商品期权：铁矿石期权隐含波动率今日小幅下降，目前高于历史波动率5.2%

8/20/2024 HV 南华期货 南华期货 南华期货 IVIV20HV20 110IV/90IV110IV/90IV 17.05% -0.85 % 17.99% 0.02% 85.38% 0 22% -0.94% -0.02% 10.30% 0.57% 19.46% 0.13% 86.48% 13 .54% -9.16% -0.13% 16.40% -0.57% 18.86% 0.00% 75.86% -0 .69% -2.46% -0.01% 15.09% -0.06 % 16.25% -0.01% 76.52% 0 70% -1.16% 0.01% 18.87% -0.54% 21.57% 0.01% 87.52% -1 .15% -2.70% -0.01% 10.23% -0.12 % 14.12% 0.01% 61.26% -1 .93% -3.89% -0.01% 10.67% -0.03 % 22.70% 0.13% 66.85% 1.85% -12.03% -0.13% 22.99% -1.10% 25.01% 0.01% 96.07% -0 .06% -2.02% -0.02% 18.35% 0.61% 23.12% 0.01% 71.43% 4.10% -4.77% -0.01% 15.89% -0.03 % 18.11% 0.01% 81.07% -0 .40% -2.22% -0.01% 13.18% -0.40% 11.01% 0.00% 67.38% -8.31% 2.17% 0.00% . 603093 南华期货 南华期货 南华期货 . . PCR PCR . PCR PCR 170482 35344 649157 33048 0.42 -0 35 0.74 -0.06 12426 7464 23036 298 1.06 0.0 6 0.72 -0.06 25820 - 1361 43183 4615 0.67 -0 09 0.52 -0.01 13765 - 6288 66659 759 1.25 -0 23 0.53 -0.01 16569 - 8309 47928 1831 0.68 -0 36 0.80 -0.04 53670 -20434 230766 6653 0.50 -0.88 0.95 -0.03 71270 -15113 206462 8018 1.36 0.61 0.51 0.01 88353 -20108 237507 7903 0.48 -0 30 0.46 0.00 134587 -17682 158622 1963 1.19 -0.42 1.76 0.22 133529 -476 301850 9165 0.65 -0.42 0.56 0.02 29777 -16547 112118 1506 0.69 -0 35 0.52 0.00 . . . 南华期货 南华期货 南华期货 . 2942 25 0.34% 1.36% 942080 -74476 1370758 27049 4215 -37 -0.96% -0.73% 96963 45265 157895 18913 3427 -8 -0.95% 0. 31% 94968 -5506 65074 -5477 7408 40 0.90% 1.01% 332646 -140931 591998 12448 8061 4 0.66% 0.70% 463750 -112310 308263 -585 2285 -2 0.57% -0.44% 359421 -134769 618767 23455 5640 -22 -0.48% -0.67% 223423 3055 322381 17175 2183 18 0.74% 1.61% 1032899 -104086 1070563 -4256 7638 60 1.43% 0.77% 595022 -163595 455594 10141 13490 90 1.01% 1.12% 339834 -6697 430791 5159 8666 -10 0.23% -0.19% 31659 -1945 1 120624 1207 18.14% 0.27% 16.32% 0.00% 76.48% -1.46% 1.82% 0.00% 30.12% 0.81% 37.00% 0 .01% 93.66% 1.02% -6.88% 0.00% 15.18% -1.19% 19.96% -0.01% 64.02% -4.58% -4.78% -0.01% 12.55% 0.08 % 12.74% 0.00% 67.33% -0.96% -0.19% 0.00% 18.58% -0.23% 25.15% -0.01% 75.47% -2.74% -6.57% 0.00% 29.85% -1.70% 28.09% 0.02% 88.81% -3.82% 1.76% -0.04% 22.35% -1.51% 28.14% 0.01% 88.17% -2.21% -5.79% -0.03% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 南华期货 南华期货 PCR 63066 -47894 108177 1506 0.66 -0.22 1.26 0.00 PCR PCR PCR PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 562816 -202459 489066 18186 0.91 -0.18 1.08 0.07 135313 -47088 141747 874 1.01 -0 .02 1.02 0.02 137435 3707 94301 4391 0.82 0 06 1.01 -0.01 101402 -12854 94765 1154 1.51 0.35 1.53 0.00 51824 -3996 161944 5408 0.50 -0.11 0.38 0.00 68014 -1129 130465 1368 0.54 -0.22 0.44 0.00 . 574.24 0.54 0.18% - 0.98% 190591 -92197 165080 936 7554 105 2.54% 0.12% 1258724 -320526 474386 17617 73770 -130 0.19% - 0.20% 66518 -37016 137399 -10308 19685 105 1.26% - 0.24% 159659 47246 176739 60350 23305 -40 0.11% - 0.39% 79123 -35315 50331 -3783 75000 1600 3.02% 2.82% 155457 -17858 227057 170 9680 210 1.57% 2.67% 239753 26478 183200 4216 28.50% 1.31% 31.55% 0.01% 85.82% 2.13% -3.05% 0.01% 34.07% -0.44% 30.54% 0.01% 96.03% -0.08% 3.53% -0.01% LPG 20.97% 0.00% 46.21% 0.27% 84.69% 4.72% -25.24% -0.27% PTA 17.03% -1.39% 16.73% 0.00% 76.92% -0.15% 0.30% -0.02% 20.12% 0.58% 32.50% 0.17% 85.95% 1.25% -12.38% -0.17% 15.84% 0.02 % 16.07% 0.01% 70.34% 2.90% -0.23% -0.01% PVC 16.42% 0.14 % 14.54% -0.01% 71.61% 2.86% 1.88% 0.01% 12.24% -1.54% 9.42% 0.02% 61.45% -22.27% 2.82% -0.03% 11.56% 1.46% 8.61% 0.00% 58.89% 5.90% 2.95% 0.01% 11.69% -0.95% 14.05% 0.02% 54.83% -5.82% -2.36% -0.03% 17.03% -0.66% 17.43% 0.00% 76.71% 3.58% -0.40% -0.01% 13.18% 0.11 % 11.53% 0.01% 63.03% 1.53% 1.65% -0.01% 17.82% -3.18% 24.96% 0.06% 82.08% -23.45% -7.14% -0.10% 18.62% 1.59% 15.62% -0.01% 75.85% 0.52% 3.00% 0.02% 72178 17602 31652 2948 1.42 0. 09 0.75 -0.25 198465 -63244 389863 22219 0.64 -0.19 0.33 0.00 LPG 20373 4634 21785 1694 1.35 0. 11 0.99 -0.08 PTA 364100 -1641 5 353920 20363 1.65 -0.66 1.18 -0.17 73218 -10715 102291 -306 0.51 0. 01 0.53 0.00 113071 -10914 157473 11246 1.54 -0.63 1.37 0.07 PVC 66945 -2812 138113 10938 0.56 0. 01 0.44 0.03 10016 3343 15997 510 1.23 -0.55 0.70 0.01 9623 2858 17688 589 2.00 0.94 0.91 0.05 36337 6535 46307 2933 0.80 -0.61 1.28 -0.01 129363 13714 107309 10135 2.95 0.38 1.48 -0.05 27722 1107 43275 2616 1.09 -0.20 0.80 -0.07 4557 -2976 20197 667 1.53 0. 17 1.17 -0.05 20006 -475 27599 1918 1.15 -0.47 0.73 -0.10 547.7 -12.5 -2.79% -0.26% 127192 72243 29473 15843 1616 20 1.89% 2.33% 1316621 -298238 870215 26595 LPG 5041 -9 -0.04% -0.02% 106373 36231 69466 1506 PTA 5390 12 -1.25% 2.20% 893768 2511 2 1202041 7471 16235 80 1.09% 0.72% 305233 -717 12 161882 2309 2487 44 1.80% 2.25% 621397 195114 694751 27284 PVC 5437 31 0.93% 0.22% 526025 -256914 371650 -85013 8036 -20 0.04% 0.36% 350097 95145 385962 27261 7513 -1 0.00% -0.01% 400964 133924 338633 17143 4663 64 1.52% 0.18% 219404 -18 91 242604 26989 9213 38 -0.2