商品期权：工业硅期权隐含波动率今日仍在高位震荡，目前高于历史波动率近7%

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 5/27/2024 IV IV -0.29% 0.37% 20HV 20HV0.00%0.00% -0.01% 110IV/90IV 110IV/90IV -13.75% 6.31% -0.80% -0.64%0.00%-9.01% 5.62% -0.38% -0.59% -0.36% 0.45% 0.00% 0.00% 2.83% 8.34% 0% 0.01% 0.01% -0.01% -0.01% 0% -0.01% -0.01%0% 0.00% 0% 0.0 -0.78% % 0.73 96.44% 0% 0.0 15.65% 9% -0.0 14.87% -1.10% % -1.01 52.06% 0% 0.0 13.70% 12.60% 0.0 -1.25% 102.73% 20.71% 19.46% 4.01% 98.17% 0% 0.0 19.29% 23.30% 0.45% % -1.19 62.21% 12.59% 13.04% 0.0 0.24% 99.77% 0% 0.0 8.29% % 0.02 8.53% 1.38% 91.89% 18.25% 19.63% -0.99% % 1.68 89.03% 0% 0.0 16.54% 15.55% 0.07% 110.99% 18.49% % 0.01 18.56% -0.55% % 1.40 91.99% 10.48% 9.93% 0.0 0.04% 70.66% 17.62% 17.66% 268879 -224516 916084 26496 0.43 0.12 0.62 0.0 0 33427 7951 72964 4716 0.56 0.19 0.52 0.02 8962 3475 20433 757 0.79 -0. 06 0.79 -0.01 56356 -4766 127648 4486 0.41 -0. 04 0.72 -0.01 75192 22195 133998 2033 1.03 0.20 0.72 -0.02 84541 13848 382814 7062 0.34 -0. 05 0.67 -0.03 197009 34296 392404 17122 0.43 -0.46 0.44 -0.02 191435 30331 284288 15964 0.89 0.38 0.59 -0.04 92740 1667 160398 6877 0.39 -0. 06 0.54 -0.0 1 181086 484 573801 2517 0.56 0.12 0.57 0.0 0 11727 -819 49760 509 0.52 0.23 0.70 0.0 1 -0.33% -0.73% -323823 -34 -76 -0.42% -0.65% -138466 52 -16 0.76% -0.14% -75 -0.87% -63966 -317 -42576 21 67 93 3 -12825 -26853 39366 80 39 5 214 106161 6 -1700 64130 0.61% -0.20% 2 -1 9142 -48 529586 284378 -0.51% 15465 -39 556744 764527 5% -0.0 -0.34% 16 7604 877490 6264 944731 -1.47% 2879 382915 79943 407867 0.86% 6201 560287 6 -8309 310299 4% -0.2 -0.73% 1 -1 2451 267 358860 98149 749909 -1.47% 8778 -5 777075 525695 -1.02% 7944 -21 112932 8 -3261 121363 1% -0.3 -1.29% -6 4137 -27 101852 8054 82189 -0.83% 6 -2 4647 2251447 1423191 -0.99% -1 3588 15.04% -0 16% 17.58% -0.01% 96.00% 1.07% -2.54% 0.0 0% 31.89% -0 08% 35.85% 0.00 % 104.08% -5.85% -3.96% 0.0 0% 20.81% -1.07% 25.69% 0.00% 85.96% -1.17 % -4.88% -0.01% 16.68% 1.43% 15.73% 0.00% 88.61% 5.62% 0.95% 0.01% 21.01% -0 21% 19.83% 0.00% 98.24% -0.14 % 1.18% 0.00% 34.07% 0.35 % 32.08% 0.00% 90.90% -13.46% 1.99% 0.0 0% 29.45% 0.56 % 22.55% 0.00% 105.95% -9.90% 6.90% 0.0 0% IV IV . . 20HV20HV 110IV/90IV 110IV/90IV . PCR PCR PCR 南华期货 PCR 92853 -57783 66941 -76753 0.61 -0.23 1.01 0.12 861906 -30964 130447 -297123 0.70 -0.13 1.30 0.14 141522 -83998 75577 -62209 0.77 -0.02 1.37 0.01 137332 31192 59820 -66489 0.40 -0.16 0.86 0.05 107400 -7471 31786 -39314 0.82 -0.12 1.39 0.01 79673 -2999 260552 12955 0.21 0.02 0.30 -0.01 192435 -155440 166362 12021 0.19 -0.02 0.40 -0.03 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 26.38% - 1.42% 19.91% -0.01% 90.02% -0.68 % 6.47% 0.00% 39.34% - 0.23% 44.81% 0.0 0% 110.74% -17.2 5% -5.47% 0.00% LPG 26.92% 2.81% 21.62% 0.01% 106.01% 6.80% 5.30% 0.02% PTA 12.98% 0.06% 8.73% 0.0 0% 77.73% 4.16% 4.25% 0.00% 21.67% - 0.22% 15.32% 0.0 0% 77.99% -46.37% 6.35% 0.00% 17.70% 0.12% 15.35% 0.0 0% 106.11% 15.3 3% 2.35% 0.00% PVC 22.54% -0.65% 15.69% 0.0 0% 103.27% -23.80% 6.85% - 0.01% 14.34% 1.99% 11.87% 0.01% 102.26% 5.18% 2.47% 0.01% 13.24% 0.79% 11.66% 0.00% 112.44% 9.02% 1.58% 0.00% 14.58% 0.23% 10.52% -0.01% 100.35% -1.09 % 4.06% 0.02% 19.81% 4.33% 17.19% 0.01% 76.73% 5.79% 2.62% 0.03% 10.48% 1.40% 7.57% 0.00% 99.70% 25.35% 2.91% 0.01% 27.95% 0.39% 27.91% -0 01% 98.99% -0.54 % 0.04% 0.01% 15.13% 1.24% 10.63% 0.01% 104.81% 2.48 % 4.50% 0.01% 606.8 7.8 0.55% 1.4 7% 95421 -24553 34601 -1896 2442 40 1.41% 0.6 1% 1597562 -121154 817878 37342 LPG 4779 115 3.17% 4.23% 221359 128360 91359 17042 PTA 5944 22 0.44% -0.0 7% 761610 102427 893807 25566 14965 -60 -0.43% -1.1 0% 425122 -139367 226037 -3530 2619 19 0.46% 0.3 4% 767757 -52011 933591 -4853 PVC 6459 -16 -1.42% -3.18% 1923805 -2E+06 977291 15873 8669 112 1.25% 1.0 5% 394190 32592 516179 47513 7832 77 0.99% 0.8 0% 390341 12729 522831 15867 4567 8 0.71% -0.2 2% 287735 9525 389144 8136 9618 174 1.92% 1.5 6% 329566 68851 306336 34831 7454 44 0.46% 0.2 7% 95538 5538 164337 -4220 2188 -8 -0.50% -1.42% 216687 -92418 239464 -2321 8600 76 0.96% 0.4 2% 80346 29670 102002 3319 555.78 1.3 0.12% 1.84% 157096 -93435 180776 -730 8081 87 1.58% 2.75% 1444656 -571917 415044 14184 83530 -520 -0.39% -0.5 1% 109092 -71448 207941 -3076 20910 55 0.10% 0.5 7% 193586 -14294 237514 -3453 24690 -35 0.33% -0.7 0% 173752 -39522 121877 -1458 106200 -1400 -0.75% -3.03% 95800 -23618 171639 2763 12710 -65 0.36% -4.06% 296435 -59840 125841 -2115 IV IV 20HV20 110IV/90IV 110IV/90IV . PCR PCR PCR 8101 LPG PTA -436279 -200487196 11160 0.07 PVC 4333 9411 4581 -0.09 -0.02 0.00 PCR 0.00 -0.03 0.08 -0.080.07 01 00 02 -0.07 02 -0.070.06 01 -0.03 0.79 0.16 0.61 2668 31953 12805 25845 0. 1.21 0.29 0.71 947 38896 -3511 7045 0.74 0.32 49950 5516 46957 0.97 0.46 81710 36181 129136 0. 0.56 0.27 81754 13457 50316 0.61 -0.08 0.30 3224 40087 1557 19771 -0. 0.69 .01 0 0.17 2156 44986 2288 18769 0. 0.32 .03 0 0.20 301157 224741 -0. 0.80 0.05 - 0.32 285010 -30706 180609 0.50 0.29 72722 -370