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商品期权日报

2025-03-11 - 南华期货 Michael Wong 香港继承教育
报告封面

IV HV PCR PCR PCR PCR 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 603093 3/11/2025 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.78% -1.76% 22.02% 0.00% 110.73% -2.71% -3.24% -0.02% 25.68% 0.99% 21.45% 0.00% 105.75% 6.78% 4.23% 0.01% 17.00% -1.65% 21.11% 0.00% 106.47% 5.74% -4.11% -0.02% 14.55% 0.56% 13.02% 0.00% 110.42% 11.79% 1.53% 0.01% 18.00% -4.04% 23.14% 0.00% 101.87% 2.14% -5.14% -0.04% 11.85% 0.67% 9.45% 0.00% 95.02% -3.98% 2.40% 0.01% 8.80% -0.12% 7.07% 0.00% 104.68% 2.78% 1.73% 0.00% 29.25% -4.02% 33.83% 0.00% 103.80% -82.30% -4.58% -0.04% 20.93% 1.10% 22.38% 0.00% 98.95% 1.93% -1.45% 0.01% 8.13% -0.32% 7.63% 0.00% 103.68% 8.13% 0.50% 0.00% 9.15% -1.72% 9.17% 0.00% 104.62% 1.22% -0.02% -0.02% 红枣 15.70% -0.04% 12.36% 0.00% 92.44% -5.04% 3.34% 0.00% 474104 -194825 1153701 25305 0.56 0.12 0.59 - 0.02 14795 - 17682 46777 829 0.50 0.12 0.60 0.03 82831 - 23682 70711 3199 1.32 0.49 0.67 - 0.07 39616 - 28368 115327 38 1.13 0.50 0.74 0.00 92050 -147759 144568 3336 0.87 -0.07 1.44 - 0.08 92679 - 4931 409544 3997 0.69 0. 01 0.64 0.00 106351 30 434 278480 -2015 0.60 -0.38 0.91 0.00 842956 426770 445934 46116 0.55 0.13 1.06 0.24 355418 -1 35844 304215 6539 1.38 0.43 1.13 -0.10 76408 - 11360 499441 5872 0.48 0. 00 0.58 0.01 38950 - 16400 76345 639 0.73 0.25 0.77 0.03 红枣 8142 -255 61686 383 0.46 0. 04 0.27 0.00 2855 -82 -2.49% -3.70% 2943228 -319551 2140025 -61682 7390 12 0.76% -0.54% 71365 -58814 116682 -9245 3481 -90 -2.16% -3.64% 198664 -51451 135464 -14542 7854 -148 -1.92% -2.63% 489098 -130908 551444 -42546 8992 -212 -1.44% -6.50% 813119 -183581 258447 -20083 2326 7 0.43% 0.00% 542975 -194353 1367634 -5541 5967 36 0.54% 0.35% 226841 38191 324425 8986 2684 73 7.23% 1.22% 2921375 2365486 734494 47996 8934 -140 -2.42% -3.27% 1008501 -282299 429081 -32950 13635 -15 -0.07% -0.55% 172603 -49671 624839 -24 29 8234 -42 -0.56% -1.78 % 46472 -18620 89832 -40 46 红枣 9190 20 0.05% -0.05 % 56376 12661 113656 -10 14 14.52% -0.79% 11.17% 0.00% 99.04% 2.02% 3.35% -0.01% 19.23% -0.79% 18.00% 0.00% 96.12% -2.62% 1.23% -0.01% 12.07% -0 .15% 9.06% 0.00% 106.77% -9.84% 3.01% 0 .00% 9.60% 0 .07% 7.58% 0.00% 105.14% -1.30% 2.02% 0 .00% 14.14% 1.04% 12.76% 0.00% 93.51% -5.59% 1.38% 0.01% . 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 镍 0.17% -0.87% 0.00%0.00% 0.00% -0.84% -2.62% 氧化铝 多晶硅 0.01% -0.01%00% 0.01% 0.02% 5.77% 0.48% 110.58% 0.00% 10.80% 1.75% 16.57% 7.03% -4.73% 107.67% 0.00% 9.11% 1.07% 16.14% 0. 3.30% 0.24% 106.00% 17.86% 10% 0. 21.16% 4.89% 112.24% 11.93% 16.82% 5.25% 105.32% 17.94% 23.19% PCR PCR PCR -14044 -396161799 12591 7852 -20824 -17133 -27168 -8913 -1406 4882 1460 2671 1530367 5596 2562 7381 465 0.38 0.44 镍 氧化铝 -0.16 多晶硅 -1.04 PCR 0.03 0.03 01 0.03 -0.050.05 01 00 01 -0.04 1.24 0.68 24719 -436 1827 0. 0.35 0.10 0.89 109443 39907 0. 0.34 0.48 90278 52321 -0. 0.25 -0.01 0.21 178826 28793 0.61 0.08 0.35 42822 70819 0.81 1.40 53510 67744 1.22 1.15 79328 70746 0. 1.07 0.22 0.91 83879 99514 1.08 0.13 1.15 289642 254080 1.78 0.09 1.53 131087 80043 677.56 - 3.94 -0.34% -0.77% 254007 -48307 67706 -3380 7994 -62 -0.36% -0 .55% 437155 -165948 150098 -9026 78030 -240 -0.52% 0 02% 81172 4659 157269 -9295 20845 -50 -0.12% -0 .17% 170535 49419 172039 -23767 23840 5 -0.08% 0.85% 130549 -8427 79502 -3044 镍 132990 310 0.90% -0.93% 296957 -4175 2 148447 -3003 75960 200 -0.18% 0.81% 88034 -1859 5 256599 -140 氧化铝 3190 -5 -0.93% 1.66% 109953 -3971 1 197130 -3504 9985 -35 -0.84% 0.78% 207552 11589 266602 -3341 多晶硅 44150 300 0.32% 1.14% 8147 335 24000 153 25.97% 0 .46% 37.17% 0.09% 93.80% -3.0 6% -11.20% -0.09% 26.22% 1.15% 31.18% 0.00% 106.49% 3.16% -4.96% 0.01% LPG 15.22% - 0.20% 25.69% 0.10% 92.99% -6.66% -10.47% -0.10% PTA 17.15% 0 .90% 13.73% 0.00% 94.79% -4.17% 3.42% 0.01% 17.40% - 0.32% 17.85% 0.00% 100.81% -3.11% -0.45% 0.00% 21.10% 3.24% 18.80% 0.00% 99.86% -14.88% 2.30% 0.03% 15.64% 0 .35% 12.22% 0.00% 93.01% -0.9 0% 3.42% 0.00% PVC 14.47% - 0.36% 12.12% 0.00% 109.69% 8.04% 2.35% 0.00% 7.94% - 0.27% 7.88% 0.00% 88.71% -14.04% 0.06% 0.00% 8.25% 0 .70% 6.14% 0.00% 93.76% -8.15% 2.11% 0.01% 12.30% 1.10% 9.32% 0.00% 93.39% -4.53% 2.98% 0.01% 13.96% 0 .18% 10.94% 0.00% 100.41% 4.36% 3.02% 0.00% 11.90% - 0.92% 8.29% 0.00% 99.83% 11.82% 3.61% -0.01% 20.22% - 0.42% 19.06% 0.00% 107.75% 12.89% 1.16% 0.00% 18.29% 1.21% 14.97% 0.00% 85.78% -18.75% 3.32% 0.01% 玻璃 30.31% - 1.00% 25.03% 0.00% 103.98% -1.8 6% 5.28% -0.01% 烧碱 24.74% 0 .22% 32.15% 0.00% 102.45% 5.42% -7.41% 0.00% PCR PCR 0.29 PCR LPG PTA -14817 -142151 29430 26921 -0.38 -12615 -335-0.48 -87343 PVC-25834 -16015 -218 0.49 -0.530.45 0.43 0.56 玻璃 -154306 39027 PCR 0.01 0.01 -0.02 0.01 02 0.03 -0.09 01 0 0.06 -0.03 -0.02 04 0 0.04 0.02 0.35 01 0. 0.81 689018 300043 0.63 1.18 1202 28497 4465 18159 0.0 0.55 0.25 0.96 906 67162 65 14495 -0. 0.66 1.40 1232 52202 4413 41124 0.82 1.43 4994 99301 12012 132333 0.86 0.97 102920 45636 0.91 1.72 2559 72001 -2475 25