商品期权：红枣期权隐含波动率自上市以来不断走低，叠加目前红枣基本面偏弱

PCR PCR PCR PCR 8/26/2024 603093 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 IV IV 0.42% 1.21% 3.05% 20HV20HV 110IV/90IV 110IV/90IV 0.14% 0.01% 0.00% 0.03% 0.02% 0.14% 0.03% 0.04% 0.01% % 17.53% 0.87% 2.85%0.25% 0.84% 1.58% 5.11% % -0.02% -0.15% -0.02% % -0.01% 0.03% 4.47% 0.73% 67.38% -0.03% 8.17% 0.29% 12.64% -2.74% -1.09% 77.39% 17.87% 0.10% 15.13% -0.03 -7.42% 70.34% 25.21% 17.79% -1.02% 1.20% 100.04% 24.94% 23.92% -10.86% -0.65% 67.75% 21.87% -0.51% 11.01% -3.89% 63.05% 14.88% 0.22% 10.99% -0.04 -5.99% 89.57% 22.91% -0.12% 16.92% 0.00% -2.72% 74.66% 16.27% -0.10% 13.55% 0.02% -1.36% 88.16% 19.97% 18.61% -0.12 -10.07% 1.19% 72.20% 20.12% 10.05% 0.00% -0.41% -2.19% 90.36% 0.01% 17.47% 17.06% 205149 85400 685792 20374 0.71 -0.06 0.75 0.00 12124 66 30 27404 442 0.76 0.24 0.62 -0.03 67551 31128 53815 941 0.70 -0.13 0.64 0.06 96396 78819 115629 43636 0.41 -0.48 0.40 -0.19 36849 87 24 49292 -1903 0.87 0.32 0.71 -0.03 67381 19597 243768 2946 1.22 0.20 0.95 0.04 68266 -51870 221199 -489 1.14 -0.89 0.51 0.00 104094 24626 253259 4451 0.68 0.05 0.44 -0.01 315012 96576 242021 41057 0.79 -0.12 1.35 0.01 110463 40752 326166 7195 0.82 0.05 0.61 0.00 33247 74 2 114985 666 0.60 -0.58 0.57 0.02 2955 26 0.44% 1.59% 1510879 601548 1487136 59115 4260 47 0.97% 1.26% 111361 56751 160189 -6672 3502 71 1.68% 2.75% 166140 101854 93988 70396 7566 140 1.69% 1.91% 649448 271640 631256 10333 8290 216 2.14% 3.08% 648920 70633 322718 5395 2333 21 0.82% 0.78% 409533 15925 635182 3261 5573 37 0.54% 1.06% 287470 -25060 377378 -482 2205 40 1.19% 3.19% 1477342 364951 1112916 7678 8078 266 3.67% 2.71% 872738 226856 580888 54728 13800 220 1.55% 1.88% 300619 71401 456493 10448 8664 -2 0.23% 0.35% 43640 5209 112466 -1239 17.43% -0.12% 12.82% 0.00% 79.63% -0.07% 4.61% 0. 00% 29.75% -0.27% 28.93% 0.01% 96.84% 4.67% 0.82% -0.01% 14.70% -0.03% 18.52% 0.02% 67.12% 5.57% -3.82% -0.02% 11.64% -0.35% 12.67% 0.00% 68.92% 7.18% -1.03% 0. 00% 18.69% -0.53% 24.38% 0.00% 82.15% 1.13% -5.69% 0. 00% 33.22% 0.48% 34.21% 0.00% 94.81% 1.53% -0.99% 0.0 1% 24.16% 2.18% 28.71% 0.00% 87.03% 3.93% -4.55% 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 73298 2401 107905 -4615 1.01 -0.05 1.27 -0. 01 IV IV 20HV20 110IV/90IV 110IV/90IV HV 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 562.7 17.4 3.48% 3.14% 103094 - 9393 26050 -340 3 1579 33 1.41% 5.09% 1764872 173654 989414 15794 LPG 5140 113 2.04% 2.72% 102504 18030 73068 1853 PTA 5464 114 2.17% 3.13% 752618 47088 1184982 -86962 16440 90 0.80% 0.09% 282836 -95328 169823 1798 2530 37 1.32% 2.24% 664162 195438 650398 682 PVC 5661 119 1.80% 4.42% 1062106 63678 813932 -292 6 8116 103 0.83% 1.70% 321786 80271 394464 -837 7 7605 99 1.10% 1.87% 355268 83804 372837 14712 4715 66 1.16% 1.71% 219049 61730 265485 17497 9197 143 2.27% 2.36% 337279 -812 312887 25793 7288 140 1.82% 3.25% 102998 - 2018 155289 -14154 1892 22 0.85% 2.79% 221687 101203 151682 502 7834 152 2.14% 2.76% 80837 - 3877 79955 -12049 398040 -324444 -73445 -50988 -61490 10146 9677 -0.31 -0.23 2 0.21 -0.23 03 02 -0. 0.41 -0.08 0.82 142146 37723 97401 -0. 0.34 -0.04 0.52 195612 -1948 76332 1.49 -0.06 1.04 35328 -43466 132145 1.35 -0.29 0.86 46742 23791 140081 0.0 1.07 -0.39 0.91 65785 45922 183417 0.98 0.99 218352 1361580 576.2 3.62 0.91% 1.18% 218021 12909 155282 -392 7676 183 2.92% 3.40% 1775958 368419 489696 17422 75170 1670 2.16% 2.82% 133984 48393 163614 11110 19925 130 0.50% 0.63% 159839 22794 184377 3853 24200 200 1.55% 0.05% 202882 -20026 125487 -376 74350 1000 0.27% 4.26% 183293 -964 221357 3468 9500 -95 -1.14% 0.39% 314087 125719 190501 14861 26.39% -2.89% 34.31% 0.02% 87.97% -1 .22% -7.92% -0.05% 35.02% 2.09% 35.05% 0.00% 92.35% 1 .36% -0.03% 0.02% LPG 21.08% 0.36 % 45.85% 0.29% 90.78% 6 .62% -24.77% -0.29% PTA 15.00% -1.18% 19.26% 0.02% 67.45% -0 .85% -4.26% -0.03% 17.82% 0.49 % 31.09% 0.20% 77.21% -1 .10% -13.27% -0.19% 14.02% -0.78% 15.97% 0.00% 67.47% -5 .40% -1.95% -0.01% PVC 16.66% 0.63 % 19.11% 0.02% 71.53% 5 .07% -2.45% -0.02% 12.28% 2.11% 10.67% 0.03% 103.37% 31.90% 1.61% -0.01% 9.77% 0.11 % 9.98% 0.01% 72.32% 14.68% -0.21% -0.01% 11.11% -1.92% 14.61% 0.02% 59.13% -6 .81% -3.50% -0.04% 16.93% -0.77% 19.37% 0.02% 77.13% 0 .84% -2.44% -0.03% 12.60% -0.69% 15.21% 0.02% 66.91% 0 .16% -2.61% -0.03% 17.34% -1.84% 25.92% 0.06% 72.31% -14.24% -8.58% -0.08% 14.86% -1.39% 18.02% 0.01% 57.18% -11.22% -3.16% -0.02% PCR PCR PCR -48231 24903 LPG PTA -21757 -62047 PVC -26041 -1.16 -0.47 13285 -3128 -8760 -0.78 -1.06 -0.80 PCR 0.09 0.01 0.22 0.02 0.09 0.03 0.01 0.02 0.04 0.08 0.02 0.02 0.02 0.08 0.73 0.41 1.54 1016 31108 2663 14913 - 1.44 0.05 1.72 1297 25268 3066 9310 0.77 0.84 -479 44936 19260 1.32 1.19 5200 130603 130490 - 1.21 0.64 2019 51933 35528 - 0.98 -0.53 1.51 631 21420 -1188 10465 0.73 -0.30 1.33 1329 20199 2715 9063 - 0.45 0.48 2328 155602 89287 1.52 1.27 5777 178659 14982 118019 0.67 0.06 0.50 32249 77768 1.16 -0.53 1.60 1417