商品期权：氧化铝主力期货价格今日下跌2.35%，同时期权隐含波动率较昨日上升1.44个百分点，目前处于历史20%-30%分位数水平。

IV IV 20HV 20HV 0.00% 0.04% 110IV/90IV 0.00% 0.06% 110IV/90IV 0.00% 30.03% 34.08% 4.81% -6.84% -0.06% 0.00% 0.11% -6.84% -2.39% 7.74% 0.00% -0.11% 红枣 0.02% 6.46% 4.66% 107.00% 0.00% 15.10% .83% 1 21.56% 0.00% 1.20% 73.08% 0.00% 9.96% 0.26% 11.16% 0.00% 3.71% 56.40% 0.00% 7.00% 0.04% 10.71% -7.29% 77.26% 27.84% 0.14% 20.55% 2.85% 2.98% 110.00% 22.45% -0.02% 25.30% 0.01% -0.05% 2.84% 71.24% -0.01% 11.12% 0.40% 11.07% -7.52% 3.66% 65.23% 17.97% 0.15% 10.45% 0.00% -5.60% 89.76% 26.56% -0.40% 20.96% 0.00% -3.55% 98.34% 0.01% 21.36% 1.47% 17.81% 0.03% -3.54% 106.90% 0.00% 20.43% 2.96% 16.89% 0.04% -6.56% 121.49% 30.30% 7.24% 23.74% 0.00% 1.01% 87.10% 16.75% 0.14% 17.76% PCR PCR PCR PCR 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 南华期货 153436 -55433 644668 -8817 0.80 0.15 0.46 0.00 6590 866 21876 102 9 0.73 -0.0 2 0.63 -0.01 52732 1021 70332 87 6 0.99 -0.0 1 1.23 0.14 31538 2190 50201 -2 28 1.23 -0.13 1.26 -0.01 31335 9066 64122 2 0.96 0.32 1.30 0.03 49224 3844 302233 9648 1.13 0.16 0.65 0.00 120566 1355 223061 7617 0.87 -0.29 0.79 0.02 103819 - 16074 210217 -3 40 0.82 -0.53 0.73 0.01 333051 138609 214228 11103 1.63 -0.34 1.29 -0.32 64673 - 44733 421350 6248 0.78 0.09 0.71 0.00 16604 - 10287 55423 202 8 0.65 -0.1 5 0.66 0.00 红枣 2841 732 27489 39 9 0.41 -0.0 2 0.29 0.00 11.87% -0.0 9% 8.71% 0.00% 61.34% -0.2 1% 3.16% 0.00% 19.49% -0.73% 18.00% 0.00% 81.51% 1.94% 1.49% -0.01% 10.54% 0.02 % 6.43% 0.00% 49.34% -1.21% 4.11% 0.00% 10.11% -0.59% 9.78% 0.00% 55.76% -2.93% 0.33% -0.01% 14.94% 0.04 % 10.03% 0.00% 76.50% 0.20 % 4.91% 0.00% 22.52% 0.50% 26.03% 0.08% 105.28% -3.24% -3.51% -0.07% 18.61% 0.43% 19.04% 0.00% 83.45% -0.7 5% -0.43% 0.00% 603093 1/2/2025 - - - 2716 20 0.74% -0.04 % 1145644 -355746 2321102 -45018 7080 0 0.31% 0.55% 69017 -52783 106997 -8862 3357 30 0.84% 0.14% 112266 4010 116305 -579 4 7724 12 0.13% -0.03 % 566122 105607 649476 -18176 8927 -130 -0.95% -1.73% 580131 -43206 263747 -9089 2228 -1 -0.09% 0.18% 410340 -71 80 1115258 8211 6002 41 0.91% 0.60% 225660 -202 94 387663 20164 2409 -1 0.46% -0.67% 759766 -55137 707506 -14548 8474 -194 -2.33% -1.23% 1196491 225937 511183 31395 13535 40 0.22% -0.26 % 140235 -68218 648164 1703 7914 -14 -0.15% -0.15 % 42857 1172 115362 3385 红枣 9220 10 -0.11% -0.16 % 48485 -646 114499 394 IV IV 20HV20 110IV/90IV 110IV/90IV IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.52% 1.10% 5.70% 0.00%-4.47% PVC . -0.16% 2.78% 0.00% -13.71% 22.51% -0.02% -0.01% 玻璃 氧化铝 1.69% 0.61% -1.46% 4.60% -2.88% 0.17% -0.02% -0.19% -0.19% -17.51% 5.90% 85.48% 0.21% 43.35% 1.44% 25.84% -17.78% .04% -1 95.64% 43.45% 25.67% -2.18% 93.21% 0.03% 19.74% 17.56% 0.01% -1.98% 98.56% 0.00% 19.08% 17.10% 0.01% 2.97% 8.72% 71.60% 0.00% 10.19% 1.27% 13.16% 6.02% .25% -0 73.11% 0.00% 8.85% -0.99% 14.87% -1.17% .90% -0 63.65% 0.02% 13.81% .12% -0 12.64% 0.03% 1.77% 85.68% 7.68% 9.45% -0.05% -1.89% 77.49% 0.04% 11.46% .17% -0 9.57% -12.91% 32% 2. 83.90% 0.16% 27.76% 24% 0 14.85% 0.01% 7.73% 30% 1. 91.76% -0.01% 11.76% 0.71% 19.49% 0.00% -1.70% 98.56% 18.82% .19% -0 17.12% 0.00% -0.31% 76% 0. 78.23% 0.02% 17.02% 16.71% -0.01% -0.49% 108.28% 0.01% 22.46% 21.97% -0.01% 0.98% 5.49% 101.97% 0.02% 23.86% 0.99% 24.84% -0.01% 6.67% -4.64% 89.37% 0.01% 17.37% -0.45% 24.04% PCR PCR PCR PCR -84401 16406 0.00 LPG PTA 181547 0.00 0.03 0.08 0.01 PVC 11208 0.31 482 6164 0.00 0.03 0.04 0.03 5 -0.87 玻璃 氧化铝 -111724 -0.37 -0.18 0.04 2 0.04 0.01 -0.20 1.95 0.52 1.67 -2309 154268 763 -4 118209 0.51 0.83 3189 299527 122915 0.84 0.62 723 8079 43 55 7571 -0.0 0.56 5 -0.0 0.40 2396 34679 47 14 7853 0.98 0.64 2065 33687 614 -1 27793 0.02 1.11 1 -0.1 0.78 686 101017 82 83 85994 -0.0 0.74 0.53 45905 32230 0.85 3 -0.0 0.69 697 34507 047 -8 10665 0.67 0.01 0.45 1523 21728 680 -1 10203 0.32 0.83 167134 1993 -1 66180 0.02 1.26 0.16 0.66 10143 281712 -99748 187806 0.62 0.03 0.48 918 56793 96 52 19097 0.77 9 -0.0 0.80 2189 327532 410279 0.57 0.14 0.43 2545 34974 0688 -6 41849 0.31 0.58 473757 139771 -0.03 1.68 0.17 1.27 850 39818 -37704 27974 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 PCR -26866 -102634 1299 2615 PCR -0.16 -0.28 -0.48 PCR -40296 1174 5807 4530 -0.19 PCR 03 0.03 0.07 0.03 -0.040.02 0.01 0.48 0.76 169298 140721 0.35 -0.10 0.45 130833 -789 89552 1.02 0.02 1.17 44679 -3940 41714 1.13 -0.07 1.00 333 53164 9123 33382 1.29 1.37 60615 -9487 40433 0.88 1.31 221115 140132 0. 1.36 1.02 -1086 86289 33655 622.4 4.8 0.93% 0.93% 86999 -98334 103372 -675 7614 144 1.53% 2.36% 260072 -237755 221998 -14271 73280 -490 -0.70% -0.17% 48466 -11537 156644 2897 19945 165 0.78% 0.76% 97834 6104 151307 -8214 25265 -195 -0.18% -0.83% 116495 -21908 130684 -5759 77800 700 0.57% 1.21% 163323 1575 183460 -255 11050 65 0.05% 2.05% 128281 -40510 115469 -33005 560.7 0.8 1.01% -0.90% 32064 -75258 29570 -1851 1444 11 0.70% 1.66% 525230 -341298 1001732 -13860 LPG 4499 -42 0.09% -4.35% 86382 -144178 68938 -4864 PTA 4980 88 2.22% 1.35% 736416 178183 1133790 -11741 17575 -245 -1.32% -1.80% 359299 35462 203