商品期权：铜期权隐含波动率近日不断震荡上升，今日尾盘时段出现较大幅度拉升，目前处于近一个月以来高点

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 3148 36 1.29% 1.89% 1164392 126920 1433492 -22611 4510 -6 -0.18% 0.18% 74349 13313 124133 10312 3698 33 1.43% 1.70% 113639 -4278 120696 -3741 7688 -4 0.84% 0.08% 404753 -30387 556730 -22147 8617 21 2.02% 0.71% 829932 -29941 263380 -14321 2395 1 0.38% 0.04% 319067 4273 766986 3826 6122 -1 3 0.07% 0.05% 219695 -24799 302166 -4347 2518 48 1.66% 3.64% 3188472 -3035 1205435 1798 7850 -66 -0.33% 0.86% 719999 35543 376642 -25889 14715 0 0.14% 0.72% 272927 67333 483840 -76 41 8724 -74 -0.91% 0.50% 57421 4545 128386 3608 603093 7/19/2024 IV IV -0.89%0.65% 0.39% 20HV 20HV 0.01% -0.01% 110IV/90IV 110IV/90IV -1.06% -0.01% 8.27% 9.03% -4.59% -4.51% 0.44% -0.35%0.01% -7.58% -0.40% -0.42% 0.00% -0.01% 0.01% 0.00% 0.00% 0.00% 0% 0.00% -0.02% 0% 0.00% -0.01% 4.57% 98% 1. 89.90% 7.92% 12.49% -1.33% 96% 0. 60.33% 00% 0. 13.77% 12.44% 0.0 -0.13% 84.84% 00% 0. 18.60% 4% -0.0 18.47% 2.98% 09% -3. 101.43% 21.69% 24.67% -2.07% 32% 0. 51.74% 00% 0. 12.03% 9.96% 0.0 1.44% 78.86% 00% 0. 8.45% 6% -0.0 9.89% -5.72% 95.16% 22.62% 16.90% 0.04% 90.87% 00% 0. 15.70% % 0.02 15.74% 1.77% 88.41% 00% 0. 15.79% 17.56% -0.16% 13% -0. 84.59% 9.60% 9.44% 1.40% 39% 0. 79.75% 15.44% 16.84% 389200 15181 1354938 57591 0.70 0. 01 0.46 0.03 15699 11 97 53401 1300 0.43 - 0.14 0.44 0.00 18312 0 41749 862 0.41 -0.31 0.39 -0.01 37743 -8225 120564 -1691 0.70 -0.37 0.80 0.01 112330 7325 107115 3582 0.64 0. 04 0.76 0.06 63961 -17192 569995 3266 1.09 0.62 0.54 0. 01 93955 -14758 398507 1165 1.48 0.50 0.61 0. 00 640400 36380 704222 37590 0.46 0. 04 0.33 0.01 115953 -19605 193082 -589 0.74 0. 11 0.67 -0.04 131630 31143 587253 6135 0.65 0. 06 0.59 0. 00 26953 6263 85162 620 0.80 -0.20 0.49 -0.02 - - - IV IV 20HV20 110IV/90IV 110IV/90IV HV - 14.39% -2.06% 14.68% 0.04% 72.51% -7.70% -0.29% -0.06% 24.38% 0.46% 23.08% 0.04% 81.68% -5.47% 1.30% -0.04% 17.25% 3.61% 14.55% 0.02% 61.14% 1.62% 2.70% 0.01% 11.42% 0.78% 9.75% 0.00% 76.54% 1.61% 1.67% 0.01% 16.21% 1.96% 18.04% 0.00% 75.81% 2.62% -1.83% 0.02% 0.00% -27.24% 30.10% 0.00% 86.58% 2.58% -30.10% -0.28% 0.00% -20.76% 22.76% 0.00% 84.66% -6.39% -22.76% -0.21% PCR PCR PCR 南华期货 PCR 181298 35692 118709 -3679 0.84 0.23 0.93 -0.08 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 20.71% 1.35% 16.76% 0.01% 85.11% 0 82% 3.95% 0.01% 33.73% -1.62% 37.81% 0.00% 109.61% 7 41% -4.08% -0.02% LPG 17.92% 0.22 % 16.79% 0.00% 79.11% -9.11% 1.13% 0.0 0% PTA 9.92% 0.10 % 10.78% 0.0 0% 52.48% - 0.17% -0.86% 0.0 0% 15.59% 0.20 % 16.95% 0.00% 84.63% 8.98% -1.36% 0.01% 13.56% 0.10 % 14.65% 0.0 0% 63.01% - 3.20% -1.09% 0.0 0% PVC 13.05% 0.12 % 12.13% 0.00% 59.24% - 2.59% 0.92% 0.00% 8.43% 0.67 % 7.45% 0.00% 52.14% - 2.15% 0.98% 0.01% 8.85% 0.73% 7.26% 0.0 0% 64.26% 7 68% 1.59% 0.01% 10.59% 0.17 % 11.92% 0.0 0% 77.86% 17.34% -1.33% 0.0 0% 16.09% 0.96% 14.77% -0.01% 65.13% - 2.02% 1.32% 0.02% 8.69% 0.13 % 12.28% 0.00% 53.76% -6.51% -3.59% 0.0 0% 22.16% 0.40 % 21.34% 0.00% 90.73% - 3.73% 0.82% 0.01% 9.10% -0.1 2% 10.53% 0.0 0% 62.96% 23.04% -1.43% 0.0 0% -11814 113819 55849 0.4 0.1 0.1 -0.16 -0.45 -0.16 -0.07 -0.20 0.00 0.00 0.32 0.39 2965 208137 6791 82359 0.35 0.36 -327 125048 104965 -0.01 1.24 2.03 1527 63320 -7962 101595 -0.04 0.64 5 1.30 331 92002 -7501 66325 0.94 3 1.61 721 112168 210731 0.79 5 1.27 435396 93566 796607 565.94 -15 .54 -2.44% -2.57% 307286 24565 175466 -12733 7679 -295 -3.66% -1.55% 987974 -44559 195164 -11389 76580 -1800 -2.05% -1.78% 131479 55349 151982 -15653 19615 -1 50 -0.46% -0. 33% 159299 - 3753 235635 4438 23450 -2 75 -0.97% 0.01% 189587 5932 93433 122 89800 1850 2.86% 2.92% 227163 110691 188958 938 10575 5 -0.05% 0.6 1% 158428 -419 225626 -3576 IV IV 20HV20HV 110IV/90IV 110IV/90IV . . . 33947 1794 17974 434 1.11 -0.14 1.02 -0.03 306638 19585 552964 9165 0.68 -0.06 0.60 -0.04 LPG 11118 -28 4 25320 757 0.46 -0.03 0.57 0.03 PTA 114531 -34511 433444 8479 0.89 0 .16 0.76 0.00 53365 1983 118134 358 0.62 -0.10 0.46 0.00 183119 12316 277103 1764 1.49 0 .35 1.04 -0.05 PVC 92430 6668 399489 -3007 0.30 -0.15 0.23 0.00 11262 -28 71184 1097 1.24 0 .20 0.65 0.01 14707 6231 54590 1189 2.03 1.21 0.59 0.04 83190 16973 180193 796 0.69 -0.17 0.58 0.00 61503 8732 64792 5775 2.99 1.21 1.77 0.19 15374 695 54033 1807 0.56 0 .04 0.88 -0.01 13698 -270 4 65432 1176 0.89 -0.47 0.84 0.02 14120 -8666 47463 494 0.67 0 .04 0.69 0.01 LPG PTA -2.23% -0.98% -1.21% -0.58% 11989 79643 PVC 13896 -64097 32721 -0.75% -1.06% 0.64% -0.50% -30794 48 -28796 1 632 57 34997 2 96 11245 14 -354249078 01 96 -16 84013 386 -15 28483 -0.10% -28 8404 -20 169258 210 -10 97030 0.44% 0 2039 146281 752 -14 85143 -0.37% -36 7534 118661 129634 -0.24% -62 9225 -68 343314 50066 246990 0.60% 0.00% -7 4646 371605 257427 % -0.44 -0.40% -43 7638 -33 389135 16 77 207982 % -0.20 -0.19% -30 8369 447 916293 511326 % -0.31 -0.38% -34 5835 766640 574613 % -0.29 -1.27% -32 2493 -16 190675 27708 216515 % -0.07 0.55% -20 14595 -16 840638 881 -18 3