商品期权：纯碱期权隐含波动率今日小幅上升，目前高于历史波动率10.94%

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 8/7/2024 HV 18.78% -2.61% 14.06% 0.00% 94.92% 30 .43% 4.72% -0.03% 12.24% 0.45% 7.54% 0.00% 98.75% 4 36% 4.70% 0.01% 3.08% -15.88% 14.28% -0.01% 84.46% -1 0.20% -11.20% -0.15% 5.40% -13.49% 15.55% -0.02% 80.57% 9 02% -10.15% -0.11% 24.04% -0.94% 21.86% -0.02% 73.20% -8.83% 2.18% 0.01% 8.78% -6.34% 9.25% 0.00% 69.21% -13.12% -0.47% -0.07% 15.77% 3.26% 9.70% 0.00% 57.72% -9.52% 6.07% 0.03% 29.71% 3.22% 23.72% 0.00% 76.70% -5.54% 5.99% 0.03% 7.40% -18.26% 22.02% -0.01% 92.00% 9 95% -14.62% -0.17% 18.55% 0.99% 16.20% 0.00% 65.77% -3 .76% 2.35% 0.01% 13.62% 0.38% 13.66% 0.00% 79.96% -1 .41% -0.04% 0.01% IVIV20HV20110IV/90IV110IV/90IV . . PCR PCR PCR PCR 南华期货 . 555683 84513 381294 -1E+06 1.28 0.15 1.11 0.68 29479 -204 2 8039 -53294 0.77 -0.34 1.13 0.51 38006 -205 84 6388 -43041 1.37 0.23 0.75 0.29 117930 -588 06 15278 -105962 1.44 -0.19 1.17 0.33 85796 -81206 155887 4363 1.02 -0.20 0.61 0.00 187405 42194 156963 -493325 1.24 0.04 1.02 0.58 280986 176368 427198 2848 1.57 0.14 0.60 -0.01 530196 17914 839275 27412 0.71 0.0 3 0.26 0.00 533581 -377203 34039 -238002 1.08 0.06 1.05 0.33 231724 -128056 622533 1397 1.02 -0.05 0.46 -0.03 38423 -880 3 99617 744 0.75 -0.04 0.51 0.00 2979 -44 -1.94% -0 .25% 1264603 266374 1056535 -46565 4582 -4 0.00% 0.4 3% 78789 -133 74 85198 -4903 3505 -32 -1.79% 0.3 6% 103104 -175 41 120090 1163 7406 -2 -1.07% 1.35% 369538 -156 007 406599 -18886 8044 -6 -1.66% 1.45% 451649 -229889 189122 -19466 2274 9 -0.04% 1.48% 586231 137949 566298 -47716 6036 -89 -1.49% -1.09% 351374 154692 255925 10026 2257 -49 -3.55% -0 .19% 1142797 -104503 675576 -69056 7564 -36 -1.74% 1.57% 719352 -628811 288511 -28021 13525 -130 -1.89% 1.24% 260933 -141001 337262 -31642 8718 18 -0.16% 0.2 7% 56330 -1215 123317 -1940 17.67% 0.08% 19.37% 0.0 0% 72.83% 0.66% -1.70% 0.00% 29.99% -1.15% 35.54% 0.01% 88.04% 0.76% -5.55% -0.02% 20.13% -0.16% 19.53% 0.00% 70.78% 1.86% 0.60% -0.01% 13.33% -0.07% 11.14% -0.01% 67.66% 2.91% 2.19% 0.00% 19.68% -0.29% 19.98% 0.0 0% 73.95% 1.69% -0.30% 0.00% 0.00% -30.67% 26.10% -0.01% 118.86% 45.98% -26.10% -0.30% 0.00% -23.95% 23.44% 0.00% 94.23% 4.10% -23.44% -0.23% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 58863 -61485 88930 4450 1.49 0.29 1.00 0.01 323207 -223903 319881 15266 1.31 0.15 0.75 -0.01 100400 -55481 113506 5051 1.29 - 0.02 0.84 0.03 49696 -12907 65907 2735 1.14 -0.18 0.83 0.05 66077 -22283 52528 2034 1.66 - 0.03 0.84 -0.02 93096 -11919 77302 -127082 1.05 0.41 0.34 0.02 139635 -27957 47157 -217846 1.03 0.17 0.42 0.07 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 556.06 1.88 0.58% 2.17% 256432 -93433 166657 -963 6954 47 -0.46% 5.12% 1381610 -500586 437628 -4604 71390 540 0.31% 3.33% 141396 -60679 170926 -5191 18920 125 0.45% 1 .43% 147206 -24185 169708 -10514 21840 -185 -1.36% 0 .89% 178080 -53228 82547 -286 80300 -950 -1.47% -1.60% 90947 -21298 209655 2516 10195 -30 -1.16% 0 .28% 162432 19718 134490 -3195 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -7.95% 0.00% 0.19% 0.00% -6.24% 5.26% .3.59% -0.07% % -0.18% PVC -7.93% 7.08% -12.48% -0.14% -0.08% -5.22%0.00%-0.05% -16.47%.-0.17% 0.00% -0.05% -10.11% 0.00% 1.17% 65.40% 13.13% 0.04% 14.30% 0.01% 6.88% 70.32% -0.01% 13.80% -0.32% 20.68% 0.00% 2.19% 7.05% 58.77% 0.00% 9.75% 0.09% 11.94% -17.83% 55% -4 71.06% 0.01% 18.91% 1.08% -6.03% 7% 1.7 62.04% 14.11% 8.08% 0.03% 6.96% 46.65% 0.00% 8.33% 2.44% 15.29% -3.64% 72.29% 0.00% 6.94% 3.30% -13.25% 14.14% 77.30% 0.00% 13.66% -14.13% 0.41% 0.02% 2.55% 67.59% 15.89% 2.01% 18.44% -16.55% 17% -2 71.43% 33.52% 0.91% 16.97% -0.02 2.31% 63.36% 12.89% -1.55% 15.20% -7.45% 81.87% -0.01% 19.92% 12.47% 0.06% 10.94% 6.86% 97.00% -0.04% 26.45% 1.79% 37.39% 0.01% 7.79% 8% 1.8 87.78% 0.00% 29.61% 0.92% 37.40% 南华期货 76534 4443 46363 3594 1.04 0.00 0.51 0.04 633302 8025 845004 11144 0.98 0.19 0.39 0.01 LPG 46212 6752 5084 -49024 1.07 0. 03 1.06 0.51 PTA 352615 68463 550537 21377 1.49 0. 06 0.95 0.02 60145 11817 90958 2008 0.39 -0.46 0.45 0.02 196111 - 14135 337234 13409 2.31 0.13 1.02 0.04 PVC 142694 27389 19796 -361068 0.91 0.21 0.35 0.11 20605 1010 2703 -66867 2.84 -0 08 1.07 0.48 17666 1129 5096 -50390 3.06 1.08 1.40 0.72 102785 -22289 12292 -154592 2.36 0.93 1.22 0.63 288027 -30684 20959 -144939 1.42 -0 14 1.63 0.27 34748 - 13579 72465 3507 1.16 -0.85 0.84 0.12 22584 5472 73754 1624 1.58 -0 07 0.84 0.01 3129 3064 13242 -41 0.52 -0.61 1.02 0.03 PCRPCRPCRPCR -- -- - - . - .- 南华期货 - -. -- 545 -3 -0.64% 1.08% 128207 -169 0 29122 1629 1717 -26 -3.38% -0.37% 1097187 -176998 650030 13766 LPG 4479 15 0.11% 1.04% 58430 -998 7 58830 -3692 PTA 5592 0 -0.78% 0.94% 528730 62056 748232 -11746 15700 85 0.87% -7.72% 240272 -342 2 122463 10435 2459 -2 -0.41% 0.40% 382340 -35993 560088 -16691 PVC 5607 -2 -0.94% 0.30% 761279 94531 780330 -27891 8195 -21 -0.38% 0.08% 201469 3124 0 279453 -56 54 7527 -23 -0.52% 0.10% 198996 -716 0 272411 1729 4555 -12 -0.63% 0.39% 135848 -141 34 218016 642 9101