商品期权：今日商品价格集体高开低走，其中，棕榈油价格尾盘加速下行，期权隐含波动率较昨日下降1.02个百分点，目前处于历史30%-40%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 603093 12/10/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 16.01% -0.48% 28.78% 0.12% 77.71% 4.67% -12.77% -0.13% 20.87% 1.08% 15.17% 0.00% 156.64% 67.93% 5.70% 0.01% 14.15% -1.48% 16.83% 0.00% 95.65% 2.26% -2.68% -0.01% 17.42% 0.71% 21.62% 0.00% 64.78% 0.56% -4.20% 0.00% 20.69% -0.79% 23.79% 0.00% 80.19% -6.33% -3.10% -0.01% 12.61% -0.49% 11.22% 0.00% 91.48% 6.87% 1.39% 0.00% 11.83% -0.0 5% 12.97% 0.00% 75.38% 1.20% -1.14% 0.00% 22.68% 1.05% 29.47% 0.06% 101.43% 4.45% -6.79% -0.05% 25.15% -1.02% 27.84% 0.00% 84.39% -2.25% -2.69% -0.01% 11.05% -0.3 6% 7.30% 0.00% 71.45% 0.92% 3.75% 0.00% 12.45% 0.45% 12.81% 0.00% 75.06% 12.44% -0.36% 0.00% 红枣 23.49% -1.77% 19.66% 0.00% 88.22% - 16.96% 3.83% -0.02% PCR PCR 0.13 0.25 0.30 -0.11 -0.01 -0.08 PCR PCR 343 44163 -55539 170586 -124136 -8609 -2344 -21376 0.05 0.44 -0.38 -0.13 -0.02 红枣 -0.01 0.30 -0.11 0.20 706 17525 3 64 2654 0.44 -0.03 0.54 -977 72214 8249 -1 31311 0.00 0.54 0.98 -967 729950 253395 2.02 1.76 411804 464032 0.02 0.40 0.64 330922 1924 -1 193929 0.03 0.72 05 0. 0.65 384505 233287 -0.01 0.36 0.60 4623 642726 145821 0.02 0.74 1.03 1623 131530 34 67 145530 0.03 0.75 0.84 -1009 161160 46 198 69789 0.04 0.69 0.96 2164 57660 28957 0.04 1.00 0.91 92 6360 196 -1 597 0.01 0.44 0.68 216 999452 94 128 222052 2673 -8 0.30% -0. 49% 1205796 194881 2440356 16988 7866 38 0.59% 2.44% 28383 -33964 44271 -8720 3520 0 0.49% -0. 43% 87624 -14136 86273 -3178 7872 38 0.03% 0.7 4% 618411 158250 593406 3839 8832 -11 0.16% -0. 64% 516557 -44105 230008 3488 2113 26 1.05% 1.24% 635366 97260 598655 -79878 6034 -4 0.38% -0.94% 153799 -43609 185794 -12706 2276 13 1.83% 0.4 0% 690654 107929 703497 16463 9998 -202 -2.25% -2.01% 1109399 123266 315897 -45651 13780 20 0.00% 0.9 0% 292339 -76489 501035 15832 7844 30 0.23% 0.6 6% 54130 2255 78199 -15280 红枣 9535 -15 0.21% -0. 21% 67590 4154 107689 2509 14.12% -0.31% 17.15% 0.00% 69.23% 0.05% -3.03% -0.01% 24.49% 1.01% 24.43% 0.00% 92.49% 4.66% 0.06% 0.01% 10.78% -0.45% 12.27% 0.0 0% 55.38% -1.57% -1.49% 0.00% 11.47% 0 .10% 15.52% 0.0 0% 58.36% 1.17% -4.05% 0. 00% 17.80% 0 .31% 15.07% 0.00% 88.87% 3.66% 2.73% 0.01% 27.76% 1.33% 41.61% 0.00% 106.82% 9.79% -13.85% 0.01% 18.25% 0 .11% 25.52% 0.0 0% 80.11% -2.14% -7.27% 0. 00% IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.02% LPG PTA 0.63% -1.89% 0.00% 0.01% -10.15% -0.03% PVC 0.33% -0.95% 0.68% 0.00% .71% .83% -15.13% % 0.00% -2.45%0.85% 1.04% 0.00% 0.00% 0.00% -3.98% 9.92% 8.60% -0.02% 玻璃 氧化铝 0.01% 3.42% 4.49% 79.24% 0.00% 25.50% 1.16% 28.92% 0.01% -0.39% 91.69% 29.77% 29.38% 0.01% 3.80% 89.02% 15.61% 19.41% 1.46% 96.02% 15.46% 16.92% 0.01% 1.60% 14.36% 71.57% 0.00% 10.94% 0.66% 12.54% 0.01% 2.65% 16.07% 79.66% 0% 0.0 11.90% 1.05% 14.55% 0.01% 0.68% 75.76% 12.40% 13.08% -0.01 2.74% -5 56.62% 0% 0.0 5.39% 8.13% 0.00% -1.01% -1 79.94% 11.91% 10.90% 0.00% 8.93% 7% 1.0 84.05% 0.00% 10.00% % 0.12 18.93% 0.00% 3.28% 2.92% 82.21% 0.00% 12.88% % -0.13 16.16% -3.57% 76.61% 22.68% 19.11% 0.00% 3.57% 5% 1.9 76.35% 13.89% % -0.06 17.46% 0.01% 0.77% 6% 2.1 81.57% 0% 0.0 18.15% 18.92% 4.53% 8.26% 99.30% 0.00% 22.94% -1.94% 27.47% 0.01% 5.21% 2.78% 90.96% -0.01% 18.29% -0.77% 23.50% 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 59721 -4747 36541 - 3389 0.99 -0.13 0.90 -0.04 892854 474053 1087264 2341 0.65 -0.36 0.27 -0.01 LPG 22260 5357 36602 -756 0.84 -0.12 0.58 0.03 PTA 607350 126440 535988 2157 0.96 -0.59 0.54 0.03 68736 -10799 88603 -174 0.48 0.05 0.73 -0.02 192407 -15670 246159 - 6834 0.59 -0.11 1.00 0.03 PVC 311804 115214 339121 -15270 0.49 -0.53 0.25 -0.03 36313 2167 91133 - 1478 0.45 -0.29 0.51 0.00 11921 -3903 53063 -234 0.68 -0.24 0.56 0.00 41477 6391 104829 - 2784 0.44 -0.22 0.57 0.02 73815 -6440 92309 - 1900 0.74 -0.36 0.94 -0.02 44924 11491 33444 -999 0.67 -0.92 0.89 -0.02 25646 2750 55450 579 0.53 -0.63 0.42 -0.04 8531 3213 10850 1158 0.65 -0.14 0.68 0.04 玻璃 788590 464085 677072 38774 0.61 -0.53 0.57 0.03 氧化铝 164382 -36009 226902 - 2661 3.26 -0.11 3.72 -0.15 PCR PCR PCR 46984 5032 72231 946 0.85 -0 29 1.41 0 02 273085 -12132 246049 5182 0.83 -0.15 0.90 0.09 69594 14255 68044 -816 0.81 -0.18 0.97 0 .01 72719 25548 79889 1872 0.84 -0.13 1.43 0 .01 68296 -5655 59383 -747 0.58 -0.19 0.90 0 .02 27548 7493 38073 6697 0.31 -0.14 0.40 -0.05 57632 47 63840 6481 0.60 -0.53 0.78 -0 .02 PCR 南华期货 .. 621.44 2.32 0.78% 0.15% 261386 -33176 164398 1984 7924 129 1.92% 2.11% 883754 -299582 353809 9752 75130 390 0.45% 0.19% 83150 25440 152182 -2 123 20295 -45 -0.22% 0.15% 119605 20299 125551 -6906 25775 185 1.38% 1.44% 176432 -23544 134339 4491 76600 -200 0.52% 0.26% 209280 44909 178957 -8592 11700 -60 -0.30% 0.75% 199295 -10149 121231 4125 PCR PCR PCR PCR 526.7 0.2 1.04% 1.53% 76884 -13853 16284 -2322 1433 13 0.92% 1.55% 905333 502188 729205 -138603 LPG 4386 31 1.04% 0.85% 47308 1007 33011 -7353 PTA 4728 48 1.03% 1.70% 741760 181379 796011 -107389 18530 -210 -1.44% -0.59% 640377 9