商品期权：菜粕期权隐含波动率今日大幅上升，目前高于历史波动率9.16%

IV IV 20HV20 110IV/90IV 110IV/90IV HV 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 529622 337584 813625 6108 0.50 -0 .04 0.74 0.03 4602 1408 14643 1746 0.81 0.52 0.35 0.06 156966 75738 79485 1485 0.64 -0.19 1.17 0.17 84846 30073 172729 2477 0.74 -0.14 0.42 0.02 93021 60638 60674 7119 0.54 -0.20 0.87 0.05 145546 35716 286819 13384 1.26 0 .01 0.98 -0.02 96181 21708 243663 1886 1.29 0.22 0.52 0.00 495184 364430 314642 30456 0.38 -0.33 0.57 0.05 628157 221657 329398 4964 0.77 -0 .19 1.11 0.10 119783 -22035 373590 9820 0.69 -0.38 0.64 0.00 68315 2086 117104 1979 0.49 -0.30 0.54 0.00 红枣 5879 249 24131 920 0.29 -0 .05 0.31 0.01 9/3/2024 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 IVIV20HV20110IV/90IV110IV/90IV 17.37% 2.07% 18.01% 0.00% 83.23% 7.41% -0.64% 0.0 2% 21.24% 1.27% 23.18% 0.00% 80.55% 5.05% -1.94% 0.0 1% 19.62% -0.01% 20.59% 0.00% 92.59% -7 .26% -0.97% 0.0 0% 16.06% 2.86% 16.73% -0.01% 83.69% 12.22% -0.67% 0.04% 26.91% 10.24% 23.53% 0.01% 111.57% 27.25% 3.38% 0.10% 10.99% -0.01% 15.31% 0.01% 60.45% -0 .42% -4.32% -0.0 1% 11.04% 0.19% 22.22% 0.13% 66.27% -1 .08% -11.18% -0.13% 33.96% 12.38% 24.80% 0.01% 111.97% 18.47% 9.16% 0.12% 17.55% 0.46% 23.95% 0.01% 74.94% 3 .85% -6.40% -0.0 1% 16.07% 0.32% 17.78% 0.00% 76.20% -0 .97% -1.71% 0.0 0% 12.51% -0.23% 10.44% 0.00% 73.16% 2 .85% 2.07% 0.0 0% 红枣 24.57% -0.98% 25.55% 0.00% 100.66% -13.25% -0.98% -0.0 1% PCR PCR PCR PCR 3070 39 1.62% 1.36% 2652460 1341798 1525956 -27 84 6808 -13 -0.40% -0.35% 47413 -17113 94976 -39 09 3702 85 2.18% 2.10% 187296 55719 82560 622 7798 146 1.04% 2.28% 822694 297284 630620 -26808 8841 512 4.91% 6.61% 1550990 1003960 293770 -53 37 2272 -15 -1.82% 0.28% 660198 518 579375 -12656 5624 -11 -0.28% 0.16% 272565 32341 347561 -28 94 2375 135 6.03% 6.74% 2849590 1609287 1018526 -30320 7998 92 0.53% 2.29% 1124113 311333 541882 -13116 13770 220 0.73% 2.58% 347596 -18653 500921 21672 8620 26 0.21% 1.83% 65182 -3601 80846 -7630 红枣 9995 -70 -0.74% 1.68% 32412 -14056 60346 147 6 14.57% -0 .03% 8.29% 0.00% 68.21% 0.5 3% 6.28% 0.00% 28.19% 0.50% 29.22% 0.00% 90.70% 3.63% -1.03% 0.01% 15.84% 0.74% 15.42% 0.00% 62.46% -1.09% 0.42% 0.01% 12.77% 0.04% 11.65% 0.00% 64.82% 2.33% 1.12% 0.00% 17.88% 0.17% 20.73% 0.00% 69.87% -2.59% -2.85% 0.00% 33.04% -0 .20% 38.73% 0.00% 92.78% -2.35% -5.69% 0.00% 24.46% -0.39% 35.80% 0.00% 84.93% 1.68% -11.34% 0.00% PCR PCR PCR PCR 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 27.40% -1.47% 27.97% 0.00% 86.71% 0.84 % -0.57% -0.02% 37.29% 2.18% 38.96% 0.00% 102.00% 10.49% -1.67% 0.02% LPG 20.58% 2.06% 44.68% 0.30% 100.49% 13.66% -24.10% -0.28% PTA 17.67% -2.11% 23.73% 0.00% 72.48% -11.12% -6.06% -0.02% 15.71% -0 .12% 31.55% 0.19% 85.94% 0.97 % -15.84% -0.19% 14.08% 0 80% 14.60% 0.00% 69.19% 2.99% -0.52% 0.01% PVC 17.59% 2.62% 19.23% 0.01% 75.14% 0.62 % -1.64% 0.02% 11.04% 0 42% 10.54% 0.02% 70.10% -11.35% 0.50% -0.01% 10.59% 0 88% 8.41% 0.00% 57.65% -25.27% 2.18% 0.01% 13.64% -0 .12% 11.67% 0.01% 78.80% 10.91% 1.97% -0.01% 18.24% 1 15% 15.19% 0.02% 86.82% 9.73% 3.05% -0.01% 14.92% -0 .21% 16.64% 0.00% 71.94% -4.86% -1.72% 0.00% 16.02% -1.37% 23.53% 0.06% 69.96% -8.34% -7.51% -0.07% 17.09% -1.43% 21.85% -0.01% 85.28% -3.80% -4.76% -0.01% 玻璃 42.01% 4.72% 38.86% 0.05% 107.94% 9.31% 3.15% 0.00% 550.1 9.5 1.08% 4.12% 88903 -48994 20242 - 2557 1499 -4 -2.85% 3.03% 1576756 -643699 1241770 -12328 LPG 4983 -49 -1.75% 0.33% 68105 -20899 58291 19 07 PTA 5174 34 -1.41% 3.65% 726671 -423721 1382446 -31255 16285 -75 -1.15% 0.53% 373024 -40225 169702 25 66 2464 -13 -1.32% 0.62% 463819 -121456 662972 40204 PVC 5410 -60 -1.92% 0.47% 828310 -317985 1063530 16193 8038 0 -0.57% 0.79% 199101 -95589 398792 10191 7509 -29 -0.82% 0.41% 256244 -83350 384631 - 7206 4697 -37 -1.09% -0.24% 242110 -8904 323099 - 4259 9263 25 0.05% 0.41% 255189 -47261 304523 255 7114 44 -0.14% 2.66% 64302 -43368 64699 -1 5040 1842 -20 -0.81% -0.06% 144261 6878 184611 81 18 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 39412 -47123 111742 920 1.38 0.39 1.38 0.0 4 225622 -194423 285886 6400 1.47 0.28 0.99 0.02 82467 -11455 94144 4611 1.69 -0.11 1.25 0.05 44572 -16693 61016 1815 1.72 -0.10 1.38 0.02 56033 -12089 55931 2886 2.35 0.15 1.76 0.09 146914 -43059 256108 12692 0.77 0.10 0.34 -0.01 170060 -114878 201546 11236 0.71 -0.05 0.41 0.02 572.12 1.3 0.10% 0.79% 109032 -99499 104324 -2914 7224 1 -1.79% 2.03% 803606 -690670 472839 -5863 72890 -720 -1.23% -0.69% 95694 2649 169511 3891 19500 -50 -0.79% 0.17% 107228 -46535 170555 -4119 23535 -95 -1.28% 0.43% 146497 -45203 112138 -5 74900 -300 -2.16% 1.74% 206102 -85726 233484 4268 9735 120 -0.71% 4.14% 246919 -115828 203236 509 IV IV 20HV20 110IV/90IV 110IV/90IV . . . . 73401 -24833 46318 1649 1.36 0.25 0.79 0.14 443022 -221511 707203 36367 0.79 0.19 0.29 -0. 02 LPG 34072 -10433 43747 1859 1.12 0.07 0.93 -0.20 PTA 396907 -299209 490245 23053 1.48 -0.19 0.81 0.0 1 26036 -4755 43074 1667 0.53 -0.02 0.69 -0. 01 126699 -26652 202279 620 2.26 0.12 1.45 0.0 1 PVC 131176 -39545 203599 8943 1.12 0.14 0.43 -0. 02 12396