商品期权：原油期权隐含波动率持续走低，目前仍高于历史波动率8.65%

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 603093 6/6/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.22% -0.23% 13.56% 0.00% 100.00% 14.48% 4.66% 0. 00% 8.15% 0.97% 9.41% 0.00% 100.90% 0 .61% -1.26% 0.01% 17.38% -0.16% 16.08% 0.00% 98.67% 0 .38% 1.30% 0. 00% 15.35% 0.19 % 21.06% 0.00% 90.96% 10.19% -5.71% 0. 00% 18.77% 0.04 % 22.07% 0.00% 71.38% -4.52% -3.30% 0. 00% 7.17% -0. 42% 6.29% 0.00% 75.19% 1 .29% 0.88% 0. 00% 11.93% -1.17% 13.00% 0.00% 79.05% 8.88% -1.07% -0.02% 23.11% 0.03 % 17.40% 0.00% 102.72% 0 .81% 5.71% 0. 00% 18.75% 0.01 % 23.62% 0.00% 86.00% 0 .95% -4.87% 0. 00% 14.51% 0.56% 15.02% -0.02% 64.96% 1 .59% -0.51% 0.02% 14.26% 0.15 % 13.50% -0.01% 98.95% 1 .07% 0.76% 0.0 1% 264835 1807 5 1082755 -8087 0.49 -0.05 0.55 0.00 38111 -10 873 84295 -2655 1.23 0.69 0.43 -0.01 7006 715 23741 29 3 0.48 -0.22 0.66 -0.01 63919 1043 6 141368 -1 655 0.81 0.00 0.79 0.02 68383 1850 4 129697 -1 860 0.71 -0.01 0.75 0.02 61519 -66 06 474051 8504 1.01 -0.02 0.69 0.02 312691 107652 432194 -4372 0.42 -0.19 0.43 0.00 133171 -35088 332583 3548 0.73 0.15 0.46 0.00 143002 154 4 195624 92 0.64 0.12 0.54 0.04 167635 -113288 593121 -1 907 0.47 0.03 0.57 - 0.01 11488 -22 56 53722 - 630 0.85 0.07 0.64 -0.02 3502 15 0.63% -0. 24% 1150190 -44089 2011086 -11197 4644 -4 -0.54% -0. 34% 109060 -27 580 90046 -3493 4038 39 1.30% 0.83% 113578 18756 90667 -215 2 7936 110 1.22% 1.78% 452865 29796 714583 -16644 8614 53 0.56% 1.01% 527698 44047 310493 -9286 2439 4 0.21% 0. 16% 162225 -48716 315294 -29326 6302 58 1.29% 0.71% 570960 152783 396675 9940 2778 -1 0.04% -1.20% 835741 217 47 860892 3057 7734 132 1.55% 1.68% 649008 -11 294 544341 13230 15145 -5 0.46% -0.87% 277410 -159236 546959 -3563 9070 38 0.47% 0.00% 58521 -468 106221 -275 1 17.14% 1.47% 19.14% 0.01% 76.28% 2 .83% -2.00% 0.01% 35.90% 2.35% 45.92% 0.01% 99.90% 9.29% -10.02% 0.01% 19.34% -0.65% 29.27% 0.01% 77.28% 3.52% -9.93% -0.01% 18.98% 0.27 % 17.80% 0.00% 79.95% -2.16% 1.18% 0.00% 18.84% -1.5 0% 25.49% 0.00% 75.29% - 3.12% -6.65% -0.02 % 26.51% -5.16% 22.45% 0.01% 92.24% 7.26% 4.06% -0.06% 22.55% -1.08% 34.99% 0.02% 102.05% 0 .31% -12.44% -0.03% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 83791 19760 89134 2306 0.63 -0.80 1.03 -0.01 HV 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 -7838 56 -192609749 -23335 17260 15508 -0.43 -0.27 0.19 -0.44 -0.02 0.00 -0.13 0.00 0.00 0.33 0.01 0.40 5170 230784 148481 0.24 -0.12 0.62 5706 303311 122601 1.44 1.61 1905 54462 71470 -0.01 1.00 1.23 5957 106597 89987 1.23 1.08 1595 112531 -5 119394 1.04 0.84 253516 271772 562.14 8.52 1.79% 2.08% 198820 32262 181560 9561 8036 260 3.04% 6.13% 1731678 -30301 385745 6424 81250 1190 0.86% 3.29% 135385 -13584 177224 -4 599 21280 145 0.16% 0.92% 174539 -27088 171189 -6222 24085 45 -0.25% 0.82% 201498 15968 78652 -8952 101150 1350 0.80% 3.24% 95005 -27586 159275 -8858 12465 65 0.28% 1.04% 189857 11064 196697 28 2 IV IV 20HV20 110IV/90IV 110IV/90IV . 南华期货 30.39% -0.91% 21.74% 0.00% 89.13% 2.82% 8.65% -0.01% 38.39% 0.77% 45.82% 0.00% 90.76% 8.86% -7.43% 0.01% LPG 0.00% -24.20% 23.07% - 0.01% 41.67% -45.07% -23.07% -0.23% PTA 12.86% -0.34% 10.75% 0.00% 76.70% 3.49% 2.11% 0.00% 21.74% 1.15% 21.48% 0.03% 91.25% -12.68 % 0.26% -0.02% 17.24% 0.38% 17.13% 0.00% 92.39% 4.38% 0.11% 0.01% PVC 17.51% -0.51% 22.88% 0.00% 83.19% -26.16% -5.37% -0.01% 10.88% -0.58% 11.51% 0.00% 91.26% 10.47% -0.63% 0.00% 12.03% 0.06% 12.34% 0.00% 100.32% 6.65% -0.31% 0.00% 13.49% -0.28% 11.76% 0.00% 92.26% 10.03% 1.73% 0.00% 17.00% -5.82% 19.28% 0 00% 75.51% -12.79 % -2.28% -0.06% 9.12% -0.78% 9.96% 0 00% 57.46% -2.63 % -0.84% -0.01% 26.13% 0.74% 27.70% 0 01% 96.16% -0.66 % -1.57% 0.00% 13.20% -0.21% 11.33% 0.00% 85.99% -0.98 % 1.87% 0.00% . PCR PCR PCR 8525 LPG PTA 26218 PVC 82508 1957 3358 0.26 -108462 1570 -44863244 -0.66 PCR 0.02 -0.010.01 .00 .00 .01 0.01 .00 .00 0.01 0.01 0.06 .01 -0.03 0.67 -0.16 1.26 398 34826 29 -19 16789 0 1.16 -0.15 0.90 373 - 43591 1 195 13325 0.86 0.10 0.78 55793 32 -11 29410 0.91 0.96 114727 126479 - 0.53 0.05 0.59 87263 312 -11 17022 0 0.52 -0.07 0.25 573 40816 02 -45 5824 0 0.70 -0.01 0.42 297 49704 3 450 12351 - 0.32 0.59 396927 244201 0 0.81 0.17 0.82 309557 569 -17 145865 0 0.57 0.02 0.39 215 - 84872 65120 0 0.80 -0.15 0.71 871 454741 -84697 177795 0.49 -0.39 0.44 -2737 55799 49 46262 1.07 0.06 0.76 487745 39 -17 289274 0.35 0.11 0.82 414 - 48605 69 -67 62557 . 577 6.7 1.23% 3.10% 100383 - 8014 29929 -1316 2232 37 1.18% 2.26% 1271149 -138397 713473 7015 LPG 4461 -12 -0.73% 1.43% 121415 19 712 92741 -258 PTA 5864 -2 0.00% 0.00% 543438 -129448 813949 -12947 15560 510 3.53% 3.06% 595751 185330 215303 8604 2564 -9 -0.08% -0.4 3% 582203 -87116 791207 -11522 PVC 6266 -14 -0.51% -0.2 5% 1651671 454293 848950 -589 8528 40 0.41% 0.74% 287145 8395 437584 -1632 7673 24 0.21% 0.85% 278080 - 16043 427004 -11628 4554 28 0.09% 1.74% 177877 -95137 337548 -3699 9383 46 -0.55% 1.90%