商品期权：碳酸锂期权隐含波动率今日有所下降，目前高于历史波动率4.82%

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 7/31/2024 HV 17.39% -1.38 % 16.08% 0.00% 76.37% -3.29% 1.31% -0.02 % 11.31% 0.81% 7.76% 0 00% 87.86% -3.50% 3.55% 0.01% 14.07% -1.81% 15.93% 0.00% 56.00% -3.87% -1.86% -0.02% 17.90% -0.89% 15.42% 0.00% 69.57% -2.84% 2.48% -0.01% 21.76% -0.22% 21.94% 0.00% 85.82% -2.02% -0.18% 0.00 % 10.78% 0.57 % 7.36% 0.01% 73.21% 2 84% 3.42% 0.00 % 12.18% -0.11 % 10.22% 0.00% 74.09% 13.85% 1.96% 0.00 % 23.15% -0.96% 24.90% 0.00% 84.76% 0 95% -1.75% -0.01% 22.04% 0.65 % 17.94% 0.00% 79.25% -6.36% 4.10% 0.00% 15.01% -1.04% 15.59% 0 00% 65.26% -1 .19% -0.58% -0.01% 13.01% 0.00% 14.08% 0.00% 83.26% 2 06% -1.07% 0.00% IVIV20HV20110IV/90IV110IV/90IV . 南华期货 . . . PCR PCR PCR PCR . 325354 -32081 1409775 13117 0.87 -0.14 0.46 -0.01 20511 -3913 61364 2326 0.76 -0.01 0.50 -0.02 37266 7685 53332 1556 0.76 -0.58 0.43 -0.04 113038 -20259 131935 -2114 1.73 -0.16 0.83 0.01 133515 -36056 150323 7937 1.04 0.10 0.67 -0.01 101359 8645 646519 5364 0.96 0.04 0.52 -0.01 128398 24253 421438 6063 0.95 0.19 0.59 0.00 295287 -73456 788771 1668 0.42 -0.02 0.27 -0.01 438766 -1882 5 270073 21085 0.97 0.03 0.85 -0.07 143701 12765 651719 5746 0.79 0.05 0.54 -0.01 23313 -32858 94143 -374 0.69 -0.10 0.46 0.00 3093 9 0.29% 0.78% 1059026 71661 1267010 -52944 4549 1 0.07% -0.42% 66364 1307 104338 -752 3654 12 0.19% 0.52% 102719 -802 1 110212 2008 7636 20 0.18% 0.78% 435575 -75146 464297 630 8419 -41 -1.10% 0.73% 663562 -239824 205677 -9325 2351 12 0.30% 0.34% 353026 19780 626333 -27055 6196 15 0.32% -0.34% 221248 1283 276251 -1604 2426 15 -0.12% 1.39% 987175 -146581 857280 -38563 7782 -70 -0.69% -1.64% 952729 -82620 318910 -23547 14150 30 0.25% 0.21% 233593 43621 420822 -12895 8724 14 -0.07% 0.89% 40479 -2543 4 124789 1027 IV IV 20HV20 110IV/90IV 110IV/90IV - HV 15.22% 1.16% 16.47% 0.00% 74.50% 6.87% -1.25% 0.01% 28.36% 1.69% 30.74% 0.00% 95.93% 5.86% -2.38% 0.01% 15.26% 0.1 2% 17.95% 0.00% 68.71% 2.88% -2.69% 0.00% 10.83% -1.11% 10.88% 0.01% 57.38% 2.51% -0.05% -0.02% 15.31% -1.48% 17.21% 0.01% 75.79% 0 42% -1.90% -0.03% 30.96% -1.31% 26.14% 0.01% 87.62% 2.17% 4.82% -0.03% 24.13% -1.06% 23.80% 0.04% 84.46% 0.96% 0.33% -0.05% . - PCR PCR PCR 南华期货 PCR 74194 7098 73824 2399 1.08 -0.66 1.07 0.03 PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV IV IV 20HV20 110IV/90IV 110IV/90IV 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 15241 -7315 -0.47 -8309 15652 -0.31 -0.17 0.03 -0.02 -0.020.03 0.02 0.01 0.35 0.62 14349 268786 156582 0.31 0.63 11160 187707 107530 0.88 0.03 1.21 1394 42642 93 19 46444 0.74 0.00 1.03 2233 58132 52642 0.88 0.89 3811 93322 94481 0.87 -0.36 1.13 13926 247040 -4567 333192 566.28 4.26 1.18% 0.93% 263948 33054 175987 2750 7467 166 3.08% 3.11% 1190560 130489 417613 18614 74470 1050 1.35% 2.60% 145941 12101 182993 - 532 19135 185 0.53% 2.31% 190576 16454 206742 -13253 22840 345 1.20% 2.12% 196693 40871 89763 -4196 82700 1550 0.98% 5.17% 191801 9813 209232 -6 688 10440 315 1.61% 3.50% 253779 83516 182823 -13766 25.31% -1.76% 19.14% 0.0 1% 89.46% 2.49 % 6.17% -0.02% 32.80% -1.72% 29.03% 0.0 0% 87.81% -11.20% 3.77% -0.0 2% LPG 20.17% -5.28% 17.62% 0.0 1% 100.04% 13.15% 2.55% -0.06% PTA 10.49% -1.98% 11.24% 0.0 0% 50.45% -4.29% -0.75% -0.02% 17.03% -1.07% 16.85% 0.0 1% 82.86% -3.73% 0.18% -0.02% 14.11% -1.90% 16.09% 0.0 2% 70.28% 5.09 % -1.98% -0.04% PVC 15.00% -1.11% 14.49% 0.0 2% 71.21% -1.8 3% 0.51% -0.03% 7.66% -0.31% 7.25% 0.0 2% 43.72% 4.21 % 0.41% -0.0 2% 8.12% -2.38% 8.27% 0.0 2% 52.17% 5.00 % -0.15% -0.04% 12.74% -0.10% 12.42% 0.0 1% 37.38% -24.28% 0.32% -0.01% 16.56% -2.15% 17.39% 0.05% 85.07% 18.29% -0.83% -0.07% 9.63% 0.01% 8.48% 0.0 1% 58.35% -3.6 8% 1.15% -0.01% 22.05% -0.20% 13.59% -0.04% 72.71% -11.04% 8.46% 0.03% 12.97% -0.14% 11.29% 0.0 0% 56.38% -10.57% 1.68% 0.00 % 60398 -855 30126 359 1.30 0.13 0.80 -0.03 660424 253849 780866 44628 0.80 0.05 0.41 -0.0 1 LPG 53616 5406 48690 1723 1.12 0.04 0.61 0.02 PTA 276469 3577 524878 9117 1.41 0.04 0.87 0.01 70810 6551 87421 -5138 0.67 -0.19 0.42 -0.0 1 271770 -25059 309641 928 1.51 -0.63 1.01 0.05 PVC 124253 -43319 391224 -2713 0.59 -0.3 1 0.24 0.0 0 27774 6233 73210 -1038 0.89 -1.40 0.65 0.0 1 23772 3658 56060 -699 2.37 -0.3 7 0.68 -0.0 1 138919 6366 190175 541 1.32 0.50 0.58 -0.0 2 355808 154271 151694 14569 1.26 -1.45 2.13 0.0 1 24721 5320 61519 1856 0.96 -0.24 0.86 -0.0 1 23083 -19014 73737 460 1.01 0.33 0.81 0.00 3456 -2706 7635 1368 1.40 0.35 1.09 -0.06 580.4 6.5 0.12% 2.05% 112492 1044 21902 -2200 1769 29 0.34% 3.35% 1665041 772378 750431 -27085 LPG 4578 72 1.71% 2.00% 123789 27250 70174 -597 PTA 5776 78 1.01% 2.40% 524078 62792 788218 -55418 14300 165 0.56% 2.10% 229491 97 121521 -23885 2491 43 1.14% 2.82% 660753 113382 684009 -61072 PVC 5698 84 1.06% 2.73% 694695 -6864 831093 -63317 8256 84 0.62% 1.57% 224533 -15982 327987 -16363 7637 102 0.98% 1.66% 288119 56477 329803 -25003 4654 69 0.58% 1.34% 224480 -43559 252559 -9820 9183 243 2.73% 2.43% 54