商品期权：工业硅期权隐含波动率今日小幅攀升，叠加后市基本面维持弱势

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 7/4/2024 IV IV -0.52% 20HV 0.85% 20HV 0.02% 0.04% 0.01% 110IV/90IV 110IV/90IV -11.96% -2.54% 0.43% 0.00% 0.02% 0.02% 10.94% -2.97% -2.50% -0.29% 1.17% 5.08% -0.02% -0.05% % % % -0.02% % -0.01% %0.02% 0.00% 4.01% 103.94% 0.00% 9.49% .01% -0 13.50% 0.12% 2% 0.8 65.58% -0.01% 12.95% 13.07% 0.00 -3.74% 2% 0.8 88.49% 0.00% 21.13% 17.39% 2.14% 103.71% 19.65% .26% 0 21.79% 0.00 -6.63% 64.52% 0.00% 16.91% .19% -0 10.28% -2.08% 104.55% 10.38% .13% 0 8.30% 0.00 0.48% 56% -0. 106.68% 18.69% 19.17% 0.00 -1.19% 85.21% 0.00% 16.05% .29% 0 14.86% 0.00 0.26% 6% 1.3 90.80% 16.81% 17.07% -3.71% 59% -4. 70.45% 12.00% .16% -0 8.29% 2.58% 81.43% 14.78% 17.36% 540365 245573 1219952 25612 0.65 0.26 0.44 -0.01 18612 9996 52222 2480 0.52 0.14 0.48 0.01 20138 2301 34161 1033 0.61 0. 09 0.41 -0.01 73353 8782 153134 1836 0.67 -0.03 0.81 0.00 50814 -27795 76472 1621 0.68 -0.09 0.92 -0.04 84397 29 150 421308 9615 0.53 0. 02 0.64 0. 00 123652 5294 374925 253 0.75 0. 09 0.57 0.01 329212 79404 412576 15270 0.72 0.17 0.33 -0.03 333760 135428 235593 10639 0.62 -0.01 0.99 0.04 138983 40788 543667 6907 0.56 -0.08 0.58 0. 00 12302 -38085 84198 -197 0.67 -0.12 0.51 0. 00 南华期货 3307 -74 -2.56% -2.98% 1771139 520678 1851877 82190 4708 15 0.34% 0.00% 75135 27302 157225 660 3898 -70 -2.11% -3.08% 134444 20011 91566 -1963 7994 -26 -0.50% -1.40% 440615 29578 649533 -2830 8791 40 0.35% -1.25% 639392 59234 298408 -4625 2472 -11 -0.60% -0.68 % 357811 37219 685977 -9265 6261 34 0.84% 0.24% 344376 -8365 343069 9106 2604 -67 -3.16% -3.61% 1541811 313216 1057407 -723 8000 14 0.05% -0.61 % 867603 192887 581395 950 14650 -175 -0.88% -0.81 % 303782 51560 525024 6671 8782 -30 0.02% 0.90% 66425 -120899 125545 64 - IV IV 20HV20 110IV/90IV 110IV/90IV PCR PCR PCR PCR 0.02 0.92 -0.13 0.51 -527 115171 96 86 70203 HV 南华期货 12.83% 0.47% 15.82% 0.00% 68.54% -5.90% -2.99% 0.00% 27.25% -1.37% 35.51% -0.03% 99.82% -0.26% -8.26% 0.01% 14.50% 0. 08% 14.92% -0.02% 76.78% -3.17% -0.42% 0.02% 9.37% -0.41% 10.20% -0.01% 63.46% -5.07% -0.83% 0.01% 16.12% -0.28% 17.10% -0.01% 87.41% -4.54% -0.98% 0.01% 28.85% -0 16% 30.09% 0.00% 82.41% -40.37% -1.24% 0.00% 20.85% 2.03% 20.88% 0.00% 79.94% -7.70% -0.03% 0.02% . IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.60% -1.68% -0.17% -0.50% -0.01% 0.01% 7.82% -13.35% PVC -0.33% -0.53% -0.76% 13.87% -0.01% -0.03% -4.15% -16.85% 80% -1.34% 0.01% -6.58% -8.46% .01% -0.02% 0.02% -0.03% .01% 0.00% -0.02% -0.01% -0.01% 0.01% 0.03% .01% .01% -0.03% 1.23% 71.71% 11.09% 12.32% -0 -1.10% 101.76% % 0.00 24.39% -0. 23.29% -0 0.47% 0% 2.8 79.00% 0.01% 11.10% % 0.06 11.57% 2.24% 61.87% 14.37% % 0.06 16.61% 1.40% 73.61% 9.62% 11.02% 1.53% 9% 5.0 66.57% % 0.00 7.33% 8.86% 1.18% 70.31% % 0.00 8.36% 9.54% 1.46% 9% -4.9 78.94% % 0.01 10.93% -0.97% 12.39% 1.81% 0% 0.5 84.99% % 0.00 11.94% 13.75% -0 -10.25% 0% -1.2 84.48% % 0.00 27.88% 17.63% 0.21% 83.55% 11.40% 11.61% 2.86% 96.31% 18.51% 21.37% 1.77% -2.83% 94.59% 0.00% 31.70% -2.31% 33.47% -0 7.97% 7% -0.0 85.74% % 0.00 13.29% -1.21% 21.26% PCR PCR PCR 27892 -0.20 LPG PTA 426 PVC -0.33 0.09 104967 -32704 -0.11 -0.13 0.07 PCR 3 0.01 0.01 -0.04 0 -0.03 0 0.02 0 0 -0.080.05 0.02 -0.01 0.69 -0.01 0.74 1065 45912 6 180 29824 0.98 0.07 0.58 1045 56764 085 -10 16813 0.67 0.36 2143 111647 87252 1.29 0.61 764 149837 288381 0.0 0.56 0.46 3032 120802 3 692 49941 0.0 0.52 -0.01 0.33 514 52386 6 264 10749 0.61 -0.13 0.32 -1249 60784 0 449 17048 0.0 0.27 0.22 2790 352719 7 2257 115690 1.01 0.90 343 282797 128509 0.0 0.47 -0.01 0.40 2426 109705 4 1236 48702 0.58 -0.04 0.29 26723 543563 -115975 512676 0.63 0.12 0.68 -837 36227 8 194 23831 0.99 0.77 502054 635 -17 280066 -0.0 1.20 -0.01 1.12 1177 32610 6 444 53991 LPG PTA -80 -1.36% -2.79% -1.34% -2.47% 18 PVC -78 -69 -60 -0.90% -1.52% -1.10% -1.17% 65829 231186 45 46 46 -84 -1.83% -2.77% -2.10% -135547 -106 4 7334 3 -49086 0 0 37322 -19919 4 4 2 -29806 -8701 -7096 85742 329 -9 84089 -0.57% 8662 212451 171480 0.19% -20 2142 99277 533 -6 126724 -0.80% 7716 559 285000 939 313492 0.18% 0.31% 8 9450 -84 410518 67125 262859 -0.98% -0.23% -29 4699 337 491129 222 249234 -0.69% 7800 446548 339 242602 -0.73% 8589 905973 965698 -1.00% 6047 -88 705690 482195 -0.23% -6 2564 -57 217830 10 185 272799 -1.30% -0.90% -195 14910 1180128 2276 -2 1140830 -0.59% 6016 -49 107121 63 90 82565 -0.67% -34 4747 774192 790 1323666 0.46% -22 2202 -85 26678 47 76 95820 -0.24% -3 633.3 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 13543 0.00 -0.04 -0.11 46484 4397 -0.20 0.050.02 0.03 -0.01 0.01 0.37 0.48 245994 156653 0.33 0.03 0.49 1516 229092 -2521 136876 1.36 0.49 74 49932 -12440 49065 0.78 0.03 0.39 -144 65806 -12333 32565 1.04 0.53 874 96749 93287 0.10 1.09 0.60 12296 330072 66154 331038 558.34 2.6 4 1.02% 0.35% 109938 -5 471 97547 -2311 8010 44 1.93% -0.50% 1018847 -48063 302364 -13295 79870 240 0.99% -0.1 7% 101262 -3 060 201865 511 20420 -70 -0.05% -0.74% 97797 -23072 179812 -128 6