商品期权：原油期权隐含波动率今日午盘后不断上升，至收盘阶段处于近1个月内高点，目前高于历史波动率4.30%

IV IV 0. 3. 0. 20HV20HV 110IV/90IV 110IV/90IV 0.00% -4.09% - 0.13% 0.05% -4.18%- 0.00% 红枣 0% 0.04% 0.00% 0% -0.04% 01% -0.13% -0.04%02% 1% 1% 0.14% 13.23% 87.09% 187.74% 0.00% 25.37% 14.03% 38.60% 0.0 2.50% -1.46% 71.70% 10.52% 0.51% 13.02% 0.0 0.25% 1.31% 77.51% 0.00% 17.12% 1.30% 17.37% -0. -3.53% -0.28% 74.65% 0.02% 20.70% 0.38% - 17.17% -1.77% 11.77% 100.20% 0.00% 31.55% 29.78% -10.93% 66.31% 22.23% 0.26% 11.30% -0. -4.35% -4.94% 55.51% 0.01% 15.28% 0.06% - 10.93% -6.02% 14.25% 97.31% 0.00% 28.84% 22.82% 0.0 -0.04% -7.69% 76.00% -0.01% 15.56% 0.54% - 15.52% -1.18% 2.64% 95.23% 0.00% 20.95% 15% 19.77% 1.68% 5.55% 86.09% 23.08% 52% 24.76% 0.0 -0.67% -6.03% 77.19% 0.00% 18.17% 13% 17.50% 9/4/2024 PCR PCR PCR PCR 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 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 330932 -198690 824181 10556 0.58 0. 08 0.73 -0 .01 2475 -21 27 15596 953 0.53 -0.28 0.36 0. 01 116657 -40 309 86259 6774 0.91 0.27 1.24 0. 06 61609 -23 237 176046 3317 0.92 0. 19 0.43 0. 01 75761 -17 260 68885 8211 1.13 0.58 1.06 0.19 95548 -49 998 296600 9781 0.93 -0.34 0.99 0. 01 128536 32355 247005 3342 1.28 -0 01 0.51 -0 01 462908 -32 276 318520 3878 0.56 0. 18 0.61 0. 04 547837 -80320 339499 10101 1.08 0.30 0.98 -0.12 262815 143032 375061 1471 0.84 0. 14 0.61 -0.03 54363 -13 952 119372 2268 0.92 0.44 0.50 -0.04 红枣 5760 -119 24975 844 0.46 0. 18 0.31 0. 00 .. 3036 -34 -0.82% -2.44% 1862827 -789633 1472108 -53848 6816 8 0.00% 0.40 % 46856 -557 91199 -3777 3647 -55 -0.44% -2.62% 166687 -2060 9 67520 -15040 7682 -116 -0.90% -1.94% 588300 -2343 94 609283 -21337 8750 -91 1.09% -3.83% 1046506 -504484 288869 -4901 2289 17 0.70% 2.52% 541295 -1189 03 571963 -7412 5568 -56 -0.77% -0.48% 363530 90965 361551 13990 2418 43 4.86% -1.17% 3109188 259598 876625 -141901 7874 -124 -1.40% -1.93% 931542 -192571 522266 -19616 13565 -205 -1.09% -1.83% 600358 252762 498278 -2643 8510 -110 -1.23% -1. 44% 50609 -1457 3 74527 -6319 红枣 9685 -310 -3.25% -2.50% 51009 18597 63190 2844 15.62% 1.05% 7.14% 0.00% 68.15% -0.06% 8.48% 0.01% 30.77% 2.58% 23.04% 0.00% 91.09% 0.39% 7.73% 0.03% 18.49% 2.65% 14.13% 0.00% 68.33% 5.87% 4.36% 0.03% 13.96% 1.19% 11.47% 0.00% 67.64% 2.81% 2.49% 0.01% 19.15% 1.27% 20.65% 0.00 % 70.53% 0.66% -1.50% 0.01% 35.68% 2.64% 38.73% 0.00% 100.22% 7.44% -3.05% 0.03% 27.98% 3.52% 35.87% 0.00% 93.39% 8.46% -7.89% 0.04% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 0.30%0.00% 0.00% -24.17% -0.30% 2.10% 2.47% PVC 2.77% -4.95% 1.87% 1.95% 2.21% -0.04% -0.01% 玻璃 -0.03% 4.54% % 2.47 110.41% 0.05% 39.68% 44.22% 0.03% -3.05% % 0.10 85.38% 22.09% 19.04% -5.39% % 8.27 78.22% 0.06% 23.28% 17.89% 0.01% -0.38% % 0.51 72.45% 0.00% 16.55% 1.25% 16.17% 0.00% 5.17% -4.98% 81.83% 0.02% 15.19% 2.12% 20.36% 0.01% 4.39% 73.85% 0.01% 12.02% 16.41% 0.00% 1.91% % 0.16 57.80% 0.00% 8.46% -0.22% 10.37% -0.02% 0.63% % -7.31 62.79% 0.02% 10.54% 0.13% 11.17% 0.02% 0.72% % 3.67 78.81% 0.01% 19.18% 2.31% 19.90% 0.02% 1.76% % -2.29 66.90% 0.00% 14.67% 2.35% 16.43% 0.02% 5.49% % 2.01 87.95% 12.69% 18.18% 0.02% -4.17% % 2.10 74.58% 23.94% 19.77% -25.15% 76.32% 45.00% -0.73% 19.85% 0.00% -1.20% -8.15% 93.85% 0.00% 38.43% -0.06% 37.23% 0.05% 4.30% % 1.26 87.97% 0.00% 28.68% 5.58% 32.98% PCR PCR PCR PCR 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 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 98983 59571 111681 -61 2.02 0.64 1.45 0.07 398072 172450 294022 8136 1.46 -0.02 0.96 -0.03 129753 47286 95797 1653 1.70 0.01 1.25 0. 00 71298 26726 65226 4210 2.02 0.30 1.36 - 0.03 99079 43046 60676 4745 2.20 -0.15 1.71 -0.05 184878 37964 261786 5678 0.69 -0.08 0.32 -0.02 341555 171495 215367 13821 0.65 -0.06 0.46 0.05 568.22 -3.9 -0.63% -0.73% 194110 85078 95910 -8414 7065 -159 -2.42% -0.62% 1144780 341174 487513 14674 71700 -1190 -2.38% -1.15% 132630 36936 170412 901 19350 -150 -1.02% -0. 23% 155085 47857 167736 - 2819 23420 -115 -1.06% 0. 22% 208327 61830 108277 - 3861 73600 -1300 -1.34% 0.81% 197297 -8805 234032 548 9760 25 0.93% 1.64% 503998 257079 207923 4687 125382 51981 49916 3598 1.23 -0.1 3 0.49 -0.30 402050 -40972 739965 32762 0.68 -0.1 1 0.29 -0.01 LPG 88325 54253 43410 -337 1.58 0.47 0.73 -0.19 PTA 606753 209846 518101 27856 1.87 0.40 0.84 0.03 27123 1087 43227 153 0.53 0.00 0.67 -0.02 236637 109938 201522 -757 2.32 0.07 1.26 -0.19 PVC 200885 69709 201404 -2195 1.43 0.31 0.41 -0.02 18232 5836 25390 89 2.09 -0.1 6 0.82 0.05 21571 1929 28035 -600 2.72 -1.13 1.00 -0.10 167635 73106 78026 -4259 1.45 0.45 1.04 -0.21 351836 122723 169913 -239 1.86 0.84 1.17 -0.25 46331 15386 49953 -231 1.74 0.74 0.70 -0.02 6924 -1429 36619 1046 2.08 -0.4 2 1.43 0.00 12204 131 24988 488 0.68 0.0 2 0.62 0.02 玻璃 262137 -48010 404414 36686 0.80 -0.0 6 0.40 0.04 -5.58% LPG PTA 351113 275718 PVC -1.92% -2.52% 246317 152758 148064 83 7848 69 1424 7013 70195 1199 05 56965 -33106 -54624 126317 03 91 193714 -25832 118429 8% -0.2 -1.08% -16 1826 191016 45597 109899 -2.66% -2.81% -184 6930 249899 403253 -2.47% -224 9039 289993 394868 -3.01% -126