商品期权：白糖期权隐含波动率今日小幅走高，同时白糖期货价格在经历一段时间震荡后，今日放量下行，并突破近半年来低点

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 3362 -3 7 -1.44% -0.0 7% 1202467 -1 77399 1909550 -30521 4506 -117 -2.64% -2.42% 64937 17 194 153333 108437 3883 -1 8 -1.22% 0.64% 89056 -41019 91725 1852 7840 76 0.33% 1.80% 416965 -135749 663055 -13844 8324 36 -0.49% 1.55% 408296 -128139 319837 -12457 2457 -1 0 -0.69% 0.1 2% 395447 -47978 710307 23717 6004 -172 -3.25% -2.66% 880766 512018 442827 81549 2593 -3 5 -2.11% -0.1 0% 876118 -6 6258 921067 6982 7610 100 0.40% 2.58% 663778 -234954 511423 -13202 14490 55 -0.89% 1.51% 434888 -8 6411 588790 -23462 8810 50 0.52% 1.97% 101347 -1 9664 143552 -1160 603093 6/18/2024 HV IVIV20HV20110IV/90IV110IV/90IV 18.32% 0.55% 14.61% 0.00% 76.34% 3.3 2% 3.71% 0.00% 8.67% -0 .06% 10.25% 0.05% 48.85% -17.24% -1.58% -0.05% 17.37% -0 .01% 17.06% 0.00% 112.56% 19.39% 0.31% 0.00% 15.94% -0 .03% 19.79% 0.00% 80.32% -5 57% -3.85% 0.00% 17.73% -0 .31% 20.37% 0.00% 101.81% -0 49% -2.64% 0.00% 7.93% 0 01% 9.90% 0.02% 84.92% 5.35% -1.97% -0.02% 13.72% 1.30% 16.12% 0.03% 71.11% -5 42% -2.40% -0.02% 21.14% 0.22% 21.70% 0.00% 93.74% 2.32% -0.56% 0.00% 18.33% -0.72% 24.57% 0.00% 79.20% 3.89% -6.24% -0.01% 16.12% 0.34% 15.47% 0.00% 83.35% 4.28% 0.65% 0.00% 13.52% -0.50% 10.62% 0.00% 98.42% 1.0 7% 2.90% 0.00% . . 南华期货 . PCR PCR PCR PCR . 267457 -24864 969244 24591 0.61 -0.06 0.53 -0 .02 9377 -5489 30134 1694 0.72 0.19 0.41 0.01 10727 -1507 21444 179 0.91 -0.13 0.50 -0.02 32571 -3620 113701 2763 0.82 0.17 0.80 0 .01 21996 -14071 59536 101 0.73 -0.26 0.95 -0.02 45627 -15506 300956 8009 0.61 -0.02 0.78 0 .00 317613 199633 340638 34437 1.34 0.73 0.47 0.07 159016 -45507 258616 5901 0.90 0.10 0.43 -0.05 90933 -58015 157603 402 0.92 0.28 0.59 0.04 192906 -34775 449760 20456 0.82 0.17 0.56 0 .01 34145 -14671 73218 1215 0.75 -0.14 0.50 -0 .01 14.39% 0.39 % 17.48% -0.02% 60.57% -0 .34% -3.09% 0.03% 31.13% 0.36 % 43.83% -0.07% 90.35% -1.85% -12.70% 0.08% 17.09% -1.46% 23.26% -0.05% 67.34% -2.38% -6.17% 0.03% 12.59% -0.84% 18.42% 0.00 % 72.80% -7.70% -5.83% -0 .01% 15.99% -0.67% 24.12% -0.01 % 85.31% 13.65% -8.13% 0. 00% 29.06% 1.16% 21.54% 0.02% 93.43% -0 .15% 7.52% -0 .01% 21.97% -1.09% 34.61% 0.03% 96.79% -7.63% -12.64% -0.04% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 45521 -22525 104158 1285 1.08 0.36 0.93 -0.02 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.02% 0.18% -0.25% PVC -0.17% -0.74% -0.27% 1.19% 9.92% -0.03% -1.39% 0.30% -0.07% -0.01% 0.03% 0.02% 0.01% 0.00% 0.00% 0.01% 0.00% 0.00% 0.00% 0.04% -0.01% 0.05% 0.01% 0.00% % 1.01 70.91% -0.01% 11.69% 11.69% 1.90% 3% -5.3 100.21% 21.84% 23.74% -0.94% 29.10% 87.35% 0.00% 9.88% -0.77% 8.94% 1.04% % 4.86 70.46% 17.37% 18.41% 0.60% % 2.98 71.87% 0.00% 10.35% 10.95% 0.82% % 0.50 65.00% -0.01% 9.46% 10.28% 0.18% 76.76% 0.00% 10.36% 10.54% -3.91% -43.41% 76.89% -0.01% 19.13% 5% -0.0 15.22% 1.44% 0% -5.0 74.44% 0.00% 13.29% 14.73% -7.49% 0% -7.4 88.19% 0.00% 28.50% 21.01% 0.46% % 4.07 57.95% -0.01% 10.93% 3% -0.1 11.39% 2.70% 2% -8.8 99.58% 20.26% 2% 0.0 22.96% 1.36% % 2.71 91.78% -0.03% 34.14% 0.38% 35.50% -2.82% 6% -1.2 82.95% 0.01% 24.26% -0.30% 21.44% 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 325176 -25462 383282 9815 0.78 -0 06 0.83 0.04 138355 -33956 136795 467 1.15 -0 19 1.07 0.05 84000 -40823 118065 624 1.03 0.00 0.80 0.01 82189 -39043 66141 1830 0.91 -0.47 1.03 0.08 70531 23720 117976 5012 0.45 0.11 0.33 0.02 104698 40707 160449 12375 0.34 0.04 0.34 0.00 . 南华期货 . 550.08 0.62 -0.26% -0. 74% 102515 -48988 159256 -3701 7752 72 0.36% 0. 13% 1091953 -199832 380858 6430 78370 260 -0.65% 1.32% 92440 -16 216 159905 -10640 20385 95 -0.20% 1.43% 167028 -44010 219180 -2883 23410 215 0.45% 2.48% 149236 1055 3 87809 41954 92800 -3000 -3.63% -2.19% 119713 4234 2 115233 -5812 11935 -220 -1.73% -1.24% 329518 179264 205838 -236 35220 -426 24500 2027 1.18 -0.02 0.81 0.10 186242 1002 335766 8477 0.77 0.01 1.06 -0.05 LPG 10337 -11768 23463 403 0.29 0.15 0.35 0 .00 PTA 151146 -54616 378900 8909 0.99 0.05 0.90 -0.03 62223 -28503 111649 2254 0.30 -0.06 0.50 - 0.01 108887 -28768 237491 3930 0.78 -0.07 0.90 -0.03 PVC 70877 -36842 266252 2806 0.26 0.03 0.38 - 0.01 10840 -6992 54992 875 0.91 0.24 0.73 0 .01 10130 -3671 44345 922 0.64 0.14 0.56 - 0.01 28031 -2876 104446 3939 0.60 0.08 0.56 0 .00 73583 -12398 75840 7098 2.11 0.51 1.46 0.09 23473 -17415 46957 -660 1.15 -0.01 1.16 0.05 14744 1983 43886 4161 0.90 0.03 1.20 0 .02 12485 -6889 38867 6 1.87 0.79 0.76 0 .00 613.5 1 1.5 1.27% 2.01% 34099 -36360 10756 -5491 2076 -44 -2.85% -1.46% 1396561 -98715 727788 4122 LPG 4557 76 0.40% 0.51% 137185 -75075 85639 -458 PTA 5880 18 -0.37% 1.07% 466220 -210230 775640 9572 14915 30 -0.67% 2.24% 283705 -145706 217451 -5294 2511 -5 -0.24% 0.31% 465350 -59875 733079 -9430 PVC 6120 -14 -1.15% 0.25% 867625 -514367 813453 -23996 8519 26 -0.02% 0.88% 285176 -92773 417553 -73 12 7678 12 -0.05% 0.31% 261439 -108913 376800 -10568 4461 -13 -0.67% 0. 17% 14617