商品期权：碳酸锂期权隐含波动率今日再度下降，目前处于历史最低水平

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 7/8/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.20% -0.6 0% 15.30% 0.00% 80.18% -4.91% 1.90% -0.01% 9.16% 0.83% 12.80% 0.06% 81.68% 29% -3.64% -0.05% 15.60% -0.49% 16.90% 0.00% 83.58% -3.16% -1.30% -0.01% 14.60% -0.6 3% 15.30% 0.00% 83.81% -0.11% -0.70% 0.00% 18.38% -0.73% 18.81% 0.00% 104.45% -4.93% -0.43% -0.01% 7.95% -0.2 2% 7.46% -0.01% 94.91% 3. 41% 0.49% 0.01% 10.83% 0.49% 16.67% 0.00% 63.17% -0 .69% -5.84% 0.00% 20.77% -1.69% 20.03% 0.00% 103.30% 5.14% 0.74% -0.02% 17.86% 0.1 5% 20.58% 0.00% 83.08% -1.43% -2.72% 0.00% 13.40% 1.09% 13.93% 0.01% 64.77% 2. 19% -0.53% 0.01% 13.37% -0.2 0% 9.32% 0.00% 95.41% -1.52% 4.05% 0.00% PCR PCR PCR PCR 0.01 24268 -470 14361 -0.610.17 -0.16 -0.27 -0.05 -0.03 -0.03 100227 -211412 57499 35115 9863 0.02 -0.08 0.48 0.00 0.51 1.13 527 85443 2717 14290 -0.01 0.59 12 -0. 0.57 5252 557528 169310 0.69 18 -0. 0.60 157585 109169 0.36 01 0. 0.61 454948 305027 0.00 0.59 1.03 1573 381272 10146 103326 0.59 0.63 441186 107249 0.87 0.91 77578 2280 52398 0.72 0.53 4285 126557 1 -4240 32635 0.00 0.42 04 -0. 0.62 263 35993 4896 21309 0.50 08 0. 0.54 2350 55524 11866 27266 0.00 0.48 08 -0. 0.40 14384 1050328 -234363 255437 3313 -25 -0.42% -0.21% 1111714 -55426 1721949 -20930 4676 -53 -0.85% -1.38% 122478 46161 159269 -9 254 3874 -47 -1.02% -0.41% 139807 37441 93320 5633 7892 -60 -1.18% -0.21% 435629 81476 623750 -10175 8724 -8 -0.91% -0.02% 594722 -48322 282399 -13949 2459 -10 -0.53% -0.24% 417172 65196 720395 30273 6225 -36 -0.57% -0.65% 316945 34300 338492 -7 801 2623 -5 0.15% 0.68% 1177993 123094 998437 -19355 7904 -50 -1.25% -0.25% 786668 55795 539922 -31415 14595 -175 -0.95% -1.15% 354735 91063 518059 5387 8756 -32 -0.32% -0.09 % 65921 18609 124681 243 1 11.94% -1.86% 14.86% 0.00 % 65.45% -14.30% -2.92% -0.02% 27.72% -2.50% 32.70% -0.01% 98.16% -7.32% -4.98% -0.02% 15.63% 1.12% 14.10% 0.00 % 77.23% -1.6 3% 1.53% 0.01% 10.43% 0.28 % 9.90% 0.00% 78.41% 16.98% 0.53% 0.01% 16.15% -0.7 5% 17.68% 0.01% 83.54% -5 .03% -1.53% -0.01% 27.30% -0.06 % 29.36% 0.01% 92.05% 1.0 3% -2.06% -0.01% 19.28% -1.17% 20.50% 0.00% 81.57% -6.14% -1.22% -0.01% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 85039 39127 110717 -3728 0.56 -0.0 5 0.98 0.06 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -9.02% -6.44% -0.03% -7.26% PVC 11.93% -0.01% 12.36% 5.52% -16.92% -21.37% -0.02% -0.03% 0.00% -0.01% 0.03% -0.01% 0.01% 0.01% 0.00% 0.01% 0.13% 0.01% 0.01% 0.01% - -0.85% 58.85% 0% 0.0 11.53% -0.89% 10.68% - -2.24% 0% -3.5 96.29% 1% 0.0 24.42% -0.61% 22.18% - -2.05% % 0.37 81.84% 0.00% 11.58% -0.77% 9.53% 0.39% 67.74% 14.78% 15.17% 3.04% 75.38% 0% 0.0 9.58% 1.31% 12.62% 1.56% 73.41% 0% 0.0 7.92% 0.56% 9.48% 0.82% 8% -0.2 56.47% 0% 0.0 8.96% 0.98% 9.78% 2.49% % 0.39 79.13% 0% 0.0 11.18% 1.04% 13.67% 0.61% 75.72% 0% 0.0 12.48% -0.71% 13.09% -6.08% % 2.35 85.36% 22.99% 0.39% 16.91% -0.96% 73.23% 0% 0.0 11.89% -0.68% 10.93% -0.20% 93.71% 0% 0.0 19.75% 0.37% 19.55% -2.96% 3% -0.7 94.13% 0.02% 36.11% -1.02% 33.15% 7.32% 9% -0.0 83.46% 1% 0.0 14.06% -1.28% 21.38% 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 280094 27875 11886 39431581 -0.03 -127434 -89335 16247 20189 -0.14 0.26 -0.49 -0.44 0.09 .00 .01 .00 -0.05 .02 0 0.35 0.51 141156 68287 0.41 0.26 66378 34379 0 1.46 1.16 717 53186 2517 - 62589 0 0.77 0.71 69204 1282 - 45568 0 1.10 0.03 0.72 101143 102372 1.16 0.63 351365 513464 560.74 1.08 0.32% 0.1 5% 124643 62462 93697 -2417 8126 40 0.87% 0.5 2% 1538071 811999 278237 -12935 79930 -440 -0.30% -0.66% 100425 11671 201766 1512 20345 45 -0.25% 0.6 1% 130151 -15016 165310 -4880 24370 -285 -1.52% -1.31% 186677 8462 83360 -41 82 93650 -250 -0.27% 0.6 3% 129708 -13482 173942 5165 11245 -15 -0.62% 1.68% 225881 29554 240301 2872 PCR PCR PCR 229471 60612 LPG PTA PCR 1 -0.15 1 -33940-2171 439110.19-0.07 PVC161820.102 93786 -369925 -0.43 0.37 -0.03 0.07 3 -0.04 2 -0.0 0.67 -0.39 0.46 -726 45492 0 -649 18359 0.90 01 -0. 0.64 1890 59177 8024 23387 -0.0 0.62 07 -0. 0.62 5774 114301 1 -876 62966 1.40 1.08 14162 22720 45163 0.54 0.40 619 16 139135 132024 0.00 0.49 6 0.0 0.48 -1508 49300 2 -395 10610 0.02 0.55 0.19 0.62 -136 64958 9 -814 17014 -0.0 0.25 0.33 364123 3 3395 142584 0.92 1.21 11316 302403 240965 -0.0 0.46 01 -0. 0.42 112038 43287 0.02 0.58 3 0.0 0.47 23578 565969 -81607 298621 -0.0 0.56 -0.22 0.52 684 17661 -31361 9409 0.78 01 -0. 0.90 561484 626582 -0.0 1.26 13 -0. 1.01 1563 34735 0 2106 60972 628 -7. 5 -1.35% -1.62% 88727 1779 9 27153 -10 19 2040 -79 -5.51% -1.44% 1730686 214929 748655 169 57 LPG 4634 -51 -1.55% 0.2 3% 90834 -729 91683 -70 43 PTA 5944 -28 -0.87% 0.7 1% 693718 -135152 991952 -83789 14610 30 -0.78% 2.31% 234180 -154868 223838 -70 40 2523 -17 -1.29% -0 .36% 608759 -3 6752 683142 -13 624 PVC 5952 -61 -1.51% -0 .11% 920280 152983 938114 151 90 8469 -51 -0.96% 0.3 3% 347538 -4 597 411800 -51 61 7722 -21 -0.62% 0.5 6% 285879 -3 1161 416879 -28389 4712 19 0.30% 0.7 6% 443182 228028 428529