商品期权：原油期权隐含波动率连续三日小幅上涨，目前处于仍处于历史偏低位置

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 603093 4/18/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.18% -0.0 4% 20.51% -17.66% 92.42% -7.15% -3.33% 17.66% 9.09% 0.51% 6.91% -6.37% 85.70% -12.26% 2.18% 6.37% 17.11% -0.60% 19.73% -16.67% 86.56% -13.38% -2.62% 16.67% 14.55% -0.64% 15.08% -15.57% 88.46% -4.25 % -0.53% 15.56% 15.06% -0.82% 13.91% -14.24% 91.31% -3.19% 1.15% 14.23% 8.71% -0.2 7% 7.35% -7.36% 55.15% -10.95% 1.36% 7.36% 12.58% 0.1 8% 12.43% -12.77% 77.74% 4.20% 0.15% 12.77% 21.90% 0.1 7% 28.06% -22.95% 110.30% -1.47 % -6.16% 22.95% 19.25% 0.66% 30.79% -35.83% 88.42% -6.04% -11.54% 35.84% 12.48% -0.0 1% 10.72% -10.21% 78.39% -9.75% 1.76% 10.21% 13.04% 0.1 7% 20.51% -27.21% 93.32% 4.95% -7.47% 27.22% PCR PCR PCR -0.58 17073 45730 22666 1.39 0.87 - 42500 41487 70415 PCR 0.04 0.07 0.05 0.59 -0.03 0.08 -0.03 -0.03 -0.14 0.07 0.09 0.70 0.45 1.19 1767 29898 -5064 22097 0.89 0.47 0.96 18544 234206 201004 0.64 0.11 - 0.75 7526 105970 129034 0.67 0.15 0.73 21072 166270 196751 0.75 0.29 - 0.87 6028 157347 18272 84074 1.31 2.31 15279 189344 -2381 48693 0.79 0.04 0.95 8057 52019 55399 2.54 2.50 25945 65485 56261 0.53 0.13 0.57 4641 26259 30254 1.23 1.23 3191 20850 9336 15649 - 0.73 0.21 0.54 50907 448496 19886 220554 3287 -98 -2.67% -3.56% 2052314 388799 1955812 -79576 4668 -37 -0.91% -0.22% 73791 15 534 59747 -5148 3698 -112 -2.56% -2.63% 166142 44076 57180 1495 7486 -84 -1.47% 0.27% 589343 71675 707476 1871 8023 -76 -1.28% 0.61% 566137 60261 341578 21889 2381 -1 -0.21% 0.37% 301292 -2513 420253 -67783 6252 -51 -0.75% 0.17% 352938 -67588 377127 3090 2699 -123 -3.88% -6.28% 1528800 327627 708507 -18257 7458 -148 -2.43% 0.15% 943322 157089 502261 9113 16100 -245 -1.77% -1.49% 495398 213994 471353 11541 9168 -66 -0.84% 0.52% 70636 -10640 91943 -2880 IV IV 20HV20 110IV/90IV 110IV/90IV . PCR PCR PCR 南华期货 22.74% 0 23% 16.26% -16.79% 87.90% 5.98% 6.48% 16.79% 32.76% 1.71% 28.71% -28.60% 97.40% 1.56% 4.05% 28.62% 17.58% -0.56% 11.74% -11.63% 78.41% -0.75% 5.84% 11.62% 15.24% -0.86% 14.41% -14.12% 84.23% -24.24% 0.83% 14.11% 18.41% 1.96% 21.06% -20.22% 88.63% -10.71% -2.65% 20.24% 37.12% 0.5 1% 37.79% -37.68% 101.54% -20.15% -0.67% 37.68% 20.27% 1.61% 15.14% -13.36% 88.56% 3.28% 5.13% 13.38% PCR 81228 -29521 116668 2401 0.50 -0.0 3 1.78 -0.12 430514 -83147 371793 18130 0.81 0.02 1.32 -0.20 88615 -50772 101837 1316 0.65 0.05 1.25 -0.04 101022 -76676 127409 3711 0.45 0.00 0.77 -0.02 73243 -38163 58138 1351 0.71 -0.33 1.07 -0.01 21025 -11647 151163 932 0.35 -0.10 0.31 -0.01 67124 31972 95457 8742 0.42 0.14 0.41 0.00 IV PCR PCR PCR PCR 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 567.78 0.78 0.80% 1.63% 487229 -50685 176633 - 585 7389 21 -0.36% 1.50% 2166347 -550685 553460 -6658 76920 190 -0.23% 0 .22% 103629 -61322 197905 -3566 20360 195 -0.27% 3.06% 225310 -13831 0 305764 - 472 22585 305 0.51% 3.81% 198763 -97716 120871 -1945 109400 1250 0.27% 4.06% 98410 -77945 175021 -4934 11705 -250 -2.90% -1.30% 219717 89402 140460 9674 29.37% 1.27% 13.85% -15.53% 103.42% 0.3 1% 15.52% 15.54% 31.48% 0.43% 32.05% -31.40% 103.24% 1.6 7% -0.57% 31.41% LPG 21.13% 0.78% 16.53% -16.61% 100.58% 1.7 0% 4.60% 16.62% PTA 14.57% -0.45% 11.58% -12.84% 104.55% 27.89% 2.99% 12.83% 19.31% - 0.03% 23.95% -30.88% 83.40% -20.82% -4.64% 30.88% 17.77% 0.59% 12.62% -13.46% 95.96% 3.0 1% 5.15% 13.46% PVC 13.47% -0.26% 12.71% -14.77% 86.25% -19.24% 0.76% 14.76% 10.19% -0.34% 7.10% -7.16% 100.00% -3. 44% 3.09% 7.15% 9.90% -0.48% 6.39% -6.48% 97.81% -23.96% 3.51% 6.48% 12.89% -0.25% 10.27% -12.88% 90.63% 0% 2.62% 12.88% 17.54% 0.46% 11.06% -10.92% 77.52% 4.1 3% 6.48% 10.92% 11.36% 0.71% 9.85% -11.37% 72.58% #DIV/0! 1.51% 11.38% 25.38% 0 .13% 34.43% -43.81% 82.18% -7. 47% -9.05% 43.81% 14.88% 0.29% 14.32% -14.24% 94.27% -6. 09% 0.56% 14.24% 26806 -12816 22645 1908 0.59 -0.1 1 1.06 -0.10 94665 22182 138396 8369 0.65 0.0 3 0.67 -0.02 LPG 16869 3649 19124 742 0.49 0.19 0.49 -0.06 PTA 301817 -142733 325127 13479 0.45 0.0 5 0.83 -0 .01 71398 -546 113165 1790 0.35 0.0 2 0.38 0 .00 209774 -50504 172925 17702 0.72 0.0 5 0.97 0 .02 PVC 24291 -4017 68187 6810 0.52 0.27 0.40 0.02 3628 -2473 10772 816 0.31 -0.33 0.73 -0.08 2408 -887 9537 966 0.96 -0.45 0.90 0.14 3568 -1539 20357 1014 0.83 0.2 1 0.85 0.03 47035 -19477 52269 5895 0.46 -0.18 0.85 -0 .01 5276 -1935 10487 798 0.73 0.0 2 1.23 0.12 10063 3757 29675 2217 0.63 0.23 1.01 -0.02 12226 -1141 22142 428 1.30 0.29 0.80 0.03 661.6 -5.8 -0.11% 0 .64% 87930 2307 0 35210 19429 1933 34 1.31% 2.66% 1031350 201854 740195 10888 LPG 4756 83 0.87% 1.59% 82355 -215 3 39383 13 PTA 6070 8 0.20% -0 .57% 736111 -385075 1050380 10133 14560 45 -0.10% 1.29% 377860 -241 89 236608 40 62 2527 14 0.28% -0 .12% 881174 -810 1 810019 60125 PVC 5921 31 0.03% 1.27% 693700 -284561 796227 16194 8430 36 0.17% 0 .24% 278235 -181292 433116 13489 7618 38 0.16% 0 .37% 282474 -194886 350962 13386 4421 21 -0.