商品期权：碳酸锂价格今日大幅上涨，同时期权隐含波动率有所提升，但目前基本面方面无明显变化

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 6/26/2024 IV IV 20HV20HV 110IV/90IV -0.01% -0.01%0.02% 110IV/90IV -2.75%1.61% 6.57% 3.86% -0.66% -0.34% -0.83% -0.16% 4.35% -3.30% . -0.86% -3.02% -1.38% % -0.04% % % % -0.02% % % % % % 0.00 3.05% 103.08% 0.00% 10.42% 13.47% -0.01 -2.42% 71.44% 0.01% 15.54% 13.12% 0.01 -6.42% 79.69% 0.01% - 23.86% 17.44% 0.00 3.70% 06% 1 97.66% 0.00% 18.91% % -0.11 22.61% -0.01 -4.62% 67.08% 0.00% 15.97% 11.35% -0.93% 88.60% 9.83% 0.26% 8.90% 0.01 -2.38% .23% -0 102.91% 20.39% 0.17% 18.01% 0.02 -3.31% 89.66% 19.08% 0.33% 15.77% 0.00 0.73% 92.79% 0.00% 17.37% % -0.01 18.10% -2.67% 80.71% 0.05% 12.07% 0.18% 9.40% 0.00 4.31% 89.94% 0.00% 14.49% 0.08% 18.80% 229088 26 35 1096591 43618 0.51 0.06 0.49 -0.01 14519 - 20021 45231 1038 0.43 -0.04 0.43 -0.03 9581 - 3256 25698 1105 0.66 -0.07 0.47 -0.01 62244 10559 122194 -2119 0.68 -0.29 0.82 0.04 29563 -11525 65741 773 0.77 -0.13 0.85 0 .00 142759 55573 352863 8941 0.36 -0.17 0.74 0.01 123283 17500 368450 2981 0.98 0.04 0.52 0.00 134625 -37827 360167 12710 0.46 -0.04 0.34 -0.01 107851 -16511 175810 -3308 0.72 -0.29 0.72 0.02 145201 35914 522495 8778 0.48 0.00 0.55 0 .00 34231 6063 81325 3102 0.93 -0.13 0.51 0.01 3360 2 0.45% 0.18% 1077693 53199 1814070 29152 4643 13 0.09% - 0.22% 77052 -64650 137422 -5565 3883 26 0.94% 0.99% 107104 50 01 96436 -3688 7800 52 0.52% 1.66% 489261 -90882 656454 -18541 8329 56 0.37% 1.28% 527064 -65975 316723 4091 2514 6 0.76% - 0.16% 598842 -9 667 771415 - 1646 6120 1 0.15% - 0.44% 347502 27659 368886 -14433 2606 15 0.89% 1.16% 891728 -36 042 1002367 24156 7640 58 0.87% 1.68% 689428 -47721 502940 9448 14735 140 1.13% 0.82% 369745 95295 549722 -1 0858 8818 22 0.23% 0.23% 72413 15518 129061 - 1111 13.36% -0.48% 16.33% 0.00% 71.52% -4.40 % -2.97% -0.01% 28.24% -0.02% 41.89% -0.01% 99.47% -0.53% -13.65% 0.01% 14.45% -0.38% 19.04% -0.01% 82.30% 3.78% -4.59% 0.00% 10.12% -0.13% 13.67% - 0.01% 68.74% 5.85% -3.55% 0.01% 17.07% 1.87% 22.54% 0.01% 90.15% 4.95% -5.47% 0.01% 0.00% -29.05% 28.96% 0.02% 78.57% -21.48% -28.96% -0.32% 0.00% -22.32% 33.79% 0.04% 81.11% -5.09% -33.79% -0.26% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 62774 26323 109818 1558 0.77 0.05 0.93 -0. 02 278552 128966 262557 12441 1.07 0.13 1.04 -0.08 85302 30598 84227 4081 0.98 -0.0 3 1.13 -0.05 40003 7402 54999 2298 0.83 -0.0 2 0.90 -0.05 62025 16350 35000 2893 0.80 -0.20 1.17 0.04 227662 76279 189263 21285 0.45 -0.33 0.39 0.06 127131 -58491 217230 8037 0.62 -0.26 0.35 0.03 - IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.01% LPG PTA -0.45% -1.34% -16.31% -21.97% -3.73% 0.00% -0.01% PVC 0.00% -13.44% -0.20% -0.39% -5.21% 0.00% -0.01% 18.47% -0.47% -0.02% -0.01% 0.00% -0.27% 3% -6.5 73.82% 0.00% 11.97% 11.70% 1.64% 103.70% 0.00% 24.60% -0.62% 26.24% 1.31% -3.95% 77.17% 0.00% 12.30% -2.47% 13.61% 0.00% 1.17% 7% -7.6 59.12% 15.18% 16.35% 0.09% 67.14% 0.00% 10.54% 10.63% 0.00% 0.68% 4% 7.7 76.10% 0.00% 8.98% 0.12% 9.66% 0.00% 1.08% 62.94% 8.87% -0.16% 9.95% 0.00% -5.24% 1% -2.1 82.49% 0.00% 18.90% 0.09% 13.66% 0.00% 0.39% 75.35% 0.00% 14.26% 0.24% 14.65% -10.48% 89.84% 0.00% 29.75% 19.27% 0.77% 67.16% 0.00% 11.64% 12.41% 0.00% 1.57% 4% 0.1 90.26% 0.00% 21.32% 0.45% 22.89% -0.99% 14.12% 106.94% 0.00% 34.18% -1.15% 33.19% 0.00% -1.07% 6% 1.2 84.74% 0.00% 22.63% 0.11% 21.56% 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 620.3 -1.8 -0.10% -0 63% 80913 -4062 25910 -2077 2069 41 2.27% 4.44% 1009635 120020 713458 -12153 LPG 4698 -28 0.53% -1.43% 128921 -2318 1 98754 -2373 PTA 5964 -24 0.00% -1.15% 768920 41554 863639 -52348 15100 -190 -1.08% -3.32% 355193 -288514 211835 -11287 2506 -7 -0.04% -1 04% 476750 -415973 717913 -5197 PVC 6077 -8 0.48% 0. 20% 722412 -134954 836204 -7602 8532 1 0.11% -0 37% 259220 -46268 400149 5369 7744 6 0.35% -0 43% 282273 -73398 420149 12028 4577 -17 0.20% -1 22% 173286 -40468 319915 -8111 9222 -59 -0.05% -0 89% 330635 -5744 262843 6191 7722 -50 -0.21% -1.85% 177265 -89461 199225 -10254 2135 -10 1.14% -2.24% 204498 -95063 214856 -1438 8602 -46 0.05% -1 12% 66975 -3662 80181 -4501 548.7 -3.46 -0.68% -0.32% 173933 78011 118974 -31620 7672 -158 -1.97% -1.28% 1165052 310324 327136 -21823 78480 -190 -0.43% -0.30% 141238 59533 182545 9594 20320 -5 -0.20% 0.15% 175899 36188 198340 -286 9 24130 470 1.81% 2.28% 205297 33684 94106 6341 92550 2300 5.11% 4.55% 119386 4691 40943 -15901 11470 165 2.00% 4.92% 252857 41128 222056 -608 5 36248 -8378 29456 225 1.19 -0.25 1.05 -0.01 180773 -30598 399146 14385 0.74 -0.0 9 0.78 -0.01 LPG 27474 -59 30824 -110 0.34 -0.0 2 0.47 0.02 PTA 323120 -24170 451860 8751 0.46 0.09 0.73 0.00 54651 -43906 97500 1957 0.34 0.03 0.50 -0.02 101071 -126435 271116 6678 0.79 -0.05 0.95 0.00 PVC 59508 -20352 314405 7182 0.29 -0.07 0.32 0.00 18536 2203 58841 706 0.36 -0.36 0.63 0.00 10803 -77 47647 186 0.47 0.07 0.51 0.00 26981 -10229 116443 -262 0.49 0.10 0.47 0.00 191278 5082 118123 4858 0.71 0.00 1.38 -0.08 87508 -426