商品期权：工业硅期权隐含波动率小幅下降，目前处于30%至40%分位数水平，同时基本面仍维持弱势

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 南华期货 603093 6/27/2024 IV IV 0. -0.53% 20HV20HV 110IV/90IV 0.05% 110IV/90IV 2.86% 19% 0.04% -0.05% 0. 0. -0.45%0.02%-0.02% 1.07% 0. 0. 59% 5.83% -0.05% 0.00% 3.35% -4.92% 98.16% -0.01% 9.87% 0.25% - 13.22% 0.00% -1.95% 71.40% 0.00% 15.28% 21% 13.33% 0.01% -5.82% 85.52% 0.00% 23.54% 28% 17.72% 0.01% 5.04% 109.26% 0.00% 18.64% 23.68% 0.00% -4.80% -4.32% 62.76% 0.00% 16.12% 0.03% - 11.32% -1.02% -4.38% 84.22% 9.47% 8.45% 0.02% -0.84% -1.74% 101.16% -0.01% 19.19% 34% 18.35% 0.00% -2.87% 0.58% 90.23% 0.00% 18.86% 22% 15.99% 0.00% 0.80% 92.83% 0.00% 17.21% 0.09% - 18.01% -3.20% 101.91% 12.07% 8.87% 0.01% 5.22% 92.80% -0.01% 13.88% 30% 19.10% 246022 16934 1131246 34655 0.50 -0.01 0.49 0.00 15825 130 6 47726 2495 0.33 -0.09 0.43 -0.0 1 13442 386 1 26865 1167 0.73 0.07 0.46 -0.0 1 55080 -71 64 130343 8149 0.54 -0.13 0.76 -0.07 24884 -46 79 66660 919 0.60 -0.17 0.85 0.00 64425 -78334 358668 5805 0.60 0.24 0.73 -0.0 1 123240 -43 372559 4109 0.81 -0.17 0.53 0.00 202224 67599 374423 14256 0.39 -0.07 0.36 0.01 111156 330 5 186943 11133 0.79 0.07 0.70 -0.02 104538 -40663 529844 7349 0.52 0.04 0.55 0.00 23002 -11 229 81753 428 1.41 0.48 0.53 0.02 3 16 133277 -6369 0.54% -30 8 -0.21% - -85335 -13931 -0.72% -43-0.67% 0.50% -54-0.74% -60-1.34% -164876 431183 -99232 -127270 7335 12643 -37450 -1453 127608 22339 - 50074 % 0.32 0.55% 26 8844 -128 549595 242476 -0.20% 14675 465490 590196 0.13% 7586 1015010 1322911 1.39% 22 2628 376221 44321 - 303181 -0.52% 6077 5090 776505 433966 0.04% -2 2512 -5337 311386 51306 - 475758 % 0.27 0.64% -1 8311 642523 403926 0.31% 7770 2986 99422 7279 99825 % -0.44 0.49% -6 3877 3894 141316 7670 84722 0.63% 4659 1807701 1210970 % -0.09 0.36% 3363 12.95% -0.41% 16.19% 0 00% 69.76% -1.76% -3.24% 0.00% 27.20% -1.04% 39.92% -0.02% 97.70% -1.77% -12.72% 0.01% 14.87% 0.42% 18.50% -0 .01% 77.56% -4.74% -3.63% 0.01% 10.07% -0.05% 12.08% -0.02% 61.07% -7.67% -2.01% 0.02% 16.04% -1.03% 20.77% -0.02% 87.07% -3.09% -4.73% 0.01% 0.00% -27.63% 30.54% 0.02% 135.82% 57.25% -30.54% -0.29% 0.00% -22.04% 33.72% 0.03% 79.36% -1.75% -33.72% -0.25% IV IV 20HV 20HV . 110IV/90IV 110IV/90IV PCR PCR PCR 南华期货 PCR 62032 -74 2 112634 2816 0.99 0.22 0.89 -0 .03 224007 -54545 279324 16767 1.05 -0. 02 0.96 -0.08 71227 -14075 86394 2167 0.87 -0.11 1.07 -0.06 30138 -9865 57090 2091 0.71 -0.12 0.88 -0. 02 106532 44507 42161 7161 0.52 -0.28 1.22 0.05 147408 -80254 201310 12047 0.51 0.06 0.36 -0. 03 82646 -44485 216934 -296 0.55 -0. 06 0.36 0.01 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 545.4 -3.3 -0.85% -0.1 8% 124778 -491 55 116018 -2956 7629 -43 -0.78% 1.19% 939655 -225397 322299 -4837 77550 -930 -0.60% -0.1 7% 112718 -28520 181853 -692 20180 -140 -0.25% -0.0 5% 134318 -41581 199304 964 24120 -10 1.52% -0.3 0% 287970 82673 91516 -2590 94600 2050 3.44% -1.67% 150614 31228 142021 101078 11415 -55 0.22% -1.78% 129023 -123834 224684 2628 PCR PCR PCR PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.78% 0.95% -0.32% 3.71% 6.51% 2.48% 3.18% PVC 1.07% 0.77% -0.36% -6.32% -5.83% 13.22% -0.01% -0.32% 0.02% 0.03% 0.01% .00% 0.01% .00% .00% .00% 0.01% .00% 0.01% 0.01% .00% .00% 0 0.06% 4% 1.2 75.06% 0.00% 11.76% 2% 0.1 11.82% 0 1.50% 5% -0.4 103.25% 0.00% 24.42% 25.92% 2.19% 8.20% 85.37% 0.00% 12.34% 0.92% 14.53% 1.34% 5% 2.5 61.67% 14.65% 15.99% 0 0.42% 80.37% 0.00% 10.98% 11.40% 1.88% 70.27% 0.00% 8.85% 10.73% 0 1.19% 56.62% 0.00% 8.72% 04% -0. 9.91% 0 -5.14% -5.85% 76.64% 0.00% 18.73% 07% -0. 13.59% 0 -0.06% 78.53% 0.00% 14.39% 14.33% -9.01% 92.32% % -0.01 29.23% 20.22% 0 0.97% 73.67% 0.00% 11.46% 2% 0.0 12.43% - 0.76% 93.97% 0.00% 21.35% 22.11% 1.61% -11.48% 95.46% -0.02% 31.74% 6% 0.1 33.35% 0.22% 6% 0.1 84.90% -0.01% 22.03% 0.69% 22.25% 54768 18520 29698 242 1.22 0. 03 1.04 -0.01 164990 -15783 407818 8672 0.60 -0.14 0.77 -0.01 LPG 18747 -8727 32546 1722 0.42 0. 08 0.50 0.03 PTA 170254 -152866 460687 8827 0.63 0.17 0.75 0.01 45939 -8712 100028 2528 0.38 0. 04 0.52 0.01 100436 -635 275663 4547 0.77 -0 02 0.95 0.00 PVC 65274 5766 319181 4776 0.19 -0.09 0.32 0.00 16984 -1552 59756 915 0.31 -0 05 0.62 -0.01 14829 4026 48426 779 0.33 -0.14 0.51 0.00 45649 18668 116845 402 0.71 0.22 0.49 0.02 214800 23522 130686 12563 0.91 0.20 1.36 -0.01 79351 -8157 97605 8846 0.29 -0 01 0.59 -0.09 10141 -5802 46632 561 0.56 0.09 1.00 -0.03 9451 -17195 47182 96 0.75 0. 01 0.72 -0.02 . . 南华期货 . -47 -21 -3.20% LPG PTA -288558 PVC -43 -0.99% -70685 -1.04% 437 14003 38 5245 3100 -14436 29013 75 11847 24620 7693 -21040 03 35 -1 80046 2 -2973 37243 0.12% 0.16% -8 8594 11 215959 2 -5364 150856 0.09% -1 2134 178185 -2711 174554 % -0.03 -0.23% -6 7716 270536 16175 346810 % -0.12 -0.17% 2 9224 344535 48670 221956 0.85% 1.05% 50 4627 431996 5331 287604 % -0.12 0.23% -8 7736 -1 399974 -6615 252605 % -0.05 0.06% -14 8518 865217 651727 -0.51% 6034 703477 2 -2027 456478 0.56% 0.52% 12 2518 214935 1 -2635 328842 0.25% -0.