商品期权：苹果期权隐含波动率今日小幅上升，叠加短期内苹果基本面偏向维持低位震荡格局

PCR 23853 29879 48900 23903 PCR -0.28 PCR 10500 28967 -0.23 15261-0.55 38076-0.30 -0.21 -3692123680 -35898 红枣 PCR -0.060.05 0.11 -0.03 0.04 0.03 0.01 0.00 0.00 0.00 0.02 0.01 0.33 -0.01 0.41 774 22018 64 -35 3441 - 0.55 0.13 0.73 -608 114377 23435 56682 0.61 -0.06 0.76 7892 334058 74565 1.35 0.10 0.90 265701 278091 0.45 0.47 11704 264963 4 449 108588 0.52 0.83 4306 225505 106342 0.98 0.67 6815 250583 82642 0.75 0.64 2997 52289 7 24 37096 0.37 0.09 0.50 144596 106896 0.75 -0.02 0.69 7737 61552 7 224 69798 0.47 -0.01 0.78 159617 111387 0.69 0.43 734692 229002 41 66 74 1.09% 2.42% 0.74% -446629 -33843 -53843 -114812 -80589 40 0.69% -2.11% -0.96% -338305 -179023 -74066 红枣 24748 1100 1585 2589 -884 8492 8582 7788 1433 8789 0568 -413 57303 -22929 41527 37% -0. 1.73% 105 10305 -1 101898 30829 74469 0.78% 1.02% 92 8756 465282 226553 0.58% -5 13795 - 579455 693715 1.56% -16 8062 1120704 1139037 1.88% 17 2222 - 368796 16426 303896 21% 0. 0.75% 5613 643674 26150 435683 04% 0. 0.86% 12 2345 321834 568331 06% 0. 2.20% 8364 - 628667 534636 07% 0. 1.76% 7632 - 92403 112297 2.43% 3543 - 114147 71622 -0.09% 1 6879 1511884 1064250 1.53% 23 2978 IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 HV 8/27/2024 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 16.44% -0.62% 17.79% 0.01% 88.15% -2.21% -1.35% -0.02% 23.62% 1.25% 23.70% -0.01% 104.56% 2.60% -0.08% 0.02% 18.14% -0.47% 20.48% 0.01% 95.17% 7.02% -2.34% -0.01% 14.03% 0.48% 16.27% -0.01% 81.00% 6.35% -2.24% 0.01% 17.21% 0.29% 21.71% 0.00% 91.06% 1.49% -4.50% 0.01% 10.92% -0.07% 14.95% 0.01% 65.00% 1.95% -4.03% -0.02% 10.89% -0.12% 21.98% 0.14% 72.26% 4.51% -11.09% -0.14% 23.19% -0.73% 25.02% 0.01% 98.10% -1.95% -1.83% -0.02% 21.71% 3.92% 25.17% 0.01% 89.78% 19.44% -3.46% 0.03% 15.00% -0.13% 17.87% 0.00% 79.41% 2.02% -2.87% 0.00% 13.28% 0.64% 8.63% 0.00% 78.53% 11.16% 4.65% 0.00% 红枣 28.23% 0.00% 26.63% 0.00% 100.00% 0.00% 1.60% 0.00% 16.94% -0.49% 12.83% 0. 00% 77.64% -1.99% 4.11% -0.01% 28.83% -0.92% 28.86% 0. 00% 97.04% 0.20 % -0.03% -0.01% 14.00% -0.70% 18.24% 0. 00% 67.28% 0.15 % -4.24% 0.00% 11.84% 0.20% 11.50% -0.01% 61.76% -7.15% 0.34% 0.01% 17.89% -0.80% 24.04% 0. 00% 81.84% -0.31 % -6.15% 0.00 % 34.03% 0.81% 34.75% 0.01% 98.87% 4.06% -0.72% 0.00% 22.71% -1.45% 30.95% 0.02% 86.78% -0.25 % -8.24% -0.03% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -2.84% -0.45% -0.64% 0.27% -0.30% 0.19% -0.19% PVC -3.49% -44.25% -0.05% 2.57% 24.65% 玻璃 -2.60% -0.08% -1.95% % -0.34 94.98% 0.06% 33.35% 31.40% 0.01% -2.65% 81.82% -0.01% 17.82% % 0.31 15.17% -0.05% -7.46% % 2.63 74.94% 0.05% 25.13% % 0.33 17.67% 0.00% -2.95% % -0.77 66.15% 0.00% 15.30% 5% -0.2 12.35% -0.03% -3.72% % -2.51 74.62% 0.01% 19.39% 6% -1.2 15.67% 0.02% -0.48% % -2.46 56.67% 0.01% 14.16% 13.68% 0.00% 0.43% % 5.16 77.48% 0.00% 9.58% % 0.24 10.01% -1.79% 59.11% 0.02% 10.58% 8.79% -0.01% -2.99% 17.47% 89.00% 0.00% 18.45% 0% -1.2 15.46% 0.02% -0.39% 17.12% 84.59% -0.01% 14.77% % 0.36 14.38% -12.88% % 3.79 81.00% 30.06% 17.18% 0.00% -4.45% % 0.29 67.74% 0.00% 19.00% 14.55% -27.49% % -9.36 81.43% 45.73% 18.24% -0.05% -4.59% % -1.25 91.11% 0.01% 36.04% -3.57% 31.45% 0.00% -7.68% % 2.16 90.13% 0.00% 33.89% 8% -0.1 26.21% PCR PCR PCR LPG PTA -14227 -89215 -59877 9724 -0.33 PVC -0.54 -0.67 57673 9891 12868 玻璃 17710 69270 11124 31256 -0.83 -0.39 -0.26 PCR 0.10 0.03 0.06 .00 -0.02 .01 .01 .03 -0.05 -0.07 -0.070.03 .01 0.11 0.03 0.47 0.82 209215 218805 0.84 1.14 42232 32623 0 1.44 0.89 1851 27119 517 -3 5793 0.80 0.02 0.87 -467 44469 462 -5 13798 1.24 -0.20 0.98 143471 8 186 132358 1.14 -0.21 0.43 61824 93201 0.92 0.84 264 21684 327 -2 8138 -0 0.70 0.79 1032 21231 082 -2 6981 0 0.46 0.00 0.48 10079 165681 0 928 98567 0 1.53 0.11 1.38 2956 181615 588 -26 91431 0.65 0.00 0.50 2013 34262 17891 0 1.16 1.28 399483 215163 1.43 -0.10 0.92 2643 33623 25103 0.35 -0.25 0.67 21752 520343 104080 414378 0.96 -0.14 1.19 1256 36574 5 447 57332 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 570.4 7.7 2.83% -0.65% 87464 -1 5630 24455 -1 595 1614 35 3.86% 2.45% 2096476 331604 988166 -1 248 LPG 5181 41 1.53% -0 .52% 57668 -4 4836 74450 13 82 PTA 5478 14 1.11% -1.06% 523316 -229302 1172099 -12883 16500 60 0.73% -0.06% 291939 91 03 169940 11 7 2535 5 0.64% -0.69% 462266 -201896 639397 -11001 PVC 5669 8 1.34% -0.46% 1058639 -3 467 839783 25851 8165 49 1.25% 0.42% 258292 -6 3494 381429 -13035 7647 42 1.06% -0 .05% 271500 -83768 382581 9744 4758 43 1.80% 0.64% 287110 68061 294227 28742 9185 -12 0.66% -1.61% 257074 -80205 309284 -3 603 7334 46 1.41% -0 .41% 76807 -2 6191 140552 -14737 1884 -8 0.75% -0 .10% 126444 -95243 155412 37 30 PCR PCR PCR 50203 -23095 109015 1110 1.03 0 02 1.25 -0. 02 202758 -1E+06 242823 24471 1.07 0.08 0.99 0.01 61544 -121873 73117 7332 0.86 -0 .05 1.09 0.01 37781 -102300 49139 2397 1.22 0.35 1.37 0.02 47270 -84875 40824 5496 1.05 0 01 1.42 -0.07 112321 35989 207818 12206 0.46 -0.06 0.34 0.01 116854 19453 144756 2610 0.54 -0.28 0.45 0.04 PCR . 南华期货 南华期货 南华期