商品期权：黄金期权隐含波动率上周以来不断上升，目前处于近一个月以来高点

7/18/2024 IV IV 20HV 20HV 0.00% 0.00% 110IV/90IV -0.89% 0.79% 0.39% 110IV/90IV -3.68% -2.75% -6.08% 0.00% % -0.01% -2.55% 0.60% 0.03%0.00% 0.00% 0.00% 6.93% 3.51% -0.02% % % -0.03% 7.48% % -4.43%% -0.01 5.41% 87.92% 0.00% 7.50% % -0.44 12.91% 0.00 -0.94% 06% 2. 59.37% 0.00% 13.78% % -0.20 12.84% 0.01% -0.02% 92.42% 0.00% 18.53% 18.51% 4.72% 74% -0. 104.51% 20.30% 25.02% -0.01 -2.54% 62% -0. 51.42% 12.06% % -0.50 9.52% 0.00 1.51% 83.38% 8.44% % -0.11 9.95% -5.36% 99.75% 23.32% 17.96% 0.00% -0.18% 76% -1. 81.84% 0.00% 15.90% 15.72% 1.37% 80.14% 0.00% 15.80% 17.17% 0.00 -1.64% 84.72% 10.43% % -0.29 8.79% 2.85% 79.36% 14.88% % -0.39 17.73% PCR PCR PCR -287 0.40 0.22 -0.37 -0.40 -624925 46530 -155 0.26 PCR 0.04 -0.01 0.00 0.01 0.09 -0.01 0.00 -0.02 0.00 0.00 -0.01 0.51 1.00 84542 -9314 20690 0.59 06 -0. 0.60 3553 581118 -62135 100487 0.71 01 0. 0.63 10903 193671 -6690 135558 0.32 05 0. 0.41 666632 604020 0.61 0.97 1070 397342 19057 108713 0.53 0.46 15133 566729 -52407 81153 0.70 04 0. 0.60 6730 103533 48899 105005 0.79 1.08 122255 9027 45968 0.40 0.72 1787 40887 -6669 18312 0.44 09 0. 0.57 791 52101 -6852 14502 0.43 0.33 0.69 80895 1297347 -286227 374019 IV IV 20HV20HV 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 南华期货 603093 3112 1 -0.61% -1.1 9% 1037472 -1E+06 1456103 -3288 4516 -5 -0.35% 0.11 % 61036 -22595 113821 1841 3665 9 -0.27% -0.66% 117917 -29232 124437 9438 7692 62 0.76% 0.29 % 435140 45313 578877 -7430 8596 256 2.74% 2.71% 859873 321031 277701 10418 2394 6 0.34% -0.0 4% 314794 -12409 9 763160 -9416 6135 7 0.02% 0.33 % 244494 44247 306513 2647 2470 -9 -1.98% -3.54% 3191507 -2E+06 1203637 -36170 7916 38 0.53% -0.91% 684456 -64504 402531 -83 14715 25 0.86% 1.13 % 205594 -16951 3 491481 -974 8798 -40 -0.41% -0.95% 52876 -15846 124778 -1458 16.45% 0.25% 10.47% 0.00 % 80.21% -9.55% 5.98% 0.00% 23.92% -1.43% 18.94% -0.02% 87.16% -7.66% 4.98% 0.01% 13.64% -0.22% 12.14% 0.00% 59.52% -1.11% 1.50% 0.00% 10.64% -0.24% 9.65% 0.00% 74.93% 3.27% 0.99% 0.00% 14.25% -2.29% 17.59% 0.00 % 73.19% -4.22% -3.34% -0.02% 27.24% 0.25% 30.24% 0.01% 83.99% -5.44% -3.00% -0.01% 20.76% 0.50% 22.63% 0.00 % 91.05% 4.44% -1.87% 0.01% 145606 -37610 122388 2090 PCR 0.61 PCR 0.18 PCR 1.01 PCR -0.01 703041 -16123 447210 9114 0.83 0.22 0.87 -0.09 96912 -34963 111447 1223 1.48 0.22 1.14 0.00 73826 -17030 91671 2570 1.15 0.08 0.68 -0.03 109557 2935 61793 -401 2.19 0.19 1.25 -0.09 49116 1530 125375 3566 0.80 0.04 0.35 -0.01 75568 -44017 205172 3630 0.55 -0.01 0.32 -0.01 -0.08 -1.41% -2.06%0.82 0.65 1.59% 1.53% -2.32% -98313 1100 -126756 -898 13687 -5874 8777 38570 -1599 -1466 229202 158847 -0.66% -135 10570 188020 6 -571 116472 -0.06% 87950 93311 4 5654 183655 -0.98% 30 23725 231197 9 -245 163052 % -0.13% 25 19765 167635 16 -134 76130 % -0.27% -120 78380 - 206553 1032533 -2.11% -108 7974 188199 19 -262 282721 0.13% 581.48 IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 南华期货 19.36% -0.64% 16.20% 0.02% 84.29% -1.06% 3.16% -0.02% 35.35% 1.04% 37.74% -0.01% 102.19% -3.34% -2.39% 0.02% LPG 17.70% 1.07% 16.64% 0 .01% 88.21% 1.26% 1.06% 0.0 1% PTA 9.82% -0.61% 10.80% 0 .00% 52.65% -1.94% -0.98% -0.0 1% 15.39% 0.45% 17.42% 0 .00% 75.65% -0.77% -2.03% 0.0 0% 13.46% -0.82% 14.60% 0 .00% 66.21% -1.20% -1.14% -0.0 1% PVC 12.93% -0.72% 12.34% 0.00% 61.83% -0.38% 0.59% -0.01% 7.76% -0.38% 7.68% 0 .00% 54.29% -24.03% 0.08% 0.00% 8.12% -0.45% 7.16% 0 .00% 56.57% -16.91% 0.96% -0.01% 10.42% -0. 07% 11.96% 0 .00% 60.53% 1.16% -1.54% 0.0 0% 15.13% -0.41% 14.62% -0.01% 67.15% -4.51% 0.51% 0.0 0% 8.56% 0.62% 12.22% 0 .00% 60.27% -2.22% -3.66% 0.0 0% 21.76% 0. 13% 21.50% 0.00% 94.46% -3.58% 0.26% 0.0 0% 9.22% -0. 22% 10.58% 0 .00% 39.92% 3.82% -1.36% 0.0 0% 32153 -533 17540 1465 1.25 0.18 1.05 0.10 287053 -57575 543799 18418 0.74 -0.06 0.64 0. 00 LPG 11402 -917 24563 1062 0.49 -0.08 0.54 -0.03 PTA 149042 49 424965 3347 0.72 -0.46 0.76 -0.02 51382 5548 117776 434 0.72 0.21 0.46 0. 00 170803 -21606 275339 3922 1.15 -0.01 1.09 -0 .03 PVC 85762 -7742 402496 5197 0.45 0.09 0.22 -0 .01 11290 -3877 70087 1296 1.03 0.22 0.64 -0 .01 8476 -6064 53401 -364 0.81 -0.21 0.55 -0 .01 66217 -44953 179397 428 0.87 0.04 0.58 -0.06 52771 -11096 59017 1152 1.78 -0.62 1.58 0. 01 14679 -6969 52226 1233 0.52 0.03 0.89 0. 01 16402 -3904 64256 1692 1.36 0.12 0.82 -0.02 22786 4194 46969 1868 0.62 -0.38 0.68 -0.03 LPGPTA PVC 618.6 1958 4570 5862 14615 2525 5869 8399 7681 4653 9287 7570 2039 8432 12.1 29 4928 95 -4 -17 16 17 12 58 524 38 1.76% 1.24% 0.75% 0.55% 0.62% -0.98% -0.07% 0.01% 0.04% -0.60% 0.51% 0.69% -0.20% 0.40% 3.35% 1.86% 1.32% 0.62% -0.14% 0.31% -1.18% -0.13% 0.27% 0.62% 0.51% 0.90% 0.24% 0.52% 86366 1287028 76813 395649 188807 560717 575423 200266 224706 196924 160428 99895 107240 43869 32980 -365231 -8755 -21433 10913 -158289 -146953 -42503 -34950 -143266 5944 40198 -16047 2259 29975 809421 72343 857270 192332 731643 911821 392531 360360 350128 154085 1