商品期权：硅铁期权隐含波动率今日盘中大幅拉升，一度上涨近6%，尾盘阶段逐渐回落，目前仍处于偏高位置

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 6/19/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.79% - 0.53% 14.78% 0.00% 79.03% 2.6 9% 3.01% -0.01% 8.84% 0.17% 10.31% 0.05% 74.65% 25.80% -1.47% -0.05% 17.17% -0.20% 17.30% 0.00% 83.32% -29.24% -0.13% 0.00% 15.85% -0.09% 20.10% 0.00% 91.16% 10.85% -4.25% 0.00% 17.79% 0.06% 20.51% 0.00% 102.47% 0.6 7% -2.72% 0.00% 7.77% -0.16% 9.87% 0.02% 80.18% -4.74% -2.10% -0.03% 13.50% -0.22% 16.39% 0.00% 71.72% 0.6 0% -2.89% 0.00% 21.16% 0.02% 21.71% 0.00% 92.96% -0.7 8% -0.55% 0.00% 17.92% -0.41% 24.99% 0.00% 77.92% -1.2 7% -7.07% -0.01% 15.33% -0.79% 15.64% 0.00% 78.74% -4.61% -0.31% -0.01% 13.46% -0.06% 10.66% 0.00% 96.19% -2.2 3% 2.80% 0.00% 290254 12760 10515 24612 22588 56055 236558 130888 87552 101871 12797 22797 3383 -212 -7959 592 10428 -81055 -28128 -3381 -91035 -21348 973980 33274 21608 114897 60540 309989 355892 274976 161190 465870 73384 4736 3140 164 1196 1004 9033 15254 16360 3587 16110 166 PCR 0.28 0.91 0.91 0.76 0.79 0.80 1.26 0.74 0.93 0.55 0.62 PCR -0.320.19 0.00 -0.06 0.06 0.19 -0.08 -0.16 0.02 -0.27 -0.13 PCR 0.53 0.47 0.50 0.81 0.96 0.79 0.52 0.40 0.62 0.56 0.49 PCR 0.00 0.06 0.00 0.01 0.01 0.01 0.04 -0.03 0.03 0.00 -0.01 3374 12 0.09% 1.53% 989483 -212984 1833355 -76195 4513 7 0.09% 2.72% 53555 -1138 2 159585 6252 3906 23 0.36% 1.58% 96656 7600 86665 -5060 7916 76 1.10% 0.77% 468254 51289 663070 15 8388 64 0.88% 1.37% 425989 17693 313552 -6285 2458 1 -0.28% 0.40% 394309 -1138 728463 18156 6049 45 -0.61% 2.65% 584745 -296021 447879 5052 2586 -7 -0.81% 1.31% 769777 -106341 933503 12436 7706 96 1.47% 1.08% 697698 33920 525779 14356 14560 70 0.66% 1.55% 261193 -173695 584432 -4358 8824 14 0.39% -0.14% 53023 -4832 4 143650 98 13.54% -0.85% 17.30% 0.00% 63.75% 3.1 8% -3.76% -0. 01% 30.68% -0.4 5% 43.83% 0.00% 92.54% 2.1 9% -13.15% 0.0 0% 15.61% -1.48% 23.78% 0.01% 67.98% 0.6 4% -8.17% -0.02% 12.64% 0.0 5% 18.27% 0.00% 80.91% 8.11% -5.63% 0.00 % 16.96% 0.97% 23.57% -0.01% 79.72% -5.59% -6.61% 0.02% 28.02% -1.04% 22.16% 0.01% 88.43% -5.00% 5.86% -0.02% 23.10% 1.13% 34.08% 0.02% 91.90% -4.89% -10.98% -0.01% 313575 -1 1601 396805 13523 0.91 0.13 0.82 -0.01 125738 -12617 139933 3138 1.27 0.12 1.07 0.00 65103 -18897 121498 3433 0.83 -0.20 0.81 0.01 109294 27105 70230 4089 0.87 -0.0 4 1.13 0.10 47996 -22535 122740 4764 0.42 -0.0 3 0.31 -0.02 77282 -27416 167450 7001 0.42 0.08 0.33 -0.01 HV IV IV 20HV20 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 552.4 2.32 0.40% 0.66% 112158 9643 162498 3242 7772 20 0.18% -0.18% 1082493 -9460 388574 7716 79040 670 0.62% 1.27% 78388 -14052 151715 -8190 20475 90 0.44% 0.64% 123921 -43107 219672 492 23835 425 1.62% 1.17% 158748 9512 93988 6179 94000 1200 -0.53% 3.11% 82575 -37138 103750 -11483 12020 85 -0.46% 1.27% 342527 13009 201772 -4 066 21.46% 0 .02% 23.53% -0.01% 81.97% -0 .98% -2.07% 0. 01% 34.91% -0.59% 34.22% 0.0 0% 89.42% -2 .36% 0.69% -0.01% LPG 23.33% 0 .37% 22.51% 0.01% 98.41% -1 .17% 0.82% -0.01% PTA 11.24% -0 .15% 11.58% 0.01% 72.78% 14.83% -0.34% -0.01% 20.60% -0.41% 28.35% 0.0 0% 80.96% -7.23% -7.75% 0.00% 14.56% -0 .17% 13.62% 0.00% 74.29% -0 .15% 0.94% -0.01% PVC 15.22% 0.00% 19.26% 0.00% 92.79% 15.90% -4.04% 0.00% 10.25% -0 .29% 10.29% 0.0 0% 73.58% -3 .18% -0.04% 0.00% 10.27% -0 .01% 9.94% 0.00% 81.43% 16.43% 0.33% 0.00% 10.87% -0 .08% 10.28% 0.0 0% 76.11% 4 .23% 0.59% 0.00% 18.72% 0 .31% 17.31% 0.00% 72.20% 1 .74% 1.41% 0.00% 9.77% 0.83% 10.02% 0.00% 83.92% -3 .43% -0.25% 0. 01% 25.00% 1.26% 20.64% -0.01% 109.97% 9.76% 4.36% 0.02% 11.86% 0 .17% 12.27% 0.01% 75.99% 5 .08% -0.41% 0.00% PCR PCR PCR PCR 南华期货 40664 5444 25930 14 30 1.03 -0.15 0.87 0.06 174630 -11612 343902 8136 0.96 0.19 1.02 -0.04 LPG 23914 13577 25457 1994 0.19 -0.1 1 0.37 0 .02 PTA 181808 30662 374060 -4840 0.85 -0.14 0.86 -0.04 69978 7755 111912 263 0.38 0.08 0.49 -0 .01 123137 14250 245504 8013 0.81 0.03 0.96 0.06 PVC 63291 -7586 270808 4556 0.24 -0.02 0.36 -0 .01 15193 4353 55382 390 0.50 -0.41 0.72 0 .00 19154 9024 45596 1251 0.38 -0.26 0.55 -0 .01 20834 -7197 106263 1817 0.45 -0.15 0.54 -0 .01 88261 14678 86155 10315 1.91 -0.19 1.57 0.11 22493 980 46573 - 384 0.63 -0.52 1.16 0 .00 11437 - 3307 44790 904 0.76 -0.15 1.14 -0.06 17455 4970 39441 574 1.38 -0.49 0.76 0 .00 - LPG PTA 118 62 1.01% 2.65% 1.12% -431679 PVC 26 52 57 69 0.95% 1.42% 0. 0. . 126117 -58 360. 94 1.11% 16526 471 9326 727 93 -16163 3 12834 25203 3179 -8314 28 3026 598 - 85295 10291 52331 0.73% 8556 216171 7 -3670 188690 -0.15% -0.77% -9 2060 10 171953 13336 91592 24% 0.40% 7476 179004 6819 239601 -0.39% -1.07% 9223 333986 -5151 141024 76% 0 0.09% 13 4474 402003 387556 83% 0.78% 7747 430387 17349 302525 61% 0.59% 8576 71 814166 3 -2104 846582 0.28% 6172 716916 42674 508024 0.71% 2537 22 219744 38506 322211 1.03% 0.37% 100 15015 - 774913 76374 542594 0.75% 5942 94965 77329 214514 3.04% 4675 -1 726317 964882 -1.84% -1 2075 27282 52020 86119 -0.75% 0.52%