商品期权：碳酸锂期权隐含波动率今日小幅上升，叠加当前整体基本面偏弱

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 7/15/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV -7.65% -6.36% -7.48% -7.29% -9.25% -7.54% -0.05% 0.54% -2.16% -0.01% -0.01% -0.01% 1.37% 0.41% -0.67% -22.31% -0.02% -0.02% 0.63% 0.01% 5.62% 1.02% 95.52% .00% 0 7.41% 13.03% 0.02% -0.38% -2.74% 63.30% 13.86% 9% -0.2 13.48% 0.01% -0.97% -4.08% 85.36% 18.82% 5% -0.4 17.85% 0.00% 3.09% 87.75% .00% 0 18.38% 21.47% 0.01% -5.37% 0.07% 55.74% .00% 0 16.02% 10.65% 0.01% 1.93% 73.52% .00% 0 8.38% 10.31% 0.01% -2.83% 87.50% 20.86% 6% -0.1 18.03% -1.42% 81.74% 16.43% 15.01% 0.02% 2.05% 93.04% -0.01% 15.59% 17.64% -5.56% 73.13% .05% 0 13.78% 1% -0.4 8.22% 0.01% 4.14% 79.29% .00% 0 14.62% 1.37% 18.76% 577632 283972 1188048 20162 0.65 0.14 0.39 -0.01 31546 16676 50407 -3400 1.17 0.72 0.48 0.02 20198 2046 38248 749 0.84 0.24 0.37 -0. 01 40428 -22316 124897 3196 1.14 0.39 0.77 -0.02 63715 2616 95152 485 1.01 0.12 0.62 -0.01 166096 61268 512196 3523 1.31 0.60 0.54 -0.04 102020 1074 386718 -7 1.39 0.31 0.61 0.01 377234 197254 464511 56784 0.62 0.08 0.31 -0.01 127199 -28673 170050 4126 0.56 0.09 0.63 -0. 01 140802 23365 571417 6923 0.68 -0.02 0.61 0.0 0 29231 8398 85797 148 1.20 0.39 0.50 0.01 3105 -61 -2.60% -1.14% 1374114 317851 1554110 -14800 4548 -65 -1.56% -1.36% 136656 50962 111901 -5 26 3649 -47 -1.70% -0.87% 121421 6773 120521 -3 694 7592 -46 -0.78% -1.31% 408867 -31779 594287 -15481 8364 -7 0.18% -0.65% 643320 41029 268291 18 27 2384 -20 -1.28% -0.70% 592270 180800 776250 -8323 6121 -41 -0.65% -0.2 1% 250524 -19815 299656 -1 093 2412 -58 -3.13% -1.85% 1477621 427808 1069961 31823 7718 -48 -0.46% -1.93% 708922 -97574 372035 -25874 14660 190 0.41% 1.23% 287962 18672 506369 -7127 8794 78 0.64% 0.76% 64944 11603 127003 -3 530 14.02% 0.0 7% 9.56% 0 .00% 64.91% -7.15% 4.46% 0.00 % 25.94% -1.12% 21.21% 0 .00% 95.74% 1.03% 4.73% -0.01% 14.15% -0.2 6% 12.08% -0.02% 64.30% -0.88% 2.07% 0.01% 11.74% -0.74% 10.25% -0.01% 69.96% 2.16% 1.49% 0.01 % 15.97% -0.2 5% 16.80% -0 .01% 78.44% 0.33% -0.83% 0.01 % 26.96% 1.26% 30.97% 0.03% 106.50% 30.26% -4.01% -0.02% 24.58% 0.84% 22.19% 0.01% 98.57% 3.39% 2.39% 0.00 % IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 67024 -33793 114984 1175 0.56 -0.03 0.97 -0.02 387940 -197780 398541 8268 0.78 0.22 1.03 0 .01 122407 -4546 110456 1905 1.12 -0.10 1.15 0.07 94557 -5597 80696 1664 1.84 0.23 0.83 -0.04 80108 1421 58985 296 1.45 -0.06 1.47 0.06 49841 15244 112096 8506 0.81 0.41 0.36 0 .01 116922 54071 188749 17950 0.72 -0.01 0.31 -0.03 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.94% -0.38% 0.00% 0% -0.01%0.00% 8.49% -1.66% -2.53% -5.64% PVC 0.48% 0.99% 0.00% 0% 0.00% -0.01% 7.35% -18.29%3.74% 5.24% 0.91% 0.31% 0% 0.00% 3.42% -0.01% -0.01% 1% 1% 1% 0% 0% 0% 1% 0% 0.02% 0% 0.01% 1% 0.0 -1.22% % -1.17 43.76% 11.25% 10.03% 1.43% 108.18% 0.0 21.96% 23.39% 0.0 -3.62% -6.58% 62.16% 0.00% 12.10% % 0.07 8.48% 1.96% 77.24% 14.70% 16.66% 0.0 2.94% 77.71% 10.20% % 0.15 13.14% 0.0 1.48% 61.15% 0.0 7.83% 9.31% 0.0 0.55% 74.79% 8.23% % -0.05 8.78% 0.0 1.92% -11.92% 62.58% 0.01% 12.27% 1.02% 14.19% 0.0 0.71% 71.60% 14.04% % -0.05 14.75% 0.0 -1.15% 71.66% 17.28% 16.13% 0.0 -0.68% 60.38% 0.0 11.28% % 0.24 10.60% 0.0 -1.65% 103.83% 19.44% 17.79% -5.97% 3.29% 105.59% 0.00% 38.68% -1.31% 32.71% 3.93% % 0.80 87.90% 0% 0.0 15.15% -1.56% 19.08% PCR PCR PCR 119093 -27993 30604 LPG PTA 29259 84187 5 6222 52 -0.33 PVC -72258 -111 43 8242 14 0.72 -0.11 PCR -0.22 05 01 3 01 1 01 1 1 03 0.20 6 0 0 0.0 0.65 0.61 0.92 1 321 48255 78 183 35197 0.0 0.81 -0.14 0.87 4 184 60382 61 78 25515 0.0 0.98 0.82 84 47422 418 -4 18792 1.53 2.36 51129 71091 -0. 0.63 0.08 0.57 83 189170 126103 0.0 0.52 0.27 0.92 -113 50023 95 12 11644 0.0 0.60 0.17 0.87 4 123 67417 132 -2 11698 -0. 0.24 0.25 0.57 95 395789 159876 0.0 1.08 0.66 263529 59 169 153823 -0. 0.45 0.21 0.63 74 117254 82347 0.0 0.78 0.54 1.10 10826 409898 80730 186532 -0. 0.53 0.01 0.34 975 21468 48 25 8659 -0. 0.67 0.07 0.68 481543 375671 0.96 0.09 - 1.17 11431 14 17 114640 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 568.34 -0.2 -0.24% -0.9 1% 151999 -56249 166090 5676 8048 -32 -2.02% -1.21% 873991 -439274 228025 -18391 79490 540 0.35% 1.68% 90689 -12036 190508 -4790 19940 -70 -0.65% 0.32 % 116571 -32489 131400 -8626 24235 75 -0.29% 0.74% 125494 -17705 62628 -5 235 87950 -3400 -4.04% -3.49% 163344 68241 186340 15392 10505 -260 -3.54% -1.58% 230124 51861 255699 176 7 619 -4.3 -0.19% -0.53% 77584 814 24645 333 1962 -5 0.15% -0.51% 2024845 715142 801478 2415 LPG 4529 -42 -0.81% -0.99% 66715 -2725 73139 -1666 PTA 5858 -60 -0.95% -0.95% 545403 138861 860580 -6617 14375 -215 -1.81% -1.03% 324917 69191 209273 -225 2571 -2 -0.04% -0.04% 655745 133506 769071 5640 PVC 5821 -100 -1.72% -1.98% 981660 464417 980729 56343 8370 -13 -0.23% 0.07% 229190 1417 392414 -5494 7682 -7 -0.09% 0.13% 243805 39 739 386831 -909 4739 -28 -1.15% -1.21% 310520 -157015 436635 14318 9244 -27 -0.94% 0.23% 221007 -118438 209639 13206