商品期权：PVC期权隐含波动率昨日上升2.21%，自5月24日上升至高点以来，PVC期权隐含波动率持续在高位震荡

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 南华期货 603093 5/29/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV 0.99% 0.00% -11.98% -21.24% -1.24% -0.49% -0.21% -1.66% 0.01% -0.32% -0.59% -3.07% 0.00% -0.01% 0.01% 0.01% 0.00% 0.00% -0.01% 0% -0.02% 0% 0% -0.01% 0.48% -0.78% 95.12% 14.13% 14.61% -1.24% 50.41% 0.00% 13.70% 12.46% 0.0 -0.15% -1.75% 91.75% 0.00% 19.37% -0.12% 19.22% 2.40% -5.33% 90.79% 20.79% 23.19% 0.0 -0.26% 54.75% 0.00% 12.46% 12.20% 0.18% -1.08% 89.28% 0.00% 7.90% 8.08% 2.48% -1.21% 88.38% 0.00% 17.57% % 0.01 20.05% -0.65% 74.30% 0.00% 16.55% % 0.25 15.90% 0.25% 90.10% 18.12% 18.37% -1.09% 4.32% 93.36% 0.00% 10.24% % 0.51 9.15% -0.83% -6.19% 70.43% 0.01% 18.76% 0% -0.1 17.93% 694232 359085 981101 64746 0.58 0.19 0.55 -0.07 29420 -4603 77740 1244 0.59 0.01 0.48 0.0 0 17388 11087 23247 2327 1.04 0.53 0.77 0.0 2 78246 -29082 148189 3087 0.60 -0.03 0.86 0.07 107802 39255 132936 -645 0.85 -0.13 0.85 0.09 100262 24241 407327 10978 0.61 0.25 0.66 0.0 1 148410 -56871 407923 4738 0.50 0.04 0.44 -0. 01 321282 136051 307128 14002 1.04 0.16 0.50 -0.08 144031 -31875 173102 4166 0.43 -0.01 0.62 0.0 0 150961 -498 575891 1444 0.42 0.07 0.57 0.0 0 18955 1603 50594 950 0.37 0.01 0.67 -0. 01 3509 -51 -2.23% -1.15% 2350702 834991 2072224 -121732 4670 16 0.47% 0.56% 100840 3931 94604 -9188 4107 -40 -1.44% -1.22% 187481 48605 104525 -11093 8154 48 1.02% -0.64% 668372 -46654 805081 -18998 9049 136 1.78% 0.78% 895126 178463 373523 27090 2435 -15 -0.65% -0.53% 409110 94499 492947 -39051 6222 -3 0.05% -0.63% 312476 -46508 370384 -7067 2803 -54 -2.67% -1.43% 1314597 495469 908688 16288 7858 84 1.55% -0.44% 859588 -25885 626846 25409 15570 80 0.39% 0.26% 252792 39653 520174 -3217 9228 78 0.70% 0.70% 87104 4032 106543 3503 IV IV 20HV20 110IV/90IV 110IV/90IV - HV 南华期货 15.69% 0.75% 17.51% 0.00% 97.06% 15.66% -1.82% 0.01% 36.22% 3.18% 37.09% 0.01% 113.50% 1. 59% -0.87% 0.02% 22.24% 1.22% 25.76% 0.00% 98.53% 4. 26% -3.52% 0.01% 19.67% 2.26% 16.54% 0.01% 99.53% 5.63% 3.13% 0.01% 23.58% 2.15% 20.74% 0.01% 106.92% 4. 96% 2.84% 0.01% 31.92% 0.66% 32.19% 0.00% 92.35% - 3.30% -0.27% -0.01% 22.23% 0.17% 24.34% 0.00% 95.82% -7.31% -2.11% -0.01% - PCR PCR PCR PCR 50648 5151 73288 2038 0.48 -0.06 1.04 0.01 292460 -14025 186468 19770 0.46 0.01 1.37 -0.01 92519 -16016 90311 5322 0.80 0.30 1.42 0.06 142836 24680 75153 8921 0.33 0.05 1.04 0.16 105919 34995 42018 6460 0.53 0.06 1.61 0.11 89502 -11609 268771 2551 0.27 0.02 0.29 0.00 206398 -24876 201240 17574 0.31 0.07 0.34 -0.05 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 IV 20HV20 110IV/90IV 110IV/90IV IV HV 南华期货 559.7 3.74 0.20% 0. 10% 197437 34783 182283 1559 8539 253 2.45% -0.71% 2830453 430540 481612 16471 85470 870 0.85% -0. 08% 154485 -797 208944 1919 21520 330 1.58% 0.68% 258576 22279 246022 7482 25350 555 1.85% 1.52% 286829 90524 123767 5322 105200 200 -1.08% 0. 60% 94508 -20296 166699 -3820 12340 -125 -3.52% -1.05% 218186 -21463 116272 1534 24.34% -1.03% 21.04% 0.00% 89.08% -1. 31% 3.30% -0.02% 38.95% 1.11% 44.07% 0.01% 98.73% 4.74% -5.12% 0. 00% LPG 24.87% -1.25% 21.65% 0.00% 94.54% -8. 16% 3.22% -0.01% PTA 13.36% 0.78% 8.45% 0 00% 81.10% -3.47% 4.91% 0.01% 22.63% 0. 29% 15.42% 0.01% 110.63% 20.99% 7.21% 0. 00% 18.18% 0.91% 14.96% 0 00% 99.31% -10.40% 3.22% 0.01% PVC 20.99% 2.21% 15.97% 0.00% 119.60% 15.82% 5.02% 0.02% 12.39% -0 02% 11.75% 0.00% 98.05% -1. 55% 0.64% 0.00% 11.74% -0 17% 11.63% 0.00% 92.35% -9. 68% 0.11% 0. 00% 14.28% 0.34% 10.65% 0 00% 94.27% -4.88% 3.63% 0. 00% 19.44% 0.86% 17.54% 0.01% 72.53% -8.22% 1.90% 0. 00% 10.10% 0.54% 7.63% 0.00% 79.08% -23.04% 2.47% 0.01% 26.23% -1.25% 27.57% 0.00% 104.67% 7.00% -1.34% -0.01% 14.46% 0.52% 10.12% 0 00% 105.67% -0. 17% 4.34% 0.00% . . . . . . 42324 288 0 39195 -105 0.61 0.18 0.43 0.03 315092 45593 436457 20653 0.87 0.11 1.70 -0.01 LPG 46232 -199 73 51220 2605 0.51 0.10 0.60 -0.09 PTA 245955 -186 70 461923 12626 0.41 0.05 0.67 -0.03 66848 -35052 75210 1063 0.23 -0.05 0.56 0.01 159754 -73932 291775 9542 0.52 0.11 0.84 -0.04 PVC 291744 -42023 364377 35641 0.32 0.10 0.33 -0.03 11076 -11625 47840 271 0.39 0.11 0.70 0.01 14777 -48 41 42354 1859 0.26 0.03 0.57 -0.05 22218 -12485 80315 1485 0.41 0.10 0.57 0.00 145453 -7676 106986 12594 0.58 0.12 1.04 -0.08 37175 -23 62 49319 790 0.42 0.03 0.81 -0.03 11550 -94 0 40891 865 0.79 0.10 1.10 -0.08 11877 -35 55 31832 -1576 0.80 0.12 0.77 0.03 南华期货 619.7 9.2 1.46% 0. 43% 90866 22145 28266 -29 17 2433 72 1.25% 3.97% 1364011 26495 781715 -13276 LPG 4792 -5 -0.60% -2.06% 126837 -67356 101744 80 8 PTA 5954 36 0.17% 0.67% 494505 -12408 914095 20646 15445 270 1.15% -0 09% 515546 -237946 227339 284 7 2625 6 -0.23% -0 38% 667130 -42994 931696 13172 PVC 6452 32 -0.83% 0. 23% 1781115 -443680 948811 -9105 8650 34 -0.27% -0 32% 281245 -124285 492084 -24 16 7833 29 -0.39% -0.55% 288597 -150120 521069 45 0 4597 31 0.37% 0. 44% 210145 -50879 385705 2897 9663 87 0.33% -0 35% 289157 -47594 301949 3757 7406 22 -0.11%