商品期权：锰硅期权隐含波动率今日下跌近4%，叠加价格放量大幅下跌

5/15/2024 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 南华期货 603093 IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.83% -1.78%0.01 0.59 5.34% 8.17% -5.07% -9.20% -3.37% 2.49% 1.33% 20.73% 11.42% 22.49% 17.16% 21.72%7.20% 13.64% 24.91% 21.45% 10.07% 16.98% -3.01% 5% 0.5 101.04% -16.98% 17.24% 7% -0.0 14.23% 3.35% 4% -0.5 71.22% -10.05% 11.06% 14.41% -2.06% 3% 0.1 92.54% -21.45% 21.33% 5% -0.2 19.27% -1.87% 110.06% -24.91% 25.17% % 23.30% -1.15% 63.39% -13.64% 13.50% % 12.35% 0.78% 91.70% -7.22% 8.84% 9.62% -2.48% 109.19% -21.73% 21.81% 19.33% -0.87% 89.46% -17.16% 17.06% 1% -0.6 16.19% -8.23% 86.48% -22.49% 27.36% 4% -0.2 19.13% -1.87% 4% 1.0 72.41% -11.42% 11.91% 5% -0.2 10.04% -1.55% 4% 0.7 87.59% -20.73% 20.80% 1% 0.0 19.25% 211886 -56225 692482 12036 0.58 0.19 0.81 0.00 18822 -2 490 56899 2161 0.81 0.18 0.63 0.03 6790 23 69 15510 -472 0.75 0.29 0.83 -0.06 75965 34335 96384 11684 0.50 0.04 0.79 -0.12 116177 -22488 118108 4803 0.73 0.05 0.74 -0.05 69652 -76573 356099 288 0.42 0.10 0.69 0.01 131113 -77078 280763 6137 1.07 0.24 0.56 0.00 119159 -34031 235611 5784 1.07 0.29 0.65 -0.02 119592 49526 111134 16256 0.60 0.05 0.64 -0.06 315694 124912 535703 30196 1.02 0.38 0.61 -0.01 31484 -1 7090 45757 107 0.67 -0.08 0.79 -0.02 -263114 -1.26% -83 -3.75% 166236 35955 -150832 -222468 -245 -1.39% -1.84% 267516 165146 13335 796 95 85 -24160 -9015 152 12218 10273 27014 785 -6 103811 04 143 167978 -2.26% 0.22% -58 9198 645808 487991 -1.78% 14920 537343 1029051 0.21% 42 7532 761081 229 -98 770112 % -0.28 -0.03% 18 2896 -5 353996 326814 1.00% -1.12% -9 6172 679479 330356 % -0.12 0.08% 3 2459 372689 1009100 -1.36% 8783 33 771858 739339 % -0.69 0.54% 54 7810 15 104722 649 -12 110043 % -0.13 0.27% 33 4121 -2 110733 920 -16 88616 -0.11% -18 4628 2302477 1202660 0.34% 0.17% 29 3565 14.81% 0.40% 16.54% -19.08% 75.38% 0.44% -1.73% 19.08% 24.93% 1.18% 23.91% -27.93% 111.63% 17.49% 1.02% 27.94% 20.98% 0.92% 18.11% -17.68% 91.99% -1.37% 2.87% 17.69% 14.71% 0.14% 15.04% -15.66% 80.02% 0.11% -0.33% 15.67% 22.69% 2.24% 19.14% -18.87% 96.35% 0.68% 3.55% 18.89% 36.55% 0.22% 32.51% -31.71% 92.55% -0.72% 4.04% 31.71% 17.78% -0.46% 18.08% -18.04% 83.27% 7.00% -0.30% 18.03% 205109 -16295 315002 7908 0.47 -0.04 1.13 0.01 191791 41765 114049 6100 0.78 0.17 1.39 -0.06 101850 - 1952 98169 933 0.76 0.07 0.85 0.01 132782 -24181 63255 5005 0.50 -0.02 1.25 -0.05 72941 -11648 213349 11724 0.56 0.21 0.30 0.01 58074 -25537 113497 11294 0.40 -0.04 0.43 0.01 - - - -0.86% 0.68% -250022 LPG PTA 0.55% 195254 -1391 -12759 -4614 -31428 PVC 40 -1.04% 0.35% -616568212207 -82834 54 -3523623359 10960 16579 -15410 77 56 16 42 -0.44%0.93% -0.84% 0.55% -65095 -1044 4751 121695 61777 0.24% 8344 -22 237462 184225 -0.56% -3 2126 -53 207246 1898 82418 0.58% 7344 -66 224422 4 -1332 228766 -0.42% 2 9146 385863 -71998 245293 -1.39% 0.16% -6 4454 450789 282362 1% -0.1 0.11% 26 7590 463645 4 -1544 267403 1% -0.0 0.07% 23 8469 912205 922168 0.53% 6070 981362 765048 -0.65% 12 2589 3737 241632 -109005 332458 -0.70% -0.24% 120 14430 1162245 645544 0.24% 26 5792 59161 13408 81397 % 0.20 -0.13% 13 4471 733115 1239227 -1.84% 3 2134 18777 30292 85621 -0.65% -3.6 614.4 IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 559.02 4.4 0.53% 1.42% 155143 5052 179472 5060 7380 67 0.87% 1.00% 583529 267527 337720 99179 81780 -500 -0.10% -2.07% 116401 10823 171021 -5447 20505 -40 -0.53% -0. 85% 118264 -5521 152926 -7299 23940 220 0.63% -0.63% 159100 31209 68852 -2529 103000 -2000 -3.10% -1.05% 178905 35869 201318 2396 11770 30 -0.68% 1.08% 77061 65267 104241 36061 IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR -31913 21866 PCR -0.12 0.00 LPG PTA PVC -206429 -32355 12103 13132 11232 -0.40 -0.41 -0.14 -0.02 0.73 -0.56 0.41 1231 27830 4 -145 7241 0.00 1.25 0.05 0.75 730 31959 -385 5533 0.98 6 -0.1 0.96 1806 18300 3684 11259 1.62 1.35 48462 9087 64989 -0.05 0.65 0.12 0.63 1577 60215 4 -528 24930 0.01 0.62 0.25 0.80 1573 27675 -586 9238 0.00 0.69 0.18 0.60 1509 39817 -516 10203 -0.02 0.26 0.02 0.13 211174 79418 -0.01 1.05 0.05 0.72 213901 208686 0.00 0.35 7 -0.0 0.19 3295 84857 -18367 59075 -0.04 0.93 0.09 0.75 11307 358322 64063 279159 0.03 0.75 0.30 0.69 3104 10161 2352 9611 -0.09 1.52 0.79 257695 -9080 176986 0.53 3 -0.0 1.04 16552 30484 112427 南华期货 13.91% -7.88% 25.00% -24.80% 88.23% -1.01% -11.09% 24.72% 36.01% -0.31% 44.99% -44.52% 99.07% -2.92% -8.98% 44.51% LPG 23.37% -0.62% 15.18% -14.25% 84.69% -1 .61% 8.19% 14.24% PTA 12.62% 0.07% 8.81% -8.50% 57.64% 1.90% 3.81% 8.50% 20.30% 0.72% 14.09% -14.33% 109.24% -8.22% 6.21% 14.34% 17.26% -0.31% 15.30% -16.23% 91.43% 1.74% 1.96% 16.23% PVC 15.50% 0.62% 12.38% -10.09% 82.61% -2 .07% 3.12% 10.09% 11.86% 0.90% 9.52% -9.65% 97.48% 12.69% 2.34% 9.66% 11.49% 0.72% 8.38% -8.23% 95.80% -0 .49% 3.11% 8.24% 12.30% -0.23% 14.16% -11.52% 89.43% 2.73% -1.86% 11.52% 15.14% -0.47% 12.29% -11.64% 67.57% 7.05% 2.85% 11.64% 9.41% 0.1