商品期权：塑料期权隐含波动率午后不断上升，目前高于历史波动率10.87%

603093 8/5/2024 HV 19.34% -0.13% 14.27% 0 00% 70.28% -4.85% 5.07% 0 .00% 11.45% -0.71% 7.81% -0.01% 83.49% -0.57% 3.64% 0.00% 16.85% -0.33% 15.31% 0 00% 85.28% 15.16% 1.54% 0 .00% 17.33% -0.60% 16.99% 0 00% 73.18% 8.36% 0.34% -0.01% 20.75% -0.02% 22.50% 0 00% 79.32% -11.39% -1.75% 0 .00% 15.11% 2.50% 9.09% 0.02% 75.71% 0.4 9% 6.02% 0.01% 11.54% 0 .38% 9.99% 0 00% 64.04% 4.3 7% 1.55% 0.01% 24.83% -0.10% 23.49% 0 00% 91.30% 3.8 5% 1.34% 0 .00% 22.26% -0.58% 20.80% 0 01% 77.90% 2.6 3% 1.46% -0.01% 15.93% 2.12% 15.12% 0 00% 63.39% 0.2 4% 0.81% 0.02% 13.28% 0 .37% 14.00% 0 00% 87.07% 1.0 9% -0.72% 0.00% IVIV20HV20 . 110IV/90IV110IV/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 南华期货 . . . . 南华期货 . . . . PCR PCR PCR - 0.29 PCR -0.01 0.06 - -64623508 -3567 -0.10 -0.05 62424 32295 - 29020 20176 -0.04 5465 2397 -6855986 -0.16 -0.09 0.22 0.01 0.50 00 0. 0.76 98336 465 24780 0.02 0.56 0.88 632422 186289 1.01 09 -0. 0.89 292102 577251 0.00 0.27 0.56 811365 47992 304758 0.01 0.60 08 0. 1.18 9 56 419793 150562 0.45 07 -0. 1.39 652075 216548 0.03 0.64 04 -0. 1.05 155329 -9244 120799 0.87 1.57 125526 13000 120630 0.01 0.44 11 0. 0.80 73 51764 3020 36454 0.63 0.74 0 -4 64182 12987 48777 0.44 -0.29 0.67 7352 1408906 141675 438661 3055 -29 -0.33% -0.95% 919749 169 45 1146284 -25131 4590 -24 -0.35% -1.66% 104612 -39 592 100831 -3532 3601 -41 -0.36% -0.88% 109832 695 2 118356 6209 7578 -90 -0.39% -1.21% 430352 -86381 417610 -1856 0 8312 -38 -0.02% 0.23% 565553 -86396 201477 -10817 2281 -40 -1.68% -0.74% 486923 -45 22 662863 19368 6143 -17 0.00% 0.21% 268223 56835 247573 -4418 2366 -37 -1.05% -1.13% 918218 -65758 816582 3531 7856 -112 -0.23% -2.33% 1074302 -36 291 302483 -75493 13955 -205 -1.41% -1.31% 280989 78160 385562 -10210 8714 -6 0.05% 0.11% 49854 946 6 123527 -633 18.39% 1.49% 19.09% 0.03% 76.37% -1.24% -0.70% -0.01% 31.34% 2.49% 32.06% 0.02% 89.42% -3.54% -0.72% 0. 01% 19.94% 3.82% 18.94% 0.01% 68.46% 0.61% 1.00% 0.03% 13.41% 1.68% 12.19% 0.01% 64.76% -8.05% 1.22% 0. 01% 20.11% 4.79% 20.24% 0.03% 75.82% -0.34% -0.13% 0.02% 30.87% - 0.87% 27.22% 0.00% 88.70% -0.67% 3.65% -0.01% 21.86% 1.32% 23.74% 0.00% 87.06% 0.56% -1.88% 0.01% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 132695 51840 79853 967 1.31 0.37 1.08 -0.06 586545 197177 289782 15717 1.37 0.10 0.84 -0.06 139132 14282 106876 4250 1.49 0.25 0.93 0.01 67675 21243 60514 1133 1.42 0.10 0.78 -0.01 90299 26476 48136 2821 1.60 0.38 0.82 -0.05 101210 -16581 205976 5227 0.59 -0.11 0.31 0.00 173988 26161 267674 -2457 0.61 -0.12 0.36 0.01 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 559.94 -14. 1 -2.05% -2.91% 489030 225645 174392 -6086 7249 -249 -2.58% -2.39% 2403431 908521 435512 25434 72210 -1490 -2.34% -0.6 7% 191875 38066 182230 -498 18895 -325 -1.64% -1.33% 211233 49562 184958 2216 22150 -770 -3.11% -3.37% 246817 61564 89413 5221 81500 500 0.99% 1.91% 161386 -18436 210593 -5018 10405 -5 0.87% 1.35% 161510 19033 139498 -8643 IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 39.79% 11.46% 29.82% 0.08% 90.78% -1. 21% 9.97% 0.03% 36.46% 0.73% 29.77% 0.02% 92.73% 15.18% 6.69% 0.03% LPG 25.57% 5.47% 20.75% 0.03% 92.46% 17.13% 4.82% 0.02% PTA 14.52% 4.10% 12.51% 0.02% 56.29% 6.63% 2.01% 0.02% 17.55% -0.11% 14.96% 0.00% 78.58% -5.78% 2.59% 0.00% 14.96% 1.90% 16.51% 0.01% 61.89% -5.65% -1.55% 0.01% PVC 17.27% 1.67% 13.94% 0.00% 69.56% -17.02% 3.33% 0.02% 18.12% 9.31% 7.25% 0.00% 64.10% 7.88% 10.87% 0.09% 10.49% 1.99% 8.56% 0.01% 56.25% -8.72% 1.93% 0.01% 12.56% -0.29% 14.21% 0.01% 68.49% 15.20% -1.65% -0.01% 18.16% 1.09% 19.32% 0.03% 71.04% -0. 30% -1.16% -0.02% 10.82% 1.87% 9.24% 0 .02% 52.83% -8.72% 1.58% 0.00% 20.54% 1.07% 13.77% 0.01% 77.02% 7.02% 6.77% 0.02% 13.35% 0.74% 12.97% 0 .02% 61.52% 9.73% 0.38% -0.01% - - 130142 74658 40318 7271 1.20 -0.03 0.52 -0.38 687764 74271 825243 13917 0.79 0.00 0.43 0.00 LPG 112598 50401 55060 6101 1.06 0.46 0.56 -0.09 PTA 386251 203420 525810 9731 1.76 0.45 0.92 0.01 55755 7647 88908 15 08 0.52 0.05 0.43 0.00 279172 44614 319515 1730 2.14 0.39 0.98 0.01 PVC 101781 11449 389096 20 7 0.83 0.16 0.25 0.00 27962 4330 71535 -3403 2.19 1.02 0.58 -0.02 26574 7542 55663 - 495 1.56 0.41 0.69 0.02 121565 27289 179487 -9861 1.23 0.40 0.61 0.01 337142 63505 169151 -3 940 1.82 0.17 1.93 -0.19 41964 16251 64551 2118 1.90 1.28 1.01 0.13 22011 -13247 71718 - 299 1.55 0.29 0.82 0.00 7825 7460 12145 1892 1.86 1.69 1.05 0.08 LPGPTA PVC 546.9 1790 4462 5654 14355 2470 5675 8232 7572 4583 9107 7404 2062 8136 -34.8 -23 -155 -116 -30 -35 -25 -71 -87 -79 -192 -114 -24 -166 -6.70% 1.19% -3.55% -2.25% 0.07% -1.28% -0.28% -0.57% -1.05% -1.72% -1.76% -1.62% 0.00% -2.54% -5.87% -1.24% -3.98% -1.76% -0.70% -1.68% -0.04% -0.69% -1.06% -1.08% -1.97% -1.78% -1.46% -1.82% 174325 1406440 133603 657803 112107 561981 602031 258574 312862 192385 387330 108475 103259 59510 65613 -19426 34338 312815 -12142 70153125606 73736104498 4594 911518575 -39007 21897 28939 648811 64758 758513 94505