商品期权：贵金属期权隐含波动率持续走低，价格预计近期仍以高位震荡为主

603093 6/14/2024 HV IVIV20HV20 110IV/90IV110IV/90IV 17.90% -0.33% 14.17% 0.0 1% 75.23% 1 27% 3.73% -0.01% 8.85% 0.0 6% 5.92% 0.0 0% 67.29% 0 21% 2.93% 0.00 % 17.34% -0. 26% 16.56% 0.0 1% 96.41% 12 .51% 0.78% -0.01% 15.86% 0.1 5% 20.43% 0.0 0% 79.70% -1 .05% -4.57% 0.00 % 17.69% -0. 25% 20.02% 0. 00% 106.78% 1.70% -2.33% 0.00 % 8.30% 0.1 1% 9.59% 0.0 2% 79.39% 2.68% -1.29% -0.02% 12.37% -0.30% 12.27% 0.0 1% 80.55% 4.33% 0.10% -0.01% 20.64% -0. 15% 20.55% 0.01% 97.43% -6.43% 0.09% -0.01% 18.95% 0.81% 24.16% 0. 00% 85.95% 1 16% -5.21% 0.01% 14.20% -0.73% 13.30% -0.02% 81.26% -1 .04% 0.90% 0.01% 14.33% 0.23% 10.63% 0.0 0% 102.50% -3 .13% 3.70% 0.00 % . . 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 PCR PCR PCR PCR 南华期货 . 185065 -119602 910851 14770 0.82 0.22 0.54 0.00 8862 -5037 26377 1842 0.59 -0.0 4 0.32 -0.03 8846 -5455 20964 695 0.66 -0.49 0.54 -0.02 26789 -5582 109284 2661 0.64 0.15 0.79 -0.02 34845 124 57435 1639 0.52 -0.0 3 1.02 -0.05 57733 -13037 282421 8893 0.40 -0.28 0.77 -0.02 126013 10374 297097 6751 0.55 -0.08 0.40 0.00 139391 -26599 225822 4055 0.80 -0.0 3 0.45 -0.03 95249 -11217 146122 7019 0.44 0.0 5 0.54 -0.02 104412 -92311 414333 11100 0.65 0.0 2 0.59 -0.03 42657 -59 69057 4722 0.87 0.31 0.53 0.00 3457 40 -0.06% 1.55% 1132156 -411816 1969692 -66168 4639 14 -0.02% 0.49% 51662 -3396 8 55808 -12637 3991 46 -0.08% 1.40% 109549 -2089 4 86530 -2631 7884 -2 8 -0.55% - 0.63% 518486 -9698 686940 -5829 8469 -2 6 -1.02% - 0.06% 539423 -103457 316304 -4374 2483 -1 -0.12% 0. 12% 358979 -5630 2 692201 12499 6237 73 0.66% 1.10% 417169 104576 356963 -3005 2698 38 -0.59% 2.12% 929447 -142932 907092 -48438 7684 -32 -0.54% -1.04% 875186 17338 527752 -15056 14795 35 -0.34% 1.49% 282468 -221712 599167 5341 8856 -88 -1.77% 0.82% 121737 -2717 4 132697 15576 14.36% -0.51% 19.90% 0.00% 70.04% 0.43 % -5.54% 0.00% 31.61% -0.05% 51.07% -0.01% 95.75% 2.91% -19.46% 0.01% 17.54% 0.40% 28.83% 0.00% 71.33% 0.27 % -11.29% 0.01% 14.31% -0.40% 18.30% 0.00% 62.55% -4.66% -3.99% 0.00% 17.10% -0.42% 24.59% 0.00% 71.82% -1.19% -7.49% 0.00% 0.00% -28.36% 21.70% 0.00% 95.68% -1.0 0% -21.70% -0.28% 0.00% -23.64% 34.59% 0.03% 104.65% 2.97% -34.59% -0.26% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 64116 -4377 99092 2979 1.18 0.50 0.95 0.02 359983 -161853 355508 7845 0.99 0.37 0.79 -0.02 111757 -2853 4 134383 4192 1.20 0.22 1.07 0.03 76851 -18940 116063 2737 0.92 0.12 0.87 -0.03 66552 -27626 63392 2308 1.21 0.35 1.17 0.02 43467 -24194 106744 8526 0.41 0.15 0.31 0.02 96755 25105 137446 12021 0.25 -0.15 0.35 -0.02 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.93% -0.16% -1.03% -0.01% -0.01% 0.00% -0.01% 0.00% PVC -0.22% -0.87% -0.60% 0.01% -3.35% -6.42% -7.67% 0.00% -0.01% -0.01% 0.01% -34.10% -0.36% -0.01% 0.00% 0.49% % -2.66 78.77% .00% 0 11.63% 12.12% -3.30% 76.84% 28.81% 0.45% 25.51% 0.00% -0.37% % 3.18 66.60% .00% 0 9.72% -0.06% 9.35% 0.00% -2.07% % -3.93 72.98% .00% 0 20.22% 0.18% 18.15% 0.09% 77.86% 11.95% 12.04% -2.10% 82.38% .00% 0 12.31% 10.21% -0.48% 79.97% .00% 0 11.74% 11.26% 0.00% -6.74% 13.77% 115.22% .00% 0 22.97% -0.37% 16.23% 0.59% % 5.37 80.27% .00% 0 15.41% -0.43% 16.00% -6.02% % -4.18 87.22% 27.42% 21.40% 0.00% 0.76% % -2.73 54.52% .00% 0 10.70% 11.46% -2.26% % -2.09 93.64% 24.62% 22.36% 0.00% -7.10% % -3.29 95.16% .00% 0 43.41% -0.31% 36.31% 0.00% -1.45% % -0.86 84.30% .00% 0 23.53% -0.19% 22.08% 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 548.48 0.04 -0.24% -0.42% 154506 -17900 164108 -2365 7675 -69 -1.73% -1.90% 1441175 -387730 383540 -6044 79550 -450 -0.60% -0.99% 84911 -30342 175528 -66 9 20565 -80 -0.89% -0.05 % 100187 -48275 125282 -7269 23520 -175 -1.03% -1.75% 118461 -22518 54256 -2621 96900 -900 -1.02% -2.16% 79212 -46767 126620 -5014 12175 15 1.16% 1.04% 213713 -6732 206145 4646 28975 -1 894 22275 1598 1.49 0.36 0.72 -0.01 161792 22216 307254 16178 0.71 -0.27 1.24 -0.07 LPG 9382 -2 335 20304 1292 0.19 0.04 0.39 -0.01 PTA 135768 -36842 362440 11332 0.58 - 0.06 0.89 -0.03 92266 -22716 106644 4514 0.32 0.01 0.56 -0.03 122101 320 8 218962 10828 0.76 - 0.02 0.98 -0.05 PVC 102145 24420 250868 15155 0.29 0.07 0.39 -0.02 14779 51 4 52911 731 0.82 0.25 0.71 0.01 7821 -5 371 42596 183 0.88 0.57 0.56 0.02 26860 -5 13 98652 3487 0.55 0.00 0.56 0.01 98873 40533 55828 21623 1.62 0.61 1.39 0.21 31007 577 3 47995 5857 0.78 0.04 1.06 0.08 14400 188 8 37499 1019 0.37 - 0.19 1.16 -0.02 12786 -6 356 37875 1038 0.92 0.03 0.75 0.03 602.8 -1.7 -0.53% -1.09% 78949 -4 029 19878 -1971 2156 9 0.28% 1.43% 1296352 115220 702851 -5891 LPG 4503 10 -0.64% 0 .55% 149521 -1 2451 85662 -6435 PTA 5938 -8 -0.27% -0 .10% 433569 -1 2440 806867 2292 15235 -250 -2.03% -1.32% 490911 -123141 222121 -3970 2529 -3 -0.51% 0 .31% 580318 -124414 741289 -11421 PVC 6215 13 -0.06% 0 .31% 1300396 203907 824992 -4534 8566 -28 -0.28% -0 .56% 292042 -1 5788 438069 -8131 7697 -15 -0.19% -0 .35% 260077 -2 4758 390121 -7553 44