商品期权：节后白银期权隐含波动率连续两日迅速回落，目前回落至去年8月份水平，仍有进一步回落空间

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 542760 265625 546040 9782 0.73 0.19 0.84 0.03 28689 9591 43298 1736 0.34 -0.12 0.56 0.01 79575 40897 53824 5831 0.56 -0.25 0.64 0.09 59002 43297 75128 -4489 0.89 0.38 1.25 -0.32 72465 32494 99040 2303 0.54 0. 11 0.76 0.02 130665 84039 274277 16637 0.60 -0.29 0.82 -0.03 145219 53439 234888 9689 0.41 -0 18 0.59 -0.01 160241 50426 195039 -1349 0.54 -0.11 0.74 0.12 148037 47664 179769 -859 0.57 0. 00 0.49 0.06 178984 25561 378714 18591 0.67 -0.36 0.77 -0.01 20498 -623 37578 146 0.67 -0.30 0.74 -0.06 603093 5/8/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 20.46% 2.97% 20.47% -17.76% 103.63% 11.60% -0.01% 17.79% 9.55% -0.62% 9.78% -7.65% 93.53% -6.37% -0.23% 7.65% 20.11% 1.13% 26.47% -20.55% 102.99% 25.66% -6.36% 20.56% 17.43% 1.27% 17.25% -14.95% 91.32% -0.68% 0.18% 14.96% 20.44% 0.85% 20.31% -19.63% 122.00% 9.42% 0.13% 19.63% 9.34% 0.82% 9.66% -6.62% 85.25% 4.90% -0.32% 6.63% 12.86% -0.04% 11.60% -8.83% 76.07% 2.99% 1.26% 8.83% 24.07% 0.34% 25.42% -22.76% 113.47% -0.18% -1.35% 22.76% 20.39% 0.90% 31.14% -25.29% 95.87% 7.33% -10.75% 25.30% 12.67% 0.03% 8.88% -8.06% 71.02% 1.41% 3.79% 8.06% 13.36% -0.14% 13.47% -13.30% 96.04% 6.34% -0.11% 13.30% PCR PCR PCR PCR . 3591 116 3.25% 0.56% 2296508 1093924 2240282 92818 4714 54 0.75% 0.77% 106486 38801 102976 8646 4165 120 2.99% 0.56% 175779 78126 106708 13766 7810 114 1.51% 0.75% 539635 162939 750254 36460 8678 156 2.05% 1.53% 720669 338359 366562 32510 2438 29 1.58% 0.62% 639753 310707 716418 -28637 6282 97 1.52% 1.13% 462935 208536 365592 -4886 2924 82 2.60% 0.15% 1010418 338602 772990 55269 7560 152 2.22% 1.97% 724085 232036 527998 26157 15595 40 0.13% 1.05% 261011 68669 535709 15867 9178 56 0.61% - 0.38% 53490 -8618 95295 4189 14.61% -0.76% 19.52% -19.47% 74.99% -6.32% -4.91% 19.46% 23.07% -2.23% 32.18% -31.94% 93.27% -2. 68% -9.11% 31.91% 17.91% -2.41% 17.66% -16.65% 82.08% -5.78% 0.25% 16.62% 15.49% -0.85% 16.15% -15.63% 85.63% -7.25% -0.66% 15.62% 20.05% -2.22% 21.51% -21.10% 97.77% -4.08% -1.46% 21.07% 44.17% 1.10% 31.91% -31.72% 109.86% 6.52% 12.26% 31.73% 18.78% -1.94% 16.32% -15.96% 93.57% -7.59% 2.46% 15.94% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 68841 21389 131478 -1370 0.51 -0.18 1.40 0.05 185620 57964 265321 14578 0.55 -0.47 1.23 0.00 97665 33737 95871 5147 0.83 -0.15 1.67 0.06 101775 43733 86634 5763 0.37 0.03 0.70 0.01 70586 31337 44643 2066 0.38 -0.19 1.06 -0.02 67211 18444 210459 9653 0.27 -0.01 0.30 0.00 97420 22876 179748 9002 0.37 0.15 0.33 0.02 PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV 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 549.82 1.5 0.65% 1.16% 134427 45741 152555 7306 7097 39 1.21% 1.14% 479476 248019 325251 -8016 80500 -800 -0.49% 0.08% 110143 37819 187279 -23 54 20635 110 -0.17% - 0.85% 150341 25785 209054 -11963 23275 -30 0.06% 0.34% 149618 38259 92402 197 113900 1500 1.70% 2.45% 151842 34718 189460 4364 11955 -40 -0.75% - 0.33% 114066 -30684 108853 783 - 23.82% -1.16% 25.24% -25.15% 92.11% 0.10% -1.42% 25.14% 39.62% -0.68 % 41.66% -40.08% 136.29% 42.22% -2.04% 40.08% LPG 16.72% -2.38% 16.65% -16.46% 93.32% 18.31% 0.07% 16.43% PTA 12.98% 0.03 % 9.90% -8.87% 79.20% 10.17% 3.08% 8.87% 21.42% 0.81% 17.27% -16.97% 105.47% -5.81% 4.15% 16.98% 16.82% -0.71 % 14.50% -15.32% 100.06% 0.68% 2.32% 15.32% PVC 15.31% 1.13% 11.89% -7.98% 106.30% 3.33% 3.42% 7.99% 10.81% 0.90% 9.36% -8.46% 97.69% 8.84% 1.45% 8.47% 10.86% 0.90% 8.36% -7.65% 95.73% 8.70% 2.50% 7.66% 12.23% 0.10 % 13.32% -10.37% 98.35% 4.48% -1.09% 10.37% 15.69% 0.27% 12.81% -12.16% 68.01% 9.01% 2.88% 12.16% 11.20% 0.09 % 7.65% -7.42% 86.83% 1.77% 3.55% 7.42% 25.74% -0.77% 29.86% -30.03% 89.24% 14.01% -4.12% 30.02% 13.50% -0.13 % 14.00% -11.77% 99.78% 8.23% -0.50% 11.77% 48471 7854 37793 2209 0.62 0.12 0.59 -0.02 423231 154703 434696 42541 0.68 0. 01 1.38 -0.11 LPG 44278 -1236 49863 1707 0.45 -0.11 0.32 -0.02 PTA 229841 7868 447558 20406 0.94 -0.06 0.80 0.0 0 41462 21601 66309 2911 0.28 -0.11 0.36 -0.0 1 257718 96841 266890 3149 0.55 -0.09 0.90 0.04 PVC 124979 83535 167615 15698 0.22 -0. 02 0.31 -0.0 1 14727 8399 29123 2942 0.33 -0. 02 0.64 -0.09 9281 3756 20617 1414 0.59 0.18 0.67 0.07 17819 1610 47329 4708 0.57 0. 05 0.75 -0.04 110750 -7564 106844 3458 1.19 -0. 08 1.04 0.02 5085 -2271 16896 913 1.09 0.22 0.94 -0.0 3 22141 11050 36314 1556 0.56 -0. 08 1.36 0.06 8430 -527 19748 1107 0.71 -0.25 0.91 -0.0 4 617.8 -1.6 0.28% 4.53% 84887 45405 21728 -360 2227 -35 0.59% -2.09% 1657946 588947 796070 17244 LPG 4493 33 0.83% 4.00% 84686 15406 70888 610 PTA 5858 4 0.34% 1.4 9% 432608 -76554 979639 16521 14285 135 1.10% 1.1 0% 354120 157476 240371 8012 2567 24 1.10% 1.6 1% 753143 223721 905617 82175 PVC 6032 98 1.82% 1.99% 1089991 627159 952665 64970 8503 98 1.19% 2.28% 360195 62410 475402 47252 7593 64 0.81% 2.12% 385589 9148 421062 23397 4485 14 0.56% 0.1 6% 267166 15717 375100 6681 9397 -14 0.52% 0.2 4% 28452