商品期权：豆油期权隐含波动率今日小幅上升，目前仍处于历史偏低位置，中长期来看，豆油价格在三大油脂中表现相对承压

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 7/29/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 17.36% 0.86% 16.48% 0.01% 69.60% -8.01% 0.88% 0. 00% 11.18% 1.68% 7.87% 0.0 0% 87.68% -6.75% 3.31% 0.02% 16.06% -0.95% 17.07% 0.01% 52.65% -22.76% -1.01% -0.02% 17.32% 1.23% 17.03% 0.00% 66.76% -4.79% 0.29% 0.01% 19.78% -0.27% 23.35% 0.00% 84.81% -1.23% -3.57% -0. 01% 11.51% 0.42% 7.03% 0.00% 77.58% -1.96% 4.48% 0.01% 11.73% -0.62% 10.13% 0.0 0% 62.15% -10.41% 1.60% -0. 01% 24.59% -0 .05% 24.78% 0.0 0% 94.00% -4.45% -0.19% 0.00% 19.67% 0.40% 18.64% -0.02% 81.64% 0.20% 1.03% 0.03% 15.74% 0.33% 15.55% 0.00% 67.11% -1.01% 0.19% 0.01% 14.78% -0.32% 14.20% 0.02% 86.96% -1.55% 0.58% -0.03% 610136 282825 1403909 20366 1.03 0.38 0.48 -0.02 22332 1986 56280 428 0.68 0.22 0.47 0.00 57976 21 580 50684 6133 1.02 0.50 0.48 0.00 146380 72052 133845 7492 1.71 0.40 0.91 0.03 208685 39766 134037 -3456 0.90 0. 17 0.80 -0.14 163780 10 724 632062 10927 0.92 -0.23 0.53 -0.01 113164 -97006 409601 5574 1.11 0.45 0.58 0.00 643772 270274 763773 22948 0.47 0.02 0.29 -0.02 398561 178469 233552 14696 0.91 - 0.03 0.88 0.01 168602 - 4148 641596 9424 0.92 0.27 0.55 0.03 49573 21 632 95461 769 0.72 -0.12 0.49 0.03 3101 -60 -2.15% -2.56% 1580660 433210 1375323 6970 4547 6 0.09% -0.38% 111757 25089 105365 -2327 3668 -68 -1.87% -2.95% 181265 32324 109794 2017 7688 -106 -1.08% -2.17% 573227 191113 481163 -1102 4 8665 -117 -0.47% -2.59% 967378 182310 222918 -36989 2347 -10 -0.13% -0.30% 493734 4740 664749 -25737 6147 -27 -0.79% -1.62% 255185 -133922 270686 -9977 2449 -30 -0.69% -2.25% 2020142 577722 905363 -565 7882 2 0.69% -1.15% 1019139 342630 352866 6592 14140 -15 0.07% -0.43% 245701 - 63940 442097 -10446 8778 -188 -1.90% -2.44% 106243 38123 118099 -7874 13.59% 0.12% 16.40% 0.00% 62.89% 0.2 8% -2.81% 0.00% 26.82% 0.43% 30.93% 0.01% 91.45% -1.70% -4.11% 0.00% 14.48% -0.38% 18.01% 0.00% 64.78% 0.54% -3.53% 0.00% 11.39% 0.57% 9.90% 0.00% 55.24% -3.35% 1.49% 0.01% 15.70% 0.62% 15.85% 0.00% 75.79% 2.52% -0.15% 0.00% 29.44% 0.50% 23.92% 0.01% 89.06% 1.82% 5.52% 0.00% 24.38% 1.51% 18.90% 0.00% 90.07% 3.08% 5.48% 0.02% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 53927 -29963 68961 2599 0.97 -0.71 0.99 0.08 237000 -53572 221370 15030 1.49 0.16 0.75 0.03 63254 -47613 85545 5045 1.18 0.21 0.94 0 .02 52875 -18 82 52546 2588 0.75 -0.15 0.79 -0.01 44724 -34 17 38393 1694 1.05 0.03 0.90 -0.03 91084 35273 160959 9828 0.55 0.19 0.29 -0.03 113062 -34826 247360 3753 0.55 0.09 0.35 0.00 PCR PCR PCR PCR 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 南华期货 南华期货 南华期货 23.70% 0.19% 18.18% 0.0 0% 83.86% 0.28% 5.52% 0.00% 30.55% -1.44% 32.16% 0.0 0% 93.83% -1.80% -1.61% -0.02% LPG 21.32% 0.67% 17.38% 0.0 0% 74.04% 1.77% 3.94% 0.01% PTA 10.57% 0.25% 11.28% 0.0 0% 49.50% 1.31% -0.71% 0.00% 17.77% 0.26% 15.97% 0.0 0% 81.75% -0.83% 1.80% 0.00% 15.24% 1.65% 14.31% 0.00% 63.66% 1.18% 0.93% 0.01% PVC 14.34% 1.25% 12.77% 0.0 0% 62.62% 4.63% 1.57% 0.02% 9.71% 0.58% 6.42% 0.0 0% 41.54% -5.85% 3.29% 0.00% 8.36% 0.12% 6.42% 0.0 0% 54.44% -4.71% 1.94% 0.00% 12.11% 0.42% 10.65% -0.01% 71.62% -1.76% 1.46% 0.01% 17.33% -0.71% 13.84% 0.02% 58.54% -2.17% 3.49% -0.02% 9.00% 0.09% 8.10% 0.01% 58.50% -2.01% 0.90% -0.01% 21.56% 0.34% 16.14% -0.01% 80.81% -1.57% 5.42% 0.02% 4.41% -7.88% 10.51% 0.00% 83.03% 41.23% -6.10% -0.08% 561.24 3.86 1.15% 2.19% 224332 -4 3045 176731 -2116 7337 103 1.66% 4.43% 744019 129190 384639 273665 74040 -110 -0.08% -0. 66% 99233 -63930 176894 -1386 19195 -55 -0.03% -0. 36% 166511 -7 032 211601 -4049 22790 190 0.46% 0. 82% 175265 -26467 91783 -1660 83400 -2450 -4.03% -3.68% 162135 44788 207937 14564 10380 -25 0.00% -2.26% 230823 -117260 202295 -1039 IV IV 20HV20 110IV/90IV 110IV/90IV 64248 7963 27601 154 9 1.56 -0.01 0.94 -0.01 700967 359715 696602 66756 0.86 0.26 0.45 -0.05 LPG 41856 12469 41574 493 3 0.71 -0.03 0.60 0.03 PTA 173173 -104671 509966 992 0 1.42 0.00 0.86 0.03 41599 103 96410 -19 67 0.68 0.00 0.43 0.00 313245 91807 307676 1084 2 2.10 0.15 1.01 0.00 PVC 122338 39089 385614 123 0.61 0.14 0.22 0.00 21241 2425 73028 -60 6 2.14 0.16 0.65 -0.01 18442 6728 54797 213 2.17 0.45 0.66 0.01 85394 924 180438 503 1 0.91 0.08 0.58 0.00 180292 -9030 122724 789 8 3.60 1.06 2.01 -0.06 16457 -4919 59575 247 0.86 -0.04 0.85 -0.01 15715 -2438 70329 172 6 1.55 0.81 0.82 0.01 218988 66836 3554 -83238 1.08 -0.27 1.32 0.46 -62 -0.65% -3.58% 205216 LPG PTA -26 -139095 PVC -28 -48 -55 -1.52% -1.11% -0.63% 202920 221665 76737 95768 -69070 0 -26 485 5 014 -16740012 16544 7115 -7910 -9219 -7640 311 6 055 66 -8 79086 776 -2 53509 -0.07% 0.29% 8290 -4 144285 4065 -1 99879 -0.10% -0.20% 1995 179 160965 84 17 82580 0.38% 0.43% 10 7456 -3 288615 275320 -0.45% 0.11% -13 8931 273804 54 373 210152 -0.09% 0.45% 5 4637 339038 308325 -0.16% 0.04% -5 7602 367422 266585 -0.68% 8236 877408 685911 -0.94% 5691 703403 800846 -0.88% 2486 -5 155555 625 -7 169970 -0.38% -0.28% -20 14345 815439 402161 -0.42% 0.10% 5768