商品期权：碳酸锂期权隐含波动率今日小幅上升，目前高于历史波动率6.97%

IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.70% 7.02% 56% 37% 5.12% -5.15% -1.88% %0.02% % %1% % % -0.05% % -0.01% % 0.01 0.21% -1.10% 79.87% 0.00% 13.63% 0.80% 13.84% 0.19% -2.34% 72.70% -0.01% 17.02% 17.21% 0.01 -1.64% -6.83% 75.44% 0.00% 22.06% 0.66% 20.42% -3.07% 1.54% 89.59% 0.00% 23.48% 20.41% 0.01 5.36% 68.52% 0.00% 9.36% 0.52% 14.72% 0.00 -0.58% 1.13% 62.57% 0.00% 11.12% 0.09% 10.54% -0.0 -3.98% 79.03% 0.00% 22.32% -1.37% 18.34% 0.00 0.21% -4.59% 81.37% 0.00% 15.63% -0.18% 15.84% 0.00 0.97% 110.95% -0.01% 14.65% 15.62% 4.50% 68.79% -0.02% 5.63% 0.02% 10.13% 0.01 3.53% 0.08% 87.88% -0.01% 12.53% -0.21% 16.06% PCR PCR PCR PCR 3 76095367 6857 7038 0.00 0.23 -0.04 -0.090.05 -24463 55312 36973 3028 -109424 32129 0.75 0.16 0.04 1 0.29 0.01 0.54 1.00 2334 105525 5 -808 31472 -0.0 0.44 -0.11 0.88 5551 660120 287302 1.52 -0.20 1.58 6026 67055 70178 0.02 0.29 0.68 938416 502645 0.00 0.63 2.13 -5319 450367 240714 0.01 1.02 0.05 1.31 189124 45531 0.78 1.63 190931 1 -483 156333 0.74 0.77 40695 84 -142 16144 0.49 -0.06 0.54 26687 393 21753 0.01 0.96 -0.18 0.76 958 13626 0 -428 5344 -0.0 0.97 0.10 0.63 17903 442798 -21446 101330 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 8/12/2024 2981 -10 0.10% 0.0 7% 775961 - 49650 750416 -93789 4559 -16 -0.42% -0. 22% 55909 - 31970 67254 -6488 3561 -4 0.39% -0. 48% 98786 -8424 112792 246 7480 -24 -0.29% -0. 61% 228883 - 56692 297912 -26706 8200 -2 0.50% -0. 67% 347884 - 49752 141037 -15742 2303 -16 -0.17% -1.71% 416464 - 55106 414605 -50794 6024 -37 -0.68% -1.09% 285599 70291 204555 -26331 2268 30 1.34% 1.79% 1026584 494533 948030 451829 7690 -38 0.00% -1.44% 383101 -169520 163735 -26010 13625 -5 1.34% -0. 15% 231117 - 100052 237753 -17782 8806 -34 0.07% -0.91% 47594 - 17510 120133 -126 IV IV 20HV20 110IV/90IV 110IV/90IV . . PCR PCR PCR 南华期货 16.44% -0 .09% 19.53% 0.0 0% 73.70% 2.63% -3.09% 0 .00% 28.21% -0.58% 37.56% 0.01% 90.11% 1.27% -9.35% -0.02% 18.39% -0 .07% 20.39% 0.0 0% 69.18% -0.01% -2.00% 0.00% 12.78% -0 .10% 11.57% 0.0 0% 61.73% 0.98% 1.21% 0 .00% 19.29% 0 27% 25.02% 0.02% 75.26% -3.99% -5.73% -0.02% 31.08% 1.37% 24.11% -0.02% 85.95% -0.2 2% 6.97% 0.03% 24.70% 0 40% 24.54% 0.0 0% 98.46% -3.47% 0.16% 0.01% PCR 53686 -14225 93735 1502 1.46 0.40 1.12 0.02 IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.07% -0.05% LPG PTA -6.78% 0.18% -0.07% -0.18% PVC 0.00% 16.92% 40.72% 4.77% 2.17% 0.00% 19.06% 5.63% -0.01% 0.58% 68.93% 0.01% 13.22% % -0.36 13.80% 0.02% 5.39% 99.75% 14.04% 19.43% -0.01% 2.26% -0.34% 55.12% 0.00% 9.33% % -0.49 11.59% -0.01% -1.11% -8.87% 74.03% 0.02% 17.93% % 0.41 16.82% 0.00% -0.54% 60.48% 12.48% % 0.39 11.94% -0.01% 1.52% 99.07% 0.00% 8.34% % -0.67 9.86% 0.00% 2.32% 72.51% 0.00% 7.21% % 0.02 9.53% 0.00% 2.19% 2.15% 69.70% -0.01% 12.91% % -0.23 15.10% 0.00% 4.07% 1.04% 70.89% 0.00% 14.38% % -0.02 18.45% -15.20% 1.03% 91.75% 32.58% % -0.55 17.38% 0.25% -3.10% 59.53% 0.00% 12.85% 13.10% -0.01% -1.58% -4.22% 85.92% 0.01% 20.20% % -0.66 18.62% 7.69% -1.68% 92.49% 0.00% 26.08% -5.11% 33.77% -3.25% -2.45% 84.59% 0.01% 30.87% -6.04% 27.62% IV IV 20HV20HV 110IV/90IV 110IV/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 南华期货 -39510 035 17874 0.12 24686 5448 0.01 0.02 -0.02 0.21 -0.02 0.03 0.48 0.13 0.90 14768 89139 83436 0.32 0.01 0.40 7723 101309 2795 37262 1.26 0.15 1.38 12468 69968 123800 0.88 0.04 1.08 4649 74190 5090 68173 0.83 0.17 1.14 3736 123253 -10 101559 0.78 1.10 368708 359284 565.3 4.6 0.88% -0.02% 172725 -34607 162861 - 1405 7197 118 1.83% -0.06% 1354909 -183900 430945 1850 72190 520 1.08% 0.05% 102243 -29090 169503 - 725 19180 55 0.52% -0.59% 123205 -35501 152834 -5418 23140 535 3.33% 0.01% 195821 -10247 72052 -3204 76000 -1550 -3.37% -1.04% 112956 -37569 230478 8597 9630 -230 -3.65% -1.76% 197804 6928 169335 9108 PCR PCR PCR 1466 2378 LPG PTA PCR 0.09 -0.04 -0.07 25 -0.13 PVC 13571 4298 6490 -0.17 -0.14 1 -0.92-0.03 -0.01 0.02 0.95 -0.25 0.88 268 13835 -5411 2164 0.88 -0.30 1.30 -366 73789 -3798 28936 0.78 1.06 730 75623 -34376 27063 0.01 1.52 -0.27 1.43 44564 -23076 54799 -0.0 1.49 -0.48 1.59 26277 -2004 20836 1.22 -1.67 1.33 738 8684 -2509 2859 0.82 -0.96 1.19 1466 9814 -3083 7296 0.02 0.46 0.10 0.70 65297 12872 46673 0.83 -0.05 1.71 -4015 366272 89240 425921 0.00 0.48 0.07 0.45 95035 -11721 51384 0.01 0.97 -0.19 1.56 7151 611278 -335786 377372 1.15 0.33 1.34 1406 10600 -169 8277 0.35 0.11 0.95 910442 57820 830891 0.80 0.28 1.60 49515 -4442 66120 568.1 6 .7 1.57% 0.49% 78804 -1207 1 22134 -826 1683 -26 -2.72% -2.37% 934707 -138538 542731 -38719 LPG 4560 77 1.18% 1.75% 74722 2159 45345 -620 8 PTA 5572 40 1.02% 2.09% 473401 -261910 635432 -57635 15955 30 0.22% -0. 22% 230039 -41577 137737 4331 2418 - 28 -1.39% -0. 70% 558848 76406 458529 -1365 7 PVC 5478 -65 -1.74% -0. 65% 615584 -37524 745694 20113 8183 33 0.17% 0.60% 195086 -16915 234962 -1068 4 7556 22 0.19% 0.32% 196249 -16898 223510 -15671 4547 -2 0.46% 0.46% 112332 -33249 195452 -915 2 9285 57 1.31% 0.38% 226632 -146736 260308