商品期权：尿素期权隐含波动率今日小幅提升，目前处于近一个月内高点

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 6/25/2024 IV IV -0.67% -0.64%0.14% -0.21% 0.15% -0.19% -0.65% -0.43% 0.00% -0.48% -0.10% 20HV20HV 110IV/90IV 110IV/90IV 0.04% -19.41% -18.85% -0.05% 0.00% 0.02% 0.00% -0.02% -10.84% 0.00% 3.28% % 2.09 104.46% 0.00% 10.35% 13.63% -0.01% -1.02% % -2.78 74.46% 0.00% 14.97% 13.95% 0.00% -7.28% % -1.36 80.55% 0.00% 25.06% 17.78% -0.01% 4.19% 96.60% 0.00% 18.53% 22.72% -0.01% -4.05% % -1.00 70.37% 16.06% 12.01% -1.19% % 6.02 84.25% 9.83% 8.64% 0.00% -3.32% % 1.48 103.14% 0.00% 21.16% 17.84% 0.00% -5.00% % 0.17 85.79% 0.00% 20.44% 15.44% 1.00% 86.22% 0.00% 17.11% 18.11% -2.82% 79.11% 12.04% 9.22% -0.01% 4.19% % 1.96 92.69% 0.00% 14.53% 18.72% 226453 -20544 1052973 38775 0.45 -0 .05 0.50 -0.01 34540 -94 76 44193 6335 0.47 0.16 0.46 0.02 12837 2284 24593 780 0.73 -0.08 0.47 0.00 51685 15996 124313 2975 0.97 0.23 0.79 -0.03 41088 7047 64968 1870 0.90 0.1 0 0.85 -0.06 87186 -33257 343922 5378 0.53 0.0 4 0.73 -0.01 105783 -14896 365469 1659 0.94 0.0 9 0.53 0.00 172452 -32736 347457 17510 0.50 0.0 0 0.35 -0.02 124362 6076 179118 9420 1.01 0.13 0.69 0.02 109287 -84 1 513717 11125 0.47 -0 .03 0.55 -0.02 28168 -109 83 78223 879 1.06 -0.23 0.50 0.00 3358 11 0.27% 0.24 % 1024494 -195838 1784918 10278 4630 -7 0.30% -1.56% 141702 -2769 3 142987 5313 3857 0 -0.05% 0.00% 102103 440 100124 1431 7748 -84 -1.15% -0.82% 580143 35593 674995 10459 8273 -102 -0.91% -1.11% 593039 80589 312632 8770 2508 13 0.93% -0.2 5% 608509 -352 5 773061 39442 6119 48 0.59% 1.10% 319843 -252 5 383319 -11491 2591 -2 -0.27% -1.05% 927770 -84131 978211 32289 7582 -52 -0.81% -0.0 8% 737149 -58226 493492 -6354 14595 35 0.31% 0.07 % 274450 2751 560580 -5829 8796 10 0.00% 0.20 % 56895 -83 130172 -2315 IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 13.84% -0.13 % 16.20% 0.00% 75.92% -0. 53% -2.36% 0.00% 28.26% -2.96% 42.61% 0.00% 100.00% -1. 22% -14.35% -0.03% 14.83% -0.57% 19.92% 0.00% 78.52% -0. 19% -5.09% -0.01% 10.25% -0.52% 14.72% 0.00% 62.90% -8.48% -4.47% 0.00% 15.20% -0.86 % 21.26% 0.00% 85.20% 9.60% -6.06% -0.01% 29.05% 0.44% 26.49% 0.02% 100.06% 5.27% 2.56% -0.02% 22.32% 1.39% 33.45% 0.03% 86.20% -4.13% -11.13% -0.02% PCR 36451 -43574 108260 1528 0.72 0.17 0.95 0.00 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.01% 1.67% 1.35% -30.98% 21.66% 0.01% 0.01% PVC -0.01% 16.06% -25.57% 0.45% 2.32% 0.59% 0.04% -17.01% 0% 2% 1% 1% 0% -0.01% 0% 1% 0.011% 01% 0.02 1% -0.01%0.01% 0.17% 6% 9.3 80.35% .00% 0 12.00% 12.17% 2.30% 85.23% 24.56% 26.86% 3.46% -9.81% 81.13% .00% 0 12.62% 1.60% 16.08% 1.63% 2% -2.3 66.79% 0.01% - 15.11% 16.74% -0. 0.38% 72.35% .01% 0 10.45% -0.02% 10.83% 0.50% 5% 1.2 68.36% .00% 0 9.04% 0.27% 9.54% 1.02% 76.38% 9.09% -0.02% 10.11% 0.0 -5.36% -5.99% 84.60% 0.01% 18.93% 0.56% 13.57% 0.13% 5% 4.0 79.08% 14.28% -0.03% 14.41% 0.0 -9.18% 6% 4.2 111.81% 29.79% 20.61% 1.20% 83.47% .00% 0 11.66% 12.86% 1.14% 90.12% 21.30% 0.16% 22.44% 0.38% 4% -0.7 92.82% -0.01% 33.96% 0.63% 34.34% 0.0 -1.21% 2% 1.0 83.48% -0.01% 22.66% -0.37% 21.45% PCR PCR PCR PCR 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 南华期货 -651733 -90483 -44616 -73891 15921 0.05 -0.200.10 0.28 -0.030.01 -0.03 -0.03 -0.02 0.00 0.32 0.88 18567 209193 21389 185622 0.33 0.78 19933 167978 47285 151383 1.12 0.03 - 1.00 4582 32107 45675 0.95 0.85 4305 52701 32601 1.18 0.10 - 1.01 7887 80146 54704 1.12 0.95 250116 149586 552.16 0.98 -0.36% 1.15% 95922 -83938 150594 -5668 7830 9 -0.68% 2.63% 854728 -566760 348959 -10721 78670 0 -0.13% 1.50% 81705 -28912 172951 1513 20325 -35 -0.34% 0.61% 139711 -18697 201209 -1272 23660 5 -0.46% 0.54% 171613 -11522 87765 -4275 90250 1700 0.56% 6.00% 114695 21300 56844 -16898 11305 -95 -2.92% 2.36% 293985 -83392 228141 -259 44626 34 23 29231 1258 1.44 0.10 1.06 0.08 211371 -46673 384761 19312 0.83 -0.03 0.78 -0.06 LPG 27533 91 81 30934 3846 0.36 -0.08 0.45 0.02 PTA 347290 104075 443109 27619 0.36 -0.35 0.74 -0.11 98557 35476 95543 3733 0.31 -0.10 0.52 0. 00 227506 63440 264438 6128 0.84 -0.43 0.95 0. 00 PVC 79860 -30409 307223 7574 0.36 -0.06 0.32 -0. 01 16333 - 3961 58135 2017 0.72 -0.04 0.63 -0. 04 10880 - 1459 47461 1814 0.41 0.03 0.51 -0. 02 37210 - 7690 116705 359 0.39 0.03 0.47 -0. 01 186196 76962 113265 18255 0.71 -0.28 1.46 -0.06 130178 21115 83159 17180 0.27 -0.09 0.72 -0.10 21034 7891 45667 237 0.53 -0.15 1.01 -0. 01 24974 7128 46066 1975 0.96 -0.31 0.72 -0. 02 622.1 4.7 0.53% 1.06% 84975 -20 390 27987 -112 2028 5 -2.17% 3.16% 889615 -437786 725611 5457 LPG 4726 88 1.96% 2.84% 152102 1489 9 101127 10665 PTA 5988 46 1.15% 1.18% 727366 5123 6 915987 132005 15290 385 2.24% 2.87% 643707 327437 223122 13481 2513 35 1.00% 2.36% 892723 386326 723110 -3365 PVC 6085 53 0.28% 1.94% 857366 -81 38 843806 -16309 8531 49 0.47% 1.41% 305488 -29 354 394780 -13637 7738 58 0.78% 1.51% 355671 -91 75 408121 30709 4594 43 1.41% 0.79% 213754 -30 400 328026 11631 9281 69 0.84% 1.15% 336379 195253 2