商品期权：白银期权隐含波动率今日大幅下降，目前仍旧处于偏高水平

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 603093 6/11/2024 IV IV 20HV 20HV -0.01% 110IV/90IV 110IV/90IV -19.55% 7.10% -0.02%0.02% 0.01% -22.55%9.83% 15.15% -1.57% -7.47% 0.01% 8.28% 0.47% .01% 0.07% .01% .01% .02% -0.03% .00% .00% .01% .00% .00% 0 0.82% 99.71% 00% 0. 12.78% -0.57% 13.60% 0 -0.20% 64.98% 00% 0. 15.12% 0.34% 14.92% -0 -5.00% 6% -3.1 68.34% 23.80% 0.03% 18.80% 0 4.63% 6% 0.3 105.94% 00% 0. 16.77% -0.76% 21.40% 0 -1.31% 75.51% 13.99% 0.80% 12.68% -1.34% 77.82% 9.56% -0.72% 8.22% 0 -1.01% 89.16% 19.80% 0.26% 18.79% -0 -4.55% 91.85% 00% 0. 20.17% -0.52% 15.62% 0 3.63% 90.62% 00% 0. 14.78% 0.63% 18.41% 2.71% 5% -3.3 78.37% 00% 0. 6.51% 9.22% 0 6.29% 80.41% 12.19% 0.31% 18.48% 113305 -178552 831326 14543 0.50 0.04 0.54 - 0.01 12259 -16172 18915 6436 0.35 -0.05 0.22 0.13 6964 -3096 17584 -929 0.89 0.41 0.62 - 0.02 26656 -46458 96650 5411 0.61 -0.18 0.84 - 0.05 80232 -1520 136015 7808 0.82 0.27 0.73 - 0.02 50509 -129919 245762 11092 0.57 -0.20 0.83 0.00 177088 1043 425982 -239 0.70 0.26 0.42 - 0.01 109765 -57801 343139 5135 0.65 0.15 0.43 - 0.01 80844 -185510 122601 8278 0.55 -0.03 0.59 - 0.01 189612 16534 593172 7312 0.75 0.30 0.57 - 0.01 18248 9333 52979 -647 1.32 0.55 0.60 - 0.03 3477 -17 -0.94% -1.17% 750496 -492919 1989722 156 4645 -8 -0.13% -0.47% 41702 -33456 78130 -160 0 4010 -34 -1.11% -2.08% 83825 -30016 80925 -5901 7858 -150 -1.70% -3.53% 420663 -89032 691249 -13750 8556 -56 -1.12% -1.59% 401789 -113457 303902 -5930 2485 -4 0.08% -1.89% 328716 -241393 643931 13191 6194 -107 -1.70% -2.02% 393587 -7748 362635 -29451 2742 -14 -1.30% -0.75% 572812 -325422 883787 -9020 7596 -204 -2.69% -4.73% 675042 -79239 535284 -28816 14995 -140 -0.99% -0.99% 307487 50537 565202 13831 9120 56 0.37% 0.31% 67773 11939 104901 978 14.93% - 2.14% 20.43% 0.03% 68.41% -15.64% -5.50% -0.05% 32.92% - 7.25% 51.70% 0.07% 95.21% -16.80% -18.78% -0.14% 17.63% - 2.01% 29.63% 0.01% 70.42% -4.77 % -12.00% -0 .03% 15.62% - 2.06% 18.47% 0.01% 75.52% -1.72% -2.85% -0 .03% 18.56% 0.84% 25.18% 0.01% 71.34% -1.97% -6.62% 0 .00% 29.87% 22.67% 22.50% 0.02% 89.84% -10.74% 7.37% 0.21% 22.64% - 1.19% 35.54% 0.03% 91.20% 2.97% -12.90% -0 .04% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 58569 -2292 91630 3580 0.95 0.45 0.93 -0.10 IV IV 20HV20HV 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 -72689 -657 0.07 0.13 0.30 0.18 -0.12 -0.10 -0.11 -0.07 -0.12 17740 21904 0.00 0.42 0.48 102629 -169538 67940 0.02 0.34 0.42 71381 -78497 47530 1.29 1.17 722 54605 -18104 43945 0.01 0.99 0.97 105796 -18845 64209 1.14 1.08 3109 116675 -32542 76683 0.96 0.82 17886 283093 254552 544.78 -17.52 -3.14% -3.67% 114009 -73047 171918 -11091 7680 -541 -6.08% -9.84% 811926 -1E+06 383256 -19110 79870 -1660 -2.30% -3.05% 91327 -24627 173378 -3452 20905 -315 -1.85% -1.83% 148974 -8680 150384 -9883 23695 -470 -2.05% -2.75% 114834 -27143 66953 -5616 97000 -3050 -3.72% -3.32% 104245 11307 152300 -2504 12120 -185 -2.18% -0.62% 265180 -88362 197563 674 21.91% -7.50% 23.14% 0.01% 88.37% 0 84% -1.23% -0.09% 37.65% -0 .66% 45.59% 0 00% 128.73% 11.39% -7.94% -0 01% LPG 23.95% -0 .10% 23.59% 0 00% 97.99% 56.04% 0.36% 0. 00% PTA 12.63% -0 .16% 10.90% 0 00% 64.07% -26.80% 1.73% 0. 00% 20.67% -3 .86% 25.62% 0.03% 87.91% -38.37% -4.95% -0.07% 17.35% 0 20% 15.57% -0.02% 93.47% -1 .95% 1.78% 0.02% PVC 17.30% -0 .69% 22.92% 0 00% 111.68% 10.30% -5.62% -0 01% 11.39% -0 .23% 11.42% 0 00% 83.86% -6 .89% -0.03% 0. 00% 11.95% -0 .64% 12.15% 0 00% 92.47% -6 .59% -0.20% -0 01% 13.08% -0 .29% 11.53% 0 00% 93.38% 6 79% 1.55% 0. 00% 16.72% 13.78% 19.02% 0 00% 75.51% -6 .89% -2.30% 0.14% 10.18% 0 71% 10.38% 0 00% 56.60% -4 .16% -0.20% 0. 01% 26.04% 0 58% 27.29% 0 00% 96.14% 13.37% -1.25% 0. 01% 14.31% 0 31% 11.64% 0 00% 93.76% 4.10% 2.67% 0. 00% IVIV20HV20HV110IV/90IV110IV/90IV . .. . . . 南华期货 .. . .. .. . .. .. PCR PCR PCR PCR .. 37055 -29702 47875 928 0.83 0 .13 0.44 0.05 292314 -180290 508540 19700 0.94 0.28 0.96 -0.07 LPG 9539 -35379 16091 3053 0.25 -0.19 0.51 -0.09 PTA 222080 17003 469798 9479 0.53 -0.11 0.78 -0.02 84736 -53407 93997 4209 0.41 0 .06 0.62 0.0 0 149423 5127 320861 10272 0.80 0 .02 0.78 0.0 0 PVC 67681 -125834 219801 6736 0.26 -0.10 0.43 -0.01 8729 -9445 50664 315 0.37 0 .07 0.66 0.0 0 6931 -4834 42168 362 0.34 0 .05 0.48 -0.01 26147 6679 92460 4895 0.44 0 .10 0.51 -0.02 19283 -116813 15022 8182 1.22 0.47 1.24 0.05 27616 -4674 57271 1064 0.52 -0.23 0.82 0.0 0 18381 2981 45202 445 0.79 -0.18 1.09 -0.06 15037 848 35056 -327 0.71 -0 .06 0.68 -0.02 -4.23% -898573 LPG PTA PVC 0.00% -1.72% -0.70% -146852 -244180 0 -2.19% 2301 17052 776 1890 -156046295 32991 6576 -86773669 5398 9690 5091 1140 - 96582 -9694 49261 0.54% 1.16% 80 8580 229225 -22559 250484 -3.49% -51 2075 168882 -3782 100771 0.05% 0.84% 32 7436 228242 -44383 229291 0.44% 0.84% 91 9515 332107 29446 254610 -0.26% -0.07% -5 4552 401488 -60576 231798 -0.40% -0.14% 7682 436481 -58491 260490 -0.26% -2 8542 8