商品期权：贵金属期权隐含波动率昨日开始回落，同时价格也开始回调

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 4/23/2024 IV HV 南华期货 IV20HV20110IV/90IV110IV/90IV 17.26% -0.26% 19.57% -20 .52% 95.13% -7.53% -2.31% 20.52% 9.35% -0.40% 7.02% -6.95% 83.61% -7.85% 2.33% 6.95% 17.04% -0.89% 18.77% -19.47% 89.28% 2.61% -1.73% 19.46% 14.10% -0. 08% 14.94% -15.62% 91.10% 0.5 8% -0.84% 15.62% 16.21% 0.50% 13.11% -13.26% 94.99% 1.91% 3.10% 13.26% 9.03% -0.79% 8.98% -9.81% 71.50% -4.72% 0.05% 9.80% 12.93% -0. 17% 12.74% -13.45% 76.81% 3.59% 0.19% 13.45% 22.35% 1.10% 27.11% -27.85% 116.96% 7.07% -4.76% 27.86% 18.69% -0.88% 28.93% -35.18% 98.23% 3.46% -10.24% 35.17% 13.12% 0. 20% 10.44% -11.76% 80.86% 3.38% 2.68% 11.76% 13.47% 0.49% 12.32% -20.58% 94.92% 0.7 8% 1.15% 20.58% PCR PCR PCR PCR . 113332 -26092 471321 9211 0.67 0.19 0.73 0.02 7532 -2033 26428 1467 0.73 -0.11 0.99 -0 03 18460 -4771 40096 1673 0.46 0 .02 0.56 -0 03 13281 -12400 74691 1616 0.84 -0.32 2.20 -0.06 42915 -12570 59955 743 0.48 -0 .17 0.67 -0 01 39718 -13956 222989 10189 0.52 -0.35 1.12 -0.06 83902 -31741 178398 6345 0.61 0.09 0.69 -0 02 3338 15 0.21% -1.18% 1187054 -338254 1996313 22203 4665 -2 0.26% 0.30 % 57182 6808 22351 -24548 3705 -27 -1.23% -1.74% 90230 -37800 25658 -8695 7488 48 0.29% 0.91% 467877 -156685 721504 9429 8066 49 0.65% 0.70% 462715 -46911 344029 309 2 2404 10 -0.12% -1.47% 363814 -32665 698681 29600 6212 -4 -0.05% -0.2 9% 354342 -42344 385003 14804 2734 -24 0.22% -1.70% 839147 -103812 710490 10805 7346 -36 -1.21% -0.2 4% 859493 -168561 541747 14808 15870 45 -0.09% 1.12% 365392 -36275 508804 176 6 9180 16 0.17% 0.00% 49285 -4449 84890 -1 395 99051 -2335 178800 6168 0.59 0.10 0.60 -0 02 113224 -19457 133941 14919 0.50 -0 .04 0.51 -0.09 170010 -49007 285968 12928 0.95 -0 .05 0.84 0. 00 24985 -534 31916 1689 1.24 0.40 0.75 0.07 . . . 南华期货 . - - - 21.11% -2.27% 17.64% -16.33% 83.35% -7.91% 3.47% 16.31% 29.68% -2.80% 31.18% -28.32% 89.50% -4.87% -1.50% 28.30% 22.33% -0.80 % 13.56% -13.31% 81.79% -6.20% 8.77% 13.30% 18.13% 1.08% 14.46% -14.47% 91.77% -4.17% 3.67% 14.48% 20.33% -0.32 % 20.86% -20.24% 88.43% -0.76 % -0.53% 20.23% 37.87% 0.39 % 36.80% -36.23% 101.71% 3.13% 1.07% 36.23% 23.89% -0.57% 16.71% -14.67% 86.14% -3.43% 7.18% 14.66% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 80005 -15488 127380 5127 0.48 -0 .03 1.59 -0 06 PCR . 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 22002 30762 74054 39453 0.11 0.18 -0.09 -0.11 26420 -0.170.12 0.04 02 01 03 -0. 0.36 .02 -0 0.36 13832 134525 94871 -0. 0.30 0.25 5115 162524 719 29552 -0. 1.10 0.76 4078 66589 137546 0.81 .00 0 0.43 5535 135599 198662 1.49 0.73 6070 115275 235644 1.12 0.90 417036 99202 628906 558.42 -9.88 -1.63% -2.09% 235816 -215955 163006 1017 7178 -240 -3.08% -3.16% 1418627 -208815 510033 -41668 79550 180 0.72% -1. 47% 237308 1762 1 209205 -3443 20520 170 0.69% 0.86% 365965 85953 290276 892 22535 -205 -0.31% -0. 22% 302333 41950 122336 2082 108550 850 0.37% 2.51% 134200 -387 97 177912 1568 11695 175 0.73% 2.94% 181200 54586 147074 3149 29.74% -1.76% 21.18% -18.29% 99.39% -2.33% 8.56% 18.27% 40.11% 1.74% 36.22% -36.26% 98.91% -3.67% 3.89% 36.27% LPG 23.85% -1.79% 18.25% -17.93% 93.63% -19.97% 5.60% 17.92% PTA 14.32% -0. 50% 10.91% -13.71% 82.90% -5.40% 3.41% 13.70% 20.43% 0.0 9% 21.98% -25.25% 95.02% 0.38% -1.55% 25.25% 17.99% -0.61% 13.29% -14.28% 99.38% -0.13% 4.70% 14.27% PVC 14.24% 0.34% 11.71% -13.90% 80.57% -12.39% 2.53% 13.90% 10.50% -0. 07% 7.02% -7.15% 88.13% -6.35% 3.48% 7.15% 10.25% -0. 07% 6.44% -6.92% 94.25% -1.68% 3.81% 6.92% 13.17% -0. 04% 12.90% -13.82% 100.68% -11.41% 0.27% 13.82% 20.22% -0. 38% 11.10% -9.86% 77.42% -4.87% 9.12% 9.86% 12.04% 0.1 1% 8.65% -11.38% 53.64% -25.74% 3.39% 11.38% 26.85% -1.47% 34.82% -40.53% 86.80% -11.27% -7.97% 40.51% 14.87% -0. 24% 13.62% -14.82% 100.75% -0.59% 1.25% 14.82% 55531 -44026 31130 4887 0.61 -0 .06 0.73 -0.13 272453 -45300 231241 30471 0.70 0.1 0 1.30 0.14 LPG 34738 -35199 29972 5969 0.28 -0.19 0.36 -0.08 PTA 274788 -295729 352754 18095 0.56 0.0 8 0.84 0. 00 109481 -4455 112485 -2244 0.35 0.0 5 0.40 0. 02 329895 -127460 214767 14626 0.52 -0.03 1.19 -0. 01 PVC 28435 -3309 86924 8871 0.31 -0.08 0.39 -0. 01 7899 -4154 18971 2587 0.50 0.0 2 0.66 0. 01 4173 -3547 13993 1353 0.33 0.0 5 0.67 -0.09 5527 -6442 26187 1205 0.19 -0.22 0.75 - 0.07 67161 -18150 75024 9863 1.03 0.21 1.04 0.07 7603 -5173 13860 1368 0.94 0.12 1.37 0.12 5706 -10501 30854 147 0.82 0.21 1.32 0. 02 8301 -9573 23383 304 0.92 0.0 5 0.79 -0. 01 -18.5 LPG PTA -73 -2.90% -1.32% -1.17% -2.07% PVC -0.66% -1.02% -121 -1.91% -2.16% 89 46110 35179 5 8 20157 463 18 8 15845 -51018 -7263 7195 9 576 76971 -51545 45689 0.32% -0.12% 8 8630 245453 -424106 324627 -1.82% -24 2045 207363 -53344 84565 % -0.16 0.11% 34 7438 131035 -137652 215494 -1.42% 9531 279816 -186710 219970 -2.27% 0.04% 9 4554 248 410356 -337733 353435 -0.35% -24 7626 -39 459826 -314085 3244