商品期权：LPG主力期货价格今日上涨4.44%，同时期权隐含波动率较昨日上升超3个百分点，目前处于历史10%-20%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 208869 76672 653485 23217 0.65 -0.18 0.45 0.01 5724 -120 20847 414 0.75 0.1 2 0.64 0.00 53753 18021 69456 812 1.00 -0 .07 1.09 0.08 29348 11243 50429 5182 1.35 0.52 1.27 0.12 40401 16458 64120 1768 0.64 -0.60 1.27 0.05 45380 -23428 292585 992 0.97 0.1 0 0.64 -0.02 121921 -83497 215444 4070 1.16 0.37 0.76 0.01 119893 -11 172 210557 -11562 1.35 0.64 0.72 -0.04 194442 64611 203125 6387 1.97 0.57 1.61 0.06 109406 -22707 415102 6535 0.69 -0.17 0.70 -0.01 26891 37 6 53395 522 0.80 0.2 0 0.66 0.00 红枣 2109 -37 08 27090 286 0.43 0.0 6 0.29 0.00 603093 12/31/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.62% -0.59% 16.84% 0.00% 87.10% -4.32% 0.78% -0.01% 16.50% 2.59% 30.58% 0.04% 91.46% 14.36% -14.08% -0.01% 13.93% -0.31% 20.40% 0.00% 72.82% -21.61% -6.47% 0.00% 16.34% 0.12% 21.34% 0.01% 93.53% 2.0 5% -5.00% -0.01% 21.36% 0.75% 26.25% 0.00% 96.61% 2.8 0% -4.89% 0.01% 10.30% -0.23% 18.08% 0.06% 61.57% -1.68% -7.78% -0.06% 10.67% -0.11% 11.13% -0.01% 68.40% -3.42% -0.46% 0.01% 25.32% 0.96% 22.40% 0.00% 107.02% -0.9 6% 2.92% 0.01% 20.41% 1.36% 29.86% 0.11% 84.10% 4.4 2% -9.45% -0.09% 10.67% -0.27% 6.66% 0.00% 58.79% -1.7 2% 4.01% 0.00% 10.90% 0.00% 9.99% 0.00% 65.35% -13.07% 0.91% 0.00% 红枣 19.73% 1.04% 15.67% 0.00% 102.33% 16.60% 4.06% 0.01% PCR PCR PCR PCR 13 -60 13 12 107 0.64% -0.68%0.55% 0.34% 1.19% -0.63% 264150 -76650 82929 58091 -217805 -24 -18251 27 -76 65 22 -75 0.96% -0.75%1.04% 0.68% -0.32% 180238 -2203 -11479 -9102 红枣 -348 114105 5717 -3 49131 0.05% 9210 -4100 111977 1737 -1 41685 0.00% 7928 -15955 646461 0318 -3 208453 0.48% 13495 479788 970554 -1.10% 8668 722054 83 14 814903 1.13% 2410 367499 0843 -10 245954 .12% -0 0.30% -8 5961 -748 1107047 417520 -0.27% -6 2229 9900 272836 623337 0.78% 9057 667652 460515 0.16% 7712 122099 74 113 108256 0.70% 3327 3484 115859 67 120 121800 -0.24% 7080 2366120 1501390 0.79% 2696 11.96% -0.58% 9.39% 0.00% 61.55% -7.35% 2.57% -0.01% 20.22% 0. 07% 20.35% 0.00% 79.57% -0. 77% -0.13% 0.00% 10.52% 0.65% 6.68% 0.00% 50.55% -3.21% 3.84% 0.01% 10.70% 0.49% 9.79% 0.00% 58.69% -3.18% 0.91% 0.00% 14.90% 0. 42% 10.13% 0.00% 76.29% -0. 69% 4.77% 0.00% 22.02% 0. 18% 25.45% 0.08% 108.53% 8.30% -3.43% -0.08% 18.18% 1.43% 18.52% 0.00% 84.21% -1. 30% -0.34% 0.01% PCR PCR PCR LPG PTA 42369 90293 43046 - -0.25 -0.39 -0.50 PVC 25331 -0.45 -0.57 - 玻璃 氧化铝 -32127 -0.49 -0.24 PCR 0.27 0.01 -0.130.04 0.01 0.07 .00 0.02 0.10 -0.04 -0.20 -0.04 0.02 -0.07 0.03 -0.13 2.15 -0.36 1.15 5610 156577 -15543 122972 - 0.50 1.00 11138 296338 234639 0.80 0.99 53 7356 -733 2028 - 0.58 -0.17 0.45 1427 32283 2108 6406 0.94 -0.19 1.51 462 31622 7086 29407 1.09 -0.95 0.89 5710 100331 -21813 77612 0.79 -0.08 0.53 674 39741 6470 31748 - 0.82 0.72 2402 33810 2141 18712 - 0.64 0.44 2067 20205 4239 11883 0 0.28 0.11 0.53 10265 155926 78173 1.23 -0.16 0.50 11895 271569 52780 287554 0.60 0.03 0.45 1596 55875 3608 13801 0.70 0.89 8503 325343 228732 0.54 0.28 14441 32429 102537 - 0.31 0.58 14949 457351 224172 1.71 -0.12 1.10 1072 38968 20277 65678 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 559.9 10.1 1.91% 1.60% 107322 114 68 31421 11 69 1433 -10 -0.97% 0 13% 866528 141012 1015592 -1 6042 LPG 4541 188 4.44% 4.21% 230560 181306 73802 8630 PTA 4892 36 0.87% 0 91% 558233 101297 1145531 465 17820 -65 0.48% -1.14% 323837 -183782 198466 - 7157 2703 29 1.62% 0 86% 699647 -1 381 925080 49604 PVC 5290 -36 -0.34% -0 .89% 919633 234742 897647 33073 8178 75 0.93% 1 20% 373056 114618 549102 27466 7477 84 1.15% 1 24% 361876 147346 467325 -25999 4846 24 0.81% -0 .19% 162618 -70257 318967 15762 8098 -8 -0.18% 1 13% 186309 -43143 245181 -10613 PCR PCR PCR 南华期货 PCR 60521 8196 87375 -247 1.19 0.20 1.33 0.01 242766 15 219816 5400 1.59 0.25 0.85 0. 00 49920 13831 58000 4025 1.85 0.50 1.22 -0.01 24259 -26812 52831 920 1.07 -0.33 1.10 -0.06 45654 -3 897 43505 2410 1.16 0.1 7 1.06 0.08 90341 -42105 125026 5360 0.55 0.0 2 0.34 -0.02 181017 45380 164768 8151 0.95 0.28 0.47 -0.05 617.6 -0.06 0.00% 0.45% 185333 -809 1 104047 -12743 7470 -90 -0.82% -0.23 % 497827 -72951 236269 -5669 73770 -500 -0.54% -0.43 % 60003 13986 153747 5389 19780 -25 0.03% -0.10 % 91730 -56532 159521 -10170 25460 135 0.65% 0.65% 138403 -387 6 136443 -35 25 77100 -1220 -0.64% -1.81% 161748 -103248 183715 2277 10985 -195 -2.01% -2.19% 168791 45709 148474 -7526 24.49% 1.61% 16.38% 0.01% 94.01% 0.24 % 8.11% 0.01% 23.85% 0. 03% 23.85% 0.02% 96.48% -1.02 % 0.00% -0.02% LPG 21.45% 3.81% 16.26% 0.02% 102.58% 9.69% 5.19% 0.02% PTA 15.61% -0.21% 16.85% 0.02% 77.47% -3.29% -1.24% -0.02% 17.31% -0.64% 22.08% 0.00% 103.04% -1.57 % -4.77% -0.01% 18.78% 1.42% 12.22% 0.00% 90.46% 4.86% 6.56% 0.02% PVC 14.61% 1.39% 28.02% 0.16% 81.57% 5.99% -13.41% -0.14% 9.74% 0. 09% 11.35% 0.04% 91.20% 5.65% -1.61% -0.04% 6.67% -2.08% 6.32% 0.00% 63.16% -20.41% 0.35% -0.02% 12.76% 0.83% 14.13% 0.02% 64.54% 0.19 % -1.37% -0.02% 15.86%