商品期权：棉花期权隐含波动率今日小幅走高，价格也下跌突破近半年前低点，叠加棉花整体基本面偏弱

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 603093 6/17/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.77% -0.13% 14.31% 0 .00% 73.03% -2.2 0% 3.46% 0.00 % 8.73% -0.12% 5.02% - 0.01% 66.08% -1.2 0% 3.71% 0.01% 17.38% 0.04% 17.05% 0 .00% 93.17% -3.24% 0.33% 0.00 % 15.97% 0.11% 19.43% -0.01% 85.89% 6.19% -3.46% 0.01% 18.04% 0.35% 20.20% 0 .00% 102.30% -4.48% -2.16% 0.00% 7.92% -0.38% 9.82% 0.03% 79.57% 0.1 8% -1.90% -0.03% 12.42% 0.05% 12.82% 0 .01% 76.53% -4.0 2% -0.40% 0.00% 20.92% 0.28% 21.54% 0.01% 91.42% -6.01% -0.62% -0.01% 19.05% 0.10% 24.09% 0 .00% 75.31% -10.64% -5.04% 0.00% 15.78% 1.58% 15.53% 0.02% 79.07% -2.1 9% 0.25% -0.01% 14.02% -0.31% 10.88% 0 .00% 97.35% -5.15% 3.14% -0.01% 292321 107256 944653 33802 0.67 -0.15 0.55 0 .01 14866 6004 28440 2063 0.52 -0.07 0.39 0.07 12234 3388 21265 301 1.04 0.38 0.51 -0.03 36191 9402 110938 1654 0.65 0.01 0.79 0 .00 36067 1222 59435 2000 0.99 0.47 0.97 -0.05 61133 3400 292947 10526 0.63 0.22 0.77 0.00 117980 -8033 306201 9104 0.61 0.06 0.41 0.01 204523 65132 252715 26893 0.80 0.00 0.47 0.02 148948 53699 157201 11079 0.64 0.19 0.55 0.02 227681 123269 429304 14971 0.65 0.00 0.55 -0.03 48816 6159 72003 2946 0.89 0.02 0.51 -0 .02 3399 -58 -1.36% -1.31% 1379866 247710 1940071 -29621 4623 -16 -0.22% -0.19% 47743 -3919 44896 -109 12 3901 -90 -1.86% -1.79% 130075 20526 89873 3343 7764 -120 -1.47% -0.92% 552714 34228 676899 -100 41 8288 -181 -2.04% -1.03% 536435 -2988 332294 15990 2467 -16 -0.80% -0.68% 443425 84446 686590 -56 11 6176 -61 -0.60% -1.26% 368748 -48421 361278 4315 2628 -70 -2.01% -1.42% 942376 12929 914085 6993 7510 -174 -2.19% -1.64% 898732 23546 524625 -31 27 14435 -360 -2.40% -2.06% 521299 238831 612252 13085 8760 -96 -1.44% 0.33% 121011 -726 144712 12015 14.00% -0.36% 19.92% 0.0 0% 60.92% -9.13% -5.92% 0.00% 30.77% -0.84% 50.97% 0.0 0% 92.20% -3.55% -20.20% -0.01% 18.55% 1.01% 28.19% -0. 01% 69.72% -1 .61% -9.64% 0.02% 13.43% -0.88% 18.28% 0.0 0% 80.50% 17.96% -4.85% -0.01% 16.66% -0.44% 24.62% 0.0 0% 71.67% -0 .15% -7.96% -0.01% 0.00% -30.12% 19.39% -0.02% 93.58% -2.10% -19.39% -0.28% 0.00% -23.28% 34.37% 0.03% 104.42% -0 .23% -34.37% -0.26% 350638 - 9345 373467 17959 0.84 -0.15 0.79 0.00 172311 60554 136328 1945 1.34 0.13 1.02 -0.05 124823 47972 117441 1378 1.03 0.11 0.78 -0.09 121232 54680 64311 919 1.38 0.17 0.95 -0.21 46811 33 44 112964 6220 0.34 -0.08 0.31 0.00 63991 -32764 148074 10628 0.30 0.05 0.34 -0.01 HV 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 14.36% -0.20% 11.58% 0.00% 90.07% -9.68% 2.78% 0 00% 549.46 0.98 0.48% 0.7 2% 151503 -30 03 162957 -1153 7680 5 0.23% 1.96% 1291785 -149390 374428 -9112 78110 -1440 -1.97% -1.37% 108656 23697 170545 -4984 20290 -275 -1.62% -0.73% 211038 110540 222063 96776 23195 -325 -2.03% -1.00% 138683 20096 45855 -8401 95800 -1100 -1.44% -0.42% 77371 -18 41 121045 -5575 12155 -20 -0.49% -1.65% 150254 -63459 206074 -71 21.74% -0.34% 23.21% -0.01% 84.21% -0.09% -1.47% 0 .00% 35.12% -1.19% 36.70% -0.07% 89.07% -6.08% -1.58% 0.06% LPG 22.94% 0.58% 21.46% -0.04% 108.39% 14.75% 1.48% 0.04% PTA 11.52% 0.06 % 11.68% 0.01% 53.88% -0 .65% -0.16% -0.01% 20.83% -0.57% 28.81% 0.01% 95.59% 8.37% -7.98% -0.02% 14.98% -1.02% 13.48% -0.02% 79.44% -0 .83% 1.50% 0.01% PVC 15.27% -0.96% 19.94% -0.03% 120.30% 5.08% -4.67% 0.02% 10.71% -0.55% 10.30% -0.01% 66.84% -13.13% 0.41% 0.01% 11.02% 0.81% 9.97% -0.02% 64.50% -17.88% 1.05% 0.03% 11.22% -0.82% 10.74% -0.01% 68.89% -8.97% 0.48% 0 .00% 17.22% -0.93% 20.27% 0.00% 65.60% -7.38% -3.05% -0.01% 9.71% 0.36% 9.85% 0.00% 58.25% -8.35% -0.14% 0 .00% 25.13% -0.38% 28.67% 0.00% 105.54% 28.70% -3.54% 0.00% 11.39% -0.73% 12.37% 0.01% 69.90% -8.87% -0.98% -0.01% 35646 6671 22473 198 1.19 -0.29 0.71 -0.0 1 185240 23448 327289 20035 0.77 0. 06 1.12 -0.12 LPG 22105 12723 23060 2756 0.14 -0 .05 0.36 -0.03 PTA 205762 69994 369991 7551 0.94 0.37 0.93 0.04 90726 -1540 109395 2751 0.36 0. 04 0.52 -0.05 137655 15554 233561 14599 0.85 0.09 0.93 -0.05 PVC 107719 5574 263446 12578 0.23 -0.05 0.38 -0.0 1 17832 3053 54117 1206 0.68 -0.14 0.72 0.00 13801 5980 43423 827 0.50 -0.39 0.57 0.01 30907 4047 100507 1855 0.51 -0 .04 0.56 0.00 85981 -12892 68742 12914 1.60 -0 .03 1.37 -0.0 1 40888 9881 47617 -378 1.16 0.38 1.11 0.05 12761 -1639 39725 2226 0.87 0.51 1.18 0.02 19374 6588 38861 986 1.08 0.16 0.77 0.02 602 -0.8 -0.74% -0.21% 70459 -8490 16247 -363 1 2120 -36 -1.40% -1.67% 1495276 198924 723666 20815 LPG 4481 -22 -0.11% 0.53% 212260 62739 86097 435 PTA 5862 -76 -1.45% -1.18% 676450 242881 766068 -40799 14885 -350 -2.90% -0.88% 429411 -61500 222745 624 2516 -13 -0.55% -0.04 % 525225 -55093 742509 1220 PVC 6134 -81 -1.40% -1.33% 1381992 81596 837449 12457 8493 -73 -0.90% -0.62% 377949 85907 424865 -132 04 7666 -31 -0.36% -0.17 % 370352 110275 387368 -275 3 4474 -15 -0.84% 0.59% 184966 -64632 323746 -24 0 9320 -45 -0.77% 0.74% 300054 479