商品期权：豆粕期权隐含波动率今日小幅上升，目前高于历史波动率7.69%

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 8/6/2024 HV 21.39% 2.0 5% 13.70% -0.01% 64.50% -5.78% 7.69% 0.03% 11.79% 0.34% 7.70% 0.00% 94.39% 10.90% 4.09% 0.00% 18.96% 2.11% 14.82% 0.00% 94.66% 9.38% 4.14% 0.03% 18.89% 1.56% 17.98% 0.01% 71.55% -1 63% 0.91% 0.01% 24.98% 4.23% 24.29% 0.02% 82.03% 2.7 1% 0.69% 0.02% 15.12% 0.01% 8.93% 0.00% 82.33% 6.62% 6.19% 0.00% 12.51% 0.97% 9.89% 0.00% 67.24% 3.2 0% 2.62% 0.01% 26.49% 1.66% 23.23% 0.00% 82.24% -9.06% 3.26% 0.02% 25.66% 3.40% 23.25% 0.02% 82.05% 4.1 5% 2.41% 0.01% 17.56% 1.63% 16.54% 0.01% 69.52% 6.13% 1.02% 0.00% 13.24% -0.04% 14.01% 0.00% 81.37% -5.70% -0.77% 0.00% IVIV20HV20110IV/90IV110IV/90IV . 471170 32509 1386615 -22291 1.13 0.46 0.43 -0.01 31521 -17256 61333 -2849 1.11 0.37 0.62 -0.02 58590 22136 49429 -2335 1.14 0.34 0.46 0.01 176736 56106 121240 -4286 1.64 0 .07 0.85 -0.02 167002 46203 151524 -3805 1.23 0.17 0.61 -0.03 145211 -71337 650288 -1787 1.20 -0.19 0.44 -0.02 104618 -45944 424350 4557 1.43 0.25 0.61 0.02 512282 207524 811863 498 0.68 0 .12 0.26 -0.01 910784 333533 272041 -20061 1.02 0 .13 0.72 -0.29 359780 173491 621136 -11286 1.07 0.19 0.49 -0.07 47226 22446 98873 537 0.80 0 .04 0.51 0.01 3023 -32 -1.69% -1.36% 998229 78480 1103100 -43184 4586 -4 -0.43% -0.09% 92163 -12449 90101 -10730 3537 -64 -2.16% -1.80% 120645 10813 118927 571 7408 -170 -2.42% -2.03% 525545 95193 425485 7875 8050 -262 -3.12% -3.09% 681538 115985 208588 7111 2265 -16 -1.52% 0.16% 448282 -38641 614014 -48849 6125 -18 -0.39% -0.39% 196682 -71541 245899 -1674 2306 -60 -3.35% -2.31% 1247300 329082 744632 -71950 7600 -256 -3.31% -3.08% 1348163 273861 316532 14049 13655 -300 -3.12% -1.71% 401934 120945 368904 -16658 8700 -14 -0.43% -0.48% 57545 7691 125257 1730 17.59% -0.80% 19.40% 0.00% 72.17% -4.19% -1.81% -0.01% 31.14% -0.20% 35.15% 0.04% 87.28% -2.14% -4.01% -0.04% 20.29% 0.35% 19.00% 0.00% 68.93% 0.47% 1.29% 0.00% 13.40% -0.01% 11.68% -0.01% 64.75% -0.01% 1.72% 0.01% 19.97% -0.14% 20.10% 0.00% 72.26% -3.56% -0.13% 0.00% 0.00% -30.87% 26.88% 0.00% 72.88% -15.82% -26.88% -0.31% 0.00% -21.86% 23.92% 0.00% 90.13% 3.07% -23.92% -0.22% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 120348 -12347 84480 4627 1.19 -0.12 0.99 -0.09 IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR -49165 -46437 8617 0.00 LPG PTA -68926 PVC 42 4310 -8232 -12603 -3253 4407 -0.26 PCR 0.03 02 01 0.05 01 01 01 00 00 02 -0.03 -0.06 01 00 0. 1.05 -0.73 1.13 1138 13283 -1632 6193 0. 0.83 9 0.0 1.64 412 72130 6045 28056 0.96 1 0.1 2.01 68958 6363 48327 1.90 1.56 165898 -18431 318711 -0. 0.59 0 0.2 1.43 166884 3509 125074 0. 0.69 0.42 1.98 7 -17 55486 -7779 18795 0. 0.59 0.73 2.92 65 -19 69570 -8367 19595 -0. 0.24 13 -0. 0.70 380864 13524 115305 -0. 0.97 4 0.0 2.18 323825 210246 0. 0.44 3 0.3 0.85 88950 -7427 48328 0.97 -0.34 1.42 3350 529160 -102099 284152 -0. 0.55 02 -0. 1.04 2 -95 54108 -59634 52964 -0. 0.41 0.79 833860 641327 0.55 17 -0. 1.04 2451 42769 80977 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 548 1.1 -1.72% 4.98% 129897 -44 428 27493 -14 46 1743 -47 -3.01% -4.19% 1274185 -132255 636264 -12547 LPG 4464 2 -0.93% 2.61% 68417 -65186 62522 -22 36 PTA 5592 -62 -1.72% 0. 53% 466674 -191129 759978 146 5 15615 1260 8.59% 8.52% 243694 131587 112028 17523 2461 -9 -0.81% 0. 47% 418333 -143648 576779 -32236 PVC 5609 -66 -1.23% -0.95% 666748 64717 808221 21209 8216 -16 -0.46% 0. 11% 170229 -88345 285107 -32 18 7550 -22 -0.62% 0. 43% 206156 -106706 270682 -8053 4567 -16 -1.02% 0. 70% 149982 -42 403 217374 -66 58 9132 25 -0.73% 1. 03% 327133 -60197 273897 -63 99 7322 -82 -1.74% -0 12% 87972 -20503 182402 6889 2029 -33 -1.36% -1.36% 124629 2137 0 114524 -102 62 8066 -70 -1.59% 0. 95% 50318 -91 92 67704 -43 12 -39435 16749 14833 -6396 -0.21 -0.18 -0.09 0.08 0.06 0.25 -0.09 -0.120.00 0.05 0.01 1 -0.0 0.35 0.86 -2671 265003 167592 0.32 0.65 -1592 204384 3805 105015 0.86 1.68 2358 50494 9 -193 88360 0.78 1.33 2658 63172 2 -507 62603 0.81 1.31 1579 108455 155881 0.75 1.16 304615 547110 554.18 -5.76 -1.59% 0.46% 349865 -139165 167620 -6772 6907 -342 -5.58% -3.00% 1882196 -521235 442232 6720 70850 -1360 -3.02% -0.69% 202075 10200 176117 -6113 18795 -100 -0.97% 0.67% 171391 -39842 180222 -4736 22025 -125 -2.24% 0.86% 231308 -15509 82833 -6580 81250 -250 0.12% -0.87% 112245 -49141 207139 -3454 10225 -180 -1.45% -2.32% 142714 -18796 137685 -1 813 36.48% -3.31% 29.96% 0.00% 85.90% -4.88% 6.52% -0.03% 35.60% -0.86 % 30.29% 0.01% 90.14% -2.60% 5.31% -0.01% LPG 20.42% -5.15% 20.59% 0.00% 88.11% -4.35% -0.17% -0.05% PTA 16.75% 2.23% 12.86% 0.00% 58.09% 1.80% 3.89% 0.02% 16.06% -1.49% 33.68% 0.19% 73.60% -4 .97% -17.62% -0.20% 16.43% 1.47% 15.93% -0.01% 64.00% 2.11% 0.50% 0.02% PVC 14.54% -2.73% 14.12% 0.00% 63.16% -6.40% 0.42% -0.03% 11.23% -6.89% 7.23% 0.00% 65.21% 1.12% 4.00% -0.07% 12.85% 2.36% 8.58% 0.00% 59.14% 2.89% 4.27% 0.02% 13.30% 0.74% 14.11% 0.00% 60.27% -8.22% -0.81% 0.01% 17.55% -0.61 % 19.33% 0.01% 75.6