商品期权：纯碱期权隐含波动率今日大幅上升近5%

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 3592 42 0.84% 0.81% 1393390 193395 2308938 16855 4669 42 0.84% 0.82% 97998 44106 107297 -6493 4157 62 0.95% 0.68% 123840 -11 581 112880 6702 7966 178 2.08% 1.01% 661487 37096 794507 25719 8857 135 1.27% 1.42% 690502 -74824 362859 -12609 2459 -8 -0.20% -0.73% 390843 43899 639233 -27482 6160 -1 0.11% 0.53% 395514 53841 376614 5162 2902 27 0.55% 1.14% 766861 45095 761503 -2 964 7638 182 1.76% 1.52% 792622 -19 794 568956 37060 15245 45 1.26% -0.27% 279540 -174009 589487 -9600 9258 30 0.56% 0.76% 53754 -4 685 99140 - 406 15.40% -0.23% 16.33% -16.42% 76.34% 1.25% -0.93% 16.42% 27.78% 0.54% 25.60% -25.41% 101.33% 3.18% 2.18% 25.42% 22.41% 1.30% 18.94% -17.93% 94.36% 3.09% 3.47% 17.95% 16.09% 0.07 % 12.91% -15.55% 93.89% 5.91% 3.18% 15.55% 20.68% -2.38% 17.43% -19.32% 93.48% -3.53% 3.25% 19.29% 31.87% -2.36% 32.31% -32.57% 92.18% -0.81% -0.44% 32.54% 18.34% 0.05 % 17.56% -17.85% 82.08% -0.95% 0.78% 17.85% 603093 5/17/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 19.67% 0.71% 21.00% -20.64% 89.15% 7.26% -1.33% 20.64% 10.25% 0.23% 12.23% -10.93% 80.17% 2.99% -1.98% 10.93% 19.12% 0.25% 27.88% -22.55% 84.72% 6.39% -8.76% 22.56% 15.76% 0.22% 18.25% -16.93% 93.65% -2.24% -2.49% 16.93% 19.68% 0.78% 21.83% -21.88% 112.89% 3.78% -2.15% 21.88% 9.01% -0.83% 8.76% -7.24% 99.35% 3.94% 0.25% 7.24% 12.28% -0. 10% 13.13% -13.05% 61.74% -2.07% -0.85% 13.05% 22.71% 0.89% 24.02% -24.40% 103.01% -4.15% -1.31% 24.41% 18.92% -0. 05% 22.75% -20.82% 101.66% 13.16% -3.83% 20.82% 13.30% -0.39% 13.82% -13.47% 63.85% -6.71% -0.52% 13.47% 13.99% -0. 14% 15.33% -15.20% 91.36% -6.10% -1.34% 15.20% 212822 13226 703227 7019 0.40 -0.09 0.82 -0.01 24345 7302 60353 2636 0.63 0.09 0.58 -0.05 3682 -2215 17427 586 0.64 -0.02 0.78 -0.01 88633 17458 114965 8562 0.33 -0.13 0.69 -0.03 70110 -8439 125117 1639 0.54 -0.16 0.72 0.01 90211 6159 356356 5695 0.38 -0.06 0.73 0.02 153797 25770 314314 19696 0.68 -0.15 0.50 -0.04 128093 12080 238416 1852 1.14 -0.02 0.67 -0.02 91389 -10768 131833 7131 0.52 -0.03 0.57 -0.02 158094 -93885 545358 7283 0.68 0.01 0.63 0.00 9687 -7225 45223 -121 0.65 -0.41 0.84 0.01 PCR PCR PCR PCR 66689 -79344 148775 1517 0.50 0.07 1.14 0.01 325368 -283521 344922 4175 0.58 0.00 1.29 -0.04 185680 -44328 119561 1512 0.76 -0.02 1.68 0.13 145328 -62165 108709 3869 0.40 -0.04 0.92 0.02 123362 -18579 66229 1733 0.65 -0.02 1.27 0.03 83879 37284 227580 8240 0.42 -0.06 0.31 0.01 64482 7540 129747 8808 0.26 -0.25 0.40 -0.03 IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR LPG PTA 44290 08 0.03 PVC 228933 39470 -0.04 0.17 0.07 -376 0.06 0.12 -0.25 PCR .00 0.12 0.10 -0.05 .00 .02 0.03 .03 .03 .02 -0.070.07 0.02 .00 0 0.72 -0.14 0.45 -997 27221 890 9612 - 1.21 0.77 1613 33901 5767 12420 0.86 0.62 1920 26108 -7013 18721 1.49 0.82 2676 53218 57993 0 0.65 0.03 0.50 1267 63827 13792 26820 0 0.59 0.39 637 30407 7452 19778 0 0.70 0.35 1108 41809 20054 32079 - 0.23 0.16 253677 292493 0 1.08 -0.03 0.46 4710 232955 57526 306423 0 0.37 0.25 1815 87170 -24664 55431 0.83 -0. 0.54 2339 365939 257455 0.73 0.09 0.37 3998 15382 18841 27815 1.57 -0.13 0.61 38973 321217 235617 425033 0 0.54 0.01 0.73 1191 23286 -19973 27396 141 148 5.84% 2.85% 1006258 LPG PTA PVC 209 149 3.18% 1399903 164533 66 127471 3369 74684 4630 -492321803 61779 75009 72844 86820 3414 9133 2066 29 5097 - 115845 -10863 66210 .04% 0 1.00% 52 8446 47 241104 137329 352256 .94% 0 0.38% 15 2130 - 196303 -32797 83420 0.72% - 0.51% 14 7418 -2 180388 -40790 229656 0.55% - 1.05% 32 9306 - 380638 317410 .59% 1 1.28% 4518 565159 224730 593698 .74% 1 2.34% 155 7774 552030 478510 .49% 1 1.91% 8635 987333 2176986 3.74% 6296 1067112 -70097 918454 .99% 0 2.12% 49 2655 - 239245 -141915 313069 1.51% - 0.79% -25 14685 1059305 -65627 581822 0.14% - 0.86% 24 5858 - 49544 36748 126605 4.11% 4662 811652 2118358 7.72% 2301 - 12056 -28043 49670 .78% 1 2.09% 5.8 620.5 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 564.86 0.44 0.35% - 0.77% 143240 -101563 184510 93 7649 68 1.67% -1.23% 832369 -599711 394734 3376 84250 1650 2.33% 1.16% 156518 -17747 228150 17480 20995 240 1.47% 0. 06% 214584 61651 305906 159806 23880 280 0.74% 1.24% 171950 -13207 117407 55648 106450 2450 2.45% 2.07% 147292 46575 184611 -12676 11875 150 1.19% 2.00% 134243 22502 104979 -3693 22.66% -0.52% 25.19% -24.69% 86.23% 1. 75% -2.53% 24.69% 41.41% 4.92% 48.55% -44.55% 119.39% 18.44% -7.14% 44.60% LPG 22.11% 22.11% 19.78% -14.73% 106.86% 21.22% 2.33% 14.95% PTA 12.94% 0.03% 8.47% -8.83% 66.36% 10.78% 4.47% 8.84% 20.10% -0.15% 15.01% -15.65% 97.05% -13.03% 5.09% 15.64% 18.50% 0.76% 16.40% -15.23% 101.21% 10.63% 2.10% 15.24% PVC 17.04% 2.25% 14.78% -10.22% 115.24% 28.64% 2.26% 10.24% 12.42% 1.04% 11.10% -9.29% 100.46% 9. 95% 1.32% 9.30% 12.94% 1.62% 10.91% -8.29% 108.75% 16.77% 2.03% 8.31% 12.91% 0.04% 13.77% -11.05% 100.75% 14.05% -0.86% 11.06% 15.85% 0.18% 12.37% -12.13% 73.53% 3. 83% 3.48% 12.13% 10.29% 0.