商品期权：铁矿石主力期货价格今日下跌2.63%，期权隐含波动率较昨日小幅上升近1个百分点，目前处于历史1%-2%分位数之间，处于极低水平。

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 233749 15458 625895 12163 0.56 -0. 10 0.44 0.01 2823 - 1279 19646 250 0.52 0. 00 0.67 -0.01 37930 12706 59474 4644 0.65 -0.35 1.01 0.16 13945 3488 41456 1850 0.91 -0.78 1.16 -0.04 26171 3673 61409 1575 1.90 0.15 1.21 -0.01 104011 62838 282054 19946 0.87 0.28 0.67 0.04 142928 25514 203018 4268 1.22 0.37 0.79 0.02 136783 57818 208616 10347 1.55 0.69 0.80 0.10 150714 -24294 186654 13984 1.27 -0.55 1.50 0.12 117558 62845 404742 6473 0.82 0.37 0.73 0.00 27650 4928 52398 3493 0.90 0.16 0.68 -0.04 红枣 4613 -242 25235 934 0.19 -0.36 0.30 -0.02 603093 12/27/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.21% 0.10% 16.71% 0.00% 92.02% - 1.24% 1.50% 0.00 % 18.89% 1.06% 33.24% 0.03% 91.12% 5.36% -14.35% -0.0 2% 14.39% 0.56% 20.10% 0.00% 93.38% 9.77% -5.71% 0.01 % 15.47% -1.61% 22.33% 0.01% 87.80% -3.54% -6.86% -0.03% 20.15% -0.69% 26.28% 0.00% 89.72% - 0.58% -6.13% -0.0 1% 11.69% 1.69% 18.56% 0.07% 71.24% 9.39% -6.87% -0.05% 11.01% -0.42% 13.54% 0.00% 69.38% - 7.44% -2.53% 0.00 % 27.22% 1.22% 27.38% 0.05% 121.41% 11.98% -0.16% -0.04% 20.04% 0.09% 32.37% 0.10% 81.07% 1.52% -12.33% -0.10% 11.31% -0.11% 6.97% 0.00% 60.94% 0.26% 4.34% 0.00 % 10.01% -1.38% 9.28% 0.00% 71.60% -10.75% 0.73% -0.0 1% 红枣 26.98% 6.46% 16.02% 0.00% 124.33% 29.29% 10.96% 0.06% PCR PCR PCR PCR 2670 2 0.79% -0.61% 1528419 255459 2467545 -44016 7114 44 0.28% 0.80% 68684 4745 111925 -2114 3305 18 1.23% 0.27% 129933 40272 121533 -6877 7716 34 0.78% 0.73% 396813 69506 677609 -6301 8992 36 1.11% 1.36% 549019 -31970 270471 1585 2234 30 1.36% 1.32% 757547 355603 1100060 -4176 5944 -32 -0.54% -0.82% 274703 88495 367453 -2823 2372 -1 0.55% - 0.43% 822266 37740 756168 -40907 8786 46 0.94% 1.28% 764005 1382 480050 1945 13500 55 0.37% 0.45% 225198 94874 655072 -6049 7978 44 0.76% 0.45% 52818 -2542 119703 -2003 红枣 9235 -10 -0.75% 0.63% 39500 -17856 116247 2264 12.79% -0.58% 10.35% 0.00% 69.66% -3.20% 2.44% -0.01% 20.75% -0.29% 22.24% 0.00% 84.21% -0.18% -1.49% 0.00% 10.37% 0.31% 6.66% 0.00% 51.69% 1.99% 3.71% 0.00% 10.60% -0.06% 10.30% 0.00% 60.43% 3.58% 0.30% 0.00% 14.42% 0.13% 10.32% 0.00% 78.37% 1.13% 4.10% 0.00% 21.07% -0.36% 23.48% 0.09% 91.17% -10.49% -2.41% -0.09% 18.39% -0.47% 24.28% 0.00% 91.54% 3.32% -5.89% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.05% 1.36% -1.13% 0.00% 9.62% -8.60% PVC -0.17% -22.96% 0.00% 0.01% 0.00% -2.26% 玻璃 氧化铝 1.68% 0.16% 8.71% -0.14% -0.22% -19.79% -4.63% 80.44% 0.21% 44.09% -1.57% 24.30% -16.77% 100.00% 44.01% 27.24% -0.03% -2.57% % -0.24 90.59% 0.03% 18.84% 3% 0.1 16.27% -0.02% -3.25% 2.24% 96.72% 0.00% 19.46% 16.21% 0.90% 1.95% 63.09% 0.00% 10.96% 3% -0.0 11.86% 3.93% % -0.16 68.52% 0.00% 10.96% 9% 0.7 14.89% -0.02% -3.35% 0.65% 86.23% 0.02% 14.56% 3% 0.2 11.21% 0.00% 1.97% 5.62% 51.41% 6.24% 5% -0.0 8.21% -0.03% -4.44% 49.80% 0.04% 13.14% 8% 0.1 8.70% -14.42% -4.27% 77.18% 0.16% 27.98% 1% -0.7 13.56% -0.01% 5.48% -2.22% 89.73% 0.00% 11.12% -1.67% 16.60% -0.01% -4.20% 98.23% 21.38% 17.18% 0.00% 1.66% 91.71% 0.02% 16.70% 18.36% -0.01% -1.36% % 1.93 80.84% 0.02% 16.93% 15.57% -0.02% -0.63% % 0.19 95.37% 0.02% 23.70% 4% 0.3 23.07% -0.02% 6.63% % -3.22 88.99% 0.01% 16.17% -1.01% 22.80% PCR PCR PCR PCR 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 47079 11369 87441 1808 0.96 -0.09 1.30 -0.05 146535 36892 201174 5961 1.22 -0.03 0.79 0.04 32490 11044 50784 2278 1.39 -0.26 1.40 -0.02 42578 4224 49693 2352 1.90 0.44 1.23 -0.06 50232 5745 38663 2631 1.08 - 0.06 1.00 0.01 50654 3767 106992 2272 0.56 0. 14 0.35 0.00 130315 -81443 151264 10929 0.72 -0.15 0.51 -0.01 620.22 0.48 0.11% -0.2 7% 152084 65795 139590 -1907 7601 18 0.08% -0.0 3% 462809 127254 249409 -17678 74090 40 -0.09% -0.0 8% 50919 25728 148975 65909 19795 35 -0.08% 0.65% 122754 129 180341 -5951 25175 -220 -1.20% -1.28% 155198 15142 143526 -6706 76500 -1020 -1.52% -1.57% 122618 30058 171752 8442 11110 -80 -1.86% 0.93% 151973 -106340 173471 -2390 46026 24119 37434 2890 0.93 -0.69 1.37 -0.09 167635 -45861 426642 19444 0.60 0.12 0.32 -0.02 LPG 11443 - 810 16487 1399 0.44 -0.0 2 0.73 0.05 PTA 248259 91 00 307867 12935 1.23 0.25 0.63 -0.06 13418 -1 291 51068 1932 0.71 0.28 0.61 0. 01 233978 33774 252357 11364 0.70 -0.0 2 1.13 -0.06 PVC 65467 53 92 141768 10612 0.38 -0.0 2 0.31 0. 00 7718 26 94 17706 1593 0.68 0.00 0.68 0.04 10749 - 908 31867 1864 1.68 0.45 1.00 -0 .02 15663 - 790 36529 1561 1.08 0.39 0.88 0.00 95388 82 94 85796 11517 1.55 -0.45 1.34 -0.21 30135 -2 097 30471 2391 1.61 -0.11 0.93 -0 .02 9592 -13298 29315 1607 0.43 0.28 0.61 -0 .01 280353 91680 7356 -73241 1.05 0.17 0.88 0.25 玻璃 180414 -47893 278375 19096 1.21 0.31 0.68 -0 .03 氧化铝 105333 -13935 136318 15661 1.39 -0.08 2.00 0. 02 544.9 -1.9 -0.37% -0.66% 99660 61469 30169 - 2794 1451 -14 -1.16% -0.55% 636797 -35373 972025 78 97 LPG 4325 -30 -0.30% -1.04% 48359 -2 204 66984 -67 PTA 4820 -46 -1.47% 0.26% 597171 -50651 1126607 46106 17645 140 0.14% 1.13