商品期权：锰硅期权隐含波动率目前持续在历史最高位震荡

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 5/10/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 20.13% -0 .07% 20.34% - 19.87% 102.58% 3.78% -0.21% 19.87% 9.83% -0.74% 9.76% -9.04% 87.58% -10.95% 0.07% 9.03% 19.54% -0 .22% 27.01% -21.30% 107.74% -3.22% -7.47% 21.29% 17.09% -0.43% 14.18% -15.41% 89.13% -3.78% 2.91% 15.40% 19.44% 0.13% 19.86% -20.02% 110.01% -3.57% -0.42% 20.03% 9.38% 0.73% 9.57% -8.03% 87.30% -3.62% -0.19% 8.04% 12.29% 0. 02% 11.79% -11.18% 77.88% -1.87% 0.50% 11.18% 23.18% -0.43% 25.93% -24.31% 114.61% 0.65% -2.75% 24.30% 19.93% -0 .10% 24.46% -23.19% 84.81% -15.87% -4.53% 23.19% 13.18% 1.08% 11.23% -8.14% 70.32% 1.15% 1.95% 8.15% 13.53% 0. 05% 13.38% -13.34% 100.00% 4.82% 0.15% 13.34% PCR PCR PCR PCR . . . . 南华期货 303629 -11962 609291 38846 0.46 0. 00 0.82 0.01 18588 -9119 47492 2177 0.28 0. 00 0.51 -0 .01 46562 10 322 53457 -2792 0.46 -0 02 0.66 0.02 21192 -25074 73925 1785 0.56 -0.35 1.01 -0 .01 56829 -9966 103779 3245 0.67 -0 02 0.75 -0.04 131706 48160 298942 19277 0.48 0. 02 0.79 0. 00 129312 -43569 245278 3965 0.51 -0 01 0.57 0. 01 109705 -25552 215254 13571 0.46 0. 02 0.71 -0.04 166582 21 026 182324 591 0.82 0.27 0.46 -0.03 319771 134070 431752 30919 0.80 0.41 0.68 -0.03 30791 13 475 39857 1959 0.68 -0 03 0.82 0.05 3571 -23 -0.45% -1.51% 2037850 -56118 2346994 23109 4684 2 -0.40% -0.28% 74151 19403 99135 -1513 4111 -46 -0.99% -1.59% 148235 13242 105561 -2246 7698 -82 -1.36% -1.23% 454369 15728 759045 -9260 8631 -71 -0.94% -1.34% 603603 77972 361789 -9590 2446 0 0.16% -0.62% 528637 51861 708215 -1848 6300 -9 -0.10% -1.17% 351320 92591 347685 -2749 2893 -16 -0.69% -0.86% 846575 -45642 761861 19176 7406 -86 -1.73% -1.49% 685004 -53295 536542 8981 15310 -325 -2.20% -2.72% 554976 256149 605685 63779 9008 -122 -1.34% -1.05% 70883 32 445 101728 6127 - - - - - HV - IV IV 20HV20 110IV/90IV 110IV/90IV PCR PCR PCR 南华期货 13.53% -0.26 % 16.96% -19.05% 69.79% 0.0 5% -3.43% 19.05% 22.92% 1.97% 24.83% -29.87% 95.22% 7.40% -1.91% 29.89% 17.08% 0.61 % 17.33% -18.28% 82.61% 3.55% -0.25% 18.29% 12.96% -1.01% 16.28% -16.40% 78.50% -5.74% -3.32% 16.39% 18.82% -0.28% 20.92% -21.56% 94.16% -1. 70% -2.10% 21.56% 39.09% -0.73% 31.95% -32.11% 100.90% -1. 29% 7.14% 32.10% 11.80% -4.83% 17.55% -15.66% 98.68% 1.6 7% -5.75% 15.61% PCR 52098 -19708 129510 748 0.47 0.03 1.38 -0.06 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 20204 10780 105416 -0.08 0.06 -0.05 0.23 0.08 -0.05 -0.08 .04 0.03 0.09 .00 .01 -0 0.32 0.28 7430 190950 187597 0 0.28 0.29 12963 226634 10183 72153 1.15 0.76 3106 49917 9929 90464 0.78 0.43 3952 89887 2134 98609 -0 1.51 0.98 1764 99818 -19909 82489 1.14 0.49 280052 181937 548.1 -0.9 -0.22% 0.01% 132501 -7200 161484 3383 7159 51 0.73% 0.93% 400964 5510 291073 -333 9 79630 90 -0.67% 1.21% 85005 -31495 179763 -157 3 20600 185 0.54% 1.94% 136454 - 55660 190260 -325 7 23185 65 -0.54% 0.41% 142223 - 60268 83046 -3924 111700 -350 -0.76% 0.87% 136072 17 718 193390 2426 12060 200 1.17% 2.34% 267802 171617 93571 -10667 24.94% -0.4 4% 24.80% -24.09% 94.46% 1.4 4% 0.14% 24.09% 38.72% 0.41% 41.82% -42.45% 109.10% 2.6 0% -3.10% 42.46% LPG 13.45% -1.91% 15.53% -14.74% 91.42% 15.70% -2.08% 14.72% PTA 12.59% 0.05 % 9.84% -8.63% 59.95% -10.21% 2.75% 8.63% 19.34% -1.36% 14.58% -16.98% 98.69% -3.63% 4.76% 16.96% 16.89% 0.23 % 14.50% -15.92% 98.65% -1. 96% 2.39% 15.92% PVC 14.81% 0.37% 11.67% -9.60% 93.96% -7.75% 3.14% 9.60% 10.69% 0.04 % 9.73% -9.31% 95.65% 2.3 3% 0.96% 9.31% 10.37% -0.2 0% 8.27% -8.07% 86.20% -6.07% 2.10% 8.07% 13.06% 0.81% 13.44% -10.91% 92.98% -1. 86% -0.38% 10.92% 16.72% 1.16% 13.41% -12.55% 80.71% 11.30% 3.31% 12.57% 10.10% 0.56% 7.31% -7.36% 67.37% -13.49% 2.79% 7.37% 25.37% -0.74% 29.93% -29.64% 82.05% -6.97% -4.56% 29.63% 13.33% 0.00% 10.97% -11.10% 95.87% 1.1 6% 2.36% 11.10% PCR PCR PCR PCR . . 53113 -7218 41654 2071 0.60 0.05 0.54 -0 01 380556 -43775 479995 21769 0.73 -0.05 1.26 -0 01 LPG 53653 18981 52389 816 0.79 0.16 0.34 0. 00 PTA 249953 29727 472772 9482 1.05 0.19 0.77 -0.04 34364 -8742 72175 2679 0.31 0.04 0.35 0. 00 221067 -50733 278046 4471 0.63 0.07 1.00 0.07 PVC 92673 -37994 181020 5134 0.17 0.00 0.30 -0 01 18077 -46 38 33880 524 0.22 -0.19 0.71 0. 01 9399 -41 4 24716 1837 0.86 0.23 0.64 0. 00 18028 217 6 54277 3605 0.80 0.22 0.76 0. 00 166566 40803 106038 -2427 1.60 0.12 0.98 -0.06 14454 -62 4 22068 3186 0.93 0.13 1.05 0.04 9827 -12 97 38516 429 0.55 -0.13 1.32 -0 01 10505 351 5 21605 1324 0.72 -0 04 0.86 -0.02 . 南华期货 . . 5.7 25 -25 1.30% 3.34% -1.47% -173504 LPG PTA 18 PVC -54 -1.25% -245493 -32653 -79 -32 2.14% 24276 -29207 0 -874 2469 5326 50981 331 28198 -22328 8615 4680 33723 3587 103229 1861 876 104684 4090 46154 .12% 0 -0.38% 8346 242484 227834 0.28% -1 2118 186894 92351 .33% -0 -0.65% 7322 283856 72021 341362 .31% -0 -1.23% 9216 435361 30202 277698 .27% -0 -1.28% -35 4400 - 414836 15260 332695 .46% -0 -0.37% -9 7558 -3 468780 342031 -0.93% 8436 914216 816676 .