商品期权：苯乙烯期权成交、持仓今日显著上升，同时期权隐含波动率今日午盘后不断抬高，目前处于近9个月以来高点

PCR PCR PCR PCR 603093 南华期货 南华期货 南华期货 9/10/2024 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 17.70% -0.84% 19.29% 0.00% 74.33% -2.71% -1.59% -0.01% 23.51% -2.64% 19.94% 0.03% 80.61% -18.05% 3.57% -0.05% 18.31% -0.65 % 22.38% 0.00% 79.48% -2.42% -4.07% -0.01% 16.98% 0.17% 16.60% -0.01% 79.02% 5.98% 0.38% 0.01% 21.06% -1.22% 29.01% 0.00% 83.32% -3.76% -7.95% -0.02% 11.85% 0.04% 15.99% 0.01% 61.04% 2.13% -4.14% -0.01% 12.48% 0.19% 22.19% 0.14% 63.39% -0.61% -9.71% -0.14% 32.13% -2.70% 33.64% 0.00% 93.10% -3.31% -1.51% -0.03% 19.92% 0.09% 20.68% 0.02% 79.06% -0.12% -0.76% -0.02% 18.04% -0.68 % 15.43% 0.00% 75.39% -1.04% 2.61% -0.01% 14.45% 0.43% 15.89% 0.05% 72.31% -0.88% -1.44% -0.05% 红枣 26.61% 0.37% 20.85% 0.00% 150.33% -52.60% 5.76% 0.00% 298081 -96075 869530 16997 1.04 0.36 0.81 0.04 6618 2027 23192 2649 0.80 0.35 0.47 0.06 14167 -3346 16525 2603 1.35 -0.73 1.55 -0.08 52632 -21315 187669 1448 1.45 -0.44 0.48 0.01 33324 -55147 77647 2386 1.07 -0.21 0.94 0.02 127702 -23018 347480 17903 1.10 -0.13 0.86 -0.05 104424 -42032 262427 586 0.82 0.1 5 0.50 -0. 02 359310 -387054 464290 17091 0.85 -0.05 0.98 0.02 58875 -6639 130993 8755 0.99 -0.15 0.65 0.03 95017 -82452 396435 2134 0.83 -0.0 6 0.58 0. 01 44439 -20846 125210 1364 1.53 0.48 0.47 -0. 01 红枣 4954 -958 28576 688 0.47 -0.1 9 0.31 0. 00 IV IV 20HV 20HV 0.00% 0.00% 110IV/90IV 110IV/90IV 8.61% -1.81% -0.50% -0.35% -0.71% 0.63% 0.00% 0.00%0.00% 0.00% 4.55% 1.88% 0.00% -0.02%0.00% 0.00% 1% 0.01% 0.00% -6.66% 91.48% 35.13% 0.02% 28.47% -4.15% -0.69% 95.83% 41.51% 37.36% -0.0 1.54% 0.37% 72.65% 18.80% 20.34% 1.32% 62.54% 12.08% 13.40% 1.78% -2.16% 63.26% % 0.00 16.06% 17.84% 4.06% -0.93% 88.45% 27.25% 31.31% 9.18% 72.97% 7.70% 0.02% 16.88% 南华期货 南华期货 南华期货 3040 -51 -1.87% -1.68% 1558256 -341472 1377091 13636 6595 -6 0.55% 3.48% 86859 9057 115735 4163 3592 -77 -2.26% -1.72% 125075 -24443 53967 -518 7670 -36 0.18% 0. 29% 422886 -173105 605779 -2615 8735 -57 0.19% 0. 13% 588706 -317295 271532 -4512 2208 -16 -1.30% 1.03% 492686 -137567 579072 -3192 5647 57 0.50% 1.00% 277729 -65304 347144 1191 2462 -70 -1.48% -1.13% 3833652 -1784410 863865 -61852 7840 -58 0.08% 0. 43% 628654 -214575 478907 1925 13335 10 0.04% 1.81% 270999 -135895 504997 -3260 8132 -42 -0.49% -0 25% 54083 -3233 138665 9717 红枣 9300 -120 -0.80% 0. 35% 36997 -8370 67068 2050 . PCR IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 9% 0.30%0.00% 0.00% -0.03% -0.28% 9.58% -1.64% PVC 6.16% 4% 8% -6.63% -4.29% -0.01% 玻璃 9.18% 5% 31% -0.09% -2.96% -5. 89.59% 0.05% 39.37% 36.41% -0.06% -8.26% 97.72% 23.16% 14.90% -0.05% -3.41% 98.76% 0.05% 22.64% 29% 0. 19.23% 0.01% 2.28% 8.39% 80.64% 0.02% 19.28% 1% 21.56% 0.07% 10.71% 1% 84.65% 0.01% 17.15% 3% 27.86% 0.05% 5.19% 101.27% 0.01% 16.05% 21.24% 0.00% 1.38% 8% 1.4 76.00% 0.00% 10.17% 35% 0. 11.55% -0.01% 0.33% 72.72% 0.02% 11.46% 62% 0. 11.79% -0.02% 2.23% -1.87% 81.05% 0.00% 19.31% 94% -1. 21.54% 0.02% 4.78% -15.07% 71.00% 0.00% 16.84% 6% 21.62% -0.01% 6.71% 83.45% 16.77% 50% -0. 23.48% 0.03% 4.44% 87.15% 25.12% 29.56% -22.35% 2% 0.7 79.72% 46.35% 16% 1. 24.00% 0.10% 31% -4. 94.23% 0.00% 40.12% 45% -2. 40.22% 0.01% 3.18% 4% 97.51% 0.00% 32.57% 02% 1. 35.75% PCR PCR . PCR LPG PTA 38670 8026 . 19876 19176 PVC 39 8745 14196 1.74 -1.12 . . 玻璃 -54653 13001 -0.93 . . PCR -0.05 01 1 -0.110.08 -0.06 0.03 0.01 04 -0.05 0.08 -0.07 -0.06 01 01 -0. 0.38 13 0 0.79 497807 277694 -0. 0.60 28 0 0.86 729 26785 484 -7 9533 1.07 2.13 603 35951 678 -2 13438 0.74 1.07 1.93 7141 63199 78565 156413 2.03 28 0 3.16 58170 92843 1.27 05 0 1.39 7 350 30791 66 62 18783 -0. 0.87 1.52 999 17640 4 46 5205 1.02 2.89 595 10881 3248 0.41 .14 -0 0.62 1 345 73690 0258 -1 29348 0.94 .07 -0 1.53 267034 316861 0.76 .08 -0 0.30 779 52862 5154 -1 62680 0.62 06 0 1.44 622723 923298 0.0 1.02 .01 -0 1.37 4 122 11239 612 - 7145 -0. 0.24 .05 -0 0.81 35436 889756 -48207 628402 0.50 25 0 1.42 -46121 19355 -31513 186330 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 70998 -69718 123880 4136 2.68 0.46 1.61 0.07 347567 -326550 343475 10949 1.51 0.30 0.85 0.02 106335 -25641 111841 4033 1.89 - 0.10 1.44 0.08 90729 14405 74803 4619 1.50 -0.23 1.49 0.15 73431 -31033 72143 2465 1.74 -0.29 1.35 -0.05 58696 6821 169715 6601 0.45 0 .03 0.28 0.00 69120 -3424 98148 7930 0.43 - 0.03 0.33 0.00 573.24 4.0 2 0.43% 1.0 9% 121401 -130905 81092 -1 284 7055 78 0.33% 3.59% 1084221 -887422 505043 5215 73110 700 1.37% 1.62% 101937 -22707 158833 - 92 19390 175 1.15% 1.5 1% 144218 4466 149626 -5148 22790 -5 5 0.15% -0.3 1% 167133 -53562 87598 -5318 72150 -1000 1.12% -2.27% 196239 -18118 236989 2063 9595 -165 -0.31% -2.78% 271074 -72659 206831 2330 1.41% LPG PTA -2.25% -2.38% -26447 -185049 -58670 PVC -2.78% -45865 -20726 19523 -445 52224 -2079 80463 -2057 4190715102 3195 10386 -2 -3950 8855 8828 204451 10619 145658 % -0.26 -2.18% -37 1746 204289 58709 201904 -4.93% -4.01% -298 6662 208457 307228 -3.42% -293 8580 284436 208981 % -0.88 -1.87% -73 4403 491941 293716 % -0.