商品期权：菜油主力期货价格较昨日上涨2.08%，期权隐含波动率较昨日上升近3个百分点，目前高于近20个交易日隐含波动率均值，处于历史50%-60%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 202065 -1 9987 1025190 25738 0.71 0.02 0.44 0.01 1084 487 6750 390 0.58 -0.33 1.03 0.03 30481 15 24 59094 1434 0.56 -0.40 0.69 0.00 108783 38 994 161933 773 0.63 -0.21 0.81 0.06 321623 176093 23433 -108097 0.92 -0.12 0.80 0.06 135158 -1 0663 644071 1345 0.55 -0.06 0.36 0.00 425773 192486 140110 -244395 0.70 0.05 0.84 0.12 188161 -5 768 93249 -237673 0.81 0.17 0.89 0.49 350572 -113460 419698 7894 1.86 0.10 1.99 -0.03 152231 -101164 273048 -456902 0.86 -0.11 0.74 0.20 18670 -1 2641 19720 -52494 0.49 -0.06 0.78 0.34 红枣 2240 -414 18242 717 0.35 0.15 0.31 0.00 603093 12/11/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 15.54% -0 .47% 28.81% 0.12% 72.71% -5.01 % -13.27% -0.13% 19.66% -1.21% 15.25% 0.00% 97.31% -59.34% 4.41% -0.01% 13.90% -0 .25% 16.64% 0.00% 84.02% -11.6 4% -2.74% 0.00% 17.88% 0.46% 20.95% 0.01% 82.95% 18.18% -3.07% 0.00% 23.68% 2.99% 21.35% 0.00% 105.54% 25.35% 2.33% 0.03% 12.20% -0 .41% 12.35% 0.00% 79.93% -11.5 5% -0.15% 0.00% 12.18% 0.35% 12.95% 0.00% 76.74% 1.36 % -0.77% 0.00% 22.21% -0 .47% 29.35% 0.05% 104.50% 3.07 % -7.14% -0.06% 23.24% -1.91% 28.66% 0.00% 75.63% -8.76 % -5.42% -0.02% 9.47% -1.58% 6.66% 0.00% 61.25% -10.2 1% 2.81% -0.01% 12.32% -0 .13% 13.01% 0.00% 76.30% 1.24 % -0.69% 0.00% 红枣 24.71% 1.22% 19.27% 0.00% 104.25% 16.03% 5.44% 0.01% PCR PCR PCR PCR 2650 -23 -1.16% -1.46% 1176106 -296 90 2581559 141203 8147 281 3.52% 2.93% 62065 3368 2 77354 33 083 3540 20 0.37% -0 .12% 70169 -174 55 83073 - 3200 8048 176 1.72% 1.69% 529499 -889 12 623070 29 664 9058 226 2.08% 1.93% 727496 210939 252346 22 338 2122 9 0.66% -0 .39% 504540 -130 826 530107 -68548 6063 29 0.26% -0 .12% 426354 272555 406291 220497 2274 -2 0.04% -1.79% 579923 -110 731 728864 25 367 10066 68 -1.12% 1.13% 735018 -374381 295422 - 20475 13765 -15 -0.47% -0 .47% 164681 -127 658 509965 8930 7876 32 0.23% 0.00% 55598 146 8 67128 - 11071 红枣 9475 -60 -1.15% -1.36% 47043 -205 47 107844 155 14.74% 0.62% 15.98% 0.00% 71.50% 2.27% -1.24% 0.00% 24.75% 0.26% 22.63% -0.01% 94.19% 1.69% 2.12% 0.01% 10.56% -0.22% 11.04% 0.0 0% 54.07% -1.32 % -0.48% 0.00% 11.21% -0.26% 13.61% 0.0 0% 59.25% 0.90 % -2.40% 0.00 % 17.93% 0.13% 15.03% 0.00% 88.70% -0.17 % 2.90% 0.00% 26.16% -1.60% 41.56% 0.00% 98.94% -7.88% -15.40% -0.02% 18.02% -0.23 % 25.49% 0.00% 85.16% 5.04% -7.47% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 14.77% 2.54% 0.00% 0.01% 15.40% PVC -0.02% 0.00% -10.21% 1.85% 0.00% 17.85% 8.70% 玻璃 氧化铝 0.00% 0.00% 0.00% -7.11% 8.14% 0.00% -0.01% 0.01% 0.00% 0.01% 0.00% 0.00% 0.00% 0.00% 0.02% -0.01% -0.01% 0.09% -0.01% -0.01% 0.02% 6.85% 35% 4. 83.59% 0.00% 23.91% 1.84% 30.76% -2.42% 99.84% 30.81% -0.99% 28.39% 2.48% 81.91% 16.00% -0.93% 18.48% 9.43% 98% 3. 100.00% 16.19% 25.62% -0.25% -13.67% 57.89% 0.00% 11.45% -1.34% 11.20% 2.07% 56% -0. 79.11% 0% 0.0 12.00% -0.48% 14.07% 2.62% 93.61% 12.31% 14.93% 2.51% 16% -0. 56.46% 0% 0.0 5.43% -0.19% 7.94% -1.01% 69.74% 11.89% 10.88% 7.77% 47% 1. 85.52% 0.00% 10.71% -0.45% 18.48% 2.94% 05% -2. 80.15% 0.00% 12.84% -0.38% 15.78% -0.45% 92.01% 22.10% 21.65% 2.95% 34% -0. 76.01% 14.14% -0.37% 17.09% 1.40% 96.34% 0% 0.0 18.35% 0.83% 19.75% 3.08% 37% -2. 96.93% 0.00% 23.01% -1.38% 26.09% 5.60% 81% 1. 92.77% -0.01% 16.38% -1.52% 21.98% 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 51836 4852 73648 1417 0.81 -0.04 1.45 0. 03 168489 -104596 250613 4564 0.89 0.05 0.90 0. 01 51281 -18313 68806 762 0.72 -0.09 1.00 0.04 48410 -24309 81759 1870 1.18 0.34 1.48 0.05 65209 -3087 63408 4025 0.58 0.00 0.99 0.09 17323 -10225 41658 3585 0.34 0.03 0.40 0. 00 51403 -6229 66576 2736 0.63 0.03 0.73 -0.05 49577 -10144 37858 1317 1.18 0.19 1.03 0.14 359538 -533316 166756 -920508 0.61 -0. 03 0.30 0. 03 LPG 22991 731 36310 -292 0.62 -0. 22 0.55 -0 .03 PTA 339220 -268130 111344 -424644 0.91 -0. 05 1.00 0.46 60263 -8473 90586 1983 0.41 -0. 07 0.72 -0 .01 160865 -31542 64978 -181181 0.59 0.00 1.42 0.43 PVC 124255 -187549 351155 12034 0.62 0.12 0.25 0.00 22832 -13481 89327 -1806 0.43 -0.02 0.52 0. 01 6427 -5494 54380 1317 0.89 0.20 0.56 0.00 40995 -482 110562 5733 0.39 -0. 05 0.55 -0 .02 99272 25457 94643 2334 0.58 -0. 17 0.90 -0 .04 22058 -22866 15842 -17602 0.65 -0.02 0.87 -0 .01 12910 -12736 13936 -41514 0.74 0.21 1.28 0.85 1609 -6922 11019 169 1.10 0.45 0.71 0. 04 玻璃 292619 -495971 97011 -580061 0.81 0.20 0.62 0. 05 氧化铝 230263 65881 228841 1939 2.54 -0.72 3.07 -0.66 PCR PCR PCR PCR 627.06 5.62 0.76% -0.02% 299505 38119 174105 9707 7914 -10 -0.45% -2.37% 665416 -218338 357708 3899 75490 360 0.11% -0.35% 67849 -15301 151225 -95 7 20400 105 0.07% 0.29% 85819 -33786 116984 -8567 25870 95 0.17% -1.20% 152379 -24053 139893 5554 76650 50 -1.03% -1.56% 108000 -101280 168290 -10667 11785 85 0.13% 0.43% 134642 -64653 102467 -18764 PCR PCR PCR PCR 532.9 6.2 0.64% -0.3 9% 66346 -10538 17360 1076 1440 7 -0.89% -1.81% 333384 -571949 686235 -42970 LPG 4460 74 1.39% 0.35 % 41588 -5720 30725 -228