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

2025-03-13 南华期货 严宏志19905053625
报告封面

3/13/2025 IV IV -0.51% 2.03% 20HV 0.65% 0.37% 0.57% -0.58% 红枣 生猪鸡蛋 1.18% -0.82% -1.40% 20HV0.00%0.00%0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 110IV/90IV 110IV/90IV .11% -5.18% -4.16% 2.4 0.7 9.81% -0.95% -2.58% -0.98% 2.9 -7.50%3.79% -5.20% -2.52% -0.01% 0.02% 00% 00% 00% 01% 00% -0.01% 01% -0.01% 00% 0.01% 01% -0.01% 2.06% 106.80% 15.88% 17.94% -0. 4.95% 109.37% 10.15% 15.10% 5.95% 102.96% 11.83% 17.78% 0. 1.20% 96.69% 9.36% 20% 0. 10.56% 0.59% 4% 103.05% 7.07% 7.66% 0. -2.04% 96.93% 22.77% 20.73% -7.58% 105.23% 35.31% .74% -0 27.73% 0. 2.66% 104.82% 6.93% 9.59% 0. 1.87% 103.97% 9.63% 11.50% 0. -6.20% 4% 103.34% 24.49% 07% 0. 18.29% 0. 0.43% 5% 98.87% 14.47% 01% 0. 14.90% 0. -4.87% 101.24% 22.60% .03% -0 17.73% 6.95% 98.97% 21.53% 28.48% -5.85% -2 107.29% 23.73% 17.88% 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 PCR -47799 34518 24435 14213 -92878 89900 10516 41098 红枣 生猪鸡蛋 -233 30349 PCR 0.07 0.15 .11 -0.16 -0.26 .11 -0.13 .05 0.23 -0.13 -0.08 -0.09 0.15 0.30 PCR PCR 0.03 -0.01 0.03 0.03 0.05 0.01 0.00 0.02 0.04 -0.01 0.00 0.00 -0.01 -0.01 0.80 1.35 5792 70391 53823 0.27 0.36 865 38288 610 -2 9783 0.26 0.21 61505 8 154 9482 0.87 0.62 1693 53998 936 -9 15098 0.57 0.42 2394 504778 99 148 95813 1.24 1.30 373539 476273 1.29 -0 0.79 490867 446357 0.91 0.74 3766 284079 50 122 83538 0.68 -0 0.92 437427 676 -10 87818 1.45 0.70 106 145221 171 -1 60083 0.74 0.78 1938 118601 49259 0.73 -0 0.91 6463 75765 7 344 68620 0.61 0.55 3640 52164 603 -10 30363 0.63 0.76 1231312 330759 2877 39 1.16% 2.52% 2148093 -20 85 1978026 -77791 7314 24 -1.16% -0 .12% 121982 -51379 122503 -7633 3522 60 1.50% 2.75% 173537 3203 118659 -7737 7988 132 1.68% 2.41% 478821 115176 534810 -3707 9119 27 1.15% 0 .65% 709175 1181 253203 -6100 2299 -16 -0.91% -0 .69% 776210 248517 1316989 -16004 5991 36 0.60% 0 .92% 187782 3078 1 329809 10328 2695 -35 0.48% -1.19% 2527877 -341969 728653 -51469 9106 66 1.18% 0 .26% 1071900 82536 453430 12970 13660 50 0.18% 0 .33% 215101 74150 609686 -11518 8266 10 0.19% -0 .07% 24042 -28 64 91094 901 红枣 9145 -20 -0.38% -0.71% 39861 4721 113345 897 生猪 13335 -75 -0.63% -0.90% 37875 -72 38 85545 -3119 鸡蛋 3057 -50 -1.83% -0.81% 146606 49387 190376 14499 IV IV 20HV 20HV 0.09%0.00% 0.10%0.00% 0.00% 110IV/90IV 110IV/90IV -0.10% LPG PTA -0.83% -2.19% -1.38% -17.81% -0.12% PVC -1.09% -1.55% 0.00% 0.00% 0.00% 0.00% 0.00% -3.77% -1.61% -3.94%-0.04% -1.47% 0.00% -3.98% 玻璃 烧碱 -1.38% 0.00% 0.00% 0.00% 0.00% -3.17% 3.67% 102.20% 27.87% 0.40% 24.70% -0.01% 4.17% 3.94% 110.83% 25.31% 29.48% 0.01% 2.69% % -3.19 100.45% 15.09% 0.71% 17.78% -0.01% 1.16% 6.23% 105.14% 0.00% 18.64% -0.82% 19.80% -0.01% 3.64% 98.29% 7.77% 11.41% 0.85% 0.78% 95.07% 0.00% 12.56% 13.41% 0.00% 2.58% % -3.02 84.97% 9.05% % -0.25 11.63% -0.02% 1.49% 3.90% 100.98% 6.44% 7.93% 0.01% 3.42% 1.94% 97.75% 8.00% 1.23% 11.42% -0.02% 2.03% 97.91% 11.62% 13.65% -0.01% 1.07% % -1.26 95.15% 14.72% 15.79% -0.01% -0.48% 2.01% 103.75% 0.00% 20.63% % -0.69 20.15% 0.00% 1.42% 3.18% 105.85% 15.16% 0.33% 16.58% -0.01% 2.33% 4.67% 98.42% 14.19% 16.52% -10.38% 91.25% 25.97% 15.59% -0.01% -5.98% 0.19% 106.48% 30.87% 24.89% -10.42% 2.71% 96.90% 35.47% % -0.35 25.05% PCR PCR PCR PCR HV 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 IVIV20HV20110IV/90IV110IV/90IV 13.27% -0.2 8% 10.58% 0.00% 99.78% -0 .80% 2.69% 0.00% 19.76% -0.66% 18.06% 0.00% 103.61% 3.71% 1.70% -0.01% 13.63% -0.3 4% 10.83% 0.00% 113.66% 4.64% 2.80% 0. 00% 10.37% 0.21% 7.37% 0.00% 104.81% 4.04% 3.00% 0.00% 13.61% 0.89% 12.71% 0.00% 101.65% -1 .12% 0.90% 0.01% 镍 20.27% -1.50% 15.21% 0.00% 106.01% 6.28% 5.06% -0.01% 15.69% -0.75% 10.65% 0.00% 107.36% -6.09% 5.04% -0.01% 氧化铝 22.70% 0.21% 16.89% 0.00% 106.54% 1.82% 5.81% 0.00% 16.05% -0.93% 9.06% 0.00% 103.79% -1.66% 6.99% -0.01% 多晶硅 14.53% -0.3 6% 10.14% 0.00% 105.67% 9.49% 4.39% 0.00% 96852 28990 131904 2873 1.69 -0.27 1.78 -0.02 313142 33104 321879 15299 1.01 0.22 1.10 0.04 107976 -15553 91370 2992 0.69 0.03 1.16 0 .01 65154 -16384 85210 2658 0.96 0.08 1.24 0.09 80955 12609 57885 248 0.72 -0.0 7 0.85 0.08 镍 49569 -6013 48224 3289 0.38 0.01 0.63 0 .02 31128 -4783 186028 2145 0.30 0.10 0.25 0 .01 氧化铝 71689 25 27 103220 8206 0.63 0.18 0.34 0 .01 50293 -23927 129276 5413 0.67 0.06 0.34 0 .00 多晶硅 2727 -1 86 25782 609 1.16 -0.48 1.20 -0.04 684.5 4.94 0.84% 0. 57% 222190 29368 64132 8 8131 60 0.82% -0. 21% 391492 -53818 153016 -7459 79330 -80 0.61% -1.47% 79680 -907 7 157592 -11034 20970 0 0.19% -0.84% 145364 13158 259716 84675 24050 180 0.48% -0. 19% 131360 12852 72769 -3649 镍 133310 -370 0.60% -0. 20% 195893 -58350 153709 -426 75340 -260 -0.63% -0. 55% 71232 -472 4 258337 2171 氧化铝 3141 -32 -1.41% -0.79% 133814 -18103 214362 10876 9945 65 0.71% 1.96% 114340 -68347 262765 -6628 多晶硅 44120 70 0.12% 0. 12% 6781 467 24270 183 126969 26003 20673 -36499 1.19 0.06 0.66 -0.03 299368 -280607 668402 27788 0.46 -0.49 0.34 0.00 LPG 96193 49728 51076 8597 0.70 -0.01 1.08 0.23 P