商品期权：豆二期权隐含波动率今日早盘大幅上升，午后逐步有所回落，叠加盘面近期震荡偏弱

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 603093 8/1/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV 2.83% 1.34% -0.01% 11.80% 4.78% 0.85% -0.81% 1.15% -0.01% -12.28% 5.19% -0.70% -0.23% 0.00% 4.24% 0.03% 0.00% 0.03% 0.01% 0.00% 0.01% -0.01% 0.02% 0.01% 0.00% 0.00% -1.27% 87.50% 0.00% 14.05% 12.78% -0.98% 96% -3. 61.30% 15.29% 14.31% 4.61% 08% -0. 79.17% 0.00% 17.91% .48% 0 22.52% 0.61% 89.95% 23.69% 24.30% 1.24% 61.81% 0.00% 10.13% 11.37% 4.20% 1% 1.3 74.52% 0.00% 7.43% 11.63% 0.23% 57% -2. 83.25% 0.00% 22.28% .75% 0 22.51% 3.59% 37% -1. 68.20% 0.00% 15.65% 19.24% 1.62% 60.79% 15.28% 16.90% 3.81% 99.66% 0.00% 8.04% .54% 0 11.85% 4.22% 62% -0. 75.75% -0.01% 14.71% % .54 1 18.93% 480510 155156 1389847 -19928 0.87 0.00 0.46 0.00 33760 13 249 62205 841 0.57 -0.19 0.53 0.03 48724 11 458 52669 -6 63 0.97 0.21 0.44 0.01 108299 - 4739 133829 189 4 1.36 -0.37 0.87 0.03 141177 7662 158656 8333 1.03 -0. 02 0.68 0.00 116964 15 605 656159 9640 1.34 0.38 0.52 -0.01 132126 3728 423566 212 8 1.22 0.27 0.59 0.00 568189 272902 803824 15053 0.54 0.1 2 0.28 0.00 349193 -89573 270393 320 0.98 0.0 1 0.85 0.00 170183 26 482 644445 -72 74 0.62 -0.17 0.55 0.01 32516 9203 96074 193 1 0.98 0.29 0.48 0.03 3072 -21 0.00% -0.2 9% 1184480 125454 1233961 -33049 4576 27 0.73% 0.66% 120316 53952 102030 -23 08 3617 -37 -0.33% -0.52% 120446 17727 111167 955 7560 -76 -0.71% -0.89% 424518 - 11057 469357 5060 8293 -126 -1.44% -0.3 3% 636920 - 26642 224930 19253 2337 -14 -0.21% -0.51% 381433 28 407 630547 4214 6164 -32 -0.47% -0.79% 237080 15 832 261075 -15176 2412 -14 -0.17% -0.0 4% 1328637 341462 858467 1187 7764 -18 -0.82% -0.1 3% 839368 -113361 308634 -102 76 14200 50 0.60% 0.35 % 259505 25 912 405385 -15437 8710 -14 -0.14% -0.0 7% 38839 - 1640 125154 365 14.45% -0.77% 16.62% 0.00% 69.58% -4.93% -2.17% -0.01% 27.97% -0.39% 30.83% 0.00% 92.58% -3.35% -2.86% -0.01% 14.75% -0.51% 18.00% 0.00% 65.13% -3.57% -3.25% 0.00% 10.99% 0 .16% 11.30% 0.00% 61.55% 4.17% -0.31% 0 .00% 16.13% 0.82% 16.94% 0.00% 78.93% 3.15% -0.81% 0.01% 33.54% 2.58% 26.74% 0.01% 96.14% 8.53% 6.80% 0.02% 23.44% -0.69% 23.73% 0.00% 81.53% - 2.93% -0.29% - 0.01% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 72600 -1594 74967 1143 0.82 -0.25 1.15 0.08 277693 -55499 259989 12949 0.88 -0.25 0.93 0.06 105354 10873 97441 4119 0.74 -0.15 0.95 0.07 58608 5966 58628 496 0.83 -0.19 0.78 0.04 50534 4090 43262 620 1.04 -0.17 0.86 -0.02 111009 3479 196622 8915 0.65 0.02 0.32 0.01 163827 7245 270293 1507 0.52 -0.10 0.36 0.01 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 570.9 4.62 1.34% 0.16% 228522 -35426 178178 219 1 7524 57 2.10% -0.98% 1049306 -141254 412982 -46 31 74780 310 1.60% 0.26% 127099 -1884 2 180951 -20 42 19235 100 1.24% 0.71% 180106 -1047 0 193102 -13640 22785 -55 0.62% -0.58% 170917 -2577 6 88380 -13 83 80850 -1850 -2.30% -3.27% 172722 -1907 9 222825 13593 10390 -50 0.43% -1.17% 275940 22161 159826 -22997 PCR PCR PCR PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.67% 0.71 0.00% -39.86% -5.07% PVC -3.16% 2.40% 0.00% 0.02% 34.64% 11.67% 31.32% -21.06% -2.68% 0.00% -0.01% 0% -0.01% 0.01% 0.00% 0% 1% 0.01% -0.03%0.02% -0.02% 0% -0.03% 0% 0.0 1.36% 4% -1.7 54.63% 0.00% 11.19% 2% -0.4 12.55% 5.46% 6% -2.2 70.45% 13.91% 19.37% 0.0 1.32% 3% 3.0 61.38% 0.00% 8.03% 8% -0.2 9.35% -1.57% 64.02% 18.33% 0% 0.2 16.76% 2.38% 68.70% 12.76% 15.14% -3.00% 63.84% 0.00% 7.96% 4.96% 1.06% 78.36% 0.00% 7.08% 8% 0.4 8.14% -0.0 -0.04% 9.43% 80.65% 0.00% 14.07% 7% -0.9 14.03% 0.0 -2.19% 0% -3.9 66.39% 0.00% 16.12% 8% -0.1 13.93% 0.32% 77.79% 0.00% 16.41% 0% -0.3 16.73% 0.43% 5% 3.7 54.21% 0.00% 10.77% % 11.20% 1.64% 60.17% 17.86% 19.50% 0.0 3.80% 2% -4.0 83.80% 0.00% 29.02% 2% 0.0 32.82% 5.29% 9% 3.0 92.54% 0.02% 21.29% % 1.27 26.58% 南华期货 62047 1649 31363 1237 0.93 -0.37 1.03 0.23 669973 9549 803196 22330 0.76 -0. 04 0.39 -0 .02 LPG 49353 -426 3 47038 1652 0.69 -0.43 0.68 0 .08 PTA 217098 -59371 515997 -8881 1.16 -0. 25 0.89 0 .02 38976 -31834 85980 1441 0.61 -0. 06 0.43 0 .01 233004 -38766 317933 8292 1.74 0.23 0.97 -0 .04 PVC 156232 31979 387144 4080 0.38 -0. 21 0.25 0 .01 25515 -225 9 72564 -646 1.52 0.64 0.63 -0 .02 20576 -319 6 55525 -535 1.62 -0.74 0.67 -0 .01 134341 -457 8 185775 4400 0.64 -0.68 0.63 0 .06 372792 16984 172206 20512 1.14 -0. 12 2.26 0.13 25005 284 61623 104 0.80 -0. 16 0.88 0 .02 25233 2150 73643 -94 1.15 0. 15 0.79 -0 .02 4996 1540 10218 2583 0.69 -0.71 0.96 -0.12 - - - 南华期货 - 593.1 12.7 3.38% 3.26% 108019 -447 3 21891 -11 1749 -20 -0.40% - 0.74% 1594891 -70150 753253 2822 LPG 4614 36 1.70% - 0.01% 89033 -347 56 66154 -4020 PTA 5800 24 1.22% 0.21% 446542 -77536 737392 -50826 14260 -40 0.78% 0.21% 127914 -101577 112760 -8761 2495 4 0.73% - 0.41% 506810 -153943 650060 -33949 PVC 5683 -15 0.41% - 0.66% 657923 -36772 811795 -19298 8271 15 0.79% 0.17% 242516 17983 309188 -18799 7643 6 0.76% - 0.21% 288986 867 307637 -22166 4698 44 1.82% 1.24% 284800 60320 258471 5912 9322 139 2.85% 0.12% 44274