商品期权日报

3/4/2025 IV IV -1.82% -1.81% -0.61% 20HV20HV 110IV/90IV 110IV/90IV -17.22% -15.04% -0.76% -8.02% 0.44% -0.02% -0.02% -0.01% 0.00% -0.01% 0.00% 0.00% -0.97% 0.50% -0.01% -7.42% 红枣 -2.53% -0.03% 1.28% -1.27% 99.42% 0.00% 14.37% 15.65% 0.01% 1.30% 103.88% 0.00% 9.28% 0.51% 10.58% 0.00% 0.28% -0.90% 101.33% 0.00% 8.52% 0.23% 8.80% -1.85% 98.16% 0.00% 21.80% 19.95% 0.01% -0.56% -0.08% 105.24% 0.00% 26.23% 0.80% 25.67% 1.29% -0.32% 96.26% 0.00% 8.30% % -0.03 9.59% 2.07% 96.28% 0.00% 8.25% % -0.15 10.32% 0.69% 97.96% 0.00% 16.26% 16.95% -1.51% -1.07% 98.80% 0.00% 17.08% % -0.09 15.57% -2.16% 100.42% 0.00% 20.47% 18.31% -8.33% 96.58% 0.00% 30.31% 21.98% -2.75% -3.17% 111.23% 0.00% 22.01% 19.26% HV PCR PCR PCR PCR IV IV 20HV20 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 784642 118269 1032461 58535 0.40 -0. 05 0.66 -0.02 15984 -18062 44365 2098 0.48 0.26 0.45 -0.03 95657 3218 62789 6745 0.55 0. 08 0.62 -0.12 52486 2803 113334 -588 0.59 -0. 02 0.71 -0.03 45729 6852 109860 -451 0.64 -0.24 1.70 0.00 90572 19113 364802 12790 0.72 -0. 06 0.64 0.02 65078 -17559 270532 6085 1.02 0. 07 0.92 0.02 179684 25832 309184 -5762 0.66 -0. 03 1.30 0.04 310901 116322 253281 -1144 1.19 -0. 01 1.02 -0.19 210903 90431 492131 6885 0.43 -0.08 0.58 0.00 26180 -1976 74981 -95 0.47 -0.14 0.69 -0.01 红枣 15407 8021 60001 -257 0.24 0. 02 0.28 0.00 2974 -33 0.13% -2.56% 3651982 356908 2515495 -10915 7065 -39 -1.60% -1.14% 90182 -30300 120363 -8319 3597 -43 -0.19% -2.30% 258356 -20356 148471 -5799 7900 -84 -0.90% -1.15% 678284 18754 603490 -24211 8745 -110 -0.91% -1.49% 743584 96424 278871 5531 2310 -2 0.26% -0.52% 791317 177498 1390413 -33201 5919 -13 -0.10% 0.03% 148999 -55977 335272 -6005 2576 -60 -0.85% -3.49% 1862958 247558 751298 -22499 8800 -242 -3.08% -2.62% 1096381 159342 481976 -25271 13605 10 0.04% 0.37% 422615 206200 643547 2123 8196 4 0.12% 0.34% 34477 -585 95187 -1197 红枣 9220 -130 -1.23% -1.23% 72365 31177 120929 478 14.44% -0.74% 17.04% 0.00% 101.28% 2.32% -2.60% -0.01% 19.12% -0.20% 26.55% 0.00% 99.79% 1.38% -7.43% 0.00% 9.80% -0.22% 10.57% 0.00% 106.87% -0.5 6% -0.77% 0.00% 9.45% -0.31% 8.59% 0.00% 95.43% -9.70% 0.86% 0.00% 12.89% 0.34% 16.00% 0.00% 100.65% 2.75% -3.11% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 镍 -0.82% -0.92% 氧化铝 0.00% 0.00% 0.03% 4.71% 4.02% 多晶硅 -0.01% -0.01% -0.03% -0.01% -0.01% 3.66% 6.44% 111.71% 0.00% 12.31% -1.36% 15.97% -1.14% % 1.09 111.41% 0.01% 17.55% 0.13% 16.41% -6.61% 107.99% 25.45% 0.12% 18.84% 4.68% % -1.14 108.73% 11.89% 16.57% -0.81% 106.86% 19.35% 18.54% 82782 -51456 126955 3996 1.42 -0.12 1.78 0.12 177520 -75720 251974 6079 1.11 -0.26 1.02 0.03 56976 1051 71660 3020 1.05 -0.27 1.11 0.01 46569 4040 65598 4124 0.99 -0.27 1.22 0.05 49487 -22294 43468 1884 0.99 -0.14 0.85 0.01 镍 69437 36127 31941 2599 0.25 -0.17 0.43 -0.03 71836 -657 4 221043 9977 0.43 0.04 0.30 0.00 氧化铝 55056 -31 7 72391 2349 0.67 0.17 0.41 -0.03 102819 -19722 181831 8612 0.58 0.11 0.42 0.01 多晶硅 927 -12 22429 15 0.99 0.04 1.25 0.02 676.82 4.42 1.17% 1.57% 251185 -129279 91834 -2235 7938 48 1.07% 1.09% 427600 -122373 168423 -13749 76940 -110 -0.10% -0. 16% 58842 -9748 161390 211 20630 -40 -0.02% -0. 12% 115799 -9837 189822 -5965 23680 -50 0.15% -0.87% 128969 -39498 83993 -3692 镍 127210 120 0.94% 0.94% 223556 48252 112584 6852 75260 -140 -0.32% -0. 08% 91783 -12276 273492 -2515 氧化铝 3334 -10 -0.86% -0. 21% 134781 8737 175135 110 2 10340 -65 -0.82% -1.30% 111757 -16075 253183 10534 多晶硅 44100 -290 -0.54% -0.63% 8341 1777 21212 -4 56 24.41% -0.25 % 35.45% 0.11% 96.01% -2.35% -11.04% -0.11% 24.49% -0.79% 29.02% 0.00% 107.81% - 1.37% -4.53% -0.01% LPG 15.95% 0.53% 25.40% 0.10% 107.31% 10.66% -9.45% -0.10% PTA 15.78% 1.20% 14.72% 0.00% 102.32% -3.94% 1.06% 0.01% 15.33% -2.15% 17.98% 0.00% 92.63% -2.03% -2.65% -0.02% 19.46% -0.27 % 18.22% 0.00% 106.16% 1.07% 1.24% 0.00% 15.68% 1.09% 11.93% 0.00% 96.31% -2.62% 3.75% 0.01% PVC 13.68% 0.16 % 14.82% 0.00% 98.70% -4.41% -1.14% 0.00% 8.19% -0.18 % 8.38% 0.00% 101.40% 8.70% -0.19% 0.00% 7.20% -0.36 % 6.92% 0.00% 102.05% 0.20% 0.28% 0.00% 9.88% -1.22% 8.93% 0.00% 105.89% 6.69% 0.95% -0.01% 12.37% 0.27% 10.57% 0.00% 98.33% - 2.83% 1.80% 0.00% 10.71% -0.40 % 9.50% 0.01% 100.54% 5.97% 1.21% -0.01% 19.55% 0.29% 19.63% 0.00% 110.93% 4.60% -0.08% 0.00% 14.19% -1.30% 17.20% 0.00% 123.67% 8.56% -3.01% -0.01% 玻璃 27.76% -0.46 % 24.39% 0.00% 112.55% 5.38% 3.37% 0.00% 烧碱 27.09% 0.06 % 35.08% 0.00% 100.64% 1.52% -7.99% 0.00% PCR PCR -0.17 PCR LPG PTA 39423 -11706611 33660 0.51 58 -49 -4260.50 PVC-1080.21 10 21593 49563 76 0.21 0.65 62 34544 0.28 玻璃 30458 PCR -0.09 3 0 -0.08 0 0.00 0.02 0 0.02 0.06 0.06 -0.05 1 -0.02 -0.02 -0.03 0.43 -0.06 0.51 501771 248256 0.63 0.78 529 24624 58 12980 0.51 0.03 0.68 1257 67193 0 672 22503 -0.0 0.83 0.00 1.04 3268 42858 25 35954 0.99 1.73 63 94 65255 101292 0.94 -0.06 0.99 -1984 84267 43501 0.62 0.88 -171 61682 71 15286 0.7