商品期权：短纤期权隐含波动率今日较大幅度提升，目前基本逼近自上市以来最高位置

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 6/24/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 19.39% 0% 14.37% 0.00% 90.74% 10.03% 5.02% 0.00% 9.86% 2% 12.19% 0.06% 98.52% 19.33% -2.33% -0.05% 17.97% 0. 06% 17.08% 0.00% 105.07% 6.77% 0.89% 0.00% 15.65% 7% 20.16% 0.00% 85.62% 8.14% -4.51% 0.01% 17.69% 6% 20.99% 0.00% 101.66% 0.51% -3.30% 0.00% 8.83% 0% 9.90% 0.04% 78.24% 1.30% -1.07% -0.03% 12.66% -0. 21% 16.10% 0.00% 71.37% 1.26% -3.44% 0.00% 23.15% -0. 04% 18.46% 0.00% 107.44% 9.55% 4.69% 0.00% 17.78% -0. 14% 24.95% 0.00% 81.91% 5.48% -7.17% 0.00% 14.43% -0.60% 14.85% 0.00% 77.25% 0.82% -0.42% -0.01% 13.73% -0. 03% 10.29% 0.00% 102.37% 4.54% 3.44% 0.00% PCR PCR PCR 28994 - -280 70938 11264 40982 10143 18851 -0.29 -0.12 -0.33 -0.08 -0.160.20 PCR 1 -0.02 -0.01 -0.01 -0.04 -0.05 13458 18752 0.67 1 0.01 -0.02 0.01 0.50 1.28 1011 77344 39151 0.57 0.09 - 0.51 502592 -10405 110128 0.68 0.88 4764 169698 118286 -0.0 0.37 0.49 329947 205188 0.00 0.53 0.85 5358 363810 -15548 120679 0.74 0.49 338544 120443 0.91 0.81 1660 63098 8541 34041 0.82 0.73 1438 121338 9295 35689 0.48 0.22 - 0.81 634 23813 3271 10553 0.44 0.01 - 0.31 37858 44016 -0.0 0.51 0.01 0.50 22569 1014198 -5238 246997 3347 13 0.03% 1.10% 1220332 - 54297 1774640 -7389 4637 58 1.87% 0.63% 169395 69473 137674 -7248 3857 17 -0.05% 1.36% 101663 - 2504 98693 -1 284 7832 6 -0.33% 0.66% 544550 42524 664536 -3 948 8375 77 0.20% 1.48% 512450 60934 303862 -12686 2495 30 1.18% 1.09% 612034 312221 733619 -6 248 6071 -8 -0.51% -0.72% 322368 -133590 394810 4042 2593 12 0.78% 0.78% 1011901 - 20382 945922 19522 7634 -10 -0.73% 0. 05% 795375 40722 499846 -20863 14560 0 0.24% 0.34% 271699 - 50156 566409 -9525 8786 12 -0.20% 0.50% 56978 - 1690 132487 -9 27 IV IV 20HV20 110IV/90IV 110IV/90IV HV 13.97% -0.94% 16.21% 01% 76.45% 9.82% -2.24% -0.02% 31.22% -0.87% 42.83% 01% 101.22% 6 94% -11.61% -0.02% 15.40% -0.49% 19.92% -0.01% 78.71% 20.52% -4.52% 0.00% 10.77% -1.16% 14.79% 0.00% 71.38% -2 .53% -4.02% -0.01% 16.06% -0.73% 21.24% -0.01% 75.60% -8.22% -5.18% 0.00% 28.61% 0.14% 24.50% 01% 94.79% 5 78% 4.11% -0.01% 20.93% 0.03% 33.44% 02% 90.32% 4 87% -12.51% -0.02% . . . PCR PCR PCR 南华期货 PCR 80025 15773 106732 -1790 0.54 0.04 0.95 0.02 801319 97700 234195 -185201 0.90 0.18 1.15 0.22 145187 -26428 72259 -67568 1.11 0.38 1.17 0.07 77217 -1267 48396 -72369 1.05 0.35 0.97 0.15 119566 17736 27525 -46644 1.03 0.11 1.15 0.13 104098 40856 148045 20548 0.67 0.31 0.35 0.02 164233 106329 190626 17015 0.60 0.26 0.32 0.00 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 551.18 -8.56 -1.52% -2.53% 179860 40975 156262 -9 025 7821 -215 -3.31% -4.87% 1421488 6962 359680 -29040 78670 -640 -1.63% -1.40% 110617 -13423 171438 3923 20360 -110 -0.95% -0.58% 158408 18660 202481 -4005 23655 -125 -1.00% -0.88% 183135 39516 92040 -1 074 88550 -3350 -5.45% -3.06% 93395 3519 73742 -13419 11400 -565 -5.28% -4.41% 377377 226807 228400 23650 IV IV 20HV20 110IV/90IV 110IV/90IV - HV 21.82% 0.36% 22.93% 0.00% 82.46% - 1.35% -1.11% 0.00 % 33.71% 0.85% 34.95% 0.02% 93.56% - 4.17% -1.24% -0.03% LPG 22.28% 0.79% 22.05% - 0.01% 121.10% 15.46% 0.23% 0.00 % PTA 11.19% 0.07% 11.41% 0.00% 61.81% -9.95% -0.22% 0.00 % 19.26% 0.73% 28.39% 0.00% 107.55% 20.49% -9.13% 0.00 % 14.44% 0.20% 13.44% 0.00% 75.03% 2. 44% 1.00% 0.00 % PVC 13.01% 0.93% 18.42% 0.00% 90.59% 3. 00% -5.41% 0.00 % 10.13% 0.14% 10.09% 0.00% 60.33% -0 56% 0.04% 0.00 % 9.27% 1.13% 9.36% 0.00% 67.11% -2.12% -0.09% -0.01% 10.85% 0.23% 9.90% - 0.01% 97.92% 21.15% 0.95% 0.01% 16.29% 0.69% 16.42% 0.00% 69.11% 3. 03% -0.13% -0.01% 14.48% 3.68% 12.38% 0.03% 90.94% 13.55% 2.10% 0.01% 24.54% 0.52% 20.76% 0.00% 102.24% - 4.50% 3.78% 0.01% 11.58% 0.44% 12.09% 0.00% 71.00% - 4.14% -0.51% 0.01% - - - - - 南华期货 . - - 41203 5834 27973 152 1 1.34 0.33 0.98 0.01 258044 137 365449 10361 0.86 0.30 0.84 -0.14 LPG 18352 7835 27088 749 0.43 0.13 0.44 0.02 PTA 243215 9661 415490 18564 0.72 0. 01 0.84 0.00 63081 -2289 91810 -20199 0.41 0. 05 0.53 0.04 164066 6766 258310 11289 1.27 0.23 0.96 0.01 PVC 110269 19887 299649 11734 0.41 0.24 0.33 -0.01 20294 4229 56118 -1 0.76 0.29 0.67 -0.05 12339 789 45647 198 0.37 0.07 0.53 -0.02 44900 8520 116346 236 3 0.36 -0.03 0.48 -0.01 109234 28692 95010 3274 0.99 -0.06 1.51 -0.03 109063 86254 65979 12071 0.36 0. 04 0.82 -0.21 13143 -7710 45430 291 0.69 0. 03 1.02 -0.03 17846 4765 44091 206 4 1.28 -0.22 0.74 -0.01 LPGPTA PVC 617.4 2023 4638 5942 14905 2478 6032 8482 7680 4551 9212 7696 2073 8580 -0.2 -86 -23 20 5 -20 -64 -49 -37 24 -5 170 -18 40 -0.53% -5.33% -0.88% -0.03% -0.63% -1.35% -1.66% -0.93% -0.72% 0.62% -0.31% 2.23% -1.05% 0.02% -0.52% -6.05% -0.47% 0.34% 0.46% -0.17% -0.66% -0.31% -0.30% -0.09% 0.09% 2.05% -1.97% 0.35% 105365 1327401 137203 676130 316270 506397 865504 334842 364846 244154 141126 273592 171666 50598 15397 -22053933039 158426 26563 -145202 -96107 -8438 13902 36196 -37299 189678 -135466 826 28099 720154 90462 783982 209640 726475 860115 4084