商品期权数据日报-20251107

Report Overview - The report is a daily data report on commodity options provided by ITC Guomao Futures, covering information on historical volatility, implied volatility, and price changes of various commodities [4][5]. Key Information 1. Price and Volatility of Commodities - Metals: For example, the price of Shanghai Aluminum was 21,630 with a 0.31% change and a daily volatility of 27.00%, and its historical volatilities (HV20, HV40, HV60, HV120) were 10%, 9%, 8%, 9% respectively; Shanghai Copper had a price of 86,320, a 0.04% change, a daily volatility of 21.55%, and historical volatilities of 18%, 19%, 16%, 13% [5]. - Energy and Chemicals: Methanol had a price of 2,125, a 0.24% change, a daily volatility of 31.30%, and historical volatilities of 21%, 17%, 17%, 21%; Crude Oil had a price of 460.4, a -0.37% change, a daily volatility of 34.39%, and historical volatilities of 23%, 25%, 23%, 32% [5]. - Agricultural Products: Corn had a price of 2,154, a 0.75% change, a daily volatility of 21.05%, and historical volatilities of 10%, 10%, 13%, 11%; Soybean Meal had a price of 3,068, a 0.95% change, a daily volatility of 18.87%, and historical volatilities of 14%, 15%, 15%, 13% [5]. 2. Implied Volatility and Related Data - Different commodities have different implied volatilities and主力平值IV分位值. For example, the主力平值IV of Eggs was 30% with a 1.46%主力平值IV分位值; that of Polysilicon was 51% with a 13%主力平值IV分位值 [6]. 3. Historical Trends - The report presents the historical trends of some commodities such as Industrial Silicon, Iron Ore, Soybean Oil, Rapeseed Oil, Rubber, and Crude Oil, including the relationship between the closing price, HV60, and主力平值隐波 [8].