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 - 发现报告

商品期权日报

2025-03-07 南华期货 李鑫
报告封面

1.16% -1.99%1.37% -370130 -69748 6450 0 -160643 1.04% -117180 20496 84 9772 144 1.54% 0.96% -82336 7618 33990 红枣 3 -118 115752 -5625 35143 2% -0.2 -0.05% 5 9175 293 86739 4611 46766 9% -0.6 -0.05% -24 8160 1350 639599 -21661 194499 7% 0.6 0.63% 35 13580 477792 81820 1055002 2.89% 9106 786213 1272805 -0.65% -8 2456 6124 320336 13447 199189 4% -0.1 0.08% 5 5920 1389842 543210 4% -0.0 0.61% 2308 -111 266451 -70459 529983 1.57% 8798 603586 418466 6% 0.5 1.48% 7980 862 166843 -5949 200018 0.66% 4 3510 3276 126341 -9484 109892 0.08% -42 7245 2200948 2093860 0.07% -8 2885 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 603093 3/7/2025 HV IVIV20HV20110IV/90IV110IV/90IV 南华期货 18.55% 0.0 8% 21.09% 0.00% 114.37% 2.06% -2.54% 0.0 0% 25.94% 2.37% 20.60% 0.00% 106.71% 3.02% 5.34% 0.02% 17.95% 1.55% 20.59% 0.00% 115.21% 7.86% -2.64% 0.02% 15.17% 0.1 6% 15.45% 0.00% 95.53% -1 79% -0.28% 0.0 0% 14.51% -2.12% 16.81% 0.00% 96.63% -1 91% -2.30% -0.02% 10.98% -0. 64% 9.67% 0.00% 94.93% -8.66% 1.31% -0. 01% 9.08% -0. 08% 7.55% 0.00% 101.10% 3.02% 1.53% 0.0 0% 23.85% -0. 22% 25.78% 0.00% 105.68% -2.58% -1.93% 0.0 0% 19.85% 0.2 4% 23.14% 0.00% 100.50% 1.31% -3.29% 0.0 0% 8.97% -0. 77% 7.81% 0.00% 97.52% 1. 18% 1.16% -0.01% 9.04% -0.69% 8.45% 0.00% 118.36% 9.83% 0.59% -0. 01% 红枣 14.55% -2.32% 12.63% 0.00% 106.40% 12.52% 1.92% -0.02% . PCR PCR PCR -91164 203 -0.34 -0.06 -0.12 -40815 -81139101430 -13082 18788 -0.340.20 -0.30 -0.17 红枣 -165 PCR 0.01 0.03 0.040.01 0.00 0.01 -0.01 -0.02 0.10 0.00 0.01 0.00 0.26 4 -0.0 0.28 509 60636 7882 0.72 4 0.0 0.54 823 76272 185 -5 24395 0.57 0.48 -2011 488988 98015 1.18 0.82 278905 340307 1.25 0.62 1537 297863 90121 0.90 1.01 2468 278877 059 -5 76296 0.65 9 0.0 0.91 851 392118 58142 1.65 0.96 383 112917 388 -8 29197 0.73 0.72 -874 116621 8 138 36511 0.67 0.65 -648 63754 736 -8 48009 0.49 0 0.0 0.27 1581 50299 29145 0.60 9 -0.0 0.52 52 53 1135196 292470 . 15.28% -1.18% 12.09% 0.00% 101.59% -8.68% 3.19% -0.01% 20.77% 0.06% 18.00% 0.00% 98.96% -1. 37% 2.77% 0.00% 11.91% 0.23% 9.65% 0.00% 114.29% 6.25% 2.26% 0.00% 9.61% -0.22 % 8.75% 0.00% 110.33% 3.66% 0.86% 0.00% 13.19% 0.56 % 13.96% 0.00% 102.85% 2.39% -0.77% 0.01% -1.16 镍 1160 -680 0.00% -0.86% -1.22% -1.14% -1.25% 1.09% -1.73%0.00% -35188 -164642 -81877 143453 氧化铝 多晶硅 -1.34% 4895 -9992466 300 -1938 16167 277 5478 4121 1032 - 23011 339 -11 8087 -0.20% 385 - 44015 - 269160 08 253 139349 0% -0.1 -0.64% -55 10120 191588 780 -20 79296 -0.46% -15 3268 258267 21 111 167557 0.21% 76120 134909 333967 1.30% 129550 89620 011 -21 143514 0.25% -40 23960 200021 125358 0.12% -30 20835 173475 7 113 98590 0.27% 60 78320 166391 413167 0.50% -10 8048 - 70875 268127 0.01% 679.48 PCR PCR PCR PCR 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 25.99% -0.0 2% 36.57% 0.09% 97.67% 0 35% -10.58% -0.09% 26.53% 0.87% 30.70% 0.00% 105.14% -1 .57% -4.17% 0.01% LPG 16.22% -1.84% 25.76% 0.10% 101.60% 2.29% -9.54% -0.12% PTA 15.64% -1.84% 17.33% 0.00% 95.87% -3.43% -1.69% -0.02% 17.44% -0.2 4% 17.05% 0.00% 95.16% -3.12% 0.39% 0.00% 19.83% 1.09% 18.98% 0.00% 112.22% 12.83% 0.85% 0.01% 15.12% -0.63% 12.27% 0.00% 93.77% -2 .22% 2.85% -0.01% PVC 14.55% 0.1 6% 12.86% 0.00% 105.16% 5.16% 1.69% 0.00% 9.31% -0.1 3% 7.75% 0.00% 100.21% -4.85% 1.56% 0.00% 8.75% 1.18% 6.96% 0.00% 98.73% -1 .27% 1.79% 0.01% 9.35% 0.0 4% 9.05% 0.00% 101.22% -0 .96% 0.30% 0.00% 13.74% -1.08% 10.95% 0.00% 102.59% 8.09% 2.79% -0.01% 11.87% -1.71% 10.62% 0.01% 102.99% 2.40% 1.25% -0.02% 18.93% -1.25% 19.04% 0.00% 98.32% 4.24% -0.11% -0.01% 16.32% -0.97% 19.28% 0.00% 105.48% -4.73% -2.96% -0.01% 玻璃 30.88% 1.74% 23.20% 0.00% 100.88% -9.02% 7.68% 0.02% 烧碱 25.02% -0.84% 32.56% 0.00% 104.43% 1.89% -7.54% -0.01% 镍 氧化铝 -0.27% 8% 3% 0.00%0.00% 0.00% 5.82% 1.76% 8.10% 0.00% 0.00% 0.00% 多晶硅 -0.02% 3.62% 8.91% 119.92% 0.00% 10.89% -1.53% 14.51% 0.01% 7.08% 7.62% 113.62% 0.00% 9.07% 0.58% 16.15% 3.69% 108.65% 16.47% -0.1 20.16% 4.72% 112.36% 12.37% -0.4 17.09% 4.43% 113.08% 15.72% 20.15% PCR PCR PCR 南华期货 PCR 78086 -21802 131043 1283 1.53 -0.26 1.76 - 0.01 211560 -103811 276027 4006 0.86 -0.21 1.07 -0.03 122399 -790 6 80498 3942 0.61 -0.08 1.12 0. 02 57055 -29419 75286 3582 0.73 -0.20 1.21 - 0.01 54674 -210 74 49977 1212 0.77 -0.10 0.88 - 0.01 镍 90107 46961 39535 3029 0.28 -0.05 0.53 0.10 225177 47388 168285 -69533 0.43 0.08 0.25 -0.05 氧化铝 43181 -637 0 79302 1806 0.35 -0.21 0.38 - 0.01 202929 43659 93645 -112342 0.58 -0.0 7 0.33 -0.06 多晶硅 2153 -206 7 23586 439 0.89 -0.26 1.24 0. 03 . 86687 -306 31 55085 832 1.32 0.14 0.57 0 .00 659844 74412 917340 44773 0.75 0.09 0.30 -0.01 LPG 54595 -8 35514 1409 0.62 0.00 0.92 0.00 PTA 313153 -176501 498633 9839 1.23 0.03 0.56 -0.01 35847 -130 64 97566 2372 0.94 0.20 0.61 0 .00 43078 -174 1 25938 1203 0.85 -0.22 0.70 0 .03 203317 -43824 250352 5488 1.42 -0.51 1.41 0.06 PVC 60713 -38259 243841 4804 0.77 -0.30 0.27 0 .01 16865 -145 38 48336 2128 1.31 -0.16 0.86 0.09