商品期权：锌期权隐含波动率连续两个交易日上升，目前高于20日历史波动率7.01%

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 5/21/2024 IV IV -0.93% 20HV20HV 110IV/90IV 110IV/90IV 9.21% 0.37%-11.77% -0.21% 5.80% 73% 58% -9.35% 52% -0.17% 17.18% 11.01% 19.72% 17.34% 21.29% 7.23% 12.92% 17.26% 21.30% 13.27% 15.63% -1.40% % 4.00 95.41% -15.63% 15.79% 14.39% -0.48% -4. 58.43% -13.27% 13.41% % -0.29 12.93% -2.55% 94.99% -21.30% 21.52% 18.97% 5.39% -1. 102.53% -17.26% 17.43% % 0.16 22.82% -0.84% -3. 62.70% -12.93% 13.06% % -0.28 12.22% 0.33% 95.07% -7.23% 8.83% 0.30% 9.16% -1.55% 2% -0.3 102.94% -21.29% 21.50% % 0.15 19.95% -1.77% % 0.24 81.90% -17.34% 17.52% % -0.04 15.75% -5.53% 92.43% -19.72% 24.98% 19.45% -2.28% 93.09% -11.01% 11.92% % 0.06 9.64% 1.12% % 3.58 84.10% -17.19% 17.36% 18.48% 537510 300222 799825 80272 0.30 -0.07 0.73 -0.10 20847 -59 64074 2086 0.25 -0.04 0.53 -0.0 3 13543 7669 20010 1800 0.52 -0.88 0.82 -0.12 79432 3812 116825 3407 0.38 -0.02 0.76 0.04 99579 28005 126608 -1849 0.62 0.13 0.75 0.02 83828 -807 359435 4123 0.43 -0.02 0.72 0.00 200007 13276 343603 16843 0.37 0.00 0.47 -0.01 178464 32034 255841 4953 0.81 -0.08 0.64 -0.0 1 110955 631 138490 1372 0.43 -0.04 0.61 0.02 181931 -41305 566297 8716 0.41 -0.05 0.59 -0.0 1 16535 -6678 46408 450 0.62 -0.10 0.75 -0.0 3 3580 -3 0.06% -0.28% 2109697 779336 2272234 -252 4656 -5 -0.11% -0.45% 72785 -377 108722 -1182 4151 5 0.31% -0.19% 176041 56586 108668 5333 8010 24 0.38% -1.12% 698116 117161 793195 -8905 8861 47 0.21% -0.29% 911765 283556 352219 -5265 2449 -5 -0.24% 0.16% 411864 18826 597758 -25033 6206 12 0.53% -0.3 6% 437479 28902 366967 -15817 2859 -16 -0.73% -0.4 5% 1024049 192318 790846 3123 7662 -2 0.03% -1.48% 775706 81955 561669 -11094 15340 20 0.23% -0.3 6% 277761 -57074 578409 -3704 9144 2 -0.48% 0.65% 89650 681 94911 -372 17.50% -1.12% 18.53% -18.49% 94.49% -8.53% -1.03% 18.48% 37.05% -2.23% 35.45% -35.07% 105.71% -30.16% 1.60% 35.05% 28.35% 0.28% 22.64% -22.37% 98.48% -2.33 % 5.71% 22.38% 18.81% -0.27% 12.67% -12.33% 94.34% -16.71% 6.14% 12.33% 24.62% 1.93% 17.61% -17.25% 98.50% 3.15% 7.01% 17.27% 0.00% -32.38% 32.00% -31.68% 99.24% 7.98% -32.00% 31.36% 0.00% -17.25% 16.54% -16.46% 89.44% 7.51% -16.54% 16.29% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 172526 -91588 148780 387 0.33 0.00 1.15 -0 01 PCR . IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.38% -10.25% -2.29% -9.26% PVC -10.66% -3.60% -6.92% -15.85% -13.79% -0.55% 25.28% 48.79% 19.94%9.55% 15.39% 16.20% 15.06% 10.94% 10.98% 11.46% 15.58%7.56% 27.81% 11.15% 2.75% 1.64% 97.92% -11.16% 11.27% 14.02% 0.77% 91.61% -27.80% 28.09% 0.97% 28.86% 2.06% -7.03% 81.96% -7.57% 7.81% -0.93% 9.87% 0.74% 79.43% -15.62% 16.27% 17.01% -0.93% 92.64% -11.46% 13.90% % -0.07 12.97% 1.41% 2.29% 107.48% -10.99% 11.10% % -0.83 12.51% 1.04% 88.97% -10.94% 11.05% 0.11% 12.09% 2.32% 0.80% 111.15% -15.07% 15.23% -1.79% 17.55% 1.98% 94.05% -16.20% 16.37% % -0.15 18.35% 5.31% 102.66% -15.40% 15.55% % -0.19 20.86% 3.23% 60.45% -9.55% 9.65% 12.88% 3.83% -0.78% 91.63% -19.94% 20.81% 0.16% 24.64% -8.53% -1.72% 104.29% -48.80% 49.29% -0.85% 40.76% 0.24% -5.35% 91.04% -25.28% 25.25% 0.43% 25.49% PCR PCR PCR PCR 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 990754 162576 385583 28822 0.65 0 02 1.80 -0.05 218979 -97237 127991 6000 0.66 0.04 1.77 -0.13 287269 61116 120950 9596 0.37 0 01 0.84 -0.08 197069 37449 68035 2436 0.52 0.05 1.53 0.13 113301 37577 234969 8624 0.32 -0.02 0.33 0. 00 183966 88704 142858 7503 0.19 -0.02 0.36 -0 .03 14.57% -0.26% 15.07% -14.92% 80.76% -17.72% -0.50% 14.92% . . 572.22 -6 .62 -0.40% -3.21% 288222 -64288 195252 -6495 8231 20 3.82% -4.17% 3348749 1762683 425331 -9432 87090 -580 0.40% -4.86% 260153 -48472 223409 -8072 21095 150 0.07% -0.51% 484283 149072 289420 -3120 24810 550 2.56% 0.52% 351421 72735 126076 3773 106700 700 0.00% 0.00% 186216 62997 178009 -6212 12270 215 2.12% 0.48% 235150 103847 115718 6450 58759 -1569 27761 2208 0.35 -0.07 0.49 -0.05 243032 -133970 353796 14142 0.77 0.13 1.71 -0.02 LPG 27468 -7189 26002 4755 0.35 0.01 0.61 -0.0 1 PTA 266074 -31498 378145 6331 0.44 0.05 0.81 0.0 0 92131 -9959 89935 -1294 0.22 - 0.01 0.39 0.0 1 234005 -155139 259683 11057 0.53 0.00 0.96 -0.08 PVC 175084 -79901 279323 6102 0.18 0.01 0.25 0.0 0 21791 -4237 45088 71 0.43 0.18 0.66 0.03 15564 -8855 34183 520 0.47 0.15 0.63 0.05 30677 -6101 69749 3769 0.47 -0.14 0.63 -0.05 110341 -13545 63361 2887 0.57 - 0.06 1.22 -0.12 27989 4097 31533 1454 0.62 0.36 0.70 -0.0 1 19250 -9277 36241 -191 0.78 0.36 1.29 0.08 18229 4281 27301 -126 0.81 0.33 0.78 0.07 612.6 -10.3 -0.92% -1.96% 127521 32688 36661 931 2363 -19 0.90% -5.63% 1478920 -384652 782309 -22211 LPG 4795 15 1.50% -2.96% 87374 -20558 47294 -967 PTA 5916 -10 0.34% -0.89% 632032 -33818 913323 -65421 14725 -140 -0.34% -1.56% 467836 -40541 235439 -7068 2632 -32 -1.35% -2.57% 976032 -197404 1027226 -51897 PVC 6321 -62 -0.52% -3.16% 1588408 -308966 922745 -36028 8579 -70 -0.67% -1.57% 390945 5827 510535 -33345 7794 -43 -0.