商品期权：豆粕期权隐含波动率今日持续走高，同时当前豆粕价格处于区间底部易涨难跌

IV IV 20HV20HV 110IV/90IV -0.49% -0.27% -0.21% -0.73% -0.39% -0.43% -0.58% 0.05% 0.00% 110IV/90IV -1.11% 5.05% -6.35% -4.96% -0.05% 0.02% -0.02% 2.83% 0.00% -0.27% 0.15% 2.78% 0.00% 3.78% 98.86% 0.00% 9.73% 13.51% 0.00% -1.59% 5% -0.6 64.76% 0.00% 13.49% 11.90% 0.00% -3.65% 7% 1.9 87.67% 21.33% 4% -0.0 17.68% 0.00% 3.38% 2% 2.3 106.21% 0.00% 18.15% 21.53% -0.01% -6.55% 67.49% 0.00% 17.02% 10.47% -2.04% 1% 1.3 93.60% 10.21% 8.17% 0.00% 0.04% 9% -0.6 107.24% 0.00% 18.70% 18.74% 0.00% -1.55% 87.75% 0.00% 16.12% 14.57% 0.00% 0.45% 89.44% 15.77% 16.22% -3.72% 75.04% 12.17% 8.45% 0.01% 4.74% 93.38% 0.00% 13.14% 0.41% 17.88% PCR PCR PCR PCR 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 294792 -14100 1194340 9235 0.38 -0.03 0.46 0. 00 8616 -50 21 49742 526 0.38 0.04 0.47 0. 01 17837 -64 33128 1508 0.52 -0.03 0.42 -0.02 64571 -29716 151298 7267 0.70 0.17 0.81 0.02 78609 13419 74851 2967 0.77 -0.03 0.96 0.03 55247 -269 95 411693 6378 0.51 -0.11 0.65 -0 01 118358 36848 374672 2001 0.66 0.19 0.56 0. 00 249808 56866 397306 9217 0.55 0.13 0.36 0.02 198332 -88370 224954 5801 0.63 -0.02 0.95 -0.04 98195 -20 04 536760 6679 0.64 -0.09 0.58 0.00 50387 36846 84395 3780 0.79 0.29 0.51 -0.02 603093 7/3/2024 . 3381 -12 0.42% -0.6 9% 1250461 -220670 1769687 17573 4693 4 0.34% 0.17% 47833 -289 84 156565 26 85 3968 1 0.97% -0.78% 114433 -157 57 93529 -3 617 8020 -20 0.91% -1.20% 411037 -164424 652363 -3 601 8751 1 1.60% -1.96% 698626 40003 303033 -23204 2483 -6 0.08% 0.16% 320592 -337 06 695242 -18958 6227 30 0.60% 0.73% 352741 123878 333963 -6842 2671 -7 0.45% -1.07% 1228595 153652 1058130 37566 7986 -8 0.66% -2.10% 674716 -86220 580445 -42 14825 -20 -0.07% -1.29% 252222 -39 04 518353 -3 807 8812 -80 -0.88% -1.10% 187324 141837 125481 4327 IV IV 20HV20 110IV/90IV 110IV/90IV . . PCR PCR PCR 南华期货 12.36% 0 33% 15.83% 0.00% 74.45% 7.82% -3.47% 0. 00% 28.62% 3.00% 38.26% 0.00% 100.07% 3.70% -9.64% 0.03% 14.42% -0 .48% 17.02% 0.01% 79.96% -3.92% -2.60% -0.01% 9.78% -0 .45% 10.85% -0.01% 68.53% 7.09% -1.07% 0. 01% 16.40% -0 .33% 17.93% 0.00% 91.95% - 1.74% -1.53% 0.00% 29.01% 0 58% 30.70% 0.01% 122.79% -3.85% -1.69% 0.00% 18.82% -1.27% 20.88% -0.01% 87.64% 6.60% -2.06% -0.01% PCR 61507 17231 115698 366 0.64 -0.08 0.90 -0.01 PCR PCR PCR 21028 0.19 LPG PTA PVC 403 -0.10 -0.10 -0.18 PCR 01 0.04 0.04 -0.05 01 0 0 0 0.01 0 01 0 0.01 0 0.0 0.70 01 -0. 0.75 -598 44847 15886 28018 0.97 -0.20 0.51 3504 55719 14155 26898 0.0 0.62 0.29 2851 109504 50522 119956 -0. 1.37 4 0.0 0.73 3334 149073 14574 183414 0.0 0.56 0.58 722 117770 4733 43018 0.52 02 -0. 0.35 -987 51872 -5894 8103 0.0 0.59 8 0.0 0.44 554 62033 -7832 12558 0.0 0.27 0.13 2525 349929 93113 0.0 1.04 4 0.0 1.23 2086 282454 -56191 128083 -0. 0.48 7 0.0 0.42 1141 107279 -5004 36338 0.62 -0.09 0.33 15953 516840 398872 628651 0.62 3 0.0 0.56 725 37064 -5285 21883 0.98 0.97 474162 8818 297701 -0. 1.22 04 -0. 1.13 672 31433 -8178 49545 LPGPTA PVC 636.3 2224 4781 6096 15105 2570 6125 8658 7860 4728 9442 7800 2162 8768 2.3 36 13 96 -40 -2 5 3 13 28 -5 74 61 116 1.13% 3.25% 0.67% 1.87% 0.40% 0.67% 0.53% 0.37% 0.49% 0.75% 0.13% 1.04% 2.95% 1.53% -0.64% -0.20% -0.56% 1.47% -1.18% -0.71% -0.41% -0.57% -0.28% 0.15% -0.15% 1.37% 2.57% 1.25% 88173 1304876 73502 1163106 254289 416366 734512 197263 203012 195734 266553 133257 307027 93418 -2747 -63964 -24892 649535 -7971 -259303 -50969 -103287 -54190 -3210 51576 29896 155514 50187 27532 766858 107614 1229214 218400 706570 868651 466467 487755 411362 279408 129083 221152 92838 -694 16321 2778 2361232352 13472 16351 5826 13349 20446 -5569 -732 19555 7755 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 22.47% 0.28% 13.12% -0.08% 85.81% -2.15% 9.35% 0.08% 35.78% -1.02% 32.10% 0.00% 97.42% -2.61% 3.68% -0.01% LPG 19.77% -0.90% 19.12% -0.02% 88.48% -4.31% 0.65% 0.01% PTA 13.29% 0.95% 10.05% 0.00% 96.91% 3% 3.24% 0.01% 17.80% -1.17% 27.50% 0.00% 85.68% -10.15% -9.70% -0.01% 14.25% -0 42% 12.02% 0.00% 84.49% 0.2 0% 2.23% 0.00% PVC 13.36% 0.36% 10.33% 0.00% 83.92% 0.8 4% 3.03% 0.01% 9.87% 0.07% 7.87% 0.00% 56.44% -8.20% 2.00% 0.00% 9.39% 0.37% 6.93% 0.00% 61.48% -6.25% 2.46% 0.01% 11.78% 0.21% 11.08% 0.00% 77.76% 0.7 8% 0.70% 0.00% 16.55% 1.31% 16.93% -0.01% 78.73% -12.16% -0.38% 0.02% 11.51% 0.87% 9.90% 0.00% 76.20% 0.7 1% 1.61% 0.01% 24.09% 0.62% 24.32% 0.01% 108.34% 9.50% -0.23% 0.00% 13.66% 1.20% 9.91% 0.00% 80.17% -2.82% 3.75% 0.01% -0.01 -0.01 0.08 41018 0.20 0.020.01 -0.01 0.07 0.00 0.01 0.36 0.68 7117 241597 110169 0.34 .04 0 0.46 2835 227576 -8038 139397 1.33 0.60 1268 49858 -8688 61505 0.75 0.37 2251 65950 9799 44898 0.99 0.57 2409 95875 13939 79744 1.00 -0.05 0.60 9215 317776 88871 264884 555.7 3.22 0.66% 0.51% 115409 25528 99858 -2582 7966 171 2.43% 1.97% 1066910 384909 315659 14345 79630 940 1.16% 0.75% 104322 21522 201354 3716 20490 95 0.69% 0 .22% 120869 6050 181098 -4432 24555 105 0.49% 0.59% 145563 4053 90132 -3215 94550 500 -0.32% -1.12% 135067 -5758 169401 2727 11490 25 0.17% -0 .22% 1