商品期权：碳酸锂期权隐含波动率昨日开始回落，目前仍显著高于近一个月均值

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 5/7/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.49% -0.60% 17.57% -16.36% 92.03% -4.09% -0.08% 16.35% 10.17% -0. 30% 8.70% -7.56% 99.90% -3.86% 1.47% 7.56% 18.98% 0.48% 26.21% -19.25% 77.33% -2.18% -7.23% 19.26% 16.16% 0.33 % 16.35% -14.72% 91.99% -1 .16% -0.19% 14.72% 19.59% 0.63% 19.64% -19.16% 112.58% 1.5 5% -0.05% 19.17% 8.52% -0.90% 8.67% -5.96% 80.35% 0.7 7% -0.15% 5.95% 12.90% 0.02 % 9.41% -11.75% 73.07% 2.46% 3.49% 11.75% 23.73% -0.21% 24.40% -21.84% 113.65% 4.64% -0.67% 21.84% 19.49% 0.33 % 29.72% -25.79% 88.54% 5.86% -10.23% 25.79% 12.64% 0.16 % 8.87% -8.54% 69.61% 0.6 1% 3.77% 8.54% 13.50% 0.13 % 13.43% -12.40% 89.70% -2 .36% 0.07% 12.40% PCR PCR PCR PCR 277135 106082 536258 -5711 0.54 0.0 8 0.82 0.02 19098 36 68 41562 322 0.47 -0.30 0.55 -0.14 38678 13 696 47993 - 4600 0.81 0.30 0.56 -0.15 15705 -1 2546 79617 10 09 0.51 0. 03 1.57 -0.11 39971 -65167 96737 3463 0.43 -0 05 0.74 -0.01 46626 -4 022 257640 3447 0.89 -0 06 0.86 -0.04 91780 - 582 225199 7487 0.58 -0 06 0.60 -0.01 109815 22286 196388 -10502 0.65 0.16 0.62 0.05 100373 -56607 180628 6630 0.58 0.0 4 0.42 -0.02 153423 -1 111 360123 19291 1.03 0.32 0.78 0.00 3475 76 2.69% 2.01% 1202584 -69183 2147464 51872 4660 14 -0.02% -0.13% 67685 -3166 94330 6000 4045 93 2.43% 2.13% 97653 -31982 92942 14696 7696 68 0.76% 0.89% 376696 -148195 713794 24332 8522 115 0.52% 0.65% 382310 -539720 334052 9198 2409 21 0.96% 0.92% 329046 52987 745055 15165 6185 17 0.39% 0.16% 254399 -42248 370478 8531 2842 59 2.45% 2.20% 671816 -84636 717721 5745 7408 48 0.24% 1.32% 492049 -201838 501841 20407 15555 -100 -0.92% -0.32% 192342 -13454 519842 18747 9122 106 1.00% 1.31% 62108 21850 91106 -398 21121 90 63 37432 361 0.97 -0 08 0.80 0.03 . . . . - 15.37% -3.67% 19.52% -19.32% 81.31% -3.61% -4.15% 19.28% 25.30% -2.35% 32.26% -31.92% 95.95% 4.35% -6.96% 31.90% 20.32% -2.40% 16.84% -15.57% 87.86% 0.1 4% 3.48% 15.54% 16.34% -1.12% 15.91% -15.48% 92.88% 0.0 7% 0.43% 15.47% 22.27% -3.65% 21.39% -20.45% 101.85% 4.27% 0.88% 20.42% 43.07% -2.63% 32.04% -36.36% 103.35% -0. 07% 11.03% 36.33% 20.72% -2.36% 16.75% -15.93% 101.17% 2.53% 3.97% 15.90% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 47452 -12711 132848 2650 0.69 0.05 1.36 -0.13 127656 -35150 250743 3631 1.02 0.15 1.23 -0.17 63928 -65683 90724 4784 0.98 0.24 1.60 -0.11 58042 -45404 80871 4089 0.34 0.06 0.69 -0.02 39249 -84885 42577 2040 0.57 0.13 1.08 0.01 48767 -44063 200806 11301 0.28 0.02 0.29 -0.01 74544 -42570 170746 7441 0.22 -0.05 0.31 -0.01 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 548.32 -1.18 -0.52% 0.16 % 88686 7861 145249 35843 7058 47 0.07% 1.38% 231457 -343707 333267 -2251 81300 -880 -0.57% -2.37% 72324 -97081 189633 -8707 20745 170 0.68% 0.97% 124556 -71217 221017 8062 23305 -210 -0.28% -3.12% 111359 -201015 92205 -2772 112400 950 -0.75% 1.40% 117124 -125143 185096 5248 11995 40 -0.42% -0.84 % 144750 -80431 108070 -2636 24.98% -4.61% 25.45% -20.37% 92.01% 4.1 0% -0.47% 20.32% 40.30% 1.50% 40.50% -39.14% 94.07% 1.8 6% -0.20% 39.15% LPG 19.10% -2.13% 17.26% -15.63% 75.01% -5. 91% 1.84% 15.61% PTA 12.95% -0.51 % 10.14% -9.93% 69.03% -18.55% 2.81% 9.93% 20.61% -0.13 % 17.14% -17.00% 111.28% 13.76% 3.47% 17.00% 17.53% -0.02 % 14.16% -15.70% 99.38% 2.5 5% 3.37% 15.70% PVC 14.18% -0.01% 10.77% -8.12% 102.97% 26.14% 3.41% 8.12% 9.91% -0.67 % 8.55% -7.60% 88.84% 3.8 7% 1.36% 7.59% 9.96% -0.47 % 7.85% -6.78% 87.03% -6.93% 2.11% 6.78% 12.13% -0.43 % 13.36% -10.93% 93.86% 8.1 1% -1.23% 10.93% 15.42% -2.23% 12.92% -12.26% 59.00% -4. 18% 2.50% 12.24% 11.11% -0.62 % 7.67% -8.41% 85.06% 8.2 5% 3.44% 8.40% 26.51% 1.03% 30.33% -27.37% 75.23% -15.75% -3.82% 27.38% 13.63% -0.39 % 14.58% -11.79% 91.55% -11.32% -0.95% 11.79% 40617 -10166 35584 1738 0.50 -0.22 0.62 -0.20 268528 -21326 392155 25281 0.66 -0.23 1.49 -0.05 LPG 45514 4284 48156 7323 0.55 0. 05 0.33 -0.10 PTA 221973 2405 427152 14418 1.00 0.42 0.81 -0.02 19861 -5919 63398 2302 0.39 0.04 0.37 -0.01 160877 -70472 263741 15814 0.64 0.08 0.86 -0.04 PVC 41444 -11011 151917 9049 0.24 0.13 0.32 -0.01 6328 -1312 26181 -417 0.35 0.10 0.73 0.02 5525 1082 19203 264 0.41 0.06 0.60 0.01 16209 5873 42621 3836 0.53 0.13 0.79 -0.05 118314 24433 103386 4112 1.27 -0.36 1.02 0.04 7356 2711 15983 1598 0.88 -0.11 0.98 -0.16 11091 2404 34758 951 0.64 -0.13 1.30 0.05 8957 4700 18641 536 0.96 -0. 04 0.94 -0.08 619.4 -26.4 -4.25% -3.22% 39482 -4151 3 22088 11 42 2262 86 2.68% 6.57% 1068999 -476455 778826 51556 LPG 4460 -96 -3.17% -1.32% 69280 -4060 9 70278 10711 PTA 5854 -54 -1.15% -0.58% 509162 80248 963118 59141 14150 105 0.00% 1.23% 196644 -79636 232359 23 62 2543 -1 5 -0.51% -1 .54% 529422 -142966 823442 47829 PVC 5934 10 -0.17% 0 .47% 462832 -248159 887695 19744 8405 -89 -1.09% -1.43% 297785 33318 428150 -25098 7529 -90 -1.31% -1.18% 376441 138412 397665 194