商品期权：甲醇主力期货价格尾盘拉涨近2%，同时期权隐含波动率尾盘阶段也不断上升，至收盘，较上一交易日上升超3个百分点，目前处于历史10%-20%分位数水平。

12/23/2024 IV IV -0.59% 2.60% -1.75% 0.97% 0.74% 20HV 20HV 0.00% 0.03% 110IV/90IV 110IV/90IV -9.68% 7.95% 0.07% -2.32% -0.60% -9.06% 0.05% 0.10% -0.07% -0.02% -0.05% -0.10% -0.86%-4.09% 红枣 -0.05% 6.85% -21.46% 83.58% 0.00% 14.99% -5.05% 21.84% 0.00% 2.86% 1.05% 70.70% 0.00% 8.07% % 0.35 10.93% -0.01% 4.83% 65.65% 0.00% 7.40% 12.23% -11.87% 0.36% 86.90% 33.50% % 0.16 21.63% -2.06% 1.99% 105.63% 27.39% 25.33% -2.09% 75.91% 0.00% 13.62% 11.53% -8.69% % -0.74 64.91% 18.40% % -0.13 9.71% 0.01% -5.53% 0.22% 98.69% 0.00% 28.19% 22.66% 0.00% -6.24% 88.90% 0.01% 22.33% 16.09% -0.02% -7.07% 70.26% 0.00% 20.30% 13.23% -0.01% -13.98% 3.46% 75.93% 30.95% 16.97% -0.01% 1.33% % -1.68 88.13% 16.42% 17.75% PCR PCR . PCR PCR . 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 162440 -40278 577421 12143 0.61 0 12 0.42 0.0 0 14084 22 06 17783 2822 1.10 -0.29 0.80 -0.14 26719 -1 1654 40260 2337 0.73 0.19 0.70 0.06 13313 -9 682 35959 236 1.24 -0.25 1.27 0.08 27044 -1 6652 54723 1593 1.55 0.46 1.24 0.0 1 58960 15 694 227483 17460 0.62 - 0.04 0.58 0.0 1 137748 28653 184832 2535 0.80 0 09 0.72 -0.07 162676 -65759 193941 -2003 0.82 0.28 0.69 0.06 218768 102455 133117 20552 1.22 -0.26 1.25 0.0 4 148959 21864 383530 10045 1.16 0.49 0.71 0.0 0 19631 -3 772 46463 1334 1.26 0.55 0.76 0.0 1 红枣 5211 15 24 22105 1137 0.26 -0.28 0.32 -0.03 -280 -2.04% -2.16% 4.50% -324339 -84386 6 -114641 -2.35% 0.95% -4.14%1.81% -459360 红枣 125 2.37% 33 49529 7 -44397 10659 0 2 2 -163 102775 3060 90967 2.05% 9450 -304 143177 -8268 35192 5% -0.0 0.39% 24 7788 -176 663133 8888 214907 2% 0.2 0.56% 60 13455 461142 114998 1351481 0.57% 62 8812 798419 1166066 0.22% -22 2327 -297 370499 66758 263280 1.00% 59 5941 1026414 104539 571518 5% 0.0 0.23% -2 2182 -237 261422 -1532 734281 0.84% -81 8925 3863 675030 467702 1% 0.1 1.09% 8 7578 1502 125736 -32361 117467 1.10% -12 3225 -309 127044 -43503 234099 -1.68% 7088 2581872 1791827 0.62% -17 2616 13.85% 0.23% 12.37% 0.00% 74.66% 8.03% 1.48% 0.00% 21.86% -1.00% 23.41% 0.00% 86.57% 0. 24% -1.55% -0.01% 10.21% -0.96% 7.46% 0.00% 46.79% -0 .90% 2.75% -0.01% 10.22% -0.86% 12.31% 0.00% 55.45% -5.33% -2.09% -0.01% 13.62% -0.76% 14.96% 0.00% 69.14% -3.27% -1.34% 0.00% 23.56% 0.97% 24.11% 0.09% 101.46% 4.59% -0.55% -0.08% 18.38% 1.07% 25.78% 0.00% 84.94% 3.25% -7.40% 0.01% 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 542.3 4.7 0.15% 1 45% 103426 - 4537 30971 -19 1452 -10 -0.89% -1.78% 649483 -2 4717 955044 32148 LPG 4271 -4 -0.35% -0.02% 53562 907 66352 900 PTA 4966 26 0.49% 0 93% 625420 67290 1026041 23012 17495 -165 -1.16% 0.90% 522934 149582 204311 5671 2642 49 1.89% 2 31% 895982 193887 816714 89004 PVC 5359 360 7.81% 7.69% 701838 309590 781961 367523 8089 3 -0.34% 0 59% 333893 34 67 531783 3290 7419 60 0.58% 1 23% 317833 53331 507685 3339 4763 72 1.25% 2 29% 163728 12 655 256920 -4462 8442 18 -0.31% 0 39% 226004 74745 213019 130553 50892 5708 85449 2342 1.15 -0 .41 1.39 0 .04 553755 43379 349045 30101 1.19 -0.14 0.82 0 .14 87346 187 46 85819 -1808 1.27 -0.76 1.23 -0 .06 94690 16051 90835 1893 1.35 0.06 1.21 -0.05 128658 39989 78004 3212 1.08 -0.16 0.97 -0.03 29254 485 84185 6170 0.31 -0.12 0.34 -0.01 64958 -2847 113135 4107 0.60 -0.06 0.59 -0.04 3.99% 350 -60 -130 -700 17908 67492 -5.52% 1094 -338347668 5407 56983 6765 2583 - 157673 -4476 92122 % 1.50 0.71% 70 11365 151398 -9748 106661 -0.39% 77180 128649 162151 0% -0.5 -0.62% 25025 - 190025 121086 0% -0.6 -0.05% 19915 - 103928 -3158 50698 % 0.81 0.60% 74170 313892 -2057 782568 2.24% 139 7583 - 150296 287 238867 % 1.53 1.40% 6.2 620.14 PCR PCR PCR PCR - IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.02% -0.02% -0.02% -0.02% PVC -1.00% -1.31% 0.00% -16.46% -0.03% -0.01% -0.04% 玻璃 氧化铝 -8.52% -1.38% -0.64% -44.01% -14.42% -0.09% 0.16% -0.17% -0.21% -14.99% 1.18% 85.34% 0.20% 44.21% % -0.37 29.22% -16.70% % -3.97 85.80% 42.19% 25.49% -0.05% -5.49% 78.14% 0.03% 19.29% 13.80% -4.74% 78.49% 0.00% 19.04% 14.30% 0.00% 2.12% 1.12% 72.67% 0.00% 10.64% % 0.06 12.76% 0.00% 1.81% % -3.03 62.19% 0.00% 10.46% % 0.25 12.27% -3.90% 74.26% 0.02% 15.01% 11.11% 2.58% % -7.79 45.24% 5.26% 7.84% -3.90% 4.23% 61.00% 0.03% 13.33% % 0.16 9.43% -0.01% 1.60% % -1.72 67.95% 0.00% 11.65% % -0.60 13.25% 0.04% 7.45% 15.25% 83.42% 0.00% 11.37% 3.85% 18.82% -5.21% 0.72% 83.51% 0.01% 23.03% % -0.46 17.82% -1.15% 0.33% 74.69% 0.02% 16.79% % -0.34 15.64% -0.12% % -2.34 83.92% 0.02% 16.66% % -0.16 16.54% 1.89% 2.47% 95.77% 0.02% 22.55% % -0.06 24.44% -0.01% 6.09% 0.18% 88.69% 0.00% 17.13% % -0.20 23.22% 35012 -2650 30678 2872 1.06 -0.22 1.35 0.05 117243 28780 335413 11399 0.64 0. 08 0.32 0.0 0 LPG 8495 2121 11951 1646 1.10 0.48 0.82 0.04 PTA 183945 3570 247237 13601 0.88 -0 10 0.73 -0.04 115043 52376 101457 3029 1.12 0.39 0.66 0.0 0 214397 47448 161517 17255 0.89 -0 07 1.57 0.08 PVC 54757 14976 99313 9753 0.28 -0 12 0.33 -0.0 1 7776 2170 13939 1776 0.63 0. 05 0.67 0.06 12124 1011 26195 1870 0.96 -0.94 0.