商品期权：工业硅期权隐含波动率较前一交易日大幅提升8.48%，目前已达到近6个月以来高点

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 5/24/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.95% -0.31% 17.77% 0. 01% 84.41% 7.31% 0.18% -0.0 1% 9.56% -0.33% 10.79% 0. 00% 90.58% 12.00% -1.23% 0.00 % 18.55% -0.53% 24.44% 0.05% 104.68% 6.59% -5.89% -0.06% 16.35% -0.23% 16.46% -0. 01% 87.35% 1 .73% -0.11% 0.00 % 20.27% -0. 13% 17.80% -0.04% 100.90% 1 .60% 2.47% 0.04% 8.51% -1.62% 8.10% 0. 00% 94.15% -6.05% 0.41% -0.02% 13.42% 0.17% 12.22% 0. 00% 63.41% 2.00% 1.20% 0.00 % 23.89% 0.49% 19.35% 0. 00% 95.34% -3 .58% 4.54% 0.00 % 19.82% 1.47% 20.92% 0. 00% 94.39% 3.43% -1.10% 0.02% 12.15% -0. 41% 13.64% 0.00% 53.07% -0 .15% -1.49% 0.00 % 14.96% 0.60% 15.66% 0. 00% 95.71% 0 .09% -0.70% 0.01 % PCR PCR PCR PCR -0.08 214 692 521 9763 359 -33873 -132677 -24993 -98538 -17665 0.15 0.16 -0.01 -0.01 -0.03 -0.08 -0.16 -0.01 0.69 0.29 1131 49251 12546 -0.01 0.56 00 0. 0.44 2964 571284 180602 -0.01 0.55 0.44 4179 153521 91073 0.63 04 -0. 0.51 3260 268324 161104 0.46 00 0. 0.89 8187 375282 162713 0.69 05 0. 0.39 3073 375752 -2 70693 0.00 0.74 0.83 1840 131965 -3 52997 -0.02 0.73 04 0. 0.45 5081 123162 -3 61122 0.02 0.81 00 0. 0.85 -86 19676 -2 5487 0.01 0.49 0.36 477 68248 -2 25476 0.62 03 -0. 0.32 86044 889588 145391 493395 3589 -33 -0.66% -1.44% 1747014 -66979 2294023 13614 4673 -4 -0.11% -0.51% 74135 -17050 104573 -220 0 4143 -40 -0.98% -1.53% 153981 910 115099 -58 0 7978 -30 -0.60% -0.52% 664161 -19753 777668 5197 8854 -41 -0.82% -0.81% 651760 -309719 356187 -123 8 2462 -11 -0.49% -0.81% 393395 -640 573112 -24727 6149 21 0.10% 1.26% 327924 -173550 409768 -7854 2895 -28 -1.33% -2.54% 938467 -635820 838124 5089 7588 -10 -0.29% 0.26% 828493 -106234 560724 1333 15540 10 0.36% -0.7 2% 284695 -167262 534425 -15034 9154 -52 -0.80% -1.15% 81136 -74964 104016 -383 2 15.20% -0.42% 17.98% - 0.02% 94.93% -9.88% -2.78% 0.02% 31.97% -0.64% 36.00% - 0.02% 109.92% 10.26% -4.03% 0.01% 21.88% -1.17% 25.98% - 0.01% 87.13% 0 .58% -4.10% 0.00% 15.25% -1.63% 15.73% - 0.01% 82.99% -2 .50% -0.48% -0.01% 21.22% 0.00% 19.91% 0.00% 98.38% 7.21% 1.31% 0 .00% 33.72% 0.61% 32.13% 0.00% 104.36% 9.23% 1.59% 0 .00% 28.89% 8.48% 22.33% 0.06% 115.85% 27.49% 6.56% 0.03% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 150636 -2 7472 143694 891 0.83 0.04 0.89 -0.09 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 2.22% 1.48% 9.36% 15.30% 21.76% -0.02% PVC 1.09% 0.52% 1.52% -0.01% -0.01% 10.46% 0.50% -0.01% -0.07% 6.91% 0.02% 0.01% 0.02% 0.00% 0.02% 0.02% 0.04% 0.02% 0.01% 0.01% 0.01% 0.00% 0.01% 0.00% 3.77% 102.32% 0.00% 10.12% 0.03% 13.89% -0.94% 99.53% 28.50% 27.56% 1.78% -4.47% 74.35% 0.00% 7.30% 0.24% 9.08% - -0.72% -2.11% 70.94% 0.00% 16.20% -0.67% 15.48% 2.53% 101.44% 0.00% 11.82% 14.35% 1.18% 0.93% 103.42% 11.27% 12.45% 1.24% 1.96% 97.08% 11.11% 12.35% 7.70% 31.18% 127.07% 0.00% 15.49% 3.84% 23.19% 2.35% -0.37% 90.78% 15.23% -0.06% 17.58% 6.54% 124.36% 0.00% 15.35% 21.89% 4.30% 73.57% 0.00% 8.62% 0.46% 12.92% 4.14% 99.21% 0.00% 19.97% 24.11% -5.27% 21.77% 127.99% -0.01% 44.84% 0.19% 39.57% 6.86% 1.62% 90.70% -0.01% 20.94% 1.48% 27.80% 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 南华期货 -15859986843 80524 -6518 -7005 -0.13 -0.23 269839 -1217 -0.15 -0.23 -0.08 -0.06 .02 .01 -0.04 00 0.08 0.43 0.20 154341 347875 0. 0.31 0.19 1423 247597 09 68 82672 1.38 0.94 1176 71100 114871 -0 0.80 -0.01 0.55 498 126309 - 106140 -0 1.36 0.79 -103 137786 - 225520 1.16 0.83 427570 892870 554.48 -5.24 -1.72% 0.88% 250531 -480 72 181506 -10 44 7994 40 -1.16% 3.83% 2016573 -416634 400860 -12411 84050 970 0.12% 4.27% 180540 -81730 211017 -25 26 20855 75 -0.48% 2.37% 207880 -112482 240967 -15784 24725 380 1.02% 3.21% 213274 -47674 123335 2020 107600 1450 2.28% 2.98% 119418 -1346 168876 -4383 12775 555 4.41% 5.31% 356275 213964 127956 9011 52470 268 36588 2866 0.49 0.00 0.34 -0.03 242783 -7129 392438 5293 0.62 -0.08 1.80 0.05 LPG 18456 -2030 29703 1184 0.30 -0.31 0.49 -0.03 PTA 259885 21610 418146 11310 0.45 -0.17 0.76 -0.04 104879 -2991 92770 252 0.22 -0.01 0.43 0.04 211315 11667 277814 4253 0.37 -0.12 0.81 - 0.01 PVC 661020 508695 289997 -689 0.17 0.02 0.32 0.08 16481 2175 42830 -1086 0.16 -0.14 0.71 0 .03 18214 5202 36863 902 0.38 -0.22 0.69 0 .02 36859 11248 77421 3162 0.36 -0.09 0.54 - 0.02 92955 15127 72299 2857 0.48 -0.18 1.03 0 .00 41441 -7711 45369 6671 0.33 -0.14 0.68 -0.04 10556 1604 37949 573 0.42 -0.04 1.21 -0.04 13040 6872 29285 761 0.44 -0.08 0.82 0 .01 599 -3.5 -0.93% 0.46% 119974 -121 36497 13 39 2402 26 0.80% 2.29% 1718716 -40822 780536 38 47 LPG 4664 -30 -1.06% 0.31% 92999 32697 74317 51504 PTA 5922 38 0.51% 0.92% 659183 110262 868241 -1 7012 15025 160 0.67% 0.30% 564489 -32986 229567 - 1135 2600 9 0.12% 1.60% 819768 -137530 938444 -12557 PVC 6475 70 1.76% 1.04% 3917433 2503823 961418 22163 8557 34 0.20% 1.06% 361598 -12800 468666 -12237 7755 37 0.19% 1.14% 377612 -15091 506964 -12729 4559 55 0.93% 1.37% 278210 40974 381008 19458 9444 52 0.36% 2.06% 260715 -32776 271505 837