商品期权：白银期权隐含波动率今日盘中小幅上升，目前处于70%分位数水平

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 7/9/2024 HV IVIV20HV20110IV/90IV110IV/90IV 17.53% 0.3 3% 16.09% 0.01% 80.36% 0.18 % 1.44% 0.00% 8.57% -0.59% 12.88% 0.04% 80.34% -1.3 3% -4.31% -0.05% 16.48% 0.88% 18.12% 0.01% 83.85% 0.26 % -1.64% 0.00 % 15.11% 0.51% 14.71% 0.01% 86.68% 2.87% 0.40% 0.01% 17.94% -0.44% 19.77% 0.01% 97.78% -6.67% -1.83% -0.01% 8.19% 0.2 4% 8.08% 0.01% 83.54% -11.37% 0.11% 0.00 % 10.43% -0.40% 15.53% -0.01% 61.25% -1.9 2% -5.10% 0.01% 22.00% 1.23% 21.96% 0.02% 98.61% -4.68% 0.04% -0.01 % 17.80% -0 .06% 19.03% 0.02% 89.35% 6.27% -1.23% 0.01% 13.17% -0 .23% 13.68% 0.00% 63.89% -0.8 8% -0.51% 0.00% 12.46% -0.91% 8.84% 0.00% 95.03% -0.3 8% 3.62% 0.00% - PCR PCR PCR PCR 南华期货 - 397495 142058 1076425 26097 0.46 0.06 0.44 -0.03 21016 -6 250 56560 1036 0.99 0.45 0.53 0.03 33448 12 139 37827 1834 0.70 0.08 0.39 -0.0 3 73615 40980 126256 -301 0.44 -0.08 0.74 0.02 60722 83 24 77913 335 1.01 0.10 0.77 -0.11 145629 38380 461064 19878 0.98 0.35 0.61 0.01 109236 59 10 382332 1060 1.00 -0.03 0.59 0.00 456587 151560 505347 50399 0.73 0.12 0.33 -0.0 3 116200 70 31 164082 6497 0.49 -0.11 0.62 -0.07 93767 -75543 559626 2098 0.62 0.05 0.60 0.01 26153 11 863 86012 569 1.28 0.15 0.49 -0.02 3258 -55 -2.22% -1.80% 1338654 226940 1652718 -69231 4656 -20 -0.94% -0.09 % 95605 -2 6873 150969 -830 0 3792 -82 -2.94% -1.92% 156909 17 102 111798 18478 7776 -116 -1.97% -0.79% 465826 30197 626369 2619 8571 -153 -1.88% -0.97% 606669 11 947 271872 -10527 2436 -23 -1.18% -0.65% 502513 85341 751820 31425 6247 22 0.13% 0.70% 343034 26089 344916 6424 2551 -72 -3.30% -3.45% 1392279 214286 1040074 41637 7778 -126 -1.89% -0.64 % 778194 - 8474 479436 -60486 14615 20 0.10% 1.05% 249231 -105504 518472 413 8746 -10 -0.23% 0.09% 47362 -1 8559 125544 863 12.14% 0.20% 9.25% -0.06% 71.19% 5.75% 2.89% 0.06% 26.98% -0.74% 20.82% -0.12% 100.15% 1.98% 6.16% 0.11% 15.35% -0.28% 12.29% -0.02% 79.29% 2.06% 3.06% 0.02% 10.34% -0.09% 9.02% -0.01% 78.97% 0 .56% 1.32% 0.01% 14.95% -1.20% 16.01% -0.02% 83.08% -0 .46% -1.06% 0.00% 26.52% -0.78% 27.59% -0.01% 89.67% -2.38% -1.07% 0.00% 18.95% -0.33% 20.40% 0.00% 83.56% 1.98% -1.45% 0.00% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 70608 -14431 111636 919 0.56 0.00 0.96 -0.01 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.02% 0.25% 1.12% 0.00% 0.00% -0.02% 6.45% -6.80% -7.55%7.47% PVC 0.00% 1.13% -0.01% 5.83% .1.69% 2.81% 0.41% 0.06% -0.02% 7.24% 5.14% 0.02% 0.01% -0.01% .00% 0.02% .01% 0.00% .00% .00% 0.01% 0.01% -0.01% 0.02% .00% 0 -0.36% 63.99% 0.00% 11.10% 10.74% -0.23% 103.53% 22.82% 22.59% -2.97% 3.54% 85.38% 0.00% 11.78% -0.72% 8.81% 1.02% 70.55% 14.36% 1% 0.2 15.38% 4.21% 77.07% 0.00% 9.54% 13.75% 0 1.31% 45% 0 73.86% 7.92% 25% -0. 9.23% 0 0.88% 62.30% 0.00% 9.01% 1% 0.1 9.89% 2.02% 12.85% 91.99% 0.00% 11.13% -0.52% 13.15% 0 1.11% 83.19% 0.01% 13.10% 14.21% -3.98% 77.80% 21.14% 17.16% 0 -0.79% 66.44% 11.48% 24% -0. 10.69% -1.01% 100.16% 19.54% 18.53% -2.10% 7.65% 101.78% -0.01% 35.44% 9% 0.1 33.34% 9.36% 3.69% 87.16% -0.02% 12.17% 5% 0.1 21.53% PCR PCR PCR PCR 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 626.2 -1.8 -1.45% -0.10% 64828 -2389 9 26349 -8 04 2049 9 -1.73% 3.79% 1270969 -459717 784740 36085 LPG 4592 -42 -1.40% 0.16% 80306 -1052 8 84732 -6951 PTA 5918 -26 -0.64% 0.23% 508467 -185251 942413 -49539 14715 105 1.00% 1.78% 226628 -7552 218546 -52 92 2550 27 0.87% 2.16% 753549 144790 723978 40836 PVC 5974 22 0.07% 1.57% 614132 -306148 903161 -34953 8443 -26 -0.61% 0.35% 290764 -56774 414301 250 1 7723 1 -0.14% 0.48% 222074 -63805 405568 -11 311 4728 16 -0.30% -0.59% 320085 -123097 433056 452 7 9398 20 -0.06% 0.57% 447135 125142 263679 -28 50 7588 -42 -0.73% 0.00% 85195 -2694 0 147827 -35 15 2088 -7 -0.38% 1.31% 250257 33767 194378 -9 19 8526 -32 -0.61% 0.18% 37371 -8848 76809 -4 50 -24913 0.22 0.26 -0.12 -0.040.02 0 0 -0.04 -0.02 0.34 .08 0 0.59 10942 152098 5110 73397 0.37 0.02 - 0.23 9848 76226 -1277 33102 0.0 1.45 1.04 371 53557 -557 62032 0.0 0.77 0.97 1487 70691 3448 49016 1.12 0.94 4079 105222 77459 1.13 .01 0 0.64 3279 354644 -122082 391382 558.66 -2.08 -0.79% -1.11% 89396 -35247 91030 -2667 8164 38 -0.37% -1.24% 967576 -570495 271089 -7148 80480 550 0.15% 0.45% 83784 -16641 200268 -1498 20460 115 0.37% 0.61% 124825 -5326 166639 1329 24410 40 -0.73% 0.78% 131867 -54810 79182 -4178 94150 500 0.16% 0.43% 131239 1531 170658 -3284 11310 65 0.58% 1.20% 295992 70111 229752 -10549 52549 -842 3 33916 -819 1.13 0 .12 1.19 -0.07 458635 -167947 595063 33579 0.79 -0 .11 0.75 -0.03 LPG 6635 -277 4 18130 469 0.43 -0 .08 0.54 -0.02 PTA 255450 -43171 578316 12347 0.62 0 .15 0.58 -0 .01 41319 -196 8 112990 952 0.37 -0 .05 0.46 0. 00 336013 95048 321567 19164 0.90 -0.31 1.06 0.14 PVC 106725 -35859 374392 10269 0.24 -0 .08 0.25 0. 00 20409 3395 65830 872 0.71 0 .09 0.57 0. 01 8310 -230 0 49253 -47 0.47 -0 .01 0.49 0.00 90248 -41776 146262 7127 0.79 0.39 0.55 0. 02 76108 3094