商品期权：豆粕2411期权合约隐含波动率今日小幅上升，叠加昨夜USDA报告超预期偏空

PCR PCR PCR PCR HV 603093 南华期货 南华期货 南华期货 8/13/2024 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 IVIV20HV20110IV/90IV110IV/90IV 16.41% 0.35% 17.24% 0.05% 90.82% 2.9 5% -0.83% -0.04% 10.82% 0.69% 5.27% 0.00% 72.49% 3.7 0% 5.55% 0.01% 18.87% 3.25% 19.16% 0.05% 78.00% -32.95% -0.29% -0.01% 15.94% 0.10% 16.69% 0.01% 78.30% -3.0 6% -0.75% -0.01% 1.69% -16.65% 23.90% 0.02% 90.43% 11.39% -22.21% -0.18% 10.46% -0.08% 11.14% 0.00% 62.04% -0.5 2% -0.68% 0.00% 2.99% -11.73% 9.22% 0.00% 68.43% -0.09% -6.23% -0.12% 21.57% 1.16% 25.52% 0.03% 114.86% 25.27% -3.95% -0.02% 19.56% -0.86% 22.05% 0.00% 66.48% -8.97% -2.49% -0.01% 12.25% -4.96% 16.85% 0.00% 77.78% 5.0 8% -4.60% -0.05% 13.41% -0.43% 13.78% 0.00% 75.69% -4.1 9% -0.37% -0.01% 290045 188715 489225 46427 0.67 0.0 4 0.89 -0. 08 12677 7333 17202 3576 0.82 0.0 6 0.87 -0. 08 49181 27428 30849 4162 0.84 0.31 0.45 -0. 04 46957 30813 57595 16900 0.67 -0.0 9 0.53 -0.21 261215 104882 34250 -156681 1.68 0.0 5 1.00 0.22 68884 23353 197443 8319 1.40 0.09 1.01 0.00 146888 -93826 163659 -286708 2.26 0.12 0.54 -0.09 923137 420492 178894 -759522 1.02 0.34 0.47 0.18 110188 40010 92089 25034 1.15 -0.43 1.22 -0.30 198001 -89301 245630 -414490 1.10 0.23 0.51 0.06 41758 10286 107543 2018 0.68 -0.31 0.52 -0. 02 2877 -104 -3.46% -3.56% 879813 103852 649471 -100945 4540 -19 -0.55% -0.13% 61125 5216 62705 - 4549 3435 -126 -3.40% -3.80% 134819 36033 113946 1154 7348 -132 -1.95% -1.65% 482941 254058 524905 226993 7997 -203 -2.32% -2.82% 413160 65276 133620 - 7417 2294 -9 -0.48% -0.30% 350288 -66176 375827 -3 8778 6023 -1 0.08% 0.76% 171765 - 113834 185662 -1 8893 2175 -93 -3.93% -5.27% 1800612 774028 1037639 89609 7578 -112 -1.71% -1.71% 355462 -27639 139657 -2 4078 13545 -80 -0.55% -1.89% 156399 -74718 216649 -2 1104 8756 -50 -0.70% -0.77% 53585 5991 117624 - 2509 IV IV 20HV20 110IV/90IV 110IV/90IV . PCR PCR PCR 南华期货 南华期货 南华期货 17.03% 0.59% 19.25% 0.00% 74.81% 1.12% -2.22% 0.01% 28.81% 0.60% 37.24% 0.0 0% 89.26% -0.85% -8.43% 0.0 1% 18.10% - 0.29% 20.49% 0.0 0% 67.89% -1.29% -2.39% 0 00% 13.79% 1.01% 11.87% 0.00% 62.31% 0.58% 1.92% 0.01% 20.76% 1.47% 25.00% 0.0 0% 73.54% -1.72 % -4.24% 0.01% 30.38% -0.70% 24.46% 0.00% 85.86% -0.09 % 5.92% -0.01% 24.92% 0. 22% 24.39% 0.00% 91.75% -6.71% 0.53% 0.0 1% PCR 83777 30091 95891 2156 1.00 -0.46 1.24 0.11 324296 -34988 383346 14638 1.00 -0.09 0.83 0.05 142834 41275 125869 2616 0.89 -0.26 0.88 0.05 71891 371 8 76973 2783 1.17 0.09 0.89 0.01 93973 -29827 75312 5344 1.42 0.05 1.38 0.11 46439 9177 108750 7441 0.44 0.04 0.31 -0.01 64344 -19092 95738 6599 0.84 -0.06 0.51 0.02 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.07% -12.14% 0.19% -16.25% -5.50% -3.10% PVC 0.32% 0.00% -0.29% -0.28%0.00% -0.12% -0.19% -0.17% 0.00% 0.00% -44.58% 0.06% 0.01% -0.06% -0.01% -0.44% -9.53% 59.40% 0.00% 13.32% -0.92% 12.88% -0.48% 0.55% 100.30% 0.00% 14.22% -5.69% 13.74% -0.01% 1.67% 0.67% 55.79% 0.00% 9.33% -0.59% 11.00% -0.02% -2.06% -2.31% 71.72% 0.02% 18.11% -0.77% 16.05% 0.23% 6.35% 66.83% -0.01% 11.77% 12.00% -0.01% 0.49% 54.49% 0.00% 8.49% -0.88% 8.98% 2.65% 7.29% 79.80% 7.20% 9.85% 2.28% 2.54% 72.23% 0.00% 13.31% 0.49% 15.59% -13.29% 67.80% 0.01% 15.49% 2.20% -15.36% 86.24% 32.59% -0.15% 17.23% -12.12% -2.18% 57.35% 0.00% 13.08% 0.96% -1.40% % 11.69 97.60% 0.00% 20.09% 18.69% -20.24% -1.21% 91.28% 0.00% 26.19% -27.82% 5.95% -31.97% 1.30% 85.89% 0.01% 31.97% -27.62% 0.00% 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 南华期货 569.46 4.16 1.22% 0.3 4% 201710 28985 166111 3250 7152 -45 0.89% -0.94% 1128704 -226205 430679 -2 66 72280 90 0.84% -0.24% 124283 22040 167635 -1868 18995 -185 -0.78% -1.31% 127155 3950 158819 5985 23065 -75 0.68% -2.65% 155236 -405 85 70400 -16 52 77000 1000 0.13% 3.50% 198114 85158 221774 -8704 9690 60 -0.41% 3.24% 271106 73302 168208 -11 27 98820 32700 49896 381 1.19 -0.41 0.86 0.06 750852 -80039 206207 -704235 0.99 0.05 0.27 -0.08 LPG 13915 5638 13423 2823 1.04 -0.30 1.29 0.13 PTA 352902 -24470 224484 -386794 1.00 -0.56 1.40 0.43 72847 21463 96568 1533 0.42 -0.03 0.47 0.00 348433 -77488 85264 -281008 1.22 -0.48 1.38 0.55 PVC 52371 5698 79785 14488 0.65 -0.05 0.45 -0.01 6924 -372 10879 1065 0.80 -0.39 0.84 0.01 3930 1071 9961 1277 0.81 -0.51 1.27 0.05 15186 -565 0 28187 1910 1.47 -0.12 1.38 -0.11 57560 2761 52068 7504 0.81 -0.62 1.41 -0.11 27709 646 35951 -39672 1.07 0.02 1.00 0.22 21037 -789 9 10687 -63102 0.56 -0.74 1.17 0.29 6673 4509 14202 367 1.08 0.21 0.82 -0.14 579.7 11 .6 3.02% 1.45% 80747 1943 20998 -1136 1658 - 25 -1.84% 0.88% 721178 -213529 499203 -43528 LPG 4562 2 1.58% 0.40% 72363 -235 9 43510 -1835 PTA 5600 28 1.12% 0.10% 328839 -144562 590649 -44783 16005 50 0.79% 0.57% 337606 107567 139504 1767 2450 32 1.32% 2.71% 509343 -49505 401726 -56803 PVC 5395 -83 -1.86% -0.12% 669608 54024 707904 -37790 8190 7 0.56% 0.39% 189813 -527 3 209592 -25370 7585 29 0.80% 0.61% 217720 21471 190925 -32585 4537 -10 0.02% -0.44% 96586 -157 46 182179 -132