商品期权：工业硅期权隐含波动率昨日小幅下降，目前仓单处理压力较大

PCR PCR PCR PCR 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 3377 -20 -0.12% -1.10% 1451753 199142 2142090 27152 4671 17 1.15% 0.43% 103385 16033 92387 -6994 3912 -46 -0.64% -5.68% 135447 52507 69186 -6494 7558 -110 -1.25% -2.15% 614355 120154 699747 -4050 8264 -148 -1.36% -2.33% 1058286 343997 347260 -18479 2411 -11 -0.25% -0.58% 307019 -4467 704997 9093 6158 -34 -0.60% -0.36% 561027 236415 393130 729 2787 -9 0.18% -0.76% 853266 21739 773686 4613 7314 -196 -2.58% -3.39% 1065415 250493 537140 26757 15700 -105 -0.63% -0.19% 296053 35987 523354 9843 9024 -178 -1.98% -1.50% 83327 42134 91624 4369 603093 4/26/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.77% -0.22% 16.98% -16.98% 97.11% 1.47% 0.79% 16.98% 9.89% -0.48% 8.73% -9.43% 86.69% -11.64% 1.16% 9.42% 18.57% -0.08% 26.07% -25.06% 93.00% 2.82% -7.50% 25.06% 15.71% 0.07% 17.19% -17.23% 87.00% -3.84% -1.48% 17.23% 18.17% -0.95% 19.90% -19.80% 101.91% -2.20% -1.73% 19.79% 8.94% -0.18% 8.60% -9.71% 83.61% 3.36% 0.34% 9.71% 13.08% -0.12% 12.21% -12.62% 72.34% -3.48% 0.87% 12.62% 23.53% -0.06% 24.77% -25.15% 110.90% 0.88% -1.24% 25.15% 19.63% -0.53% 30.22% -35.38% 89.08% -7.25% -10.59% 35.37% 12.62% -0.12% 9.76% -10.46% 75.74% 2.65% 2.86% 10.45% 13.38% -0.03% 13.14% -11.41% 93.62% -0.78% 0.24% 11.41% 168176 68752 504294 16973 0.51 0.12 0.79 0.05 23427 8561 35778 3769 0.26 -0.09 0.68 -0.11 23395 1452 47324 2721 0.30 0.05 0.62 -0.0 2 39610 11088 73183 -3628 1.61 0.53 1.89 -0.08 90440 29273 76599 2580 0.65 0.12 0.78 0.04 32674 -1652 234552 1598 0.46 -0.09 1.02 0.02 171788 89860 198920 10911 0.82 0.17 0.67 0.01 96789 -3265 197916 4591 0.39 0.00 0.59 0.0 0 236565 112971 176254 23555 0.55 0.23 0.47 -0.0 3 145464 20197 311129 11656 0.85 -0.15 0.81 -0.0 2 33147 21010 34026 1024 1.01 0.31 0.74 0.01 - IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 20.02% 0.24 % 20.35% -20.08% 88.24% -0.9 5% -0.33% 20.09% 27.08% -1.81% 31.26% -30.87% 93.00% 0.8 3% -4.18% 30.85% 22.03% 1.34% 15.17% -15.13% 93.43% 1.2 5% 6.86% 15.14% 16.74% 0.53 % 16.05% -15.55% 90.59% -12.14% 0.69% 15.56% 20.16% 1.44% 20.67% -20.16% 96.02% 13.79% -0.51% 20.18% 40.57% -1.32% 28.29% -28.01% 102.11% -4 .26% 12.28% 27.99% 22.64% -1.06% 16.53% -16.28% 87.32% -4 .95% 6.11% 16.27% PCR 68087 -18965 126870 3166 0.53 -0.06 1.50 -0.06 142048 -476667 230520 16251 0.80 -0.14 1.43 -0.13 60858 -138746 63763 5191 0.57 -0.35 1.31 -0.02 56079 -86724 63804 5383 0.34 -0.59 0.71 0.00 26038 -69548 26600 1702 0.69 -0.47 1.01 -0.05 49191 10928 171330 2389 0.23 -0.04 0.30 0.00 65908 1639 156162 10907 0.30 -0.02 0.34 -0.01 -0.72 -192324 780 235 215 -800 1.26% 2.28% 1.00% -2.19% -12785 -23988701 -5867 -6198 135163 36235 142349 89% -0. -0.59% 45 - 11745 -2659 176148 -21580 158133 -0.86% 109600 -1823 106996 12289 210761 1.36% 22770 235347 -23157 249125 1.66% 20485 200833 -7069 163701 1.92% 80160 412993 729494 31% -0. 0.28% 20 - 7086 134439 -26000 168167 01% 0. 0.08% 550.28 IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR PCR 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 南华期货 30.32% 1.06% 22.07% -22.01% 95.53% -0 .21% 8.25% 22.02% 41.36% 0.67% 37.29% -33.31% 95.44% -4.15% 4.07% 33.31% LPG 24.29% -1.55% 17.23% -17.46% 95.61% -3.30% 7.06% 17.45% PTA 13.71% -0.48% 11.41% -12.22% 76.63% -3.90% 2.30% 12.22% 20.38% 0.61% 19.89% -21.47% 90.25% -9.91% 0.49% 21.48% 17.30% -0.1 7% 14.85% -15.58% 95.82% -2.32% 2.45% 15.58% PVC 14.33% 0.31% 10.25% -13.65% 86.92% -2.19% 4.08% 13.65% 10.20% 0.55% 6.95% -7.08% 89.74% 4.90% 3.25% 7.08% 10.24% 0.2 3% 6.56% -6.85% 89.76% -1 .00% 3.68% 6.85% 12.98% -0.1 9% 14.11% -14.79% 84.50% 18.57% -1.13% 14.79% 19.02% -0.90% 12.06% -11.40% 71.04% -2.63% 6.96% 11.39% 11.05% -0.0 3% 9.15% -10.69% 62.96% 15.01% 1.90% 10.69% 27.23% 0.64% 35.71% -41.41% 96.06% 7.48% -8.48% 41.42% 14.32% -0.1 0% 14.61% -13.81% 95.49% -6.69% -0.29% 13.81% 39429 -120 34125 1892 0.81 -0.03 0.82 -0 .02 438403 183194 307113 48967 0.75 0.13 1.48 0.11 LPG 39094 9388 39689 2243 0.26 0.00 0.36 0.02 PTA 369474 146387 394034 8994 0.61 0.10 0.79 0.02 28183 -38233 54231 3643 0.36 -0.17 0.41 -0 .01 278431 51510 236441 11722 0.70 0.07 0.77 -0.09 PVC 37053 -1225 115782 9999 0.17 -0.04 0.34 -0 .01 4379 -1734 22064 933 0.62 -0.14 0.74 0.05 3172 -726 16041 262 0.56 -0.19 0.74 0. 01 11817 -7974 34771 2177 0.78 -0.34 0.86 0. 00 93842 22014 102105 14109 1.02 -0.16 1.03 0.04 7512 4136 14674 1014 1.71 -0.50 1.24 0.04 13462 4355 32852 -105 0.60 0.17 1.19 0. 01 14684 7742 27750 3262 0.64 -0.84 0.84 0.02 123 4.26% 799791 LPG PTA -52 241015 PVC 0.55% 0.15% 0.64% 0.71% - - - - -98 369 64859 438 20744 824 -3177829320 999 850 15685 6006 -10115 832 38 66 84531 27935 71471 -0.84% -1.21% 8480 - 246370 45318 354932 -0.62% 1.56% 24 2082 200376 15308 79890 -0.03% -0.35% 4 -2 7358 301802 26590 268926 0.18% 0.44% 1 9499 373175 -179188 239146 1.71% -0.40% -5 4439 -5 370598 18473 264168 0.23% 13 7568 -7 408639 56873 230132 0.07% 4 8364 919433 48957 877633 0.17% 15 5918 7985