商品期权日报20250124

1/24/2025 IV IV 20HV -8.96% 20HV0.00%0.00%0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 110IV/90IV 110IV/90IV 3.72% 26.58% -15.32%9.85% -3.33% 2.20% 3.14% 3.60% 3.94% 1.01% 5.40% 红枣 % -0.09% % % -0.03% % % % % %0.03% % -0.02 8.73% -5.22% 107.14% 0.00% 11.28% % -1.58 20.01% 2.75% 108.11% 11.79% % 2.99 14.54% 0.00 4.19% 91.33% 8.00% % 0.07 12.19% -0.01 -0.69% 111.81% 23.86% % -1.06 23.17% 0.00 4.86% 105.01% 22.94% % -0.47 27.80% 0.00 2.07% 100.92% 11.84% % -0.38 13.91% 0.01 5.03% 101.59% 6.99% % 0.72 12.02% -0.52% 28% 1. 100.18% 21.53% 21.01% -0.01 1.95% 107.81% 16.08% % -0.74 18.03% 0.01 6.19% 103.65% 17.95% % 0.71 24.14% 1.45% 106.65% 20.54% 21.99% 0.00 6.78% 108.44% 16.95% % -0.46 23.73% PCR 20 PCR -0.22 -0.26 -0.21 -0.210.12 0.20 PCR PCR -93222 -122490 -8111 -0.01 35166 62175 4674 2267 9898 1 -0.040.02 -0.17 -0.18 -0.01 -0.02 1 红枣 0.00 0.26 0.04 0.28 8 72 32497 8 -482 4405 -0.0 0.46 0.04 0.52 1 85 70285 32124 76372 0.63 1 0.0 0.62 308 -1 516622 13498 169473 1.08 1.39 880 -1 119583 2 -663 98151 0.00 0.88 0.79 265843 219108 0.00 0.78 2 -0.0 0.77 279027 123317 0.69 0.95 396881 4337 98046 1.48 1.36 1 42 116368 3509 61095 -0.0 1.89 0.82 128253 5 -1092 31514 0.01 0.67 0.54 48 -4 31557 6 -317 17212 0.56 0.44 2 29 20286 6262 0.00 0.77 0.59 766623 210142 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 2840 4 -0.28% 0. 14% 1277374 -307463 2231280 -55170 6890 140 1.71% 1.98% 115482 21027 114192 -6856 3451 7 -0.35% 0.83% 117426 -41909 116410 -6857 7616 - 10 -0.83% 0.79% 268465 -117712 588271 -7489 8476 46 -0.20% 0.72% 372351 -112444 254739 -21443 2267 - 13 -0.61% -1.05% 479649 21391 1330374 -29632 5826 50 0.81% 0.36% 227105 67004 286326 -34455 2497 32 0.60% 1.01% 966831 88041 571168 -42926 8258 16 -0.67% 1.58% 602794 -168452 430630 -29640 13590 135 0.55% 1.73% 268020 1955 603737 -27188 7860 -120 -1.95% -1.30% 69402 13603 56853 -13313 红枣 9240 20 0.38% 0.65% 56452 -775 106323 -3673 15.74% 0.58% 7.36% 0.00% 106.06% 0.51% 8.38% 0.00 % 24.13% -0.02 % 17.13% 0.00% 102.80% -0.27% 7.00% 0.00 % 11.91% 0.70% 11.24% 0.00% 106.00% 2.68% 0.67% 0.00 % 11.55% 0.53% 10.86% 0.00% 100.43% 1.46% 0.69% 0.00 % 16.50% 0.48% 15.75% 0.00% 92.54% -5.22% 0.75% 0.01% 镍 20.51% 0.81% 16.35% 0.00% 106.71% 0.91% 4.16% 0.01% 24.44% -0.80% 22.61% 0.00% 114.14% -0.34% 1.83% -0.01% PCR PCR PCR -77876 8863 LPG PTA14203 0.05 -0.31 -0.35 0.18 PVC -0.14 -0.16 0.37 0.17 75469 5882 -250583 -0.68 -0.33 0.37 0.13 玻璃 烧碱 PCR -0.13 1 0 09 01 -0.16 2 02 0.04 01 -0.05 -0.26 09 01 01 03 0.18 1.61 -0.33 0.73 10205 208426 178016 353876 -0. 0.89 0.05 0.65 3957 214042 98 -280 98641 -0. 0.78 1.06 344 16187 2843 -0. 0.48 0.59 -1635 44813 7 205 10387 -0. 0.98 0.78 -111 28732 31 -53 16690 1.11 0.58 46357 110721 1.07 0.07 0.84 1548 42917 4 330 15087 -0. 0.56 0.60 -188 32836 11 -63 6598 1.19 1.84 -126 23060 35 -18 7034 -0. 0.31 0.63 237 121758 60 -374 60923 0.0 1.31 1.01 1533 169597 35 -156 92238 1.26 0.35 1.34 1774 29128 0 119 75225 -0. 0.65 0.95 434 80366 3 589 38243 -0. 0.59 0.82 279816 7 2615 222930 0.0 0.64 0.55 171 18826 82 -12 14850 0.0 0.37 0.39 502821 296468 1.56 3 -0.0 1.32 195 36999 6 1641 61613 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 55348 22706 65448 4323 0.62 -0.10 1.39 0.0 1 155939 66950 103345 9358 1.16 0.09 1.06 0.0 0 29629 3240 50157 1070 0.85 -0.04 0.90 -0.03 47440 4290 55205 2837 1.13 -0.28 1.42 0.04 35743 -25743 38038 841 1.32 -0.03 0.92 0.02 镍 10776 - 10439 17849 922 0.38 -0.27 0.45 -0.02 46819 4892 124846 1115 0.44 0.03 0.40 0.0 2 氧化铝 96693 5745 77619 7547 1.42 0.16 0.74 0.03 109841 25582 118635 3672 0.84 0.18 0.56 -0.05 多晶硅 3602 185 19226 -376 0.84 -0.65 1.12 0.02 氧化铝 -0.20% -1.42% 5% 0.00% -4.67% 35.04% 多晶硅 0.00% 0.00% -0.01% 0% 0.0 4.71% -4.77% 109.20% 15.49% -0.0 20.20% -2.24% 139.15% % 0.00 22.24% 20.00% -8.00% 99.42% 39.83% 31.83% PCR PCR PCR PCR - 南华期货 648.9 2.7 0.42% 0.0 1% 258223 43615 206235 -1636 7778 58 0.19% 1.22% 868528 165775 289666 -13015 75870 910 0.89% 1.67% 58597 1539 158934 -3474 20400 270 1.07% 2.00% 124889 -18827 172658 -5326 23875 170 0.02% 1.84% 112991 -46685 94106 -6347 镍 123710 -440 -1.04% 1.56% 103935 -22301 79135 -3325 79580 0 0.08% -0.66% 104125 -22279 224092 -7826 氧化铝 3634 -24 -2.65% 1.16% 72203 -42394 27517 -13563 10590 165 -1.63% -2.52% 221911 22242 107341 -23635 多晶硅 43195 185 -1.09% -0.40% 21936 4217 22291 -1572 - IV IV 20HV 20HV -0.01% 110IV/90IV 110IV/90IV . LPG PTA 0.00% 0.00% 7.96% 3.68% 5.10% PVC 0.98% 0.00% 0.00% 0.00% -2.10% -4.66%9.46% -2.90% 玻璃 烧碱 0.00% 0.00% 0.00% 7.32% 9.65% 5.57% 0% 1% 0% -0.01% 0.00% -0.01% -0.01% -0.02% 0.01% 0% 0% 0.01% 0% -0.03% 0% 0% 0.03% 14.78% 64% 0. 100.45% 0.00% 30.63% 2.99% 45.41% 0.0 4.39% 109.53% 28.24% 32% -0. 32.63% 0.0 -3.52% 120.66% 22.67% 5% 0.3 19.15% 2.13% 115.77% 18.66% 20.79% 0.0 -1.17% 1.63% 107.18% 0.00% 15.62% 25% -0. 14.45% 4.54% 4.10% 99.54% 0.00% 13.11% 1.29% 17.65% 0.0 0.40% 105.48% 13.56% 18% -0. 13.96% 0.0 1.77% 102.32% 8.90% 12% -0. 10.67% 2.42%