商品期权日报

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 3/6/2025 PCR PCR PCR PCR . IV IV 20HV20HV 110IV/90IV 110IV/90IV 00% -1.08% -0.75% -7.45% -2.79% -0.85% -1.52% -0.02%00% 00% 0.01% 00% -0.01% 00% 00% 01% 红枣 02% 0. 1.51% -0.81% 93.88% 0.00% 15.36% 99% 1. 16.87% 0. 0.17% 108.53% 0.00% 9.56% 53% 0. 9.73% 0. 1.45% 1.29% 96.34% 0.00% 8.29% 22% 0. 9.74% 0. -2.89% -0.81% 99.19% 0.00% 22.50% 38% 0. 19.61% -3.16% 1.11% 108.26% 0.00% 27.23% 24.07% 0. 1.57% 98.08% 0.00% 7.59% 17% 0. 9.16% 2.56% 103.59% 0.00% 9.06% 1.25% 11.62% 0. 0.05% 98.54% 0.00% 16.58% 34% -0. 16.63% 0. -0.80% 97.32% 0.00% 15.81% 41% -0. 15.01% -3.98% 0.54% 107.35% 0.00% 20.38% -1.70% 16.40% 02% 0. 3.07% -0.99% 103.69% 0.00% 20.50% 33% 2. 23.57% 0. -2.85% -0.29% 112.31% 0.00% 21.32% 02% -0. 18.47% 383634 -225936 1129844 30999 0.61 -0.05 0.59 -0.03 28942 3430 48718 2414 0.27 -0.03 0.46 -0.01 56745 -43504 64402 -86 0.99 0.13 0.63 0 01 35123 -4731 117495 1241 0.78 0.05 0.72 0 02 37585 -6569 112534 328 1.08 0.04 1.65 0 01 98957 -7705 391267 19073 0.81 -0.26 0.64 0.00 81355 -3156 8 276409 2335 1.35 0.11 0.93 -0.01 171260 -68869 296326 -12105 0.41 -1.03 1.27 0.07 238877 57384 260117 6070 1.12 -0.20 1.08 0.08 111097 -7782 490999 148 0.65 0.06 0.58 -0.01 29580 -8947 75449 - 1504 0.50 0.09 0.72 0.03 红枣 8047 -3179 60127 -64 0.32 -0.22 0.26 -0.01 . 南华期货 . 2893 12 -1.09% 2.33% 2463990 -695936 2270696 -117877 7287 109 2.07% 0.29% 119376 -5429 123065 -520 6 3506 24 -0.71% 2.73% 205967 -6517 5 165981 10980 7916 102 0.92% 2.43% 579109 18708 583090 -984 3 8748 104 0.53% 2.47% 600442 -7984 1 277635 -874 0 2308 25 0.65% 2.04% 660390 -227147 1380070 34235 5915 14 0.22% 0.57% 185742 -4259 9 314212 -190 2464 -13 -2.18% 2.91% 1355141 -564095 778595 11021 8962 160 1.93% 3.15% 973182 200459 443802 -1126 1 13545 25 -0.04% 0.44% 216160 -1761 3 638249 -630 1 8184 56 0.64% 1.20% 42155 -1373 3 86446 -201 红枣 9170 15 0.16% 1.14% 40768 -2978 0 116935 -309 5 IV IV 0.69% 1.23% 0.92% 20HV 20HV 0.00% 0.00% 110IV/90IV 110IV/90IV 11.82% 3. -2.98% 0.01% 0.01% 0.01% 0% 0.00% -1.73% 100.47% 0.00% 14.36% 8% 0.1 12.63% 0.0 1.80% 22% 106.67% 0.00% 8.03% 05% -0. 9.83% 1.13% .20% -1 108.03% 0.00% 10.55% 11.68% 2.80% .18% 0 100.33% 17.91% 20.71% 4.33% 110.26% 12.13% 16.46% 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 氧化铝 -0.09% 0.71% 0.97% . 0.00% 0.00% 0.00% 0.56% -5.95% -3.46% . 多晶硅 0.00% 0.01% 0.01% -0.01% -0.01% 4.89% 7.57% 111.00% 0.00% 11.15% -0.97% 16.04% 3.49% 34% 0 106.00% 0.01% 12.08% 29% -0 15.57% 2.98% 100.55% 17.31% 20.29% 7.35% 110.60% 10.22% 17.57% 0.95% 107.26% 19.47% 20.42% PCR PCR 0.38 1 -0.34 -0.98 -0.80 PCR 91323 27783 38132 23603 镍 85590 氧化铝 多晶硅 4 7 4 6 PCR 0.03 0.06 -0.06 -0.02 0.08 -0.01 .01 0.01 0.01 -0.06 1.21 -0.0 1.15 433 23147 934 4220 - 0.39 -0.0 0.65 9525 205987 -9335 159270 - 0.39 -0.0 0.57 2214 77496 -7355 49551 0 0.30 -0.0 0.35 4338 237818 177789 0.43 0.11 0.33 722 36506 -8048 43146 0.90 0.87 4184 48765 75748 1.23 0.92 2466 71704 86474 1.10 0.69 1446 76556 130305 1.11 -0.2 1.07 10716 272021 315371 - 1.77 1.79 1037 129760 -579 99888 680.64 -1.52 0.01% -0.94% 303315 -15135 75770 -8325 8058 71 1.36% 0.82% 577809 99107 176383 2226 78260 750 1.49% 1.02% 97453 6395 173009 5788 20865 245 1.26% 1.53% 207235 88847 199721 16792 24000 355 1.50% 1.92% 164525 30696 91558 6131 镍 128390 -460 0.21% -0.39% 190514 4676 118742 - 614 76800 1460 1.94% 1.86% 156436 48707 257990 -9751 氧化铝 3283 1 -0.45% 1.40% 100076 -15316 186110 10 89 10175 -15 -0.54% 1.06% 114041 -25165 273281 5034 多晶硅 44400 525 1.14% 1.71% 19426 11173 24043 1962 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA - 2.09% 1.81% - 0.53% PVC 1.07% - 2.18% 3.39% 0.77% -10.35% -8.01% -10.60% -0.09% % -0.09% % % % % % % %0.00% 0.02% 0.03% 0.01% 玻璃 烧碱 - 3.98% % -0.01 -6.98% 102.55% 0.00% 32.84% 0.88% 25.86% 0.00% 5.74% 4.53% 109.90% 0.00% 23.40% 0.45% 29.14% 0.01% -1.90% % -1.30 110.21% 0.00% 19.19% 0.81% 17.29% 1.78% 94.08% 0.00% 18.40% 20.18% 2.95% 100.58% 0.01% 10.63% 13.58% 3.03% 94.50% 0.00% 11.79% 14.82% 0.22% % -3.05 102.18% 0.00% 9.09% 0.02% 9.31% 0.00 0.66% % -0.74 100.00% 0.00% 6.91% 0.05% 7.57% 0.01 1.84% 1.11% 105.06% 0.00% 7.60% 9.44% 0.00 1.68% % -3.16 100.00% 0.00% 12.71% 0.07% 14.39% 0.01 3.72% % -0.06 96.00% 0.00% 12.03% 15.75% -0.01 -0.12% -7.76% 99.38% 0.00% 18.86% 0.68% 18.74% 0.00 0.44% % -1.26 98.28% 0.00% 17.24% 0.37% 17.68% 0.02 0.25% % -0.26 99.31% 0.00% 17.23% 17.48% -7.14% 2.75% 99.30% 0.11% 25.20% 18.06% -0.01 -5.31% 1.68% 106.70% 0.00% 30.97% 0.50% 25.66% -10.41% 0.43% 97.32% 0.10% 36.42% 0.43% 26.01% 117318 3202 6 54253 6608 1.18 - 0.07 0.57 0.03 585432 -239425 872567 35485 0.66 - 0.13 0.30 0.00 LPG 54603 2058 2 34105 754 0.63 -0.37 0.92 0.10 PTA 489654 205953 488794 23375 1.20 0 .24 0.58 0.0 2 48911 -11 838 95194 142 0.74 0 .02 0.61 0.0 1 44819 -80 06 24735 729 1.07 -0.17 0.67 -0.0 1 247141 92824 244864 3343 1.93 0.44 1.35 0.0 1 PVC 98972 -43 991 239037 5434 1.07 0 .19 0.27 0.0 0 31403 1362 9 46208 2792 1.48 -0.53 0.77 0.0