商品期权：今日硅铁期权隐含波动率大幅回落，但目前仍然处于较高位置

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 5/31/2024 HV IVIV20HV20110IV/90IV110IV/90IV PCR PCR PCR PCR 南华期货 17.94% -0.29% 18.92% 0.00% 74.80% 4.31% -0.98% 0.0 0% 8.06% -0.49% 10.26% 0.00% 80.70% -3.63% -2.20% 0.0 0% 18.38% -0.05% 18.82% 0.00% 82.11% -7.96% -0.44% 0.0 0% 15.71% 0 .09% 18.14% 0.00% 87.12% 4.12% -2.43% 0.0 0% 19.38% 0 .25% 20.48% 0.00% 86.91% 3.39% -1.10% 0.00 % 7.32% 0 .41% 7.98% 0.00% 76.07% -5.87% -0.66% 0.00 % 13.32% 0.61% 13.02% 0.01% 55.27% -12.01% 0.30% 0.0 0% 23.48% 0.52% 20.61% 0.00% 94.38% 1.3 5% 2.87% 0.01 % 19.42% 1.69% 20.92% 0 01% 97.91% 4.82% -1.50% 0.01% 13.68% 0 .28% 15.75% 0.02% 59.14% 7.68% -2.07% -0.02% 14.09% -0.55% 14.86% 0.00% 93.13% -1.3 5% -0.77% -0.01% . 297776 -33185 1023972 16275 0.44 -0. 05 0.53 -0.0 1 23313 -17813 79541 1463 0.85 0.14 0.46 -0.01 14075 2798 23401 -673 1.11 -0. 07 0.72 -0.06 71236 -35267 147289 -3184 0.80 -0. 10 0.82 0.0 2 86371 -26880 135138 3010 0.56 -0.29 0.83 -0.0 2 80606 -31102 439869 6448 0.76 -0.09 0.66 -0.01 212824 29180 421655 9846 0.68 0.15 0.43 0.0 0 136499 -17565 324998 11654 0.60 -0.17 0.47 -0.02 173321 46540 182145 4844 0.44 -0. 04 0.60 0.03 313910 160068 577407 7989 0.68 0.22 0.58 0.0 0 24505 8839 51669 1142 0.43 0.05 0.61 -0.04 -289861 -1 24 110 97 6 1.03% 1.36% 1.14% -153686 -1.02% 166 -350 2.35% -1.65% 103974 208517 -33387 67 54 1 -12355 -4224833946 -7913 22762 34687 17 -52 98742 0 1384 91410 -0.85% -1.33% -80 9070 550644 467795 -2.29% 15120 618558 825410 1.28% 7908 897939 400 -33 770368 8% 0.1 -0.18% -5 2786 401328 0 2421 446791 -1.15% -85 6120 420147 882 -102 263824 3% 0.5 0.12% 2434 335376 647807 -0.55% 8910 272 786507 474 -115 509597 0.32% 8140 -45 95634 067 -20 118296 0.27% 4083 -37 86349 817 -37 55179 34% -0. -0.43% 4652 1997370 1055510 9% 0.8 0.26% 14 3495 15.80% 0.64% 17.78% 0.0 0% 80.64% 13.37% -1.98% 0.01% 32.42% 0.12% 38.86% 0.0 0% 105.50% -1.75% -6.44% 0.00% 20.27% 0.80% 27.94% 0.0 0% 83.93% 1.00% -7.67% 0.01% 19.00% 0.47% 16.41% 0.0 0% 95.41% -2.33% 2.59% 0.00% 20.11% -0.54% 22.50% -0. 01% 98.70% 3.73% -2.39% 0.00% 0.00% -33.21% 21.66% -0.03% 96.38% 9.76% -21.66% -0.30% 0.00% -27.16% 32.03% 0.04% 104.69% 0.78% -32.03% -0.31% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 36386 -16205 77351 2027 0.81 -0.01 1.01 -0.01 188746 -24693 200535 8194 0.80 0.13 1.39 -0.02 120261 -19640 100968 5934 1.12 0.21 1.32 -0.04 113571 -183877 93066 3140 0.59 0.14 1.26 -0.13 53980 -15576 44984 1513 1.19 0.52 1.61 -0.07 102193 -25574 291269 15171 0.25 0.03 0.28 0.00 217468 -245212 218972 10006 0.28 0.06 0.37 -0.03 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.62% -0.01% -1.92% -0.01% 0.01% 0.01% 25.27% PVC -0.34% -0.61% 0.86% . 0.00% 0.00% 0.96% 0.50% 0.00% 0.00% 9.53% 0.03% 0.00% 0.01% 00% -0.03% -0.01% 0.01% 0.00% -0.01% 0.01% -0.01% 02% -0.01% 01% -0. 3.34% % -4.18 105.98% 11.08% - 14.42% -2.92% 98.82% 27.48% - 24.56% -0. 2.36% % -2.17 79.08% 0% 0.0 8.48% -1.44% 10.84% 2.85% % 3.56 76.57% 16.70% 04% -0 19.55% 3.81% % -0.98 98.25% 10.98% 14.79% 0.33% % 2.42 90.51% 0% 0.0 11.77% 12.10% 0.65% % -4.10 91.62% 0% 0.0 11.81% 12.46% 5.72% 8% 13.7 103.14% 0% 0.0 15.41% 0.96% 21.13% 2.54% 109.34% 15.41% 09% 0. 17.95% 4.56% 5% -13.3 88.40% 17.24% 21.80% 0. 3.47% % -2.89 79.06% 0% 0.0 9.48% 12.95% 3.66% % -9.39 85.12% 20.79% 24.45% -6.83% -42.10% 86.54% -0.01% 44.45% -0.75% 37.62% 5.90% % 2.55 88.32% 0% 0.0 21.67% 3.10% 27.57% PCR PCR PCR PCR 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 556.86 2.66 0.23% 1.19% 142963 -37020 180458 -340 8232 -38 -1.84% -0.01% 1944600 -296153 436218 -26419 82500 -360 -1.57% 0.84% 170470 -43649 191999 -10770 21535 -25 -0.94% -2.14% 298569 -274100 225542 -18233 24890 180 -0.82% 0.62% 204393 -65100 104760 -4110 104850 -1150 -1.27% -2.32% 102574 -27338 161329 -1113 12835 -240 -1.53% -6.77% 401075 -261065 196122 2917 63504 13596 38195 1276 0.67 0.19 0.40 -0.06 285372 -29751 456701 8815 0.83 0.19 1.50 -0.15 LPG 59900 11474 59867 7389 0.69 0.22 0.64 0.02 PTA 282995 -210407 473972 8630 0.46 0.10 0.73 0.03 70215 -30529 78425 3262 0.40 0.11 0.63 0.01 190487 -166477 305367 4068 0.56 0.12 0.87 -0.04 PVC 319054 -117857 372865 -1273 0.23 -0 .04 0.38 0.00 9725 -9046 48058 -83 0.25 0.08 0.71 0.01 12442 -5834 43099 -524 0.20 -0 .08 0.57 -0.01 28382 -23476 82169 1921 0.36 -0 .02 0.57 0.00 244471 71206 126394 16781 0.46 0.00 1.07 0.00 34000 -19890 52588 1538 0.19 -0.19 0.77 -0.01 8439 -5177 42249 346 0.55 -0.07 1.21 0.01 12225 -1790 7 33753 385 0.87 0.16 0.82 -0.02 602.8 -8.7 -2.29% -1.35% 119758 28729 26757 -3 12 2305 -39 -3.68% -2.41% 1230071 -156550 745948 -10025 LPG 4746 -32 -0.88% -1.15% 168175 4880 103169 182 7 PTA 5990 -34 -0.13% -1.48% 612520 -457435 980020 -26187 15350 -320 -1.82% -4.41% 719371 -186751 213821 -5 224 2631 -28 -1.16% -2.58% 707360 -488890 919665 -34432 PVC 6566 53 0.72% -1.11% 2081881 -706307 953703 34204 8648 -34 -0.46% -0.98% 325421 -108297 483215 -8 147 7843 -29 -0.33% -1.02% 362966