商品期权：原油期权隐含波动率今日有所上升，目前高于历史波动率10.63%

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 6/4/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.67% -0.55% 13.28% -0.05% 74.76% 0.39% 4.39% 0 .04% 6.82% -2.20% 9.50% -0.01% 89.73% 16.99% -2.68% - 0.01% 17.78% 0.04% 15.72% -0.04% 98.67% - 2.15% 2.06% 0.04% 15.97% -0.10% 20.91% -0.01% 84.38% 6.57% -4.94% 0 .00% 19.51% 0.44% 22.14% -0.01% 75.57% - 0.34% -2.63% 0 .01% 5.70% -1.47% 6.28% -0.01% 79.91% 8.28% -0.58% 0 .00% 13.37% 0.18% 12.30% -0.01% 74.96% 6.43% 1.07% 0.01% 22.57% 0.34% 17.06% -0.03% 95.67% - 4.66% 5.51% 0.03% 18.66% -0.68% 23.55% -0.01% 88.62% 2.62% -4.89% 0 .00% 15.25% 0.58% 15.74% 0.00% 57.98% 1.86% -0.49% 0 .01% 14.31% 0.27% 14.20% 0.00% 94.35% 0.31% 0.11% 0 .00% PCR PCR PCR PCR 9216 19 -33925 -36400 18650 48306 -9800 -96647 28 51 -23 -0.03 1 0.03 -0.07 6774 13098 -0.20 0.28 1 9221 -0.29 0.00 0.64 0.77 1159 54142 -81 12955 0.00 0.58 09 0. 0.71 593358 -310 205624 -0.0 0.48 12 0. 0.58 -679 192218 169150 0.01 0.47 0.80 -4462 325172 144902 0.00 0.43 0.56 435922 309700 0.00 0.67 13 0. 0.89 458247 103971 0.72 01 -0. 0.92 227 133207 93032 0.76 02 -0. 0.84 3710 141304 76916 -0.0 0.70 06 0. 0.67 23542 -39 10513 0.43 02 -0. 0.66 5085 87859 42795 0.01 0.55 0.16 0.81 29612 1076243 58 -310 263527 3466 19 0.00% 1.09% 1145505 -83466 1982448 8895 4675 26 0.41% 0.54% 124417 39019 87394 5883 3977 -4 -1.24% 0.87% 105410 -256 01 91252 -15 7 7864 -38 -1.58% 0.75% 533473 -175532 731453 -21057 8583 -78 -1.96% 0 .20% 605591 -232711 320741 -272 8 2428 -10 -0.37% -0.53% 284074 37541 372636 -24703 6196 10 0.36% 0 .02% 639746 120565 386208 13375 2758 23 -0.11% 1.55% 785508 -376 79 856299 -30453 7644 -8 -1.75% 0.38% 800583 -263491 546821 -16111 14940 -70 -0.93% 0.77% 310477 -65231 557587 6384 8986 -26 -0.69% -0 .02% 68634 -40 108827 5628 15.80% 1.18% 18.34% 0 .00% 81.68% 10.88% -2.54% 0.01% 32.61% -0.11% 41.78% 0 .00% 101.89% 10.57% -9.17% 0.00 % 20.03% -1.45% 27.82% 0 .00% 79.54% -1.5 8% -7.79% -0.01% 19.35% 1.34% 17.76% 0 .00% 85.47% 1.2 6% 1.59% 0.01% 20.41% 0.32% 24.97% 0 .00% 80.66% -0.8 7% -4.56% 0.00% 32.34% -4.82% 21.08% -0.01% 83.85% -10.14% 11.26% -0.04% 25.80% -0.14% 35.32% 0.03% 107.24% 6.23% -9.52% -0.03% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 44301 -33154 83841 1190 1.00 -0.33 1.07 0.00 206039 -161399 227457 8969 1.22 0.19 1.16 -0.0 3 103907 -24238 110344 5893 1.21 -0. 11 1.29 0.06 91446 -59181 103426 5709 0.82 -0.31 1.06 -0.09 62887 -32677 50136 1344 2.05 0.14 1.61 0.04 106305 -33921 289468 -4887 0.41 -0.12 0.26 0.0 0 170525 -171467 232144 2788 0.34 -0. 12 0.32 0.0 0 HV IV IV 20HV20 110IV/90IV 110IV/90IV 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 556.24 4.68 0.37% 1.23% 143303 -76608 174072 -2958 8086 129 0.20% 3.75% 1583713 -1E+06 391039 2126 81970 460 0.29% 1.16% 127696 -42640 182136 -4385 21395 225 0.54% 1.80% 225850 -110704 189981 -12128 24390 210 -0.29% 2.10% 210164 -45169 92233 -6137 101850 -850 -0.97% 1.87% 80207 -54031 168086 2826 12520 155 0.04% 4.63% 256053 -216087 189108 -255 9 32.31% 5.24% 21.68% 0.05% 85.73% 1.73 % 10.63% 0.01% 37.97% 0.52% 45.65% 0.00% 74.63% -33.58% -7.68% 0.00% LPG 24.90% 1.01% 22.70% 0.01% 64.01% -27.90% 2.20% 0.00% PTA 12.71% 0.27% 10.89% 0.01% 72.54% 0.35 % 1.82% 0.00% 20.92% -0.61% 18.70% 0.00% 99.56% 10.1 2% 2.22% -0.01% 16.99% 0.00% 17.46% 0.00% 93.24% 2.11 % -0.47% 0.00% PVC 18.64% -0.57% 22.66% -0.01% 98.53% 21.61% -4.02% 0.00 % 11.78% -0.13% 11.60% -0.01% 86.28% 1.38 % 0.18% 0.01% 11.76% -0.15% 12.26% 0.00% 90.53% 2.97 % -0.50% 0.00 % 14.07% 0.16% 11.44% 0.00% 95.24% 2.03 % 2.63% 0.00 % 16.56% -0.28% 17.70% 0.00% 53.10% -6.05 % -1.14% -0.01% 11.39% 0.52% 9.90% 0.00% 91.56% 14.97% 1.49% 0.00 % 25.86% 1.76% 27.01% 0.01% 89.04% 14.52% -1.15% 0.00% 13.60% 0.46% 11.65% 0.01% 93.23% -3.11 % 1.95% 0.00 % PCR PCR . PCR PCR 106006 40652 45188 4765 0.78 0 10 0.32 -0.06 298290 -135674 467686 9547 0.74 -0.22 1.13 -0.08 LPG 52153 -6978 56814 -45 7 1.12 0.48 0.57 -0.03 PTA 308320 -6842 447949 -16623 0.93 0.30 0.74 -0.03 54270 -1642 84023 2236 0.52 0 06 0.56 -0.04 160819 -105305 305596 3112 0.74 0 03 0.78 -0.03 PVC 229263 -191001 392963 2303 0.37 0 03 0.32 0.00 12443 -5564 49031 349 0.44 -0.34 0.73 0.00 7938 -8734 41102 -71 4 0.35 0 03 0.52 -0.01 30096 -17433 86016 144 0.37 -0 .06 0.54 -0.01 196122 -125846 121609 -13 89 1.33 0.64 0.93 0.00 33265 -2552 48472 -15 48 0.84 0.37 0.79 -0.01 20708 4313 42749 1557 0.60 -0.40 1.09 -0.13 16297 -3400 33538 -54 0.88 -0.29 0.73 -0.12 . . . . . 571.9 -23.9 -4.64% -2.74% 146495 31502 30120 2960 2233 33 -1.15% 4.43% 1222006 -407355 714349 10694 LPG 4535 -90 -3.45% -0 .53% 131605 -27960 97380 -212 0 PTA 5848 -62 -1.62% -0 .18% 773517 42607 830762 -24307 15005 -140 -1.38% 0.63% 502467 -92731 209301 -4212 2562 -6 -1.39% 1.82% 624945 -245428 812527 -17523 PVC 6323 37 -1.37% 2.50% 1536565 -1E+06 850105 -19587 8516 -14 -0.65% 1.06% 352055 -65305 444830 2473 7685 -36 -1.08% 0.89% 350212 -120274 455172 -23637 4596 -8 -0.