商品期权：碳酸锂期权隐含波动率今日有所上升，目前高于历史波动率7.49%

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 7/30/2024 HV IVIV20HV20110IV/90IV110IV/90IV 18.77% 1.41% 15.85% -0.01% 79.66% 10. 06% 2.92% 0.02% 10.50% -0.68% 7.79% 0.00% 91.36% 3.68% 2.71% -0.01% 15.88% -0 18% 15.78% -0.01% 59.87% 7.23% 0.10% 0.01% 18.79% 1.47% 15.30% -0.02% 72.41% 5.64% 3.49% 0.03% 21.98% 2.20% 21.93% -0.01% 87.84% 3.03% 0.05% 0.04% 10.21% -1.30% 6.76% 0.00% 70.37% -7.21% 3.45% -0 .01% 12.29% 0.5 6% 10.34% 0.00% 60.24% -1. 90% 1.95% 0 .00% 24.11% -0 48% 24.58% 0.00% 83.81% -10.18% -0.47% 0 00% 21.39% 1.72% 17.71% -0.01% 85.61% 3.97% 3.68% 0.03% 16.05% 0.3 1% 15.50% 0.00% 66.45% -0. 66% 0.55% 0 .00% 13.01% -1.77% 14.38% 0.00% 81.19% -5.76% -1.37% -0.02% . 南华期货 .. PCR PCR PCR 2758 PCR 1 0.04 0.33 0.18-0.09 -0.12 -71066 8349 9093 5774 23330 15436 4377 -0.36 -275029 -0.17 2 0.04 0.01 -0.04 0.45 6 0.0 0.78 -944 94517 6598 56171 0.55 0.74 645973 6 -3766 130936 0.92 3 0.0 0.94 248988 59030 457591 -0.0 0.28 04 -0. 0.44 787103 368743 0.01 0.59 0.75 415375 -9019 104145 0.00 0.53 0 0.0 0.92 641155 92714 0.68 4 0.0 0.94 142386 4 -3911 169571 0.83 1.89 204 134049 3 -1308 133297 0.00 0.47 1.34 1092 51776 5 -2839 29581 0.52 9 0.0 0.77 59038 2092 24424 -0.0 0.47 02 -0. 1.01 -7251 1396658 -252701 357435 3084 -17 -0.48% 1.66% 987365 -593295 1319954 -55369 4548 1 0.49% 0.4 0% 65057 -46700 105090 -275 3642 -26 -0.33% 1.54% 110740 -70525 108204 -1590 7616 -72 -0.60% 0.4 8% 510721 -62506 463667 -17496 8460 -205 -1.83% -1.36% 903386 -63992 215002 -7916 2339 -8 -0.04% 0.0 8% 333246 -160488 653388 -11361 6181 34 0.67% 1.46% 219965 -35220 277855 7169 2411 -38 -1.51% -0.82% 1133756 -886387 895843 -9521 7852 -30 0.95% 0.2 6% 1035349 16210 342457 -10409 14120 -20 0.04% -0.0 4% 189972 -55731 433717 -8382 8710 -68 -0.96% 0.94% 65913 -40330 123762 5663 14.06% 0.47% 16.39% 0. 00% 67.64% 4.74% -2.33% 0.00% 26.67% -0.15% 30.65% 0. 00% 90.07% -1.3 9% -3.98% 0.00% 15.14% 0.66% 17.66% 0.00% 65.83% 1.05% -2.52% 0.01% 11.94% 0.55% 10.19% 0. 00% 59.89% 4.64% 1.75% 0.00% 16.79% 1.09% 16.02% 0. 00% 75.37% -0.4 2% 0.77% 0.01% 32.27% 2.83% 24.78% 0.01% 85.45% -3.61% 7.49% 0.02% 25.19% 0.81% 20.03% 0.01% 85.42% -4.65% 5.16% 0.00% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 67096 13169 71425 2464 1.73 0.77 1.03 0.04 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 11744 0.00 0.27 -273 247550.38 278680.24 0.08 -0.04 -0.03 -0.05 .01 .01 -0 0.34 0.79 7077 254437 140930 0 0.29 0.94 15588 176547 115839 0.85 0.12 1.17 2855 41248 44451 0.76 1.02 3353 55899 7082 59957 0.90 0.18 1.36 3966 89511 15986 79240 0.84 1.49 233114 100759 337759 南华期货 562.02 0.78 0.25% -0.90% 230894 6562 173237 -3494 7301 -36 -0.03% -1.69% 1060071 316052 398999 14360 73420 -620 -1.25% -1.17% 133840 34607 183525 6631 18950 -245 -1.79% -1.76% 174122 7611 219995 8394 22495 -295 -0.92% -1.39% 155822 19443 93959 2176 81150 -2250 -4.19% -0.16% 181988 19853 215920 7983 10125 -255 -1.89% -1.89% 170263 60560 196589 -5706 - - 27.07% 3.37% 18.48% 0.00% 86.97% 3.10 % 8.59% 0.03% 34.52% 3.97% 29.00% -0.03% 99.02% 5.19 % 5.52% 0.07% LPG 25.45% 4.13% 16.41% -0.01% 86.89% 12.86% 9.04% 0.05% PTA 12.47% 1.90% 11.70% 0.00% 54.74% 5.23 % 0.77% 0.01% 18.10% 0.33% 15.97% 0.00% 86.59% 4.84 % 2.13% 0.00% 16.01% 0.77% 14.45% 0.00 % 65.19% 1.53 % 1.56% 0.01% PVC 16.11% 1.77% 12.88% 0.00 % 73.05% 10.43% 3.23% 0.02% 7.97% -1.74% 5.65% -0.0 1% 39.51% -2.0 3% 2.32% -0.01% 10.50% 2.14% 6.27% 0.00 % 47.17% -7.27% 4.23% 0.02% 12.84% 0.73% 11.27% 0.01% 61.66% -9.95% 1.57% 0.00% 18.71% 1.38% 13.85% 0.02% 66.79% 8.25% 4.86% 0.00% 9.62% 0.62% 8.24% 0.01% 62.03% 3.54 % 1.38% 0.00% 22.25% 0.69% 17.14% 0.01% 83.74% 2.93 % 5.11% 0.00% 13.11% 8.70% 10.95% 0.00% 66.95% -16.08% 2.16% 0.08% 61253 -2995 29767 2166 1.17 -0.40 0.83 -0.11 406575 -294392 736238 39636 0.75 -0.11 0.42 -0.0 3 LPG 48210 6354 46967 5393 1.08 0.37 0.58 -0.0 2 PTA 272892 99719 515761 5795 1.37 -0.0 5 0.85 0.0 0 64259 22660 92559 -3851 0.86 0.18 0.43 0.0 0 296829 -1641 6 308713 1037 2.14 0.04 0.96 -0.05 PVC 167572 45234 393937 8323 0.90 0.29 0.24 0.0 2 21541 300 74248 1220 2.29 0.15 0.64 -0.0 1 20114 1672 56759 1962 2.73 0.56 0.70 0.04 132553 47159 189634 9196 0.83 -0.0 8 0.60 0.02 201537 21245 137125 14401 2.71 -0.89 2.12 0.11 19401 2944 59663 88 1.21 0.3 4 0.87 0.0 2 42097 26382 73277 2948 0.68 -0.88 0.81 -0.0 1 6162 -212826 6267 2713 1.05 -0.0 3 1.15 -0.16 . 南华期货 . 573.9 -12.8 -1.93% -2.02% 111448 -22056 24102 31 9 1740 -32 -3.01% 2.18% 892663 -437517 777516 -31847 LPG 4506 -12 -0.29% -0 44% 96539 -14474 70771 66 7 PTA 5698 -70 -1.38% -1.49% 461286 59125 843636 28197 14135 -210 -1.53% -1.25% 229394 59424 145406 -10 149 2448 -38 -1.69% -0 81% 547371 -253475 745081 41678 PVC 5614 -77 -1.66% -0 72% 701559 15648 894410 17002 8172 -64 -0.95% -0 27% 240515 -26070 344350 -23072 7535 -67 -0.69% -0 72% 231642 -76683 354806 15768 4585 -52 -0.76% -1.21% 268039 57887 262379 -11 425 8940 9 0.30% 0.19 % 315236 39916 301547 129