商品期权：硅铁期权隐含波动率较昨日上升近7%，目前处于近两个月以来的高点

PCR PCR PCR PCR 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 603093 8/2/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 19.47% 0.54% 14.19% -0.01% 75.13% -0.6 2% 5.28% 0.01% 12.16% 0.31% 8.51% 0.00% 84.05% -15.61% 3.65% 0.00 % 17.18% 0.28% 15.37% 0.00% 70.12% 9.33% 1.81% 0.00 % 17.93% -1.31% 16.73% 0.01% 64.82% -3.3 7% 1.20% -0.02% 20.77% -1.74% 22.49% 0.00% 90.71% 7.45% -1.72% -0.02% 12.61% 0.98% 7.54% 0.00% 75.21% 0.6 9% 5.07% 0.01% 11.16% -0.2 1% 10.13% 0.00% 59.67% -2.1 5% 1.03% 0.00 % 24.93% 0.63% 23.19% -0.01% 87.45% -2.4 9% 1.74% 0.01% 22.84% 0.32% 20.28% 0.02% 75.27% -3.90% 2.56% -0.02% 13.81% -0.50% 14.86% 0.00% 63.15% 1.8 5% -1.05% 0.00 % 12.91% 0.13 % 14.05% 0.00% 85.99% -1.5 1% -1.14% 0.00 % 296986 -183524 1401554 11707 0.96 0.09 0.46 0.00 61764 2800 4 64222 2017 0.46 -0.12 0.57 0.05 33434 -15 290 51691 -978 0.69 -0.28 0.43 -0.01 133630 2533 1 131988 -1841 1.67 0.30 0.92 0.05 130043 -11 134 151821 -6835 1.09 0.07 0.61 -0.07 154124 3716 0 655642 -517 1.46 0.13 0.49 -0.03 118267 -13 859 419224 -4342 1.10 -0.12 0.59 -0.01 352750 -215439 805900 2076 0.72 0.17 0.27 0.00 548231 199038 289705 19312 0.98 0.00 1.10 0.26 166113 -40 70 639277 -5168 0.67 0.04 0.54 -0.01 24315 -82 01 97350 12 76 0.75 -0.22 0.49 0.01 3084 12 0.62% 0 .62% 902804 -281676 1171415 -62546 4614 38 1.32% 0 .59% 144204 2388 8 104363 233 3 3642 25 0.52% 0 .86% 102880 -175 66 112147 98 0 7668 108 0.82% 1.52% 516733 92215 436170 -33187 8350 57 -0.25% 1.19% 651949 1502 9 212294 -12636 2321 -16 -0.94% -0.73% 491445 110012 643495 12948 6160 -4 -0.21% 0 .26% 211388 -256 92 251991 -9 084 2403 -9 0.08% 0 .25% 983976 -344661 813051 -45416 7968 204 2.10% 2.92% 1110593 271225 377976 69342 14160 -40 -0.11% -0.71% 202829 -566 76 395772 -9 613 8720 10 -0.07% 0.07% 40388 154 9 124160 -9 94 16.90% 2.45% 16.69% 0.00% 77.61% 8.03% 0.21% 0.02% 28.85% 0.8 8% 30.47% 0.00% 92.96% 0.38% -1.62% 0.01 % 16.12% 1.37% 18.06% 0.00% 67.85% 2.71% -1.94% 0.01% 11.73% 0.7 4% 11.27% 0.00% 72.81% 11.26% 0.46% 0.01 % 15.32% -0.8 1% 17.26% 0.00% 76.15% -2.78% -1.94% -0.01% 31.74% -1.80% 26.84% 0.00% 89.36% -6.78% 4.90% -0.02% 20.54% -2.90% 23.73% 0.00% 86.50% 4.97% -3.19% -0.03% PCR PCR PCR PCR 80855 8255 78886 3919 0.94 0.12 1.14 -0.01 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 389368 111675 274065 14076 1.28 0.40 0.90 -0.03 124850 19496 102626 5185 1.24 0.50 0.92 -0.03 46432 12176 59381 753 1.32 0.48 0.79 0.01 63823 13289 45315 2053 1.22 0.18 0.87 0.01 117791 6782 200749 4127 0.70 0.05 0.31 -0.01 147827 16000 270131 -162 0.73 0.21 0.35 0.00 - - 574.04 3.14 0.86% -0.47% 263385 34 863 180478 2300 7498 -26 -0.19% -2.29% 1494910 445604 410078 -290 4 73700 -1080 -1.67% -3.27% 153809 26 710 182728 1777 19220 -15 -0.31% -1.55% 161671 - 18435 182742 -10360 22920 135 0.26% -0.36 % 185253 14 336 84192 -4188 81000 150 -0.92% 1.38% 179822 7100 215611 -7214 10410 20 -0.48% -0.91 % 142477 -133463 148141 -11685 IV IV 20HV20 110IV/90IV 110IV/90IV 南华期货 28.33% 1.75% 21.86% 0.01% 91.99% -0.5 5% 6.47% 0.0 1% 35.73% 2.91% 31.75% 0.03% 77.55% -6.25% 3.98% 0.0 0% LPG 20.10% 0.60% 17.32% -0.01% 75.33% 15.15% 2.78% 0.0 1% PTA 10.42% -0.78% 10.65% 0 .00% 49.66% -4.54% -0.23% -0 .01% 17.66% 0.93% 14.99% -0.01% 84.36% 6.56 % 2.67% 0.02% 13.06% -0.87% 15.94% 0 .00% 67.54% 1.16 % -2.88% -0 .01% PVC 15.60% 1.57% 14.20% 0 .00% 86.58% 5.93 % 1.40% 0.0 1% 8.81% 0.67% 6.96% 0 .00% 56.22% -22.14% 1.85% 0.0 1% 8.50% 3.54% 7.67% 0 .00% 64.97% 1.14 % 0.83% 0.04% 12.85% -2.29% 13.04% 0 .00% 53.29% -15.41% -0.19% -0.03% 17.07% 0. 31% 17.95% 0.01% 71.34% 7.3 3% -0.88% -0 .01% 8.95% -0 40% 7.78% 0 .00% 61.55% 0.1 7% 1.17% -0 .01% 19.47% 0. 10% 14.82% 0.01% 69.99% -0.4 5% 4.65% -0 .01% 12.61% 0. 06% 11.17% 0 .00% 51.79% -2.8 5% 1.44% 0 00% . . PCR PCR PCR PCR 南华期货 55484 -6563 33047 1684 1.23 0.30 0.90 -0.13 613493 -56480 811326 8130 0.79 0. 03 0.43 0.03 LPG 62197 12844 48959 1921 0.60 -0 09 0.65 -0.0 4 PTA 182831 -34267 516079 82 1.31 0.1 5 0.91 0.02 48108 9132 87400 1420 0.48 -0 14 0.43 0.00 234558 1554 317785 -148 1.75 0. 01 0.97 0.00 PVC 90332 -65900 388889 1745 0.67 0.29 0.25 0.00 23632 -1883 74938 2374 1.17 -0.35 0.61 -0.02 19032 -1544 56158 633 1.15 -0.47 0.67 0.00 94276 -40065 189348 3573 0.82 0.1 8 0.60 -0.03 273637 -99155 173091 885 1.65 0.51 2.12 -0.13 25713 708 62433 810 0.62 -0.18 0.88 0.00 35258 10025 72017 1626 1.27 0.1 1 0.82 0.03 365 -4631 10253 35 0.17 -0.52 0.96 0.00 . . - 581.7 - 11.4 -0.84% -4.22% 108712 693 22025 134 1813 64 2.43% 2.83% 1425866 -169025 683889 -69364 LPG 4617 3 0.44% -1.26% 99265 10232 64131 -2023 PTA 5770 -30 -0.48% -1.7 0% 344988 -101554 722023 -15369 14385 125 0.77% -0.01% 124249 -3665 103852 -8908 2505 10 0.40% -0.3 3% 491828 -14982 626831 -23229 PVC 5700 17 -0.25% -0.6 5% 476425 -181498 798024 -13771 8303 32 0.12% -0.6 7% 184838 -57678 301070 -8118 7659 16 0.01% -0.7 5% 208364 -80622 301105 -6532 4662 -36 -0.64% -2.46% 187791 -97009 237888 -20583 9299 -23 0.22% -2.6