商品期权日报250123

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 603093 1/23/2025 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 24.19% 0.15% 16.81% 0.00% 104.73% -1.61 % 7.38% 0.00% 30.95% 2.55% 20.54% 0.00% 80.06% -28.06% 10.41% 0.03% 23.43% -0.33% 17.76% 0.00% 118.97% 12.12% 5.67% 0.00% 18.77% 0.50% 15.44% 0.00% 97.96% 0.12 % 3.33% 0.01% 24.34% 1.68% 21.49% 0.00% 98.90% 2.24 % 2.85% 0.02% 11.30% -0.40% 7.24% 0.00% 99.39% -0.95 % 4.06% 0.00% 14.29% -0.21% 12.06% 0.00% 97.78% 6.41% 2.23% 0.00% 28.27% -0.40% 23.31% 0.00% 101.41% -3.22 % 4.96% 0.00% 24.23% 0.94% 23.80% 0.00% 107.86% 11.02% 0.43% 0.01% 12.12% 1.25% 6.77% 0.00% 90.32% -3.89 % 5.35% 0.01% 11.55% -0.04% 12.37% 0.00% 102.71% -6.79% -0.82% 0.00% 红枣 21.59% 0.37% 11.30% 0.00% 112.36% 4.05% 10.29% 0.00% PCR -33607 -32408 31019 30879 10072 PCR -0.09 0.06 0.17 0.02 -0.620.14 -0.22 0.15 0.21 0.08 PCR -95775 78907 红枣 PCR .00 0.09 0.07 -0.08 -0.08 .00 .01 .00 0.02 0.01 .01 .01 -0 0.26 0.05 0.24 -5838 31769 0 333 9233 -0 0.47 0.10 0.48 933 69434 0 751 44248 0.65 0.61 3 -292 517930 155975 1.10 1.57 121463 104783 0 0.87 0.96 1642 255945 97 -6 156933 -0 0.78 0.79 2440 276760 88151 0 0.67 0.75 3621 392207 4 1118 93709 1.52 1.24 -892 115947 8 148 57586 1.90 1.03 1381 128233 3 500 42439 0.67 0.75 2333 32005 34 -73 20388 0.57 0.70 19994 128752 0 0.77 0.82 13728 774734 303364 2836 -8 -0.42% -0.92% 1584837 -148996 2286450 -6561 6750 -24 -0.27% -0.15 % 94455 41325 121048 5778 3444 -22 -1.18% -1.18% 159335 -51316 123267 -308 4 7626 -100 -1.63% -1.65% 386177 13714 595760 -846 9 8430 -68 -0.92% -0.83% 484795 54239 276182 986 2280 8 0.44% 0.70 % 458258 28692 1360006 -2193 5776 19 0.45% 0.80% 160101 -79608 320781 -5361 2465 -8 -0.40% -0.85% 878790 83929 614094 -38841 8242 -118 -2.25% -1.24% 771246 -59742 460270 7630 13455 -155 -1.18% -0.81% 266065 91382 630925 -6895 7980 -44 -0.65% -0.23% 55799 15427 70166 -1164 7 红枣 9220 -20 -0.27% 0.11 % 57227 31095 109996 -187 6 15.16% 0.0 7% 7.35% 0.00% 105.56% -1.62% 7.81% 0.0 0% 24.15% 0.1 2% 16.46% 0.00% 103.07% 3.41% 7.69% 0.01% 11.21% -0.65% 10.83% 0.00% 103.32% -0.95% 0.38% -0. 01% 11.02% -0.58% 10.24% 0.00% 98.97% 0.92% 0.78% -0. 01% 16.02% -0.43% 15.36% 0.00% 97.76% -1.45% 0.66% 0.0 0% 镍 19.70% 0.0 5% 14.90% 0.00 % 105.80% 7.60% 4.80% 0.0 0% 25.24% -0.1 1% 22.85% 0.00% 114.48% 0.22% 2.39% 0.0 0% 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 氧化铝 多晶硅 -2.09% 0.00% 2.90% 9.84% 0.02% 0% -0.02% 4.94% 113.97% 15.31% 20.25% 0.0 -1.37% 104.11% % 0.00 22.79% 0% -0.1 21.42% -6.78% 9.07% 104.08% 0.00% 38.81% 5% 1.8 32.03% PCR PCR PCR -21379 4079 0.25 5270 25309 6032 0.24 0.25 镍 氧化铝 36806 11078 多晶硅 0.40 -0.340.51 PCR 0.01 0.04 0.03 -0.06 -0.04 02 0.01 -0.040.03 0 0.0 1.10 1.49 334 19602 696 - 3417 0.60 0.66 5051 114963 84259 0.71 1.26 9015 70072 90948 0.38 .03 0 0.40 1827 123731 592 -2 41927 -0. 0.47 .11 0 0.65 2091 16927 21215 0.90 1.35 1723 37197 61486 1.38 1.41 1630 52368 43150 0.93 0.04 - 0.89 2312 49087 10 23 32869 1.06 1.08 7896 93987 88989 1.38 0.03 - 0.71 1940 61125 32642 - IV IV -0.91% 20HV 20HV -0.01% 110IV/90IV 110IV/90IV LPG PTA -3.75% 0.00% 0.00% 6.26% 2. -0.04% -0.04% % % PVC -1.14% 0.00% 0.00% 0.00% 5.86% 17.21% -7.38% % -8.86% -3.14% 玻璃 烧碱 0.00% 0.00% 0.00% .17.89% 0.00% -3.96% . % % -0.09% -0.03% 0.00% 11.52% 02% 2 99.82% 0.00% 30.90% -0.11% 42.42% 0.00% 3.86% 103.96% 29.09% -0.23% 32.95% -3.05% 111.01% 21.85% 18.80% 5.07% 108.45% 18.62% 23.69% -0.01 -0.02% 97% 0 105.56% 0.00% 14.72% -1.08% 14.70% -0.01 2.38% -6.33% 95.44% 0.00% 13.98% -0.41% 16.36% 0.01% 0.56% 96.02% 13.58% 1.11% 14.14% 0.02% 1.89% 106.97% 8.90% 1.70% 10.79% -0.01 1.49% 103.02% 9.49% 10.98% 0.02% 4.58% 0.28% 109.19% 0.00% 14.82% 2.34% 19.40% -0.02 2.20% 0.15% - 94.28% 0.00% 16.37% -1.79% 18.57% -0.01 0.52% 2.15% - 97.25% 0.00% 25.19% -0.45% 25.71% 0.00% 0.96% 57% 102.06% 20.52% 0.21% 21.48% -2.98% 112.22% 20.49% 17.51% -2.57% 13.20% 111.97% 0.00% 23.85% -3.39% 21.28% 0.00% 10.77% 2.27% - 101.88% 0.00% 20.44% 0.32% 31.21% 0.00% 6.10% 1.09% - 95.85% 26.73% 32.83% 南华期货 646.2 0.74 0.41% -0.87 % 214608 -74323 207871 -248 7720 -92 -1.03% -1.84% 702753 -30922 302681 -756 74960 -560 -0.78% -0.62% 57058 812 6 162408 487 20130 -185 -0.94% -0.37% 143716 35782 177984 15211 23705 -410 -1.82% -1.22% 159676 39572 100453 2461 镍 124150 -2350 -2.60% -1.46% 126236 54129 82460 60431 79580 380 0.73% 0.81% 126404 -78 27 231918 -2654 氧化铝 3658 -143 -3.81% -3.73% 114597 20253 41080 10264 10755 -10 0.89% 0.05% 199669 35537 130976 -1093 多晶硅 43380 -390 -0.69% 0.53% 17719 -11922 23863 -1308 - 45197 3184 36804 -1753 1.35 -0.14 1.69 -0.20 374344 78660 493958 8184 0.33 -0.31 0.35 0.02 LPG 16132 -8278 18655 1667 0.86 -0.0 6 0.64 -0.04 PTA 196773 -847 265613 5953 1.17 -0.10 0.68 -0.03 32350 5656 79932 432 0.77 0.08 0.66 0.00 74035 25489 27354 2503 0.99 -0.61 1.42 -0.03 107873 -12281 168064 854 1.15 -0.0 2 1.29 0.02 PVC 98383 48809 121521 11346 0.79 0.35 0.33 0.03 8869 -1859 23186 3213 1.47 -0.37 1.14 0.07 129