商品期权：碳酸锂价格目前持续在低位震荡，建议近日构建碳酸锂期权双卖策略赚取期权时间价值

4/12/2024 IV IV 20HV20HV 110IV/90IV 0.00% -0.17% 110IV/90IV -5.09% -7.68% -7.28% 22.35% 0.06% -7.45% -9.19% 14.60% 17.29%6.31% 16.96% 15.64% 14.01%8.20% 13.95% 22.26% 31.46% 9.93% 26.00% -5.61% .33% -0 92.87% -26.00% 18.18% % 0.00 12.57% 4.22% 102.99% -9.87% 9.08% 13.30% -11.90% 84.01% -31.47% 31.73% % -0.01 19.83% -0.15% 102.05% -22.26% 21.21% % 0.01 21.06% -0.58% .39% -2 77.74% -13.95% 12.02% % 0.00 11.44% -0.75% 83.47% -8.22% 8.65% % -0.01 7.90% 2.76% .40% 1 98.17% -13.99% 13.11% % 0.01 15.87% 1.16% .86% 2 89.60% -15.65% 14.73% % 0.00 15.89% -17.13% 77.69% -17.13% 17.13% 0.00% 2.59% 86.79% -6.31% 6.31% 8.90% -0.17% 91.83% -17.28% 17.65% % 0.00 17.48% PCR PCR PCR 50536 PCR 1 -0.24 -16 -0.26 0.14 1 10993 72863 -236424 -243350 -0.03 -0.05 -0.04 0.11 4 -0.240.11 -335142 0.20 -0.34 0.11 2 -0.0 0.58 0.52 1112 31240 1138 14505 0.88 0.61 182890 -20530 176254 0.01 1.08 6 0.0 0.84 13141 66616 3439 51761 0.66 0.59 116418 -7037 126698 0.87 0.57 126057 225446 -0.0 1.17 0.72 14107 133115 43532 0.77 0 0.1 0.81 -7449 28718 -9472 103362 0.03 1.50 3 -0.0 1.30 4053 21576 -1855 9303 0.03 0.52 0.47 2304 7372 4323 1.17 0.84 2999 10723 702 5489 -0.0 0.83 8 0.0 0.69 41399 299607 119537 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 603093 3287 -34 -1.17% -0.84% 1297854 162600 1883982 34426 4794 11 0.17% 0.60% 50806 -3329 88981 -1943 3720 -24 -0.56% 0.18% 130379 -18516 53887 193 7722 -2 0.36% 0.18% 426946 -21397 715622 17341 8282 64 0.96% 0.57% 376261 142386 251646 152708 2394 -23 -0.95% -1.08% 368089 93921 560864 -14445 6455 -48 -0.65% 0.57% 516296 198929 364568 -6953 2701 -19 -0.70% -0.85% 759247 82843 638473 -10319 7892 -376 -4.29% -5.00% 672531 302149 457629 234370 16405 125 0.80% 0.30% 233308 60634 388812 69947 9488 20 0.32% 0.46% 66822 24333 98175 1417 IV IV 20HV20HV 110IV/90IV 110IV/90IV -4.70% -0.01% -5.35% -13.91% -8.35% 13.49% 25.14% 13.24%9.23% 16.99% 42.79% 16.32% 2.20% 3.39% 82.31% -16.31% 16.26% 0.01% 18.46% -3.52% 103.35% -42.78% 42.99% 0.02% 39.47% 1.81% -0.71% 103.50% -17.03% 18.00% -0.05% 19.81% 6.33% 92.96% -9.24% 9.42% 15.75% 2.11% 77.52% -13.25% 14.20% -0.01% 16.31% 4.17% -0.33% 97.47% -25.15% 25.70% -0.01% 29.87% 4.72% 76.00% -13.50% 13.94% -0.01% 18.66% PCR PCR PCR PCR -0.10 1.73 1 0.0 0.58 5064 107006 -2674 68990 PCR PCR PCR PCR 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 22.45% -0.01% 16.82% -17.74% 93.62% -1.48% 5.63% 17.73% 31.25% -0.01% 33.82% -33.00% 98.02% -0.09% -2.57% 32.99% LPG 19.94% 0.00% 17.09% -17.01% 101.90% 10.98% 2.85% 17.01% PTA 14.03% 0.00% 12.42% -13.50% 64.52% -4.93% 1.61% 13.50% 20.14% -0.01% 30.76% -31.61% 85.37% -10.36% -10.62% 31.60% 17.62% 0.04% 13.94% -15.04% 95.74% 10.87% 3.68% 15.08% PVC 14.39% 0.00% 10.81% -11.40% 98.57% 3.53% 3.58% 11.39% 10.64% 0.00% 8.21% -8.21% 86.44% -6.72% 2.43% 8.21% 11.50% 0.01% 7.92% -8.01% 100.19% 9.98% 3.58% 8.02% 14.07% -0.01% 12.73% -12.80% 101.91% 1.91% 1.34% 12.79% 17.42% 0.00% 12.31% -12.31% 77.40% 2.58% 5.11% 12.31% 9.99% 0.01% 10.24% -11.55% 56.65% -51.37% -0.25% 11.56% 22.94% 0.01% 30.96% -39.21% 89.55% -1.39% -8.02% 39.22% 13.79% -0.01% 14.73% -14.52% 76.59% -17.95% -0.94% 14.51% 21187 13603 25419 -0.150.10 .04 .02 0.10 0.15 -0.12 0 -0.03 0.11 1 0.04 0.41 0.50 8075 66838 -6799 27505 0.0 0.31 0.40 5981 142989 6400 28836 1.22 -0 0.42 7825 48553 113215 0.93 -0 0.28 2276 98704 2136 127643 0.0 1.23 0.70 3751 87945 102729 1.51 0.89 229132 38091 242551 555.22 -3.56 -0.57% -1.18% 455540 40587 195800 -7651 7164 -40 -0.58% -1.44% 2207334 207570 589050 -11962 76270 -530 -0.35% -1.01% 164346 21829 201063 -3804 20460 -45 0.42% -1.07% 316782 29872 339041 4486 22870 265 2.63% -0.74% 299982 156948 122707 49253 112500 -3450 -3.06% -5.08% 195122 14158 180154 -4150 12135 -80 -0.98% -0.82% 100013 7115 130160 9202 IV IV 20HV20 110IV/90IV 110IV/90IV 111117 40429 43981 3076 0.97 0.0 7 1.89 0 .05 562669 -43527 94915 -486651 0.70 0.0 7 0.71 0 .08 LPG 8324 1932 9655 3757 0.76 -0.0 5 0.99 0 .09 PTA 386180 -3156 8 217540 -339223 0.67 0.0 7 0.98 0.24 77572 20108 106562 6177 0.37 0.14 0.38 0.00 382823 -123659 87858 -334235 0.61 -0.25 0.93 -0.12 PVC 19950 -1856 40823 10265 0.32 -0.15 0.42 - 0.05 3512 65 5314 1629 0.19 -0.75 0.54 -0.27 1745 95 4684 1283 0.37 0.13 0.46 0 .00 3681 -2427 11018 2410 0.99 0.49 1.05 0.09 18683 -4587 21878 4881 1.00 -0.38 1.13 -0.18 5102 -45 6203 -10463 0.80 0.0 6 1.29 0.09 29102 -7642 20649 -58999 0.60 0.22 1.05 0.52 4471 600 19096 576 0.77 0.25 0.75 - 0.01 -39 -4.14% 25477 -121950 LPG PTA-1.30%53084 -0.85% PVC -78841 -69559 83676 -38 -3.18% -13098127400 83250 -54 2 15203 17 28931 0 -41731 -6334043433 64 48 32 16091 28884 45 -41 77212 1 1919 59187 -0.30% -0.87% 8624 280350 377595 -0.32% -25 1882 199490 109153 -0.27% -0.78% 7410 -151 291555 248747 0.92% -0.78% -16 9416 -80 275279 -78002 162495 -0.50% -0.52% -24 4421 -82 223983 51 -144 213209 0.78% 0.50% 31 7608 374101 318505 0.47% 0.71% 47 8418 569762 483427 0.08% 0.53% 24 5832 409473 555899