您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。 [南华期货]:商品期权日报250212 - 发现报告

商品期权日报250212

2025-02-11 南华期货 肖峰
报告封面

IV IV -3.85% -1.10% % -2.40% 20HV 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 -12.76% -11.77% -4.64% -0.04% 1% 1% -0.02% -0.88% -0.01% -5.45% -0.92% -0.01% -13.10%3.18% 8.20% 红枣 0.01% 7.67% 7.39% 107.53% 0.00% 11.86% 0.86% 19.53% 0.00% -0.96% 108.29% 13.68% 0.11% 12.72% 0.00% 1.84% 101.09% 8.77% 0.18% 10.61% 0.01% -4.40% 86.56% 26.18% 1.39% 21.78% -3.33% 9% -1.3 103.17% 27.84% 24.51% 0.00% -1.83% 90.25% 12.87% 0.31% 11.04% 3.76% 8% -2.8 94.41% 6.89% 10.65% 0.01% -3.95% 3% -2.4 101.41% 21.79% 0.75% 17.84% -1.71% % 1.17 105.46% 19.95% 18.24% -0.0 -2.21% 104.87% 21.17% -1.13 18.96% -0.0 -7.22% 99.40% 30.48% 23.26% 0.97% 104.61% 21.45% 22.42% 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 603093 2/11/2025 . 南华期货 512881 -96154 848995 15637 0.82 0.13 0.85 -0.03 4437 - 8361 23371 231 0.46 0.10 0.51 -0.02 50248 -1 4205 52593 983 0.95 0.27 0.90 -0.06 50813 -4 1051 107994 -2378 1.20 -0.44 1.34 -0.13 111681 21970 130902 4178 1.23 0.59 1.35 -0.05 46111 -19924 435129 3800 0.80 0. 05 0.71 0.0 0 113555 69 75 298056 12199 0.89 -0.28 0.83 -0.0 1 402004 -60156 330977 3121 1.01 0.26 1.06 -0.13 226153 36676 191021 15106 0.86 0. 03 1.37 0.08 290871 179201 569941 16594 0.30 -0.06 0.56 -0.02 47459 37 89 75869 1228 0.75 0. 05 0.48 -0.0 1 红枣 8716 - 2132 46232 1092 0.17 -0 04 0.26 0.0 0 2900 1 -0.58% -0.76% 1727662 -656458 2242674 1691 7036 72 0.17% -0.74% 60120 -65088 111655 11048 3576 -13 -0.94% -1.17% 171168 -1494 4 136700 6630 8098 -16 -0.69% -0.83% 452762 -73961 723723 9266 8706 -43 -1.05% -0.81% 493340 36533 260291 4709 2296 2 0.31% -0.09 % 351921 -98077 1331768 13733 5897 27 0.72% 0.48% 215284 52475 275759 2994 2529 4 -0.04% -1.73% 1154490 -347087 657263 22349 9076 120 1.73% -0.14 % 727973 -939 7 544767 23208 13735 100 0.77% 0.48% 421295 264505 705127 63258 8006 -8 -0.12% 0.79 % 20421 -1480 0 36665 -8167 红枣 9345 -80 -0.74% 0.10 % 65436 -3082 3 133146 1094 - - IV IV 20HV20 110IV/90IV 110IV/90IV HV 16.50% 1.75% 14.05% 0.00% 98.40% -2.67% 2.45% 0.02% 23.33% -0 27% 24.76% 0.00% 104.11% -1.44% -1.43% 0.00 % 12.79% -1.05% 12.54% 0.00% 116.27% 1.96% 0.25% -0.0 1% 12.16% 0.95% 12.28% 0.00% 105.63% 2.47% -0.12% 0.01 % 15.15% -0 18% 17.42% 0.00% 97.11% -0.82% -2.27% 0.00 % 镍 19.21% 0. 23% 19.01% 0.00% 105.79% 2.94% 0.20% 0.01 % 21.22% 2.68% 19.94% 0.00% 118.09% 6.68% 1.28% 0.03% . 南华期货 . 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 氧化铝 多晶硅 -1.61%1.41% -0.45% 0.02% 0.00% 0.00% -1.50% 13.28% 11.41% -0.03%0.01% 0% 0.0 3.16% 109.36% 16.47% 19.63% -1.87% 109.94% 22.35% 20.48% -7.96% 99.49% 36.95% 28.99% 121027 47518 90000 5514 0.60 -0.25 1.79 0.18 318942 9446 192468 11255 0.87 0.08 1.09 -0. 01 84584 -45433 73982 1534 0.41 -0.05 0.86 0. 01 110571 27894 79978 2832 0.60 -0.20 1.06 0.10 59300 -11026 51316 2829 0.95 -0.23 0.95 0. 00 镍 40009 14514 28067 2584 0.55 0.21 0.48 0. 02 130471 -1 5809 93349 -75353 0.47 0.0 4 0.31 -0. 02 氧化铝 129666 23367 128568 10090 0.68 0.0 0 0.44 -0. 03 153605 -10476 44585 -113354 0.58 0.00 0.32 -0.17 多晶硅 1724 -1 360 20016 -110 0.73 0.0 3 1.15 0. 02 685.74 6.66 1.79% 0.29% 411552 39869 193613 -8017 7972 -90 -1.24% -1.50% 801858 -101250 334145 113 3 77150 -220 -0.32% -1.16% 68267 -36997 180966 -2416 20675 125 0.83% 0.56% 134973 16151 172963 4334 23745 -60 -0.48% -0.44 % 111470 -173 25 91540 -10 03 镍 124760 -2920 -1.75% -2.19% 132795 9731 67341 104 4 77300 -1300 -1.45% -2.15% 165731 -34242 243842 5483 氧化铝 3455 -11 -0.86% 0.05% 189162 41817 139837 118 10790 -65 -0.74% 0.09% 163947 -236 95 171302 5761 多晶硅 43870 -565 -0.70% -1.13% 17071 1165 20978 -1580 IV IV 0.77% 20HV 20HV -0.01% 110IV/90IV 110IV/90IV 1.92% LPG PTA -1.31% 2.15% 0.00% 0.00% -9.19%6.63% 12.35% PVC 0.99% 1.03% 0.00% 0.00% 0.00% -12.71% 68% 6.41% 玻璃 烧碱 -2.22% -1.24% 0.00% 0.00% 0.00% 96% 26% -5.27% 0.02% 0.03% 0% 0% -0.01% 0.02% 0% 0% -0.01% 0.01% 0.01% 0% 0% 0% -0.02% .01% -0.03% 1.11% 2.29% 103.78% 0.00% 31.50% -2.78% 32.61% -0 -2.43% 108.77% 30.12% 27.69% -4.86% -0. 112.17% 23.40% 18.54% 0.0 1.75% -2. 118.96% 18.30% 27% -0. 20.05% 0.0 -3.52% 58% -3. 99.39% 0.00% 16.13% 03% -0. 12.61% 0.0 0.68% 65% -1. 102.01% 0.00% 14.09% 0.20% 14.77% 1.84% 112.47% 10.33% 12.17% 1.18% -4. 104.14% 8.12% 9.30% 0.35% 95.36% 9.12% 91% -0. 9.47% 0.0 -0.55% 68% -1. 106.20% 0.00% 18.35% 1% 0.2 17.80% 0.0 1.62% 4.84% 102.53% 0.00% 14.69% 8% 0.3 16.31% 1.92% 111.30% 0.00% 23.18% 25.10% 5.33% 112.07% 14.54% 19.87% 0.0 -5.72% 116.21% 21.57% 27% -0. 15.85% 0.0 1.01% 27% -0. 101.20% 0.00% 19.42% 8% 0.3 20.43% 5.44% 33% -2. 99.32% 0.00% 22.03% 2.83% 27.47% -3.26% 101.17% 27.35% 24.09% 81828 - 12673 46322 -1217 1.10 -0.10 1.53 0.15 312500 50253 599758 6073 0.48 0.0 5 0.31 -0.01 LPG 33004 4488 38708 3016 0.33 -0.0 3 0.59 0.01 PTA 293876 - 68651 356504 5575 0.76 0.27 0.68 0.03 36502 3335 96399 1378 0.47 -0.14 0.56 0.00 88509 12641 40159 1634 0.61 -0.26 0.94 0.05 92885 - 48894 204644 -1673 0.75 -0.0 2 1.31 0.02 PVC 139553 51095 1771