商品期权：碳酸锂期货价格及期权隐含波动率持续走低，且基本面方面无明显改善

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 6/5/2024 HV 18.45% 0.78% 13.54% 0.00% 85.52% 10.76% 4.91% 0.01% 7.18% 0.36% 9.41% 0.00% 100.29% 10.56% -2.23% 0.00% 17.54% -0 24% 15.96% 0.00% 98.29% - 0.38% 1.58% 0.00% 15.16% -0.81% 20.94% 0.00% 80.77% - 3.61% -5.78% -0.01% 18.73% -0.78% 22.12% 0.00% 75.90% 0. 33% -3.39% -0.01% 7.59% 1.89% 6.25% 0.00% 73.90% -6.02% 1.34% 0.02% 13.10% -0 27% 12.54% 0.00% 70.17% -4.79% 0.56% -0.01% 23.08% 0.51% 17.43% 0.00% 101.90% 6.24% 5.65% 0.0 0% 18.74% 0. 08% 23.39% 0.00% 85.06% - 3.56% -4.65% 0.0 0% 13.95% -1.30% 16.68% 0.01% 63.36% 5.38% -2.73% -0.02% 14.11% -0 20% 14.27% 0.00% 97.88% 3.53% -0.16% 0.0 0% IVIV20HV20110IV/90IV110IV/90IV . . 南华期货 . PCR PCR PCR PCR -0.12 -0.04 -43153 -35846 -10466123357 7300 -0.19 0.15 75299 -0.23 -0.05 -0.27 1 0.02 0.02 0.66 2 0.0 0.79 210 54352 789 13744 0.00 0.58 0.45 1670 595028 280923 0.49 0.52 3314 195532 692 -27 141458 -0.0 0.46 0.58 3863 329035 168259 0.01 0.44 6 0.0 0.61 644 436566 205039 0.01 0.68 1.04 465547 68125 0.01 0.73 0.72 -1650 131557 49879 0.01 0.77 3 -0.0 0.81 1719 143023 433 -23 53483 0.66 3 0.0 0.70 -94 23448 22 -42 6291 0.01 0.43 0.54 -909 86950 9 618 48984 0.00 0.55 -0.26 0.55 14599 1090842 767 -16 246760 3487 21 0.87% 0.87% 1194279 48774 2022283 39835 4648 -27 -0.19% -0.60% 136640 12223 93539 6145 3999 22 0.48% 1.72% 94822 -105 88 92819 15 67 7826 -38 -0.56% 1.02% 423069 -110404 731227 -2 26 8561 -22 -0.45% 1.51% 483651 -121940 319779 -9 62 2435 7 0.04% 0 .41% 210941 -731 33 344620 -28016 6244 48 0.58% 0 .22% 418177 -221569 386735 52 7 2779 21 1.24% 1.35% 813994 2848 6 857835 15 36 7602 -42 -0.13% 1.62% 660302 -140281 531111 -15710 15150 210 1.34% 2.27% 436646 126169 550522 -7065 9032 46 0.47% 1.15% 58989 -964 5 108972 145 15.67% -0.13 % 18.42% 0.00% 73.45% -8.23% -2.75% 0.00% 33.55% 0.94% 44.80% 0.03% 90.61% -11.29% -11.25% -0.02% 19.99% -0.04 % 28.81% 0.01% 73.76% -5.78% -8.82% -0.01% 18.71% -0.64 % 17.90% 0.00% 82.11% -3.36% 0.81% -0.01% 20.34% -0.07 % 25.49% 0.01% 78.41% -2.25% -5.15% -0.01% 31.67% -0.67 % 21.39% 0.00% 84.98% 1.13% 10.28% -0.01% 23.63% -2.17% 35.38% 0.03% 101.74% -5.50% -11.75% -0.05% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 64031 19730 86828 2987 1.44 0.44 1.04 -0.03 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 22.74% PVC 6.26% 0.01% 0.02% -13.01% 35.20% 7.78% .01% .00% 0.00% .01% .00% .00% .01% .00% .00% -0.01% 0.04% -0.02% 0.00% .00% 0 2.08% 26% -6. 86.97% 0.00% 11.33% -0.19% 13.41% -1.63% 96.81% 0.00% 27.02% -0.47% 25.39% -0.08% -31.47% 60.10% 0.00% 9.98% -1.49% 9.90% 3.32% 88.30% 19.50% 22.82% 1.66% 82.23% 12.11% -0.30% 13.77% 0 -0.36% 4% 3.1 93.67% 0.00% 12.33% 0.21% 11.97% 0 -0.19% 50% -5. 80.79% 0.00% 11.65% -0.32% 11.46% -0 -4.83% 82% 10. 109.35% 0.00% 22.85% -0.62% 18.02% 0 -0.40% 23% -5. 88.01% 0.00% 17.26% -0.13% 16.86% 0 1.97% 8% 4.3 103.94% 0.00% 18.62% -0.33% 20.59% 0 2.45% 7% 0.6 73.21% 0.00% 10.75% 0.49% 13.20% 1.07% 86.74% 0.00% 23.13% -0.70% 24.20% 0 -7.99% 7% 7.2 81.90% 0.00% 45.61% -0.35% 37.62% -0 9.76% 8% 0.5 86.31% 0.01% - 21.54% -1.01% 31.30% 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 7 16043 17801 1 0.05 0.14 0.210.00 0.34 -0.10 -0.06 -0.05 -0.04 39631 -39304 2421 8137 -6530 0.01 0.33 0.05 0.40 225614 131221 -0.02 0.24 0.74 297605 145936 1.57 2.05 52557 1166 - 61721 1.01 1.04 2786 - 100640 109247 1.23 1.35 592 110936 119950 1.06 1.27 0551 238008 3571 279610 553.62 -2.62 -0.29% -0.66% 166558 23255 171999 -20 73 7776 -310 -3.09% -3.29% 1761979 178266 379321 -11718 80060 -1910 -2.44% -2.73% 148969 21273 181823 -31 3 21135 -260 -0.75% -1.29% 201627 - 24223 177411 -12570 24040 -350 -1.07% -0.78% 185530 - 24634 87604 -4629 99800 -2050 -2.44% -1.47% 122591 42384 168133 47 12400 -120 -0.76% -0.80% 178793 -77260 196415 7307 PCR PCR PCR -36680 3831 11534 LPG PTA -15368 -0.15 2004 PVC -67570 38819 4077 0. 0.30 -0.16 PCR 1 -0.05 -0.100.05 1 0.02 1 3 0 0 -0.040 0.06 3 -0.0 0.70 0.54 1.42 890 34428 2421 18718 1.15 0.44 1.05 1215 43964 34 -93 11374 0.0 0.79 0.68 52549 23 -27 30542 0.90 1.63 -2396 119213 234941 0.0 0.54 18 0.55 -323 85693 62 -17 28334 0.0 0.52 0.03 - 0.32 -859 40243 2388 10326 -0.0 0.71 0.01 - 0.43 376 49407 95 -45 7848 0.0 0.33 0.04 - 0.33 606 393569 161693 0.80 0.09 - 0.65 307600 2615 163434 0.0 0.57 0.37 1064 85087 38902 0.79 0.07 - 0.86 5921 453870 -45828 262492 0.47 -0.29 0.83 1722 58536 40 -59 46213 1.08 0.05 - 0.70 479220 77 -72 291013 0.0 0.33 0.07 - 0.71 49019 69326 南华期货 570.3 -1.6 -1.88% 2.76% 108397 -380 98 31245 1125 2195 -38 -1.08% 0 07% 1409546 187540 706458 -7891 LPG 4473 -62 -2.17% 1.28% 101703 -299 02 92999 -4381 PTA 5866 18 0.00% 1.62% 672886 -100631 826896 -3866 15050 45 0.47% 1.85% 410421 -92046 206699 -2602 2573 11 0.35% 1.74% 669319 4437 4 802729 -9798 PVC 6280 -43 -0.25% 1.12% 1197378 -339187 849539 -566 8488 -28 -0.33% 0 32% 278750 -73305 439216 -5614 7649 -36 -0.64% 0 44% 294123 -56089 438632 -16540 4526 -70 -1.65% -1.18% 273014 -46604 341247 -18087 9337 -233 -2.46%