商品期权：菜粕期权隐含波动率连续两个交易日上升，目前高于历史波动率7.27%

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 603093 7/17/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.12% -0.87% 14.93% 0.0 0% 83.03% 3 .74% 3.19% -0.01% 9.08% 0.33% 10.51% 0.0 0% 87.46% 14.34% -1.43% 0 .00% 18.06% 0.22% 15.67% 0.0 0% 86.22% -6.82% 2.39% 0 .00% 14.93% -0.71% 15.52% 0.00% 83.61% 1 .87% -0.59% 0 .00% 17.57% -0.11% 20.67% 0.00% 92.81% 5 .31% -3.10% 0 .00% 10.06% -0.39% 8.46% 0.00% 79.87% 6.35% 1.60% -0.01% 10.02% -0.58% 12.06% 0. 00% 52.03% -3.70% -2.04% 0.00% 27.57% 3.53% 20.30% 0.00% 105.25% 17.52% 7.27% 0.03% 17.91% 0.01% 18.50% 0.00% 84.94% -0 .42% -0.59% 0 .00% 13.04% 0.53% 13.77% 0.00% 57.32% -5.98% -0.73% 0 .01% 13.35% 0.23% 7.32% 0.00% 92.35% -3 .17% 6.03% 0 .00% PCR PCR PCR PCR - 660246 276142 1216452 -2413 0.35 -0.24 0.39 0.01 21354 -1718 51310 812 0.48 -0.49 0.45 0.02 24981 6638 39100 360 0.32 -0.67 0.39 0.01 36941 -1699 122542 -532 0.85 -0.37 0.78 0.02 56106 7586 96803 -1116 0.56 -0.47 0.61 0.04 133560 18826 551596 23225 0.84 -0.17 0.54 0.00 89656 -15527 396272 4284 1.38 -0.27 0.61 0.00 1228945 840124 620102 113736 0.37 -0.14 0.34 0.02 142248 846 182768 3836 0.62 0.06 0.71 0.08 162622 15866 577565 -593 0.65 0.14 0.59 0.01 30004 8870 84697 -83 0.73 -0.08 0.52 0.02 - 27 2518 1.80% 0.65% 1.34% 0.42% .1.00% -0.49% 981575 -15021 -32208 -33138 3288923 58. -1.13% -85785 34 284 985 884 862 59 116645 18975 2920 874 -1 126236 17893 68722 0.25% 0.55% 44 8838 -1 492455 80458 375107 -0.27% -15 14690 402614 40689 748960 01% -0 1.44% 7878 1239807 4926641 16% 0. 1.56% 17 2479 23 303866 200247 -0.31% -15 6128 -8 772576 19540 438893 0.38% 7 2388 - 267283 538842 04% -0 0.02% 8 8340 -4 586307 26435 389827 0.47% 7630 -2 114999 30664 147149 0.38% 3656 30 111980 83631 -0.46% 4 4521 1459391 2173390 0.58% 3111 IV IV 20HV20 110IV/90IV 110IV/90IV 南华期货 - . PCR PCR PCR 南华期货 16.20% 0.64% 10.68% 0.01% 89.76% 24.85% 5.52% 0.00 % 25.35% -0.75% 21.23% 0.00% 94.82% -0 .92% 4.12% -0.01% 13.86% 0.98% 12.26% 0.00% 60.63% -3 .67% 1.60% 0.01% 10.88% -0.1 9% 9.99% 0.00% 71.66% 1 71% 0.89% 0.00 % 16.54% 0.98% 17.59% 0.01% 77.42% -1 .02% -1.05% 0.00% 26.99% 0.58% 29.79% 0.01% 89.43% -17.07% -2.80% 0.00% 20.26% -1.70% 22.75% 0.00% 86.61% -12.01% -2.49% -0.02% 183216 66379 120298 2346 0.43 -0 02 1.02 0.07 PCR . IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.02% -0.01% -0.54% -16.85% -5.79%4.76% -4.22% PVC -0.59% 0.00% -0.01% -1.00% -1.38%-0.01% 12.34% -18.34% -5.59% -1.13% -0.55% -0.01% -10.14% -7.67% 0% -0.01%0.02% 1% 0% 0% 1% 0% 1% -0.02%0.00% 0.00% -0.01% 0% 0.0 -1.03% 36.09% 10.47% 9.44% -0.12% 98.03% 0.00% 21.75% 21.63% -4.08% % 0.33 62.49% 0.00% 12.02% -0.38% 7.94% 1.05% 71.66% 14.49% 15.54% -1.58% 59.37% 0.01% 12.07% 10.49% 0.0 1.47% 73.48% 7.10% -0.10% 8.57% 0.0 0.47% % 3.53 78.32% 7.67% 8.14% 0.0 1.31% 7% -0.3 62.21% 0.00% 12.34% 0.41% 13.65% 0.0 -0.35% 67.41% 0.01% 14.63% 0.35% 14.28% 0.0 -2.38% 76.42% 0.00% 17.32% 14.94% 0.0 -0.19% 54.59% 10.62% 0.09% 10.43% 0.49% 86.95% 16.14% -0.27% 16.63% -3.93% -0.05% 105.54% 0.00% 38.24% -0.88% 34.31% 0.0 5.40% 6% -2.5 85.35% 0.00% 14.60% 0.31% 20.00% 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 362710 23376 -1472 -0.13 0.17 -0.64 0.74 -0.22 -0.24 -0.06 3 -0.08 -0.15 -11200 0.01 0.33 0.56 5421 201542 43443 119585 0.01 0.36 0.76 5183 121809 47586 1.34 2.00 1082 62194 35675 106622 0.71 1.07 3994 89101 90856 -0.0 1.14 1.26 -1215 110224 51241 131875 0.95 0.61 438096 719164 581.56 6.62 1.54% 0.53% 308940 106254 189097 6637 8082 -26 -0.05% -0.23% 1130846 387799 220240 -389 8 78500 -780 -1.08% -0.62% 89546 25795 173509 -10915 19740 -120 -0.78% 0.00% 165511 9921 222420 1283 23695 -545 -2.57% -2.53% 127111 30662 54741 -5767 86850 -1950 -1.59% -0.64% 122188 -17521 189619 5722 10705 110 1.66% 1.57% 285603 26278 230668 -15097 PCR PCR -0.17 PCR PCR -0.10 65560 13550 LPG PTA PVC -22421 -917 -2920 -846 -0.11 -0.36 0.00 -31676 -6113 -182 -0.22 -0.31 -0.35 -0.04 -0.08 0.00 0.71 -0.10 1.00 -2230 45101 4781 - 18592 0.02 0.84 6 0.0 1.23 40 10 62564 17 18 20306 0.88 0.49 93 15 50993 21648 1.57 2.40 8 62 57865 4685 -1 63867 0.04 0.64 0.83 178969 111170 -0.01 0.55 -0.46 1.02 3 87 53765 04 24 14540 0.02 0.65 4 0.0 0.81 65 17 68791 15 12 15167 0.23 0.36 397299 93504 0.01 1.12 1 0.0 1.16 271417 6571 - 192409 0.02 0.46 0.51 117342 53 38 45834 -0.01 0.78 0.27 1.18 6318 421618 10107 148993 0.02 0.57 3 -0.1 0.57 5 91 23501 5046 12319 -0.01 0.63 5 0.0 0.80 525381 344628 0.95 1.07 17 17 16075 68 94 32686 南华期货 606.5 - 6.3 -1.59% -0.40% 53386 -6996 20059 -2692 1929 12 -0.62% 0.5 5% 1652259 422106 822908 8580 LPG 4521 -36 -0.57% -0.81% 85568 22483 74823 149 PTA 5834 6 -0.07% 0.82% 417082 -41600 858855 -4667 14520 55 0.76% 0.6 6% 177894 17384 194602 -7480 2529 -37 -1.29% -1.09% 719006 42858 714190 -37429 PVC 5886 41 1.12% 1.61% 722376 60648 904052 -26657 8383 4 0.14% 0.1 6% 242769 27089 383705 -1211 7664 19 -0.23% -0.2 0% 259656 11135 375729 -2229 4641 -36 -1.21% 0.4 5% 340190 -12579 363266 -14072 9229 8 0.00% 0.4 2% 154484 -51523 179060 -13034 7518 -2 -