商品期权：白银期权隐含波动率今日尾盘小幅上升，目前处于70%分位数水平，市场近期波动加剧

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 603093 7/10/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.18% -0. 35% 16.13% 0.00% 86.12% 5.76% 1.05% 0.00% 9.02% 0.45% 13.01% 0.04% 83.82% 3.48% -3.99% -0.04% 16.84% 0.36% 18.52% 0.00% 87.00% 3.15% -1.68% 0.00% 16.06% 0.95% 16.75% 0.02% 81.68% -5.00% -0.69% -0.01% 18.58% 0.64% 22.47% 0.03% 98.12% 0.34 % -3.89% -0.02% 8.12% -0. 07% 8.18% 0.00% 77.31% -6.23% -0.06% 0.00% 10.92% 0.49% 16.55% 0.01% 59.24% -2.0 1% -5.63% -0.01% 21.03% -0.97% 22.20% 0.00% 103.05% 4.44% -1.17% -0.01% 18.53% 0.73% 19.66% 0.01% 85.78% -3.57% -1.13% 0.00% 13.91% 0.74% 14.44% 0.01% 66.92% 3.04% -0.53% 0.00% 11.87% -0.59% 9.13% 0.00% 84.92% -10.10% 2.74% -0.01% 351133 -46362 1097489 21064 0.71 0.24 0.43 -0.02 23427 24 11 54938 -1622 0.90 -0.08 0.51 -0.02 26539 -6 909 36423 -1404 0.66 -0 .04 0.38 -0.01 136297 62682 123160 -3096 0.53 0.09 0.75 0.01 105485 44763 88466 10553 0.90 -0 .11 0.65 -0.11 166348 20719 478000 16936 0.74 -0.24 0.60 -0.01 135979 26743 380789 -1543 1.32 0.32 0.60 0.01 390710 -65877 533226 27879 0.76 0 .03 0.33 0.00 178949 62749 164548 466 0.48 -0 .02 0.57 -0.05 176386 82619 563904 4278 0.70 0.09 0.61 0.01 51636 25483 86491 479 1.43 0.16 0.49 0.00 3225 -33 -1.26% 0.97% 1226791 -111863 1576677 -76041 4633 -23 -0.73% 0.21 % 109202 1359 7 131776 -191 93 3733 -59 -2.12% 0.82% 134302 -226 07 115856 4058 7572 -204 -3.12% -1.16% 595722 129896 645736 19367 8305 -266 -3.81% -1.93% 838707 232038 281550 9678 2420 -16 -0.98% 0.19 % 503469 956 770265 18445 6150 -97 -1.17% -1.30% 408180 65146 315580 -29336 2514 -37 -1.99% 1.31% 1111558 -280721 1009325 -30749 7612 -166 -2.71% -0.82% 849476 71282 430648 -48788 14405 -210 -1.37% -1.47% 328353 79122 520018 1546 8670 -76 -0.85% -0.62% 82137 34775 133417 7873 12.58% 0.44% 9.16% 0.00% 74.60% 3.41% 3.42% 0.01 % 28.01% 1.03% 20.78% 0.00% 97.18% -2.97% 7.23% 0.01% 14.62% -0.73% 12.97% 0.01% 70.71% -8.58% 1.65% -0.01% 11.50% 1.16% 10.72% 0.01% 78.48% -0.49 % 0.78% 0.00 % 15.60% 0.65% 16.51% 0.01% 77.66% -5.42% -0.91% 0.00 % 26.74% 0.22% 28.12% 0.01% 86.44% -3.24% -1.38% 0.00% 19.52% 0.57% 20.76% 0.00% 85.06% 1.50 % -1.24% 0.00 % IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 68502 -2 106 113297 1661 0.60 0.04 0.94 -0.02 HV 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 22.01% 0.48% 13.66% 0 .01% 78.01% -9.15% 8.35% -0.01% 34.54% 1.20% 38.88% 0.03% 102.23% 0.45% -4.34% -0.02% LPG 17.94% -0.59% 19.81% 0 .00% 93.46% -6.70% -1.87% -0. 01% PTA 10.91% 0.22% 11.50% 0 .00% 64.46% -1.98% -0.59% 0.00 % 16.35% -0.81% 19.80% -0.01% 79.66% 1.85% -3.45% 0.01 % 13.81% -0 40% 13.13% 0 .00% 73.54% -9.65% 0.68% 0.0 0% PVC 12.36% -0.79% 11.66% 0 .01% 69.81% -22.18% 0.70% -0.01% 8.63% -1.26% 8.63% 0.00% 63.62% 1.32% 0.00% -0.01% 8.69% -0 54% 7.91% 0.00% 59.69% -14.17% 0.78% -0.01% 12.95% -0.80% 9.58% 0 .00% 73.46% -3.61% 3.37% -0.01% 16.32% 0.94% 14.37% -0.01% 71.12% 0.57% 1.95% 0.02% 9.04% 0.23% 11.85% 0 .00% 68.69% -16.69% -2.81% 0.00 % 21.59% -1.00% 23.36% 0 .01% 101.78% -1.75% -1.77% -0.02% 10.20% -0 54% 11.18% 0 .00% 51.91% -12.08% -0.98% -0.01% 26052 43575 8731 9494 -27812 -0.08 0.17 0.53 0.14 -0.15 0.00 0.02 0.04 0.01 0.00 -0.02 0.32 0.44 2739 154837 45585 0.37 0.37 10030 86256 42596 - 1.44 1.57 1319 54876 70763 0.81 1.14 4193 74884 92591 1.15 0.87 564 105786 103511 1.13 0.06 0.71 8933 363577 13908 405290 561.1 2.44 0.39% 1.18% 85974 -34 22 88171 - 2859 8128 -36 0.11% 0.48% 1090340 122764 265303 -5786 79580 -900 -0.95% -1.10% 96617 1283 3 198504 -1764 20100 -360 -1.52% -1.89% 181561 56736 161931 -4708 24120 -290 -1.25% -0.5 2% 129750 -21 17 75384 -3798 91800 -2350 -2.24% -2.40% 149171 1793 2 176216 5558 11110 -200 -0.80% -1.38% 153139 -142853 236506 6754 IV IV 20HV20 110IV/90IV 110IV/90IV . . . PCR PCR PCR PCR . 南华期货 80952 28403 34253 337 1.15 0.03 1.07 -0.12 790535 331900 627235 32172 0.85 0.06 0.65 -0.10 LPG 9235 2600 19583 1453 0.61 0.18 0.55 0.0 0 PTA 243073 -12377 569098 - 9218 0.72 0.10 0.60 0.02 48314 6995 114320 1330 0.36 -0.01 0.46 0.0 0 290139 -45874 337001 15434 1.43 0.52 1.02 -0.04 PVC 130616 23891 383971 9579 0.35 0.11 0.24 0.0 0 19852 -557 66920 1090 0.81 0.10 0.59 0.02 14740 6430 48559 -694 0.62 0.15 0.50 0.01 81499 -8749 151172 4910 0.97 0.18 0.57 0.01 73787 -2321 36607 5818 1.87 1.00 1.37 0.08 47627 -13996 113985 -995 0.79 -0.07 0.64 0.03 24288 3266 58977 - 1360 1.05 0.32 0.83 -0 05 12601 -3242 44977 -8 0.73 -0.23 0.67 -0 01 . 614.5 -11.7 -2.02% -0.58% 94035 29207 25114 -123 5 1952 -97 -4.41% -2.68% 1701183 430214 793651 8911 LPG 4520 -72 -2.10% -0.71 % 90699 10393 77404 -7328 PTA 5894 -24 -0.47% 0.17% 484624 -23843 901522 -40891 14625 -90 -0.14% -1.13% 281927 55299 214236 -431 0 2537 -13 -0.31% -1.18% 672384 -81165 707864 -16114 PVC 5897 -77 -1.31% -1.37% 688605 74473 920901 17740 8385 -58 -0.91% -0.30% 246206 -44558 401707 -12594 7669 -54 -0.79% -0.65% 283722 61648 398650 -6918 4723 -5 0.17% 0.46% 313107 -