商品期权：碳酸锂期权隐含波动率昨日小幅上升，同时价格持续在底部震荡

603093 4/25/2024 IV HV IV20HV20 110IV/90IV110IV/90IV 17.99% 0.53% 16.74% -18.27% 95.64% -0 61% 1.25% 18.27% 10.37% 0.94% 8.86% -8.71% 98.33% 14.78% 1.51% 8.72% 18.65% 0.18% 25.68% -18.18% 90.19% 6.97% -7.03% 18.18% 15.64% 0.64% 16.63% -17.04% 90.83% -0 70% -0.99% 17.05% 19.12% 0.50% 19.45% -19.84% 104.11% 0. 78% -0.33% 19.85% 9.12% 0.03% 8.64% -9.66% 80.25% -9.69% 0.48% 9.66% 13.20% 0.05% 12.18% -13.13% 75.82% 0. 91% 1.02% 13.13% 23.59% 0.57% 24.73% -26.64% 110.03% -2 24% -1.14% 26.65% 20.16% 1.29% 29.38% -35.60% 96.33% 3.21% -9.22% 35.62% 12.74% -0.10% 9.76% -10.46% 73.09% -3.26% 2.98% 10.46% 13.41% 0.00% 11.54% -12.31% 94.41% -0.64% 1.87% 12.31% . 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 . PCR PCR PCR PCR 南华期货 . 99424 -66860 487321 9949 0.39 -0.07 0.74 0.00 14866 3240 32009 2880 0.35 -0.10 0.79 -0.09 21943 -3650 44603 2180 0.26 -0.19 0.64 0.00 28522 -8687 76811 -1720 1.08 0.59 1.98 -0.11 61167 -64076 74019 3624 0.52 0.00 0.74 0.03 34326 -22114 232954 2226 0.56 -0.02 0.99 -0.04 81928 -7691 188009 4814 0.65 0.14 0.66 -0.01 100054 -39109 193325 9484 0.38 0.01 0.59 -0.02 123594 -65393 152699 6757 0.32 -0.02 0.50 0.01 125267 12074 299473 10665 1.00 -0.13 0.83 -0.02 12137 -8337 33002 523 0.70 0.00 0.74 0.00 IV IV 20HV20 110IV/90IV 110IV/90IV 南华期货 3397 34 0.98% 0.5 9% 1252611 -467505 2114938 92628 4654 44 0.71% 1.89% 87352 14445 99381 7187 3958 184 5.04% 3.56% 187954 99094 75680 53524 7668 50 0.89% -1. 20% 494201 -234785 703797 835 8412 25 0.97% -3.27% 714289 -604475 365739 17009 2422 7 0.33% 0.2 1% 311486 -64698 695904 -9721 6192 10 -0.24% 0.1 3% 324612 -97183 392401 803 2796 29 0.94% 0.3 6% 831527 -398772 769073 39606 7510 68 0.81% -0. 25% 814922 -233918 510383 5169 15805 -35 -0.44% -0. 31% 260066 26108 513511 579 9202 -22 -0.48% -0. 89% 41193 -33563 87255 995 - 19.78% 1.10% 20.29% -19.88% 89.19% 7.95% -0.51% 19.89% 28.89% 0.93% 31.18% -30.60% 92.16% 0.80% -2.29% 30.61% 20.69% 1.25% 15.44% -14.44% 92.19% 14.95% 5.25% 14.45% 16.21% 1.02% 15.69% -15.56% 102.73% 22.16% 0.52% 15.57% 18.72% 1.14% 20.84% -19.98% 82.23% 1.89% -2.12% 19.99% 41.89% 2.32% 28.29% -35.71% 106.37% 5.95% 13.60% 35.73% 23.70% -0.48% 16.64% -16.05% 92.27% 0.68% 7.06% 16.04% HV PCR PCR PCR 南华期货 PCR 87052 -17823 123704 -3529 0.59 -0.09 1.56 0.08 618715 -112439 214269 -198775 0.94 -0.13 1.56 0.55 199604 -4878 58572 -56583 0.92 - 0.06 1.33 -0.08 142803 -10408 58421 -75999 0.92 0.17 0.72 -0.10 95586 -7164 24898 -38370 1.16 -0.08 1.06 -0.04 38263 4968 168941 4322 0.27 0.03 0.30 0.00 64269 95 145255 3834 0.32 0.06 0.34 -0.01 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.25% -0.21% -0.29% -0.02% -4.17% PVC -0.38% -0.56% -0.05% -0.20% -3.33% -38.68% -3.63% 0.98% -0.26% % 20.85% 36.22% 17.38% 12.23% 21.48% 15.91% 13.90%7.15% 6.97% 14.14% 11.12% 10.73% 40.97% 13.83% 0.53% 0.62% 102.18% -13.83% 13.89% 14.42% -8.97% -6.98 88.59% -40.96% 35.56% 26.59% 2.01% 0.13% 47.95% -10.73% 9.07% -0.27% 11.08% 7.59% 73.67% -11.12% 12.33% 19.92% -1.17% 65.94% -14.14% 14.34% 13.17% 3.44% 90.76% -6.98% 6.57% 10.01% 2.68% 2.20% 84.84% -7.15% 6.97% 9.65% 2.97% 5.50% 89.11% -13.90% 11.05% -0.07% 14.02% 2.62% 4.13% 98.14% -15.91% 14.85% 17.47% 0.07% 9.35% 100.16% -21.48% 19.70% 19.77% 3.28% 80.53% -12.24% 10.91% 14.19% 8.61% 4.31% 98.91% -17.37% 17.23% 25.84% 7.01% 3.12% 99.60% -36.20% 33.68% 2.00% 40.69% 7.07% -1.64% 95.74% -20.86% 22.19% -0.61% 29.26% PCR PCR PCR 60550 LPG PTA -32731 -7487314367 -57192 PVC 12338 13568 14238 0.80 0.82 PCR 0.13 2 01 02 0.04 -0.1203 2 1 0.09 05 -0.16 02 1 0.0 0.81 0.62 1.48 1229 24488 3 113 6942 -0. 1.17 -0.14 0.43 943 32957 92 -3 9107 1.20 2.21 -214 13660 60 -10 3376 -0. 0.99 -0.14 1.18 6713 87996 71828 0.86 1.11 5648 32594 19791 0.0 0.73 0.47 0.75 706 15779 83 -15 3898 0.0 0.69 0.22 0.76 920 21131 79 -34 6113 -0. 0.35 -0.01 0.20 105783 38278 0.87 -0.14 0.62 7233 224719 226921 0.42 0.07 0.52 50588 66416 -0. 0.77 0.02 0.51 20664 385040 886 -29 223087 -0. 0.35 0.01 0.26 6160 37446 9 87 29706 0.0 1.37 -0.14 0.62 18009 258146 255209 0.84 0.16 0.84 -179 32233 7 411 39549 LPGPTA PVC 651.2 2148 4631 5964 14215 2511 5903 8360 7555 4444 9498 7382 2058 8578 13.4 37 28 4 -65 5 17 4 1 -62 83 -2 43 -2 2.23% 1.27% 0.43% -0.13% -1.08% -0.95% 0.02% -0.57% -0.49% -2.11% 0.26% -0.32% 2.18% -0.37% 2.77% 2.72% 0.74% 0.10% 0.81% 1.70% 0.46% 0.75% 0.53% -1.13% 2.32% 0.46% 4.18% 0.16% 119665 1784937 82892 496088 415846 851661 926590 287005 282641 418334 295516 64582 309614 43536 3524 154528 -12070 8047 -155302 -103508 129296 -100652 -151048199471 -7587 -19402 31740 1884 32048 814856 63071 956632 256480 830305 890113 416638 376448 357490 295796 210491 247202 77893 -631 36150 1059 -1260 9432 -30989 -12532 -9284 -13486 76917 5220 833 2322 1845 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 551 6.16 0.07% 3.61% 194167 -47122 147224 -2471 7106 117 0.59% 5.38% 921818 -409693 436981 -27108 79380 1360 0.66% 3.23% 170770 -42343 200132 2033 20250 50 -0.61% 1.21% 272282 -42008 241214 -18670 22555 285 0.36% 2.38% 1