商品期权：PTA期权隐含波动率今日盘中上升近4%，同时基本面供需依旧过剩，后市行情偏震荡下行

-19 -4 -29 40 5.31% 3 2.67% 5.92% -52986 -28059 -403 81242 124428 96111 -116488 94177742 2141383 34415 10098 -13323 7169 13352 19636 559 24379 21492 19108 6291 - 119417 06 137 51110 0.21% 0.42% 40 8676 425632 346531 -0.07% -0.11% 0 13400 445453 758617 0.45% 0.66% 7578 1074819 1136985 -0.55% -0.87% -1 2165 305206 52 195 220368 0.19% 26 5662 595312 494190 1.02% 3 2287 308848 576060 -0.15% -0.04% 28 8057 579550 473577 0.11% -0.11% 7368 70551 100474 -1.38% -1.26% 3435 138982 51698 -0.23% 4252 1343709 1016556 -0.95% -1.02% 2917 603093 南华期货 南华期货 南华期货 8/19/2024 HV 南华期货 南华期货 南华期货 17.90% 0.36% 17.43% 0.01% 85.16% 1 .67% 0.47% 0.00% 9.73% 1.54% 19.50% 0.13% 72.94% 5.59% -9.77% 0.12% 16.97% 1.11% 18.90% 0.00% 76.54% 3.96% -1.93% 0.01% 15.15% -0.39% 16.14% -0.01% 75.83% -0.99% -0.99% 0.01% 19.41% -0.04% 21.64% 0.01% 88.67% -2.22% -2.23% -0.01% 10.35% 0.21% 14.15% 0.03% 63.19% 1 .69% -3.80% -0.02% 10.70% -0.97% 22.71% 0.13% 65.01% -2.88% -12.01% -0.14% 24.09% 0.73% 25.12% 0.01% 96.13% 1 .02% -1.03% -0.01% 17.74% -0.62% 22.94% 0.01% 67.32% -2.22% -5.20% -0.02% 15.92% 0. 08% 17.70% 0.00% 81.47% 0 .99% -1.78% 0.00% 13.58% -0 02% 11.13% -0.03% 75.70% 9.29% 2.45% 0.03% IVIV20HV20110IV/90IV110IV/90IV - PCR PCR PCR PCR 南华期货 南华期货 南华期货 . 135138 -34282 616109 17585 0.77 0.23 0.80 0.01 4962 -6 716 22738 835 1.00 -0.73 0.79 -0.02 27181 -5 383 38568 913 0.76 0.18 0.54 0.07 20053 2559 65900 2155 1.47 0.54 0.54 0.02 24878 8181 46097 2470 1.04 0.38 0.84 -0.02 74104 14424 224113 4497 1.39 0.21 0.98 0.00 86383 241 2 198444 7744 0.74 0.0 4 0.50 -0.03 108461 -27108 229604 9190 0.78 0.15 0.46 -0.01 152269 25239 156659 13471 1.61 0.41 1.53 0.12 134005 33186 292685 9608 1.07 0.37 0.54 0.01 46324 17581 110612 2736 1.03 0.35 0.53 0.02 17.87% 0.90% 16.46% 0.00% 77.93% 4.79% 1.41% 0.01% 29.31% 0.0 6% 36.75% 0.01% 92.64% 5.11% -7.44% -0.01% 16.37% 0.48% 20.51% 0.00% 68.61% 1.96% -4.14% 0.01% 12.47% -0.25% 13.04% 0.00% 68.29% 7.86% -0.57% -0 .01% 18.81% -0. 14% 25.69% 0.00% 78.21% 1.65% -6.88% 0. 00% 31.55% -0.83% 25.85% 0.01% 92.63% 2.46% 5.70% -0.02% 23.86% 0.28% 26.71% -0.01% 90.38% 4.19% -2.85% 0.02% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 南华期货 南华期货 PCR 110960 34891 106671 2200 0.88 -0.32 1.26 0.0 1 765275 110475 470880 33422 1.10 -0.02 1.02 0.06 182401 -20080 140873 4356 1.02 0.07 1.00 0.0 0 133728 41568 89910 4594 0.76 -0.28 1.02 0.07 114256 -40177 93611 2234 1.16 -0.17 1.53 -0.09 55820 2371 156536 11749 0.61 0.06 0.38 0.02 69143 -20267 129097 7048 0.76 0.06 0.44 0.0 0 PCR PCR PCR PCR 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 573.7 5.96 1.16% 0.63% 282788 86256 164144 2439 7449 163 2.42% -0.43% 1579250 -25405 456769 11786 73900 -30 0.39% -1.78% 103534 -71 73 147707 -7103 19580 210 1.50% 0.14% 112413 -10 363 116389 -8411 23345 20 0.50% -1.47% 114438 -38 246 54114 - 4212 73400 450 0.20% -0.21% 173315 -56 87 226887 1690 9470 -130 -1.10% -3.55% 213275 -135604 178984 7173 27.19% 1.33 % 30.82% 0.00% 83.69% 0.03% -3.63% 0.02% 34.51% -0.3 4% 30.06% 0.01% 96.10% 4.94 % 4.45% -0.01% LPG 20.97% 0.60 % 46.12% 0.26% 79.98% -1.54 % -25.15% -0.25% PTA 18.42% 4.21% 16.58% 0.03% 77.07% 18.59% 1.84% 0.01% 19.54% 0.87 % 33.16% 0.18% 84.70% 2.56 % -13.62% -0.17% 15.82% -0.5 1% 14.73% 0.00% 67.43% -0.55 % 1.09% -0.01% PVC 16.28% 0.33 % 15.14% 0.01% 68.75% 2.29 % 1.14% -0.01% 13.78% 2.60% 9.49% 0.02% 83.72% 18.79% 4.29% 0.00% 10.10% -5.45% 8.61% 0.00% 52.99% -30.08% 1.49% -0.06% 12.64% 0.69 % 13.24% 0.02% 60.65% 3.61 % -0.60% -0.01% 17.69% 0.35 % 17.39% 0.00% 73.13% -1.39 % 0.30% 0.00% 13.07% 1.95 % 10.73% 0.02% 61.51% 5.74% 2.34% 0.00% 21.00% 0.35 % 24.39% 0.06% 105.53% 8.81% -3.39% -0.06% 17.03% 1.37 % 15.54% 0.02% 75.32% 7.73% 1.49% 0.00% 54576 21941 28704 3533 1.33 -0.20 1.00 -0.07 261709 -14149 367644 28385 0.83 0.11 0.33 -0.0 1 LPG 15739 3476 20091 2133 1.24 0.16 1.07 -0.09 PTA 380515 161046 333557 13981 2.31 0.89 1.34 -0.12 83933 -3347 102597 -174 0.50 0.09 0.53 0.00 123985 -11834 146227 11795 2.17 0.47 1.31 -0.09 PVC 69757 -9138 127175 7496 0.55 -0.33 0.41 0.00 6673 -4308 15487 -1124 1.78 1.21 0.70 -0.07 6765 -4712 17099 498 1.06 0.50 0.86 -0.08 29802 792 43374 1874 1.41 -0.14 1.29 0.06 115649 16497 97174 12475 2.57 1.17 1.53 0.09 26615 7024 40659 1276 1.29 -0.06 0.87 -0.07 7533 -2663 19530 1954 1.35 0.00 1.22 0.03 20481 10508 25681 5137 1.62 -0.12 0.84 -0.17 IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 南华期货 560.2 -11. 5 -2.52% -2.93% 54949 262 13630 -2 850 1596 14 -0.44% -0.69% 1614859 - 32208 843620 16 411 LPG 5050 7 -0.02% -12.91% 70142 - 11276 67960 35 98 PTA 5378 -172 -3.45% -4.17% 868656 315767 1194570 176638 16155 95 0.37% -0.47% 376945 5045 159573 56 44 2443 7 -0.45% -1.28% 426283 -120532 667467 74 0 PVC 5406 62 0.71% 0.95% 782939 101183 456663 -92565 8056 28 -0.32% 1.26% 254952 - 37862 358701 89 42 7514 25 0.01% 0.58% 267040 8536 321490 16 440 4599 77 1.34% 1.01% 221295 106945 215615 93105 9175 -102 -1.29% -1.99% 205664 4459 177304 -26387 7