商品期权：铜、铝、锌期权隐含波动率昨日开始回落，同时价格也开始回调

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 603093 4/24/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.46% 0.20% 18.27% -19.35% 96.25% 1.12% -0.81% 19.35% 9.43% 0.08% 8.02% -7.76% 83.54% - 0.07% 1.41% 7.76% 18.47% 1.43% 19.61% -18.58% 83.22% - 6.07% -1.14% 18.59% 15.00% 0.90% 16.40% -15.72% 91.53% 0.44% -1.40% 15.73% 18.62% 2.41% 19.53% -13.34% 103.34% 8.35% -0.91% 13.37% 9.09% 0.06% 8.62% -9.88% 89.95% 18.45% 0.47% 9.88% 13.15% 0.22% 12.63% -13.19% 74.91% - 1.90% 0.52% 13.19% 23.02% 0.67% 26.47% -27.07% 112.27% -4.69% -3.45% 27.08% 18.87% 0.18% 29.69% -35.11% 93.12% -5.11% -10.82% 35.11% 12.84% -0.28% 9.77% -11.02% 76.35% -4.52% 3.07% 11.02% 13.41% -0.06% 12.42% -12.20% 95.05% 0.12% 0.99% 12.20% 166284 52952 477372 6051 0.46 -0.21 0.74 0.0 0 11626 40 94 29129 2701 0.45 -0.28 0.88 -0.11 25593 71 33 42423 2327 0.45 -0.01 0.65 0.08 37209 23928 78531 3840 0.50 -0.35 2.09 -0.11 125243 82328 70395 10440 0.52 0.04 0.71 0.04 56440 16722 230728 7739 0.57 0.06 1.03 -0.09 89619 57 17 183195 4797 0.51 -0.09 0.67 -0.0 2 139163 40112 183841 5041 0.37 -0.22 0.61 0.0 1 188987 75763 145942 12001 0.34 -0.16 0.48 -0.0 3 113193 -56817 288808 2840 1.12 0.18 0.84 0.0 0 20474 -4 511 32479 563 0.70 -0.54 0.73 -0.0 2 3363 25 0.39% 0 .18% 1720116 533062 2022310 25997 4610 -55 -1.18% -1.44% 72907 15725 92194 69843 3774 69 1.48% 2.71% 88860 -1370 22156 - 3502 7618 130 2.09% 1.80% 728986 261109 702962 - 18542 8387 321 4.24% 3.59% 1318764 856049 382748 38719 2415 11 0.12% 0 .25% 376184 12370 705625 69 44 6182 -30 -0.37% -0 .32% 421795 67453 391598 65 95 2767 33 0.58% 0 .36% 1230299 391152 729467 18977 7442 96 1.06% 2.27% 1048840 189347 505214 -36533 15840 -30 -0.13% -0 .03% 233958 - 131434 512932 41 28 9224 44 0.41% 0 .24% 74756 25471 86260 13 70 18.68% -2.43% 20.09% -17.44% 81.24% -2.11% -1.41% 17.41% 27.96% -1.72% 30.91% -30.87% 91.36% 1.86% -2.95% 30.85% 19.44% -2.89% 14.77% -13.23% 77.24% -4.56% 4.67% 13.20% 15.19% -2.94% 15.69% -14.33% 80.57% -11.20% -0.50% 14.31% 17.58% -2.75% 20.67% -20.17% 80.34% -8.09% -3.09% 20.15% 39.57% 1.70% 35.99% -36.44% 100.42% -1.30% 3.58% 36.46% 24.18% 0.29 % 16.45% -16.29% 91.58% 5.44% 7.73% 16.29% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 104875 24870 127233 - 147 0.68 0.20 1.48 -0.12 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 29.87% 0.13 % 21.03% -21.03% 97.38% -2.01% 8.84% 21.03% 38.69% -1.42% 36.53% -35.94% 96.48% -2.43% 2.16% 35.93% LPG 24.59% 0.74% 17.10% -18.54% 94.60% 0.97% 7.49% 18.55% PTA 14.40% 0.08 % 10.92% -12.26% 84.71% 1.81% 3.48% 12.26% 20.06% -0.37 % 19.71% -23.49% 90.80% -4.21% 0.35% 23.48% 17.49% -0.50% 15.12% -14.08% 94.01% -5.37% 2.37% 14.07% PVC 14.09% -0.15% 11.53% -14.01% 83.60% 3.03% 2.56% 14.01% 10.03% -0.47% 7.06% -7.11% 82.64% -5.49% 2.97% 7.11% 10.57% 0.32% 6.72% -6.72% 94.09% -0 16% 3.85% 6.72% 13.22% 0.05 % 13.51% -13.67% 104.61% 3.93% -0.29% 13.68% 35432 -20099 32412 1282 0.68 0 .07 0.71 -0.02 194659 -77794 240137 8896 0.75 0 .05 1.35 0.05 LPG 28827 -5911 31286 1314 0.26 -0 .02 0.35 -0.01 PTA 252973 -21815 364376 11622 0.50 -0 .07 0.79 -0.04 99147 -10334 107780 -4705 0.46 0 .11 0.39 -0.01 301794 -28101 217486 2719 0.76 0.24 0.98 -0.20 PVC 23911 -4524 93445 6521 0.21 -0.11 0.38 -0.01 9592 1693 20211 1240 0.55 0 .05 0.67 0.01 5481 1308 15073 10 80 0.28 -0 .04 0.72 0.05 6223 696 26946 759 0.31 0 .13 0.77 0.02 57590 -9571 81283 6259 1.32 0.30 1.04 0.00 4436 -3167 13874 14 1.40 0.45 1.35 -0.01 9499 3793 32014 1160 0.57 -0.25 1.20 -0.12 5809 -2492 23259 124 0.87 -0 .06 0.80 0.01 20.12% -0.10 % 12.05% -10.06% 77.30% -0 12% 8.07% 10.06% 11.35% -0.69% 9.13% -10.37% 47.82% -5.81% 2.22% 10.37% 25.61% -1.24% 34.86% -40.92% 95.56% 8.77% -9.25% 40.91% 14.68% -0.19% 13.88% -13.65% 101.56% 0. 81% 0.80% 13.65% 南华期货 731154 102248 413044 -3992 1.07 0.17 1.01 -0.11 204482 -31162 115155 120 0.97 0.24 1.41 -0.08 153211 -45451 134420 - 1179 0.76 0.33 0.81 0.00 102750 -34796 63268 -3321 1.24 0.48 1.10 0.00 33295 37 43 164619 2095 0.25 0.00 0.30 0.00 64174 -30697 141421 6896 0.26 -0.10 0.35 -0.01 - 544.84 -13.5 8 -3.54% -1.91% 241289 5473 149695 -13311 6989 -189 -4.78% -1.70% 1331511 -87116 464089 -45944 78020 -1530 -2.57% -3.29% 213113 -24195 198099 -11106 20200 -32 0 -1.82% -2.51% 314290 -51675 259884 -30392 22270 -26 5 -2.02% -1.71% 227083 -75250 110872 -11464 109150 600 0.14% -0.23% 139477 5277 176631 -1281 11710 15 0.60% -0.13% 105667 -75533 143003 -4071 IV IV 20HV20 110IV/90IV 110IV/90IV . 南华期货 . PCR PCR PCR PCR - 637.8 4.6 -0.55% 2.19% 116141 -40797 32679 -1491 2111 -39 -1.45% -3.73% 1630409 -529371 778706 - 15670 LPG 4603 -10 -0.30% 1.57% 94962 -3384 62012 7004 PTA 5960 -10 -0.23% 0.23 % 488041 -109560 957892 - 13105 14280 -135 -1.89% -0.7 9% 571148 15086 247048 2668 2506 -52 -2.64% -1.83% 955169 -99067 861294 - 46944 PVC 5886 -29 -0.44% -0.66% 797294 610 902645 68093 8356 -106 -1.32% -1.13% 387657 63234 425922 -33904 7554 -72 -1.02% -0.67%