商品期权：硅铁看跌期权隐含波动率大幅上升，目前已回落至上周四大涨前的价格

IV IV 20HV 20HV - 110IV/90IV 110IV/90IV . -0.31% % -0.03% -0.03% - -9.32% -11.00% -4.43% -1.25% - 0.04% -0.01% -0.01% -0.04% 0.99% -11.92% . 0.00% -0.36% 90% 0. 94.04% 0.00% 14.40% 5% -0.0 14.04% 0.01% -1.12% 02% -3 56.12% 0.00% 15.79% 14.67% -5.22% 85.99% 24.56% 8% -0.0 19.34% 2.19% 5.94% 100.32% 0.01% 20.04% 22.23% -0.39% .25% 13 68.53% 0.01% 13.58% 3% -0.1 13.19% 0.00% -0.27% 71.64% 0.01% 7.44% 5% -0.1 7.17% -3.78% 75.91% % 0.02 22.85% 19.07% -5.35% 77.80% 0.03% 21.42% 6% 0.3 16.07% -0.01 -1.57% .71% 18 100.82% 0.00% 19.31% -0.64% 17.74% 0.01% -1.18% -7.96% 72.73% 0.00% 10.20% 6% 0.9 9.02% 0.01% 0.24% 44% -0 74.37% 0.01% 17.98% 8% 0.2 18.22% 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 294585 -31 91 1046631 22659 0.65 0.21 0.54 0.02 33579 102 66 82774 32 33 0.68 -0.17 0.46 0.00 14432 35 7 23565 164 0.61 -0.50 0.72 0.00 110841 39605 137594 -9695 0.86 0. 06 0.73 -0.09 129432 43061 132980 - 2158 0.92 0.36 0.79 -0.05 85321 471 5 451473 11604 0.76 0. 00 0.67 0.01 261394 48570 422824 1169 0.76 0. 07 0.43 0.00 154702 18203 329634 4636 0.52 -0 07 0.46 -0.01 265797 92476 192897 10752 0.46 0. 02 0.49 -0.12 236652 -77258 584137 6730 0.63 -0 05 0.58 0.00 21106 -33 99 52983 1314 1.06 0.63 0.63 0.02 603093 6/3/2024 . 南华期货 . 3447 -48 -1.09% -1.35% 1228971 173461 1973553 -23817 4649 -3 -0.13% 0.30 % 85398 30219 81511 -4838 3981 -102 -2.11% -2.38% 131011 12 715 91409 -4225 7902 -238 -2.32% -2.64% 709005 199408 752510 -33997 8661 -249 -2.17% -1.62% 838302 190495 323469 -11907 2438 4 0.16% 0.04 % 246533 - 17291 397339 -22808 6186 66 0.34% 1.49% 519181 72390 372833 -28495 2735 -51 -1.65% -1.47% 823187 52819 886752 -11187 7652 -256 -2.12% -3.40% 1064074 238664 562932 -55626 15010 -110 -1.70% 0.59% 375708 -92087 551203 559 9012 -58 -0.66% 0.67% 68674 - 22736 103199 4457 14.62% -1.18% 18.12% 0.00% 70.80% -9.85% -3.50% -0.0 1% 32.72% 0.30% 41.63% 0.03% 91.33% -14.17% -8.91% -0.02% 21.48% 1.21% 28.01% 0.00% 81.12% -2.81% -6.53% 0.01% 18.01% - 0.99% 17.61% 0.01% 84.21% -11.20% 0.40% -0.02% 20.09% - 0.02% 24.88% 0.03% 81.52% -17.17% -4.79% -0.03% 37.16% 3.30% 22.08% 0.00% 93.98% -2.39% 15.08% 0.03% 25.94% 0.46% 35.16% 0.06% 101.01% -3.68% -9.22% -0.05% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 77455 41069 82651 5300 1.33 0.52 1.07 0.05 367438 178692 218488 17953 1.03 0.23 1.19 -0.20 128145 7884 104451 3483 1.32 0.20 1.23 -0.09 150627 37056 97717 4651 1.14 0.55 1.15 -0.11 95564 41584 48792 3808 1.91 0.71 1.57 -0.04 140226 38033 294355 3086 0.53 0.28 0.26 -0.02 341992 124524 229356 10384 0.46 0.18 0.31 -0.05 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 65354 1850 40423 22 28 0.68 0.01 0.38 -0.02 433964 148592 458139 14 38 0.96 0.13 1.21 -0.29 LPG 59131 -769 57271 - 2596 0.65 -0.05 0.60 -0.04 PTA 315162 32167 464572 -9400 0.63 0.17 0.77 0.04 55912 -14303 81787 3362 0.45 0.05 0.60 -0.03 266124 75637 302484 - 2883 0.71 0.16 0.81 -0.06 PVC 420264 101210 390660 17795 0.34 0.11 0.32 -0.06 18007 8282 48682 624 0.79 0.54 0.73 0.03 16672 4230 41816 - 1283 0.31 0.11 0.52 -0.04 47529 19147 85872 3703 0.43 0.06 0.54 -0.02 321968 77497 122998 - 3396 0.69 0.23 0.93 -0.14 35817 1817 50020 - 2568 0.47 0.28 0.80 0.03 16395 7956 41192 - 1057 1.01 0.46 1.22 0.01 19697 7472 33592 161 1.18 0.30 0.85 0.03 551.56 -5.3 -0.86% -1.09% 219911 76948 177030 -3428 7957 -275 -3.55% -1.72% 2774068 829468 388913 -47305 81510 -990 -0.86% 0.71% 170336 -134 186521 -5478 21170 -365 -1.26% -0.32% 336554 37985 202109 -23433 24180 -710 -2.38% -1.57% 255333 50940 98370 -6390 102700 -2150 -2.84% -1.57% 134238 31664 165260 3931 12365 -470 -4.59% -3.06% 472140 71065 191667 -4455 27.07% -0.50% 16.68% -0.05% 84.00% -4.32% 10.39% 0.05% 37.45% -0.17% 45.63% 0.0 1% 108.21% 21.66% -8.18% -0.01% LPG 23.89% -0.56% 21.52% 0.0 0% 91.90% 6.7 8% 2.37% -0.0 1% PTA 12.44% -0.51% 10.17% 0.0 1% 72.18% -6.88% 2.27% -0.01% 21.53% -0.27% 18.32% 0.0 1% 89.44% 1.0 5% 3.21% -0.01% 16.99% -0.96% 17.76% 0.0 2% 91.13% -18.21% -0.77% -0.03% PVC 19.21% -1.92% 23.18% 0.08% 76.92% -26.22% -3.97% -0.10% 11.91% -0.55% 12.27% 0.0 0% 84.90% -6.71% -0.36% -0.01% 11.91% -0.19% 12.40% 0.0 1% 87.56% -2.94% -0.49% -0.0 1% 13.91% -0.88% 11.40% 0.0 0% 93.21% -5.03% 2.51% -0.01% 16.84% -2.71% 17.70% 0.0 1% 59.15% -17.42% -0.86% -0.04% 10.87% 0.03% 9.64% 0.0 1% 76.59% -2.4 9% 1.23% -0.01% 24.10% -0.46% 25.62% -0.02% 74.52% -24.30% -1.52% 0.01% 13.14% -1.28% 11.15% 0.0 0% 96.33% -9.6 5% 1.99% -0.01% PCR PCR PCR PCR - 595.8 -7 -1.89% 0.39% 114993 -4765 27160 403 2200 -105 -5.58% -1.90% 1629361 399290 703655 -42293 LPG 4625 -121 -2.92% -2.04% 159565 -8610 99500 -3669 PTA 5910 -80 -1.43% -1.30% 730910 118390 855069 -124951 15145 -205 -2.01% -0.18% 595198 -124173 213513 -308 2568 -63 -3.20% -2.04% 870373 163013 830050 -89615 PVC 6286 -280 -3.87% -4.59% 2628522 546641 869692 -84011 8530 -118 -1.72% -1.26% 417360 91939 442357 -40858 7721 -122