商品期权：乙二醇期权隐含波动率今日有所回落，叠加当前库存低位为价格提供底部支撑

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 南华期货 603093 7/12/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.39% -0.34% 14.30% -0.01% 86.94% 2 .26% 3.09% 0.01% 8.63% -0.42% 12.90% 0.04% 79.49% -8.78% -4.27% -0.05% 17.10% -0.02% 16.75% -0.01% 100.52% 18.67% 0.35% 0.01% 17.17% 2.21% 17.12% 0.00% 89.03% 9.32% 0.05% 0.02% 18.19% -0.35% 22.28% 0.00% 96.75% 4 .94% -4.09% -0.01% 8.94% 0.48% 8.20% 0.00% 81.06% 2 .42% 0.74% 0.00% 10.24% 0.16% 16.22% 0.00% 55.67% -2.82% -5.98% 0.01% 22.14% 1.05% 18.75% -0.01% 110.06% 0 .51% 3.39% 0.02% 18.30% 0.46% 20.57% 0.01% 89.43% 0 .38% -2.27% 0.00 % 13.77% 0.56% 15.76% 0.01% 66.04% 0 .72% -1.99% 0.00 % 12.40% 0.24% 7.65% -0.01% 94.50% -0 .43% 4.75% 0.01% 293660 44572 1167886 40229 0.51 -0.06 0.40 - 0.01 14870 1178 53807 131 0.45 -0.56 0.47 - 0.01 18152 3237 37499 862 0.60 -0.15 0.38 - 0.02 62744 2721 5 121701 -2355 0.75 -0.18 0.79 0.04 61099 5687 94667 4020 0.89 -0.02 0.63 0.01 104828 -29347 508673 9718 0.71 0.03 0.57 - 0.01 100946 -15 60 386725 2862 1.08 -0.03 0.61 0.00 179980 -151411 407727 27609 0.54 -0.41 0.32 0.00 155872 84483 165924 921 0.47 0.00 0.64 0.05 117437 -33599 564494 463 0.70 0.11 0.61 0.00 20833 -85 02 85649 -1026 0.81 -0.39 0.48 0.00 56817 -29845 6 0.50% 1.26% 1.93% 76214 91252 -22847 -10724 128 -195 1.59% -2.17% 123656 234206 -11369 10793 -19473 0 383 130533 6695 - 53341 74% -0. -0.11% -14 8716 -210 513496 4223 -8 269290 -0.82% 14470 397909 806496 1.46% 7766 1038138 1049813 1% 0.1 -1.28% -15 2470 300749 7343 -2 270339 76% -0. -0.44% -32 6162 6083 784573 886 31 411470 13% -0. -0.58% -9 2404 266464 602291 0.83% 86 8371 609768 440646 0.53% 56 7638 3412 124215 1897 - 114648 -0.83% -6 3696 -916 112427 1213 85694 11% -0. -0.19% -15 4613 1568910 1056263 07% -0. -1.46% -19 3166 IV IV 20HV20HV 110IV/90IV % -3.96% %1.52% %0.79% 0.52% 110IV/90IV 69% -7.00% -7.27% 81% 73% -5.10% 5.20% % -0.04% -0.01% % % % % 0.01 2.43% 95.19% 0.00% 21.31% 23.74% 0.00 -2.78% 76.24% 0.01% 28.48% 25.70% -0.01 -1.52% -0. 78.11% 0.01% 17.74% -0.14 16.22% 0.01 1.32% -2. 67.80% 0.00% 11.16% 12.48% 0.79% 65.17% 0.01% 13.62% -0.40 14.41% 5.97% 94.71% 0.00% 21.09% 27.06% -0.01 4.42% -2. 72.06% 0.00% 9.53% -0.17 13.95% 100817 38456 113809 5 PCR 0.59 PCR 0.10 PCR 0.99 PCR 0.05 HV IV IV 20HV20 110IV/90IV 110IV/90IV 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 585720 264434 390273 10604 0.56 0.07 1.03 -0.06 126953 50470 108551 297 1.22 0.31 1.08 -0.07 100154 37020 79032 2052 1.61 0.12 0.87 0.01 78687 2736 58689 3300 1.51 0.33 1.41 -0.10 34597 -11480 103590 9425 0.40 -0.17 0.34 -0.02 62851 -29036 170799 5837 0.73 -0.12 0.34 0.01 623.3 -2 0.34% -0 31% 76770 -11198 24312 -189 1967 15 0.67% 3.21% 1309703 -2268 799063 9378 LPG 4571 -1 0.18% -0 35% 69440 -5277 74805 -1888 PTA 5918 -6 0.00% -0 37% 406542 5539 867197 -4835 14590 -95 -0.78% -1.06% 255726 28518 209498 2148 2573 -11 0.00% -1.81% 522239 -500075 763431 -31274 PVC 5921 3 0.25% 0. 36% 517243 -115804 924386 -12416 8383 -20 -0.30% -0 18% 227773 -14785 397908 -2107 7689 -8 -0.22% -0 32% 204066 -71881 387740 -5181 4767 -35 0.06% -1.80% 467535 -79006 450953 -18580 9271 -145 -1.17% -2.40% 339445 -4125 222845 -38241 7598 -6 0.05% -0 37% 53902 -15445 135642 -3486 2047 -20 -1.11% -1.40% 152572 13915 178049 1233 8512 -32 -0.14% -0 66% 33425 1688 75730 2280 - - 568.54 3.08 0.67% -0.52 % 208248 88257 160414 10427 8080 -104 -0.81% -1.70% 1313265 418682 246416 -15127 78950 -970 -1.32% -1.39% 102725 26324 195298 150 20010 -195 -0.97% -0.74% 149060 24788 140026 -7835 24160 -330 -1.02% -2.06% 143199 -1968 67863 -53 51 91350 -1150 -0.54% 0.10% 95103 -60434 170948 146 0 10765 -140 -1.96% 0.41% 178263 -73138 253932 -5 39 20.64% -1.34% 14.87% 0.00% 87.11% 2.22% 5.77% -0.01% 34.02% 0.83% 38.94% 0.00% 102.30% 3.98% -4.92% 0.01% LPG 16.85% -0.54% 19.21% 0.00% 95.33% 0.56% -2.36% -0.01% PTA 10.36% 0.14% 11.64% 0.00% 62.04% -3.04% -1.28% 0.00% 0.00% -16.73% 18.35% -0.01% 74.19% -1 .79% -18.35% -0.16% 14.80% -0.70% 14.21% 0.00% 77.24% -2 .05% 0.59% -0.01% PVC 13.17% 0.18% 11.73% 0.00% 74.50% 1.86% 1.44% 0.00% 8.83% -0.07% 8.69% 0.00% 67.44% 9.83% 0.14% 0.00% 8.83% 0.02% 7.96% 0.00% 79.44% 13.11% 0.87% 0.00% 12.99% -2.87% 9.94% 0.00% 73.96% -8.70% 3.05% -0.03% 15.67% -0.41% 14.76% 0.00% 72.00% -3.87% 0.91% -0.01% 8.41% -1.42% 11.93% 0.00% 68.74% -6.99% -3.52% -0.02% 22.48% -0.30% 21.95% -0.01% 104.75% 3.28% 0.53% 0.01% 9.72% -0.43% 11.49% 0.00% 44.93% -5 .04% -1.77% -0.01% PCR PCR PCR -432527 -0.22 LPG PTA -297306 0.26 PVC 0.31 0.08 PCR 2 -0.04 0 1 0 -0.04 0 0 1 0.08 1 -0.10 2 0 0.0 0.66 -0.12 0.31 525 45044 1545 16819 -0.0 0.82 0.16 1.02 1331 58538 -529 17654 0.92 0.94 3830 45938 -21522 23210 0.0 1.33 1.64 4055 42887 4467 71202 0.65 .03 -0 0.49 15607 184787 13953 198361 0.0 0.51 0.25 0.66 632 50136 -2874 10349 0.0 0.60 0.30 0.70 560 66183 171 13830 0.0 0.24 .02 -0 0.32 3619 390494 -16777 75689 1.07 1.00 11777 257307 136864 0.0 0.46 .02 -0 0.42 2319 116680 10667 53088 0.0 0.75 .01 -0 0.57 11616 399072 -110456 1058