商品期权：苹果期权隐含波动率今日小幅上升，目前处于自上市以来最高水平

603093 南华期货 南华期货 南华期货 9/5/2024 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 18.46% 0.96% 17.82% 0.00% 79.88% 2.68% 0.64% 0.01% 27.17% 2.41% 18.88% 0.00% 87.76% 1.67% 8.29% 0.02% 20.59% 0.82% 21.47% 0.00% 94.23% -1.00% -0.88% 0.01% 16.49% 0.97% 16.75% -0.01% 78.04% 2.04% -0.26% 0.02% 22.31% -0.51% 29.28% 0.00% 93.82% -3.50% -6.97% -0.01% 10.83% -0.10% 15.45% 0.01% 58.29% 2.78% -4.62% -0.02% 12.07% 0.77% 22.01% 0.14% 68.15% 1.84% -9.94% -0.13% 32.33% 2.55% 30.85% 0.00% 106.98% 6.78% 1.48% 0.02% 18.55% 1.38% 21.55% 0.02% 79.82% 5.17% -3.00% 0.00% 18.00% 0.63% 17.64% 0.00% 78.60% 1.09% 0.36% 0.01% 12.72% -0.30% 11.34% 0.00% 69.81% -1.88% 1.38% 0.00% 红枣 22.14% -16.46% 25.86% 0.00% 83.80% -103.94% -3.72% -0.16% PCR PCR PCR PCR 南华期货 南华期货 南华期货 441326 110394 831250 7069 0.50 -0.08 0.74 0.02 5868 33 93 17673 2077 0.89 0.36 0.42 0.06 125997 93 40 92510 6251 0.76 -0.15 1.20 -0.04 38896 -2 2713 177516 1470 1.32 0.39 0.44 0.01 42837 -3 2924 70463 1578 1.02 -0.10 1.04 -0.02 94686 - 862 305361 8761 1.01 0.09 0.97 -0.02 92855 -3 5681 248160 1155 1.15 -0.13 0.51 0.00 645347 182439 385733 67213 0.58 0.02 0.79 0.19 402782 -145055 343200 3701 1.27 0.19 0.98 0.00 149541 -113274 378885 3824 0.68 -0.16 0.62 0.01 45336 -9 027 118654 -718 1.21 0.28 0.48 -0.02 红枣 9614 38 54 26580 1605 0.72 0.26 0.33 0.02 3079 43 0.88% 1.70% 1986015 123188 1446459 -25649 6805 11 -0.09% -0. 09% 69642 22786 90724 -475 3670 23 0.27% 0.71% 127029 -39658 64782 -2738 7662 20 -0.88% 0.0 2% 502773 -85527 612018 2735 8759 9 -0.61% -1.70% 733782 312725 286378 -2492 2282 -7 0.00% -0. 70% 499152 -42143 573535 1572 5609 41 0.23% 1.00% 282470 -81060 360425 -1126 2524 106 4.60% -0. 26% 4692227 1583032 1031837 155211 7862 12 -0.53% 0.87% 670669 260873 506335 -15931 13675 110 -0.40% 0.69% 419928 180430 492705 -5573 8472 38 -1.10% 0.1 3% 38802 -11809 71663 -2864 红枣 9605 -80 -2.44% 0.81% 47781 -3228 65245 2055 - - - -- - IV IV 20HV20 110IV/90IV 110IV/90IV HV - 15.70% 0.08% 7.70% 0.00% 68.41% 0 .26% 8.00% 0.00% 32.47% 1.70% 24.54% 0.00% 94.78% 3.69% 7.93% 0.02% 19.40% 0.91% 15.27% 0.00% 71.38% 3.05% 4.13% 0.01% 14.45% 0.49% 11.81% 0.00% 66.74% -0.89% 2.64% 0.00% 20.57% 1.42% 20.42% 0.00 % 71.10% 0 .57% 0.15% 0.01% 36.95% 1.27% 38.93% 0.00% 98.82% -1.40% -1.98% 0.01% 27.92% -0.06% 35.91% 0.00% 92.60% -0.79% -7.99% 0.00% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 3.79% 2.10% 0.28%0.00% 0.00% 12.92% -0.25% PVC -2.10% 18.59% -10.28% 12.15% -0.03% -0.04% -0.02% 玻璃 1.14% -3.79% -0.01% -24.04% -0.09% 0.77% 86.37% 0.05% 39.66% 40.43% 0.02% -2.28% 7% -1.4 83.91% 22.46% 20.18% -0.06% -5.91% 4% -1.8 76.38% 0.06% 23.31% 49% -0. 17.40% -2.29% 9% 2.8 75.33% 0.02% 18.75% 9% 0.2 16.46% 0.40% -11.66% 70.18% 0.01% 17.60% -2.36% 18.00% -1.40% 86.00% 0.01% 15.71% 14.31% -0.01% -0.20% 47.52% 0.00% 10.16% 41% -0. 9.96% -0.01% 0.20% 81.37% 0.02% 11.29% 2% 0.3 11.49% -0.02% -1.17% -12.69% 66.12% 0.01% 19.30% -1.77% 18.13% -0.01% -1.18% 4% -7.1 59.76% 0.00% 16.80% 81% -0. 15.62% 0.00% 4.61% 4% -6.8 81.12% 13.69% 2% 0.1 18.30% 0.02% -2.28% 7% 3.8 78.44% 24.15% 21.87% -22.82% 89.24% 46.46% 23.64% 0.03% 1.92% 5% -1.1 92.70% 0.00% 38.34% 3.03% 40.26% 0.01% -0.23% 9% -2.5 85.38% 0.00% 33.93% 0.72% 33.70% PCR PCR PCR PCR 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 南华期货 南华期货 南华期货 84187 -1479 6 113157 1476 2.02 0 .00 1.48 0.03 244525 -153547 302485 8463 1.17 -0.29 0.96 0.00 85419 -44334 99799 4002 2.12 0.42 1.28 0.03 65667 -5631 66381 1155 2.12 0. 10 1.34 -0.01 133587 34508 59264 -1412 2.10 - 0.10 1.44 -0.27 199591 14713 262536 750 0.72 0. 03 0.29 -0.03 374166 32611 219907 4540 0.78 0. 14 0.40 -0.06 572.04 3.82 0.46% 1.09% 168500 -2561 0 90347 -5563 7104 39 -0.18% 2.23% 955642 -189138 492972 5459 71520 -180 -0.65% 1.73% 98107 -34523 166581 -3831 19195 -155 -1.23% -0.2 1% 146044 -9041 161857 -5879 22695 -725 -3.71% -2.66% 236607 28280 102624 -5653 70750 -2850 -4.39% -3.05% 251520 54223 245150 11118 9510 -250 -2.76% -3.69% 446977 -57021 208401 47 8 94879 -30 503 51965 2049 1.00 -0.23 0.46 -0.0 3 557557 155507 756848 16883 0.76 0.08 0.26 -0.0 3 LPG 55848 -32 477 46818 3408 1.18 -0.40 0.79 0.06 PTA 423941 -182812 522669 4568 1.54 -0.33 0.80 -0.0 4 24489 -26 34 44371 1144 0.46 -0. 07 0.67 0.01 245884 924 7 221665 20143 1.81 -0.51 1.11 -0.15 PVC 118065 -82820 205929 4525 1.14 -0.29 0.40 -0.0 1 11961 -62 71 25888 498 2.36 0.28 0.85 0.03 14605 -69 66 29005 970 3.27 0.56 0.94 -0.06 77487 -90148 76122 -1904 1.36 -0. 08 1.01 -0.0 3 269629 -82207 166920 -2993 1.93 0.07 1.16 -0.0 1 30934 -15 397 50382 429 1.25 -0.49 0.75 0.04 6109 -8 15 37174 555 2.09 0.0 1 1.40 -0.0 3 6346 -58 58 25679 691 1.13 0.45 0.62 0.0 0 玻璃 332171 70034 428128 23714 0.64 -0.16 0.43 0.03 LPGPTA PVC 521.4 1432 4848 5014 16180 2379 5330 7897 7342 4538 8955 6876 1821 -1.4 -53 -2 -88105 -29 -37 -41 -46 -33 -84 -54 -5 -1.32% -4.34% -0.74% -1.45% 0.22% -2.18% -0.98% -0.89% -1.16% -1.84% -1.69% -0.52% -0.55% 3.17% -3.47%2.55% -0.22% 1.63% 0.45% 0.41% 0.40% 0.71% 1.17%