商品期权：玻璃期权隐含波动率今日盘中持续上升，目前处于自上市以来最高水平

IV IV 20HV20HV 110IV/90IV 110IV/90IV -2.29% 0.00% -12.73% -0.01% -0.02% -7.59% -10.34% 0.13% -0.13% -5.38% -13.05% -35.45% -3.67% -7.73% -0.07% 0.00% 红枣 0.01% -0.20% 13.91% 113.91% 0.00% 25.75% 0.83% 25.55% 0.00% 4.09% 70.31% 8.65% 0.23% 12.74% 0.00% -2.02% 77.17% 0.00% 17.77% 0.44% 15.75% -6.42% 71.09% 0.01% 23.51% 17.09% -0.01% -3.63% 93.50% 0.01% 25.21% % -0.38 21.58% -11.38% % -3.74 67.35% 22.23% % -0.02 10.85% -0.01% -3.48% % 5.36 60.87% 0.02% 14.48% 0.79% 11.00% -0.01% -5.30% 84.32% 0.01% 21.97% % -0.71 16.67% 0.00% -2.88% 71.47% -0.01% 16.08% % -0.65 13.20% 0.02% -1.32% % 4.58 99.85% 0.00% 20.95% 1.71% 19.63% -3.22% 75.50% 23.19% 19.97% -2.98% % -4.52 75.82% 0.01% 18.28% % -0.19 15.30% PCR 10302 PCR 0.07 PCR PCR -70987 8257 4587 55611 0.21 0.55 0.11 0.11 0.46 0.26 0.33 0.25 1 0.05 0.04 -0.05 30044 65156 63683 9210 2769 7499 0.04 -0.10 红枣 1 -0.0 0.30 -0.18 0.34 -134 23211 3 257 5630 0.02 0.54 0.23 0.79 -2056 115125 39042 66229 0.01 0.64 1.07 363770 141818 1.00 0.96 324434 406500 0.52 0.71 284186 130754 0.00 0.52 1.07 1190 241777 61 -11 74473 1.00 1.25 680 273435 109830 0.81 0.74 -72 53555 39 -34 32383 0.02 0.40 0.88 170252 54773 1.00 0.83 78000 4 276 81228 -0.0 0.29 0.02 0.29 895 12897 39 -3 3194 0.02 0.71 0.53 807517 148 -27 192038 IV IV 20HV20HV 110IV/90IV 110IV/90IV 9/2/2024 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 南华期货 南华期货 南华期货 3031 4 0.26% -0.64% 1310662 199229 1528740 -33239 6821 -29 -0.04% -0.25% 64526 -17464 98885 -4947 3617 -14 0.08% -1.68% 131577 11529 81938 -6585 7652 -132 -1.24% -2.96% 525410 40118 657428 -9073 8329 -195 -1.70% -3.93% 547030 -42136 299107 -26303 2287 -51 -2.10% -1.97% 659680 255566 592031 -35399 5635 -17 -0.44% -0.58% 240224 12685 350455 -6781 2240 -8 -0.71% -1.29% 1240303 131132 1048846 -14624 7906 -150 -1.76% -2.79% 812780 162901 554998 -27586 13550 -200 -1.85% -1.81% 366249 83246 479249 -3900 8594 -142 -1.63% -1.65% 68783 37848 88476 -4557 红枣 10065 -185 -2.42% -1.84% 46468 8666 58870 -528 14.60% -0.31% 12.20% 0.00% 67.69% -2.91% 2.40% 0.00% 27.69% 0.02% 28.52% 0.00% 87.08% -8.60% -0.83% 0.00% 15.10% 1.00% 16.92% 0.00% 63.55% -4.17% -1.82% 0.01% 12.73% 1.08% 12.02% 0.00% 62.49% -1.10% 0.71% 0.01% 17.71% 0.81% 23.58% 0.00% 72.46% -4.42% -5.87% 0.01% 33.24% 1.26% 35.17% 0.00% 95.13% 1.27% -1.93% 0.01% 24.85% 1.44% 31.04% 0.00% 83.25% -2.82% -6.19% 0.02% 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 540.6 -18.3 -3.03% -4.04% 137897 9313 22799 3757 1503 -93 -5.89% -6.90% 2220455 146321 1254098 134361 LPG 5032 -109 -2.08% -2.04% 89004 15503 56384 -9331 PTA 5140 -258 -5.06% -5.17% 1150392 473228 1413701 174465 16360 -280 -1.68% -1.20% 413249 55568 167136 -6676 2477 -51 -1.94% -1.55% 585275 113367 622768 5123 PVC 5470 -116 -2.39% -1.77% 1146295 -71112 1047337 78427 8038 -114 -1.36% -1.56% 294690 92971 388601 3134 7538 -90 -1.23% -1.26% 339594 118095 391837 -5134 4734 -56 -0.86% -1.28% 251014 45181 327358 -4831 9238 -77 -0.36% -1.74% 302450 -31399 304268 -21916 7070 -180 -2.80% -2.94% 107670 8221 79739 -12428 1862 -13 -0.75% -0.59% 137383 27026 176493 9835 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 86100 26503 111257 -2894 0.99 0.02 1.34 0.08 417841 164117 281695 4625 1.20 0.10 0.97 -0.08 93255 13994 90250 7152 1.79 0.61 1.19 0.12 59413 10302 61093 3312 1.82 0.31 1.36 -0. 01 66992 18913 54184 2452 2.19 0.65 1.67 0.09 189973 23239 243416 5965 0.67 0.12 0.35 -0.08 284938 115720 190310 2719 0.76 0.19 0.40 -0.17 570.82 -3.24 -0.69% -0.45% 208531 178 107238 -7813 7223 -280 -3.82% -3.78% 1494276 363626 478702 8836 73610 -610 -0.54% -0.59% 93045 -14271 165620 -2 652 19550 -300 -0.96% -1.39% 153763 3138 174674 -9049 23630 -420 -1.71% -1.85% 191700 -6050 112143 -5828 75200 -3700 -3.90% -6.97% 291828 2926 229216 -3062 9615 -510 -4.85% -5.90% 362747 -22184 202727 -2674 IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 南华期货 28.87% 1.47% 33.62% 0.00% 85.87% -3.58% -4.75% 0.01% 35.11% 0 .43% 34.01% 0.00% 91.50% -3.67% 1.10% 0.00% LPG 18.52% -1.28% 45.93% 0.28% 86.83% -6.26% -27.41% -0.29% PTA 19.78% 4.32% 18.18% 0.00% 83.60% 11.02% 1.60% 0.04% 15.83% -2.25% 30.50% 0.20% 84.97% -2 88% -14.67% -0.22% 13.28% 1.19% 13.56% 0.00% 66.20% -14.18% -0.28% 0.01% PVC 14.97% -0 .94% 17.89% 0.00% 74.51% -8.48% -2.92% -0.01% 10.62% 2.30% 9.80% 0.02% 81.44% -9.09% 0.82% 0.00% 9.71% 0.73% 8.33% 0.00% 82.92% -13.64% 1.38% 0.00% 13.76% -0 .09% 12.60% 0.01% 67.88% 18.47% 1.16% -0.01% 17.09% -0 .09% 16.76% 0.01% 77.09% -12.77% 0.33% -0.01% 15.13% 1.87% 15.14% 0.00% 76.80% 2.8 9% -0.01% 0.02% 17.39% -1.67% 23.64% 0.06% 78.30% -4 18% -6.25% -0.07% 18.52% 3.21% 16.52% -0.01% 89.08% 7.5 6% 2.00% 0.04% 玻璃 37.29% 3.36% 30.95% 0.06% 98.62% 0.05% 6.34% -0.03% . PCR PCR PCR PCR . 97761 23807 45155 4960 1.11 0. 25 0.65 -0.26 664533 275338 670836 53521 0.60 0. 04 0.31 -0.0 4 LPG 44505 13644 41888 121 1.05 0. 08 1.12 -0.10 PTA 696116 456374 467192 28731 1.67 0.62 0.81 -0.17 30637 10236 41561 1295 0.55 0. 03 0.69 0.0 0 153351 59367 201659 959 2.13 0. 31 1.44 -0.0 1 PVC 170721 37580 194656 5957 0.98 0.53