商品期权：白银期权隐含波动率自上月7号以来逐步震荡回落，叠加短期内价格波动较大，整体以区间震荡对待

IV IV 20HV20 110IV/90IV 110IV/90IV 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 603093 7/1/2024 HV 17.40% -1.92% 13.66% 0.00% 87.04% -7.69% 3.74% -0.02% 8.71% 0.00% 12.31% 0.05% 86.77% 18.15% -3.60% -0.05% 16.06% -1.59% 17.14% 0.00% 91.34% -15.81% -1.08% -0.01% 15.03% -0.41% 17.96% 0.01% 86.31% -3 34% -2.93% 0.00% 18.46% -0.30% 17.79% 0.00% 107.82% 1. 16% 0.67% 0.00% 8.01% 0.16 % 10.30% 0.03% 87.81% -6 62% -2.29% -0.03% 10.73% -0.31% 17.36% 0.01% 63.78% -2 59% -6.63% 0.00% 21.66% -1.51% 19.04% 0.00% 92.35% -11.03% 2.62% -0.02% 18.45% 1.05% 24.03% 0.01% 87.67% -3 23% -5.58% 0.00% 12.62% 0.04 % 13.76% 0.02% 68.76% 0. 80% -1.14% 0.02% 599063 328455 1180528 16235 0.50 -0 .07 0.45 -0.03 21417 3305 50854 359 0.44 -0 .02 0.45 0.03 24057 9158 29613 1245 0.70 -0 .06 0.44 -0.04 50708 20 400 136523 3522 0.78 0.09 0.76 0.02 33514 6778 68797 62 0.66 -0.12 0.86 0.02 113703 53990 387119 22652 0.87 0.34 0.72 0.00 125338 -96400 368448 6909 0.58 -0.26 0.56 0.01 248934 116399 384905 5493 0.47 0 01 0.34 -0.02 244046 127323 197277 11363 0.65 -0.16 0.80 0.12 165833 82165 526448 -4569 0.50 -0.12 0.57 0.02 28379 6215 80414 497 0.70 -0.30 0.54 0.01 13.22% -0.61% 9.41% 0.00% 93.62% -3 32% 3.81% 0.00% IVIV20HV20110IV/90IV110IV/90IV -. 南华期货 . -. . - . PCR PCR PCR PCR . 3366 -8 -0.06% -0 .54% 1440504 484175 1826382 45383 4679 -13 0.04% -0.84% 94188 -1 0648 152901 -9 22 3910 -2 0.33% -0.70% 109033 91 62 99167 -143 7882 48 0.74% 0.2 0% 478804 59325 651503 45 89 8474 92 1.24% 0.5 9% 512916 63625 295692 -4 291 2483 -26 -1.08% -0.92% 593377 219813 724263 -53830 6196 -16 0.32% -1.56% 327015 -257662 353774 -14 731 2653 16 0.80% 0.3 0% 1213538 381396 1021448 16693 7868 202 2.77% 2.06% 860863 218701 557046 66438 14830 125 1.02% 0.92% 434629 203016 530864 -6 686 8868 -12 -0.09% -0.66% 41270 -1 7531 124383 81 4 12.62% -0.62% 16.33% 0.00% 71.45% -2.49% -3.71% -0.01% 26.99% -2.31% 39.42% 0.00% 101.41% 0.1 1% -12.43% -0.02% 15.07% -0.71% 16.47% 0.00% 80.93% -3.49% -1.40% -0.01% 10.38% -0.26% 12.52% 0.00% 59.16% -5.21% -2.14% 0.00% 18.12% -1.88% 20.88% 0.00% 90.95% -5.87% -2.76% -0.02% 29.06% -2.53% 30.79% 0.02% 86.70% -6.37% -1.73% -0.04% 21.27% 0.44% 24.56% 0.00% 89.70% 5.62% -3.29% 0.01% PCR PCR PCR PCR 0.02 0.92 -0.01 0.64 1194 114270 9 69 56849 . IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.04% LPG PTA -0.25% -0.45% 0.00% -0.01% PVC 0.97% -0.42% 0.00% -0.01% -8.89% -1.13% -1.64% 0.01% -0.03% 0.00% 0.94% 3.63% - 78.82% 0% 0.0 10.98% % -0.78 11.92% -1.93% 2.92% 101.00% 25.44% 23.51% -0.01% -0.05% -5.77% 75.28% 0% 0.0 11.60% -1.35% 11.55% 0.00% -2.38% 72.29% 17.64% 15.26% 0.01% 0.87% 81.06% 11.34% 12.21% 0.00% 0.51% 0.52% 68.08% 0% 0.0 8.98% % -0.16 9.49% 0.00% 0.65% 2.99% 68.09% 0% 0.0 9.03% % -0.01 9.68% 0.00% -4.35% 33.84% 98.85% 0.00% 18.15% -0.22% 13.80% 0.00% -0.17% 0.87% - 80.01% 0% 0.0 14.17% 14.00% 0.01% -9.01% 1.28% - 97.40% 27.88% 18.87% 0.00% 1.57% 0.28% 88.79% 10.79% 0.01% 12.36% 0.00% -0.20% 4.53% 96.06% 0% 0.0 22.34% % -0.08 22.14% 1.89% 1.59% 96.46% 0.01% 34.06% -3.69% 35.95% 0.00% 1.02% 1.89% - 87.08% -0.01% 21.43% % -0.70 22.45% 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 47122 -11 550 30565 418 0.97 -0.26 1.04 -0.13 370221 178642 433174 16488 0.72 0 01 0.86 0.08 LPG 24082 -20 54 35166 628 0.45 -0 .06 0.53 -0.0 1 PTA 249917 -94000 479341 631 0.58 0.17 0.69 -0.03 49761 191 4 104067 3667 0.33 0 02 0.50 -0.01 128575 -86 61 281974 5132 0.79 0.13 1.01 0.01 PVC 93448 741 2 340564 9300 0.25 0 00 0.28 -0.0 1 12378 -32 29 61154 1925 0.30 -0 .03 0.63 -0.0 1 12928 -34 88 52767 1365 0.35 0.06 0.50 0.01 60806 587 2 115187 -2802 0.65 -0 .05 0.53 0.01 191670 -201962 146029 4507 0.72 0.06 1.48 -0.07 85846 407 4 104238 3222 0.31 -0 .02 0.62 0.05 17480 380 5 50540 2443 0.55 -0.11 0.95 -0.08 13017 -81 93 46059 195 0.87 0.31 0.72 0.00 3000 13555 -0.09 4862 -1607024831 3590 0.00 -0.04 -0.03 -0.02 0 01 -0. 0.36 -0.24 0.56 9023 231365 101002 0.0 0.33 -0.02 0.58 13503 224460 172458 1.23 -0.12 0.47 616 47575 74273 0.80 -0.03 0.56 2158 60213 34524 0.98 -0.10 0.59 4540 93363 1797 - 68591 0.96 0.69 300274 218945 551.42 -0.1 0.18% -0.97% 104127 -8521 104969 -51 22 7728 -33 0.31% -1.47% 908048 -103869 305631 -8331 78060 -310 -0.05% -0 64% 97636 -39240 193071 -2638 20320 0 0.35% 0. 05% 124343 -12234 190593 -10 87 24375 -290 -0.16% -2.02% 182342 -67487 92928 -13541 95650 1150 1.54% 2.59% 186860 10050 161162 9857 11455 35 0.70% 0.7 5% 147353 -29313 223782 -5 02 PCR PCR PCR PCR . . 南华期货 . 626.9 -1 .4 0.34% -1.35% 92905 -1 4954 24953 -17 43 2126 33 3.56% 1.16% 1755318 590303 713100 2712 LPG 4705 -47 -0.34% -1.79% 98524 -2 0508 102492 -5366 PTA 5982 -16 -0.13% -0.97% 555195 -255697 975885 -30994 15010 55 0.43% 1.13% 294088 74 88 220986 8517 2545 -8 0.28% -1.32% 608740 -2 1283 704386 8038 PVC 6091 38 0.81% 0.79% 710779 -84844 855122 -28 35 8591 7 0.40% -0.3 4% 270890 -80680 421456 -130 7796 6 0.37% -0.2 9% 257485 -83111 452928 10354 4695 55 1.19% 0.34% 253629 -1 339