商品期权：棕榈油期权隐含波动率持续走低，目前低于10%分位数水平

603093 7/2/2024 HV 17.47% 0.0 7% 13.32% 0 00% 94.49% 7.45% 4.15% 0.00 % 8.94% 0.2 3% 12.32% 0 05% 69.99% -16.78% -3.38% -0.04% 16.49% 0.43% 15.78% -0.01% 95.79% 4.45 % 0.71% 0.02% 14.78% -0.25% 16.21% -0 .02% 92.71% 6.40 % -1.43% 0.01% 19.47% 1.01% 19.03% 0.01% 107.92% 0.11 % 0.44% 0.00 % 8.56% 0.55% 10.31% 0.02% 92.29% 4.48 % -1.75% -0.02% 10.90% 0.1 7% 16.94% 0 00% 64.66% 0.88 % -6.04% 0.01% 22.11% 0.45% 18.49% -0 .01% 103.89% 11.54% 3.62% 0.01% 17.72% -0.73% 21.33% -0.03% 85.70% -1.97% -3.61% 0.02% 12.17% -0.45% 13.57% 0 00% 65.41% -3.35% -1.40% 0.00 % 308892 -290171 1185105 4577 0.42 -0.09 0.46 0.01 13637 -7780 49216 -1638 0.34 -0.10 0.46 0.01 17901 -6156 31620 2007 0.55 -0.16 0.44 0.00 94287 43579 144031 7508 0.53 -0.25 0.79 0.03 65190 31676 71884 3087 0.80 0.14 0.92 0.07 82242 -31461 405315 18196 0.62 -0.26 0.66 -0.06 81510 -43828 372671 4223 0.46 -0.11 0.56 0.01 192942 -55992 388089 3184 0.43 -0 04 0.34 0.00 286702 42656 219153 21876 0.65 0. 00 0.99 0.19 100199 -65634 530081 3633 0.73 0.23 0.58 0.01 13541 -14838 80615 201 0.50 -0.20 0.53 0.00 13.36% 0.1 4% 9.29% 0 00% 96.08% 2.46 % 4.07% 0.00 % IVIV20HV20 . . 110IV/90IV110IV/90IV 1.16% 30627 -74268 1.41% 1.37% 2.32% 1.00% 1 0.72% 0.21% 96657 145707 -239079 -98152 -138595 -99927 -178503 30545 63 69 4 23441 4 9 -322 121154 4217 45487 0.32% 0.23% 24 8892 -870 522160 256126 1.23% 15 14845 580487 760936 -0.02% 2.75% 126 7994 -88 1020564 1074943 1.52% 25 2678 -129 340805 228863 -0.45% -0.13% 1 6197 -100 714200 354298 -0.08% 6 2489 326237 658623 3.56% 276 8750 4461 655964 575461 2.11% 158 8040 -202 97146 7 2115 130190 1.74% 57 3967 979 153880 71 -173 76817 0.13% 0.17% 10 4689 1752114 1471131 1.10% 27 3393 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 . PCR PCR PCR PCR . IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 12.03% -0.59% 15.99% 0.00% 66.63% -4.82% -3.96% 0.00% 25.62% -1.37% 37.88% -0.02% 96.37% -5.04% -12.26% 0.00% 14.90% -0.17% 16.51% 0.00% 83.87% 2.94% -1.61% 0.00% 10.23% -0.15% 11.52% -0.01% 61.43% 2.27% -1.29% 0.01% 16.73% -1.39% 18.12% -0.03% 93.69% 2.74% -1.39% 0.01% 0.00% -29.06% 30.55% 0.01% 126.63% 39.93% -30.55% -0.30% 0.00% -21.27% 21.60% -0.03% 81.04% -8.66% -21.60% -0.18% PCR 44276 -12573 115332 1062 0.72 0.08 0.91 -0. 01 176013 -42932 308561 8287 0.65 -0.05 0.98 0.02 65805 -2786 93466 103 0.58 -0.0 1 0.98 0.0 0 35099 575 63699 3486 0.38 -0.18 0.77 -0.03 70193 -4080 48590 1015 0.53 0.05 1.26 0.03 147435 -25023 224741 281 0.42 -0.16 0.35 0.02 69151 -31851 234480 3115 0.49 -0.07 0.36 0.0 0 1.06 0.15% 0.46% -226047 -1600 -0.74% -0.31% 529 -43174567 -5063 9 5512 3352 227134 32378 179731 0.39% 10 11465 166674 5 -4603 140825 0.80% 94050 41 93347 2 -4083 141510 % 0.06 -0.10% 75 24450 185530 -9524 114819 % 0.12 0.47% 75 20395 197638 6 -1483 82800 0.41% 630 78690 301314 682001 0.46% 67 7795 -2 102440 6 -1424 89881 % -0.02 0.16% 552.48 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.47% 0.67% 8% PVC -0.47% -0.64% -4.07% 18.59% 0.54% 0.00% 0.03%0.00% 0.01% 0.00% 0.03% 0.07%0.01% 0.01% 0.00% 0.01% 0.00% 0.02% 0.02% 2.67% 17% 4. 82.99% -0.01% 9.79% 12.46% -0.27% 17% -2. 98.84% -0.02% 23.74% 4% -0.0 23.47% 0.32% 21% 0. 75.49% -0.01% 10.32% -0.91% 10.64% -1.70% 90.88% -0.01% 16.94% 2% -0.0 15.24% 0.57% 76.98% 0.00% 11.00% 11.57% 1.80% 34% -0. 67.73% -0.02% 7.22% 9.02% 1.88% 45% -3. 64.64% -0.01% 7.92% % 0.12 9.80% 2.37% -15.76% 83.09% -0.08% 10.63% -0.80% 13.00% 2.63% 84.29% -0.02% 12.04% 14.67% -8.73% 57% -1. 95.82% 0.00% 27.70% % 0.10 18.97% 2.74% 81% -2. 85.98% -0.01% 9.60% 2% -0.0 12.34% -0.03% 26% -3. 92.79% -0.02% 20.70% 20.67% 4.79% 57% 3. 100.03% -0.02% 32.01% 0.85% 36.80% 1.15% 88% 0. 87.97% -0.01% 21.04% 6% -0.2 22.19% 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 57723 10601 30761 196 1.17 0.20 1.23 0.19 288883 -81338 453134 19960 0.77 0 .06 0.94 0.08 LPG 27168 308 6 36339 1173 0.53 0 .08 0.58 0.05 PTA 229779 -20 138 500887 21546 0.43 -0.15 0.67 - 0.02 41342 -84 19 106138 2071 0.34 0 .01 0.49 - 0.01 184274 55699 280368 -1606 1.19 0.40 1.05 0.04 PVC 92710 -73 8 347404 6840 0.23 -0.02 0.28 - 0.01 20390 8012 61479 325 0.37 0 .07 0.59 - 0.04 13997 1069 52859 92 0.37 0 .01 0.51 0 .02 38285 -22 521 117048 1861 0.68 0 .03 0.55 0 .02 168840 -22 830 145739 -290 0.70 -0.03 1.39 -0.10 69434 -16412 106653 2415 0.47 0.15 0.62 0 .00 12743 -4737 52215 1675 0.71 0.16 0.96 0 .01 12132 -88 5 45445 -614 0.75 -0.11 0.70 - 0.02 LPG PTA 62 63 1.43% - 1.57% 0.54% -386478 -130 1.10% PVC 64 51 0.55% 0.40% - - - 2.49% 0.26% -283 -80273 73 37437 44 17206 -4938 -112882822 39185 21478 80 5586 -15908 2532 86 12 85083 7811 43231 0.28% 6 8652 - 201597 151513 0.38% 6 2101 129815 -10849 103361 0.39% -0.34% -10 7726 - 284977 -50904 214977 0.25% 0.28% 6 9447 71 390916 -54685 198944 0.59% 0.60% 5 4700 474406 257202 0.77% 7847 460641 29660 300550 0.94% 8655 - 852300 74702 785481 0.13% 0.94% 29 6120 693098 66929 675669 1.38% 27 2572 216048 -