商品期权：棕榈油主力期货价格今日下跌3.83%，目前已连续两个交易日下跌幅度超过2%，同时期权隐含波动率较昨日上升超2个百分点，目前处于历史10%-20%分位数水平。

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 221469 -49534 555092 35114 0.56 -0.0 9 0.41 -0.02 5419 -95 40 13035 578 0.82 -0.21 0.86 -0.01 33752 -94 74 31686 3144 1.35 -0.56 0.84 -0.23 21623 -11 823 31329 2810 0.92 -0.25 1.01 -0.09 32053 -37 44 42319 6706 1.42 0.24 1.19 0.13 81799 15493 206422 22601 0.81 -0.29 0.57 0.02 146634 -28 520 180797 3044 0.88 0.0 1 0.82 -0.01 92191 -13 015 159578 5928 0.82 -0.15 0.72 -0.02 168983 62880 105102 18721 1.77 0.29 1.35 -0.37 132865 -67705 354589 20985 0.89 -0.0 4 0.70 0.02 27466 -10 657 43880 4179 0.57 -0.15 0.77 -0.09 红枣 3046 59 9 20527 93 0.67 0.27 0.35 0.02 2572 5 -0.50% 1 71% 1665243 -41414 2752639 -10366 7309 54 -1.11% 5.53% 103874 -169086 109954 -21403 3328 -43 -2.75% 1 62% 84016 -34768 36602 - 9261 7438 -152 -3.48% 0 28% 681077 -49639 682211 83 2 8670 -70 -1.88% 1 41% 626176 -47498 267325 4088 2177 3 0.09% 0 96% 604379 81265 932807 29340 5894 -5 -0.57% 1 24% 281665 -134378 387714 -19059 2269 33 0.71% 2.90% 1028584 162052 795395 -1 2672 8736 -268 -3.83% -1.64% 1277848 38299 447766 - 3708 13350 -40 -0.45% 0 77% 177593 -121119 655953 11747 7734 14 0.39% 0 57% 47068 -29565 149255 -6 59 红枣 9315 -145 -1.43% -1.59% 63997 6960 105094 14 94 603093 12/19/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.71% 0.04 % 14.23% 0.00% 87.18% -3.82% 3.48% 0.00% 16.86% 0.67% 30.53% 0.03% 81.07% 15.31% -13.67% -0.03% 16.86% -0.2 7% 18.65% 0.00% 98.14% 6.80% -1.79% 0.00% 17.92% 1.36% 20.76% 0.01% 86.18% -4.08% -2.84% 0.01% 21.28% 0.11 % 26.07% 0.00% 93.68% 5.54% -4.79% 0.00% 9.47% -0.3 8% 18.62% 0.07% 67.11% -2.35% -9.15% -0.08% 14.49% 0.96% 14.53% 0.00% 91.28% 4.84% -0.04% 0.01% 23.64% -0.1 2% 26.23% 0.06% 104.98% -4.66% -2.59% -0.06% 21.38% 2.09% 34.76% 0.10% 84.84% 2.72% -13.38% -0.07% 12.83% 0.90% 7.70% 0.00% 67.84% 2.91% 5.13% 0.01% 10.87% -0.1 9% 8.88% 0.00% 73.15% 2.25% 1.99% 0.00% 红枣 22.53% -3.23% 16.24% 0.00% 114.79% 39.22% 6.29% -0.03% PCR PCR PCR PCR . 南华期货 . . . . . . IV IV 20HV -1.60% 20HV 0.00% 0.00% 110IV/90IV 110IV/90IV -1.36% -5.35% 0.00% 0.00%0.00% 0.62% -1.32% -0.59% -2.71% 4.32% -0.01% -0.02% % % % %0.01% -8.78% 82.09% 00% 0. 25.73% 16.95% 0.00 5.72% 99.82% 16.63% % -0.19 22.35% 0.00 -0.15% 73.30% 14.94% % -0.44 14.79% 0.00 -2.05% 58.47% 12.87% % -0.10 10.82% 0.00 2.67% 4% -0.0 48.62% 00% 0. 8.16% % 0.12 10.83% 0.18% 84.07% 21.95% 22.13% -0.52% 68.10% 14.13% % -0.07 13.61% 南华期货 . IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.03% LPG PTA -0.37% -0.34% PVC -0.03% 0.00% 1.39% 34.35% 玻璃 氧化铝 0.84% -1.76% -0.76% 0.00% 0.16% -48.19% -27.51% -0.16% 0.01% 5.05% 2% -1.8 79.94% 0.00% 23.85% 1.45% 28.90% -20.42% 8% -2.3 88.54% 43.19% 22.77% -0.02% -1.58% 72.79% 15.99% 14.41% 0.00% 5.28% 97.91% 0.00% 14.47% 19.75% 0.00% 2.55% % 6.67 75.74% 0.00% 10.38% 6% 0.3 12.93% 0.00% 0.55% 9% -3.7 60.34% 0.00% 10.27% 0% -0.2 10.82% -0.01% -2.25% 101.42% 0.02% 14.28% 12.03% 0.00% 2.92% 2% -2.2 51.79% 4.87% 7% -0.0 7.79% -3.35% 2% -5.9 66.06% 0.03% 13.33% 3% -0.0 9.98% 0.01% 1.53% % 5.59 74.15% 0.00% 12.15% 0.86% 13.68% 0.00% 3.08% 4% -5.1 69.93% 0.00% 12.04% 7% -0.0 15.12% -0.02% -6.20% 5% -1.1 75.08% 0.01% 24.01% 17.81% -0.02% -1.94% % 3.54 74.94% 0.02% 16.54% 14.60% -0.01% 0.45% 7% -6.2 83.96% 0.01% 16.69% 9% 0.5 17.14% 0.10% % 4.63 97.24% 0.02% 24.73% 1% -0.7 24.83% 0.00% 5.12% 7% -0.2 88.61% 0.00% 17.69% 3% 0.3 22.81% 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 28932 223 4 25875 1634 1.23 0 10 1.37 0.05 181783 -3 4940 318247 11043 0.77 0 06 0.32 -0. 01 LPG 8088 294 9 9309 1372 1.01 0.33 0.89 0.13 PTA 169519 17413 214321 76 05 0.93 0 06 0.80 -0. 01 97528 -26 172 96981 -1258 0.86 - 0.09 0.64 0. 00 154971 68439 134921 15229 1.01 -0.31 1.43 0.04 PVC 53463 117 80 82682 11450 0.63 0.20 0.37 0. 02 9696 136 4 11985 1252 0.54 0 13 0.62 0. 01 10541 41 2 21859 4073 1.31 - 0.10 0.86 0.03 25720 12152 26669 4754 1.17 0.59 0.92 0.17 24335 -16 40 34734 2743 1.47 0.54 1.09 0.06 15979 -39 11 20948 689 1.27 0.56 0.90 -0.05 21586 762 0 31281 5561 0.22 -0.12 0.42 -0.15 8178 -36 65 18695 955 1.03 - 0.09 0.62 0.07 玻璃 258295 100198 186355 26917 0.83 -0.35 0.84 0.09 氧化铝 185207 -89726 291138 3793 1.71 0 03 3.08 0.02 PCR PCR PCR 南华期货 PCR 57591 22983 81446 3150 1.21 -0.03 1.36 0. 00 485900 197597 302905 12858 1.14 -0.13 0.69 -0.08 83098 15874 83488 3749 1.57 0.00 1.23 0.08 95579 4625 88223 -461 1.68 0.06 1.23 0. 02 86661 -20331 72664 -2291 1.60 0.36 1.01 0. 00 26769 -15 73290 5037 0.67 0.13 0.36 0.00 64540 13239 102982 9380 0.92 0.06 0.63 -0.05 613.52 -4.98 -0.67% -0.31% 232966 62539 151916 -1 56 7505 -196 -2.46% -1.86% 820669 252318 341934 11349 73850 -80 -0.24% 0.60% 63451 7826 123385 -6907 19850 -75 -0.33% 0.22% 139803 13162 200674 22 8 25200 -40 -0.85% 0.69% 124293 -3801 80344 -13241 73920 -440 -1.49% -0.19 % 76096 -26502 101059 -12071 11315 -170 -1.74% -0.92% 116198 -33212 153412 7668 PCR PCR . . PCR PCR . 南华期货 . . 543.4 2.6 0.56% 1.96% 95719 3846 31079 115 4 1462 28 1.18% 3.36% 857062 77914 942836 -55215 LPG 4307 13 0.26% 1.34% 59103 11678 62363 116 2 PTA 4954 -32 -0.76