商品期权：受碳酸锂期货价格大幅上升影响，碳酸锂期权隐含波动率今日震荡上升，目前处于近4个月以来高点

IV IV 20HV20HV 110IV/90IV 110IV/90IV -3.88% -8.49% -0.13% -0.05% 0.00% -0.06% 红枣 -0.01% 4.36% -35.43% 114.90% 0.00% 20.88% -1.37% 25.24% -1.75% -2.02% 70.29% 0.05% 15.88% 32% -0. 14.13% 2.88% 1.90% 77.29% 0.00% 15.34% 8% 0.1 18.22% -0.01% 0.16% 79.01% 0.02% 20.08% 2% 0.3 20.24% 0.00% 0.84% -2.05% 91.05% 0.00% 31.33% 4% 0.0 32.17% -9.80% -0.40% 62.99% 0.14% 22.71% 3% 0.4 12.91% 0.00% -3.20% % 10.24 71.29% 0.01% 16.09% 1.04% 12.89% -0.01% -6.71% -6.25% 77.07% 0.00% 27.28% 49% -0. 20.57% 0.00% 1.38% 70.54% 0.00% 15.17% 43% -0. 16.55% 0.00% -1.13% -1.97% 77.50% 0.00% 19.52% 8% 0.0 18.39% -0.01% 5.30% 76.73% 0.03% 19.89% 8% 1.6 25.19% 0.01% 3.32% 1.84% 76.17% 0.00% 15.17% 0.79% 18.49% 红枣 292130 0 16371 58210 0 157858 0 0 77798 0 0 0 -5951 -6618 2204 5578 -33324 30156 -104424 -35931018923 -95017 -44439 -4954 887785 0 18271 190075 0 359326 0 0 139944 0 0 0 18255 -23192 1746 2406 -77647 11846 -262427 -4642908951 -396435 -125210 -28576 PCR 0.97 0.51 1.05 1.89 0.76 1.46 0.69 0.81 1.50 1.08 1.43 0.26 PCR -0.07 -0.29 -0.300.43 -0.310.35 -0.13 -0.04 0.51 0.24 -0.10 -0.21 PCR 0.81 0.51 1.37 0.50 0.82 0.82 0.52 0.98 0.70 0.59 0.46 0.30 PCR 0.00 0.04 -0.190.02 -0.11 -0.04 0.01 0.01 0.05 0.01 0.00 -0.01 IV IV 20HV20HV 110IV/90IV 110IV/90IV 9/11/2024 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 3063 23 -0.33% 1.55% 1334233 -224023 1345310 -31781 6749 154 2.74% 2.19% 130949 44090 122213 6478 3617 25 -0.69% 1.57% 113516 -11559 51040 -29 27 7708 38 0.10% -0.08% 479375 56489 605855 76 8852 117 0.95% 0.75% 713385 124679 297563 26031 2209 1 -0.23% 1.07% 588539 95853 563288 -15784 5645 -2 0.44% -0.05% 273115 -4614 342091 -5053 2522 60 1.00% 2.48% 2796115 -1037537 847064 -16801 7880 40 0.15% 0.08% 646422 17768 482817 391 0 13465 130 0.82% 0.79% 358894 87895 502570 -24 27 8158 26 0.32% 0.81% 42154 -11929 137238 -14 27 红枣 9385 85 0.00% 0.80% 34409 -2588 67429 361 16.75% - 0.13% 7.66% 0.00% 74.55% 1.59 % 9.09% 0.00% 32.29% 0.98% 27.54% 0.00% 93.18% 4.73% 4.75% 0.01% 17.04% - 0.80% 16.41% 0.00 % 63.56% 0.30 % 0.63% -0.01% 12.83% -0.57% 11.90% 0.00% 56.29% -6.25% 0.93% -0.01% 19.40% -0.94% 18.79% 0.00% 73.36% 0.72 % 0.61% -0.01% 39.97% 2.61% 41.32% 0.00% 98.62% 2.79% -1.35% 0.03% 30.28% 1.81% 35.61% 0.00% 95.03% 3.55% -5.33% 0.02% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 2.29% 0.30% 0.00% PVC 5.30% -7.94% -33.68% 9.38% 5.78% 0.00% -14.27% 玻璃 % % -0.27% % % % % % % % % % -0.05% % % 0.01 2.80% 6.18% 95.78% 0.05% 39.39% 42.19% 0.10 -1.36% 83.45% 25.64% 24.28% -3.06% 3.83% 102.60% 0.05% 22.51% 0.22% 19.45% 0.02 0.46% -7.22% 73.42% 0.01% 24.19% 3.09% 24.65% 0.01 9.78% 3.34% 87.99% 0.01% 19.96% 1.88% 29.74% -0.03 2.82% 67.59% 0.01% 16.99% -1.43% 19.81% 0.05 6.77% 68.06% 0.00% 10.08% 16.85% -0.01 0.61% 4.82% 77.53% 0.02% 11.45% 0.27% 12.06% 0.03 6.18% 3.96% 85.00% 0.00% 18.94% 3.58% 25.12% -0.02 2.91% -4.40% 66.60% 0.00% 16.92% -1.79% 19.83% 0.01 6.99% 3.84% 87.29% 17.05% 0.56% 24.04% -0.01 1.45% 1.95% 89.10% 0.00% 26.91% -1.20% 28.36% -20.35% 1.12% 80.84% 46.64% 26.29% 0.03 2.75% 5.46% 99.69% 0.00% 40.35% 2.88% 43.10% -0.01 4.14% -6.34% 91.17% 0.00% 31.17% -0.44% 35.31% LPGPTA PVC 玻璃 55435 0 12136 0 54461 0 48985 6603 11335 56448 170699 0 0 0 0 -130895 -628402 4991 -923298 -8219 -316861 19637 3355 6130 37665 77856 -156413 -13438 -9533 -277694 24043 0 11414 0 55539 0 77962 11757 19855 39183 80294 0 0 0 0 4688 -889756175 -622723 2677 -267034 4272 876 2215 8392 22124 -63199 -35951 -26785 -497807 PCR 1.13 0.79 1.56 1.17 0.44 1.28 1.22 2.43 1.58 1.67 2.18 2.31 1.60 0.92 0.91 PCR -0.29 -0.03 0.19 -0.27 0.14 -0.25 0.60 -0.46 0.06 0.28 -0.980.38 -0.520.05 0.13 PCR 0.48 0.25 0.89 0.70 0.81 0.96 0.44 1.02 0.78 1.32 1.63 1.61 0.90 0.62 0.37 PCR -0.02 0.02 -0.13 0.08 0.05 0.01 0.03 0.00 -0.09 0.04 -0.40 0.86 -0.17 0.02 0.00 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 503.1 -7.1 -1.35% -1.00% 163916 33539 17258 -4717 1409 49 1.81% 4.39% 2327761 525129 1240983 -54670 LPG 4721 -35 -1.67% - 0.56% 73578 6060 50918 -4024 PTA 4832 82 -0.41% 3.63% 2179298 882267 1369700 -135391 16745 -35 -0.59% -1.65% 547142 -9485 182512 -1760 2355 30 0.08% 1.57% 771215 100485 815797 -23232 PVC 5390 51 0.56% 0. 93% 1503536 333472 980595 -38839 7931 19 -0.06% 0.00% 368627 85531 412331 4901 7292 17 -0.11% 0. 37% 364843 71127 485048 -6893 4429 26 -0.45% 1. 42% 377194 168213 295531 11095 8536 -44 -2.66% 0. 76% 636376 329148 184625 -23832 6752 90 -0.76% 3.24% 285332 83428 183681 -20608 1779 33 0.79% 2.98% 210775 65117 195965 -8486 97325 26327 127817 39 37 1.66 -1.02 1.64 0.03 497773 150206 352732 9257 1.33 -0.18 0.91 0.06 115908 9573 111395 -446 1.87 -0.02 1.38 -0.06 80849 -9880 78090 3287 1.80 0.30 1.47 -0.02 114992 41561 74931 2788 1.83 0.09 1.30 -0.06 270417 211721 182903 13188 0.35 -0.11 0.38 0.09 135981 66861 101959 3811 0.38 -0.05 0.34 0. 01 576.12 2.88 0.71% 0.28% 145026 23625 78225 - 2867 7177 122 2.41% 2.08% 1258140 173919 499152 -5891 73270 160 0.58% -0.80% 100197 -1740 157520 - 1313 194