013 8454 0.93 -0.1 3 0.87 0.01 48269 -61 61504 1614 0.93 -0.54 0.95 -0.07 32819 -2668 67462 1219 0.86 -0.0 7 1.44 -0.03 75482 -45042 56930 232 0.53 0.16 0.77 -0.01 166362 29741 273846 2616 0.58 0.16 0.32 -0.01 154017 -129069 199443 5095 0.96 0.08 0.66 -0.02 619.32 6.04 0.65% 0.98% 253047 -59458 174879 13 80 7804 208 1.81% 2.01% 841386 -175333 377283 14865 74340 620 0.85% 0.92% 79944 6693 164201 24 20385 -5 0.00% -0. 27% 102614 -15563 158208 -3 962 25290 -165 -0.71% -1.66% 218852 -108015 133355 -8906 78000 -300 -0.76% -0. 13% 206936 17318 230115 -9319 12270 -35 -0.93% -1.62% 129988 -216899 119751 -4974 531 0.1 0.17% -0. 27% 107890 -155 85 17758 265 1472 -10 -0.34% -0. 20% 595293 -321789 983814 -23001 LPG 4480 9 0.95% -0. 57% 43159 -321 42 46360 -6 57 PTA 4802 -4 0.08% -0. 38% 422293 -151405 964280