商品期权：黄金期权隐含波动率今日小幅上升，叠加中长线维持看多，且短线有望测试震荡区间前高

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 603093 7/16/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.99% 0 .23% 14.45% 0.00 % 79.29% 0.00% 4.54% 0 .00% 8.75% 0.53% 10.52% 0.00 % 73.13% 0.00% -1.77% 0 .00% 17.84% 0.20% 15.59% 0.00% 93.04% 0.00% 2.25% 0 .00% 15.64% 0.63% 15.99% 0.00 % 81.74% 0.00% -0.35% 0 .01% 17.68% - 0.35% 20.86% 0.00% 87.50% 0.00% -3.18% 0.00% 10.45% 0 .14% 8.33% 0.00 % 73.52% 0.00% 2.12% 0 .00% 10.60% - 0.05% 12.23% -0.04% 55.74% 0.00% -1.63% 0.04% 24.04% 2.57% 20.02% 0.02% 87.73% -0.02% 4.02% 0 .01% 17.90% 0 .05% 18.82% 0.00% 85.36% 0.00% -0.92% 0 .00% 12.51% -0.97% 13.85% 0.00 % 63.30% 0.00% -1.34% -0.01% 13.12% 0 .09% 7.12% 0.00 % 95.52% 0.00% 6.00% 0 .00% 384104 -193528 1218865 30817 0.59 -0.06 0.38 0.00 23072 -8474 50498 91 0.97 -0.20 0.47 -0.02 18343 -1855 38740 492 0.99 0.1 5 0.40 0.03 38640 -1788 123074 -1823 1.22 0.09 0.76 0.0 0 48520 -15195 97919 2767 1.03 0.0 2 0.58 -0.04 114734 -51362 528371 16175 1.01 -0.30 0.54 0.0 0 105183 3163 391988 5270 1.65 0.26 0.61 0.0 0 388821 11587 506366 41855 0.51 -0. 11 0.32 0.0 1 141402 14203 178932 8882 0.56 0.0 0 0.63 0.0 0 146756 5954 578158 6741 0.52 -0.17 0.60 -0.0 1 21134 -8097 84780 -1017 0.82 -0.39 0.50 0.0 0 -21 -31 -18 1.39% -182299 0.74% 0.84% -32 -45475 2270 -172917 50 102 45 0.66% 0.83% 4.53% 1.92% 160097 -651 -8934 -2955 -3238 -2995 -124 5188 1851 53201 11604 -994 1107 128110 115 -14 50829 -0.34% 0.30% 0 8794 505375 7 668 294649 0.45% 0.86% 14705 383639 708271 1.45% 7820 1123162 1637718 1.40% 2462 301507 139 -17 233385 0.18% 22 6143 781438 419353 -0.63% -3 2381 268167 -7 571050 -0.12% 0.06% 8332 591292 363392 0.05% 20 7612 117283 36 -49 116485 -0.95% 3631 108946 004 -38 98652 0.44% -1.12% 4517 1545176 1191815 -1.22% 3084 15.56% 1.54% 10.18% 0.01% 64.91% 0.00% 5.38% 0.01% 26.10% 0.16 % 21.14% 0. 00% 95.74% 0.00% 4.96% 0.00% 12.88% -1.27% 12.10% 0. 00% 64.30% 0.00% 0.78% -0.01% 11.07% -0.67% 10.09% 0. 00% 69.96% 0.00% 0.98% -0.01 % 15.56% -0.41% 16.61% 0. 00% 78.44% 0.00% -1.05% 0.00 % 26.41% -0.55% 29.54% -0.01% 106.50% 0.00% -3.13% 0.00 % 21.96% -2.62% 22.47% 0.0 0% 98.62% 0.04% -0.51% -0.03% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 116837 49813 117952 2968 0.45 -0.11 0.95 -0.0 2 HV PCR PCR PCR PCR 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 -31486 -41773 16179 -0.05 -0.02 0.02 -0.040.02 1 -40780 -0.13 -0.180.17 0.0 0.01 0.32 9 0.80 7372 196121 76142 -0.0 0.35 0.98 4530 116626 45 89 58786 1.49 1.27 2127 61112 161 -9 70947 0.79 1.71 4411 85107 229 -2 92328 1.17 .03 -0 1.09 983 111439 80634 1.01 0.74 414720 356454 574.94 6.6 1.01% 1.24% 202686 50687 182460 16370 8108 60 0.19% 2.21% 743047 -130944 224138 -3887 79280 -210 -0.46% -0.82% 63751 -269 38 184424 -6084 19860 -80 -0.77% -0.13% 155590 39019 221137 89737 24240 5 -0.04% 0.25% 96449 -290 45 60508 -2120 88800 850 -0.95% 3.09% 139709 -236 35 183897 -2443 10595 90 0.09% 3.63% 259325 29201 245765 -9934 19.69% 0.61% 14.16% -0.01% 87.90% 0. 00% 5.53% 0.02% 35.19% 2.48% 38.25% 0.0 0% 105.59% 0.00% -3.06% 0.03% LPG 16.90% - 0.89% 18.61% -0.01% 103.80% -0.02% -1.71% 0.0 0% PTA 10.34% -0. 26% 11.36% 0.0 0% 60.38% 0.00% -1.02% 0.0 0% 15.48% -0.65% 17.47% 0.0 0% 71.66% 0.00% -1.99% -0. 01% 13.93% -0.82% 14.04% 0.00% 71.62% 0.02% -0.11% -0. 01% PVC 13.24% - 0.95% 12.50% 0.00% 62.58% 0.00% 0.74% -0. 01% 8.73% -0. 05% 8.14% 0.0 0% 74.79% 0. 00% 0.59% 0.0 0% 8.67% -0.64% 7.81% 0.0 0% 61.15% 0.00% 0.86% -0. 01% 11.49% -1.65% 11.53% 0.01% 77.71% 0.00% -0.04% -0.03% 16.92% 0. 26% 14.65% -0.01% 77.24% 0.00% 2.27% 0.01% 8.32% -0. 16% 12.12% 0.0 0% 62.16% 0.00% -3.80% 0.0 0% 22.76% -0.63% 21.77% 0.0 0% 108.18% 0.00% 0.99% 0.00% 9.99% -0. 04% 11.30% 0.0 0% 43.76% 0.00% -1.31% 0.0 0% 23218 -91422 14358 2927 1.24 0.06 1.05 0.09 279068 -96603 511831 30288 0.75 0.06 0.64 -0.03 LPG 7273 -138 6 22586 1118 0.71 0.36 0.55 0.02 PTA 138886 -47646 415300 5402 0.91 -0.19 0.79 0.01 41981 -40366 118259 1005 0.62 -0.02 0.45 -0.01 198980 45157 274337 10808 1.15 0.49 1.11 0.03 PVC 115925 -43951 398145 2356 0.72 0.16 0.23 -0.01 13952 2254 67026 -391 0.77 -0.10 0.63 0.03 12136 492 52892 2869 1.48 0.56 0.57 0.05 142846 16743 185082 -4088 1.05 0.49 0.60 -0.02 78552 7461 57237 6108 2.70 0.34 1.61 0.08 21830 3038 49400 1978 0.84 0.01 0.96 -0.03 18489 -702 6 61524 1142 1.18 0.30 0.82 0.00 23373 -118 24 47331 -924 1.10 0.18 0.70 0.05 南华期货 612.8 - 6.2 -1.19% -1.00% 60382 -17202 22751 -1894 1941 21 -1.17% -1.32% 1230153 -794692 814328 12850 LPG 4557 28 0.24% 1.05% 63085 -3630 74674 1535 PTA 5828 30 -0.88% 0.0 6% 458682 -86721 863522 2942 14465 90 0.10% 1.91% 160510 -164407 202082 -7191 2566 -5 -0.19% -0. 16% 676148 20403 751619 -174 52 PVC 5845 24 -0.49% 1.23% 661728 -319932 930709 -50020 8379 9 -0.01% 0.2 1% 215680 -13510 384916 -7498 7683 1 -0.04% 0.0 5% 248521 4716 377958 -8873 4677 -62 -1.66% -0.51% 352769 42249 377338 -59297 9221 23 -0.42% 0.5 2% 206007 -15000 192094 -175 45 7520 26 -0.53% 0.0 8% 544