商品期权：铜期权隐含波动率昨日有所上涨，目前处于近一年高点

603093 4/17/2024 HV 17.22% -0.38% 17.60% -17.67% 99.57% -0 37% -0.38% 17.67% 8.58% -0.80% 6.44% -6.51% 97.96% -5.26% 2.14% 6.51% 17.71% -0.88% 16.87% -16.78% 99.94% 20.81% 0.84% 16.77% 15.19% -1.58% 14.83% -15.45% 92.71% -3 35% 0.36% 15.44% 15.88% 0.08% 13.80% -13.89% 94.50% 4.25% 2.08% 13.89% 8.98% 0.45% 7.44% -8.42% 66.09% -13.35% 1.54% 8.43% 12.40% 0.24% 12.38% -13.01% 73.55% 2.41% 0.02% 13.01% 21.73% 0.28% 22.48% -22.19% 111.77% -3 19% -0.75% 22.19% 18.59% -0.83% 30.44% -35.80% 94.46% 3.42% -11.85% 35.79% 12.49% -0.23% 9.28% -10.21% 88.15% 3.93% 3.21% 10.21% 12.87% -0.26% 20.29% -27.20% 88.37% 0. 59% -7.42% 27.20% IVIV20HV20 110IV/90IV110IV/90IV . PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV 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 . 南华期货 . PCR PCR PCR PCR 200668 52938 397589 42735 0.33 -0.22 0.77 -0.07 6313 -3612 17659 1514 1.81 0.54 1.16 0.00 13181 -5374 21618 3022 0.44 0.08 0.47 -0.02 10531 -11560 39540 1633 1.11 0.45 1.95 -0.12 32733 -10677 43962 4921 0.90 0.23 0.82 -0.01 51074 7924 174065 17108 1.45 0.45 1.23 0.04 102346 41 84 151319 8959 1.17 0 .13 0.78 -0.02 154251 43643 145198 8690 0.57 0.08 0.70 0.02 87547 -30915 98444 8522 0.86 0 .18 0.78 -0.17 130589 27693 215662 6418 0.49 0 .02 0.82 -0.01 27161 -7 123 28131 -2501 0.74 0.23 0.61 0.00 - 南华期货 - 3385 28 0.89% -1.11% 1663515 -18 855 2035388 58400 4705 -1 7 -0.70% 0.43% 58257 -32 611 64895 - 5195 3810 21 0.08% -1.89% 122066 -33 972 55685 - 1613 7570 -74 -1.74% -1.98% 517668 -243166 705605 - 1551 8099 -90 -1.89% -2.17% 505876 -76 802 319689 32603 2382 -1 0 -0.58% -0.46% 303805 -55 358 488036 -30324 6303 -30 -0.91% 0.20% 420526 -24 656 374037 - 7479 2822 52 2.39% -0.39% 1201173 336921 726764 65976 7606 -58 -2.59% -0.6 9% 786233 -421578 493148 - 4170 16345 -50 -0.27% -0.61% 281404 637 0 459812 12110 9234 -36 -1.37% 0.74% 81276 -17 522 94823 - 2822 22.51% 2.19% 16.95% -16.79% 81.92% -13.56% 5.56% 16.82% 31.05% 0.36% 28.89% -27.92% 95.84% 2.30% 2.16% 27.93% 18.14% 0.85% 11.99% -13.26% 79.16% -12.49% 6.15% 13.27% 16.10% -1.83% 14.23% -9.80% 108.47% 1.50% 1.87% 9.78% 16.45% -1.64% 20.92% -18.01% 99.34% 3.55% -4.47% 17.99% 36.61% -2.05% 38.05% -37.31% 121.69% 0.00% -1.44% 37.29% 18.66% -0. 50% 13.79% -16.26% 85.28% -1.29% 4.87% 16.25% 110749 -50190 114267 2762 0.53 -0.09 1.90 -0.03 513661 -247341 353663 33763 0.79 -0.01 1.52 -0.21 139387 -18308 100521 2900 0.59 0.02 1.29 0.06 177698 -63932 123698 3757 0.44 0.17 0.78 -0.14 111406 13191 56787 402 1.04 0.33 1.07 -0.14 32672 14413 150231 2071 0.45 0.21 0.31 0.01 35152 -4862 86715 5346 0.28 0.00 0.41 0.01 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 667.4 3.9 -0.74% -0.22% 64860 -3 4375 15781 -3732 1899 -33 -1.35% -2.71% 829496 -187079 729307 -10765 LPG 4673 -12 -0.72% -0.66% 84508 -65 39370 -5624 PTA 6062 48 0.76% 0.20% 1121186 339530 1040247 109802 14515 -195 -1.39% -1.43% 402049 19 320 232546 -3149 2513 -8 0.40% 0.16% 889275 -83886 749894 58152 PVC 5890 -61 -1.24% -3.28% 978261 74 69 780033 63026 8394 -16 -0.07% -0.56% 459527 74684 419627 21199 7580 -22 -0.21% -0.57% 477360 69555 337576 18817 4400 -63 -1.19% -1.78% 204727 -1 5571 240610 -4010 9612 84 1.06% -0.16% 360026 55001 255159 -6679 7438 36 0.43% 0.19% 108718 18 902 227174 7303 2001 14 0.35% -1.44% 321914 79 13 258796 12578 8776 92 1.18% 0.34% 109741 44571 82472 5319 567 3.12 -0.83% -1.11% 537914 -300617 177218 -5402 7368 -68 -1.86% -3.84% 2717032 -2E+06 560118 -31827 76730 -240 -0.45% -1.28% 164951 -44138 201471 -712 20165 -520 -3.33% -3.82% 363620 -138085 306236 -23757 22280 -520 -3.30% -3.10% 296479 -30722 122816 -5921 108150 -3600 -3.78% -3.25% 176355 69118 179955 851 11955 -235 -1.60% -2.02% 130315 6135 130786 718 28.10% 1.10% 15.56% -16.68% 103.10% 2 .47% 12.54% 16.69% 31.05% -0.4 9% 31.64% -30.60% 101.57% -1 .73% -0.59% 30.60% LPG 20.35% 0.3 0% 16.57% -16.67% 98.88% -1 .37% 3.78% 16.67% PTA 15.02% 1.13% 11.59% -12.77% 76.66% -1 0.77% 3.43% 12.79% 19.34% -1.46% 29.79% -32.19% 104.22% 32.44% -10.45% 32.18% 17.18% -0.0 8% 12.42% -14.02% 92.95% 1 .14% 4.76% 14.02% PVC 13.73% -0.78% 12.57% -15.10% 105.49% -2 .43% 1.16% 15.10% 10.53% -0.29% 7.07% -8.54% 103.44% 0 .66% 3.46% 8.53% 10.38% -0.22% 6.20% -7.90% 121.77% 16.83% 4.18% 7.89% 13.14% -0.13% 12.98% -12.54% 84.24% -15.76% 0.16% 12.54% 17.08% -0.80% 11.10% -10.85% 73.39% -4.25% 5.98% 10.85% 10.65% -0.1 8% 9.97% -11.55%#DIV/0!#DIV/0! 0.68% 11.55% 25.25% 0.84% 37.44% -43.74% 89.65% 0.00% -12.19% 43.75% 14.59% 0.4 4% 14.28% -13.98% 100.36% 0.00% 0.31% 13.98% PCR PCR PCR LPG PTA -788 16407 PVC 8999 -191 -0.49 PCR 05 03 03 05 00 08 01 0.19 0.24 07 01 -0.23 00 03 0. 0.77 0.07 - 1.00 398 21714 1232 13367 0. 1.03 0.15 - 0.41 663 27458 -3740 6306 1.12 0.71 9689 -2139 7211 0. 0.86 .08 0 0.64 46374 22208 66512 0. 0.82 .29 0 0.62 1675 19343 -4175 5107 0.76 1.02 1.41 1657 8571 393 3295 0.81 .36 0 0.65 2618 9956 3245 6101 -0. 0.37 .04 0 0.25 6148