商品期权：白银期权隐含波动率近期不断震荡上升，目前处于大于90%分位数水平

PCR PCR PCR PCR 9/13/2024 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 3075 24 1.02% 0.56% 1292466 98200 1320196 -33693 6799 85 1.64% 1.06% 115593 29099 123602 9922 3613 42 1.20% 1.46% 128048 753 42457 -10565 7638 22 0.00% -0.0 8% 642364 52591 596488 466 8936 63 0.98% 0.0 5% 782382 162334 284577 -11263 2200 3 0.05% -0.0 5% 400172 -66749 557169 -15550 5688 -4 -0.04% -1.21% 270744 -143686 343268 -1299 2573 26 1.70% -0.67% 1570511 -425161 747254 -77081 7766 -62 -0.67% -0.74% 905394 103652 453039 -11826 13545 10 0.11% -1.43% 247519 -1175 33 487286 -9937 8092 44 0.05% 1.13% 61120 -900 3 141282 -4226 红枣 9360 30 -0.48% -0.96% 32130 -979 5 67785 134 IV IV 20HV20HV 110IV/90IV 110IV/90IV . . 0.00% 5.35% . . -1.03% .0.83% -0.74% -0.13% -4.12% -6.89% -0.06% 红枣 0.00% 2.60% -6.32% 107.53% 0.00% 21.42% .09% -0 24.02% -2.15% 68.85% 0.06% 15.85% 13.70% 0.01% 5.14% 14% -1. 76.25% 0.00% 14.54% 19.68% 0.00% 2.60% 38% -1. 76.87% 0.00% 18.30% 38% 0 20.90% -0.01% 1.05% 85.88% 0.00% 30.89% 31.94% -10.27% 14% -0. 62.86% 0.14% 23.05% 26% 0 12.78% -0.01% -2.19% 43% 9. 81.94% 0.01% 15.87% .19% -0 13.68% 0.01% -5.79% 76% 2. 78.13% 0.00% 26.55% 73% 0 20.76% 0.00% 1.65% 76.62% 0.00% 15.09% .19% -0 16.74% 0.35% 88% 8. 86.56% 0.00% 19.80% 17% 0 20.15% 0.00% 6.53% -4.16% 80.14% 0.03% 21.41% 22% 2 27.94% 0.00% 3.38% 79% 0. 75.33% 0.00% 14.54% .22% -0 17.92% 287067 47292 905564 -5172 0.78 -0.13 0.79 -0.01 12608 235 5 32983 2762 0.32 -0.02 0.47 0.00 17873 124 2 21679 1126 0.98 -0.49 1.13 -0.21 84519 113 54 193747 -588 1.07 -0.42 0.50 -0.01 128112 65411 126624 13631 0.62 -0.19 0.81 -0.07 83140 -10 295 375076 11768 0.98 -0.02 0.83 -0.01 100270 -67238 276334 5293 0.52 0.11 0.50 0.00 297177 129 45 504368 4983 0.79 0.02 1.10 0.04 119777 38824 151539 2513 0.97 -0.62 0.75 -0.02 104236 -44462 413932 9488 0.67 -0.02 0.60 0.00 33606 -15 83 57724 588 0.72 -0.32 0.78 0.03 红枣 5222 131 31439 649 0.44 0.07 0.30 0.00 - - 17.04% 1.72% 7.75% 0.00% 81.11% 14.43% 9.29% 0.02% 32.92% 1.35% 28.22% 0.00% 93.83% 4.75% 4.70% 0.01% 15.16% -0.31% 16.07% 0.00 % 61.00% -0.44% -0.91% 0.00% 12.85% 0. 16% 12.41% 0.00% 58.77% -1.24% 0.44% 0. 00% 19.38% 0.42% 19.79% 0.00% 78.18% 0.10% -0.41% 0. 01% 43.13% 1.06% 48.65% 0.00% 98.69% -3.29% -5.52% 0.01% 29.87% -0.64% 34.43% 0.00% 99.24% 1.80% -4.56% -0.01% 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 513.1 0 .6 2.03% -0.39% 96946 -48612 10492 -433 5 1351 - 36 -2.38% -3.48% 1997796 -637099 1313892 -810 1 LPG 4721 1 1.22% 0.88% 61691 -46032 44884 -316 9 PTA 4882 6 1.45% -1.68% 1277574 -441842 1277685 -55130 17025 - 20 1.10% -0.51% 496911 -110621 182384 -833 7 2383 -3 0.97% -1.74% 519096 -211057 767811 -39699 PVC 5326 -71 -0.91% -2.36% 1178779 -15491 991629 19001 7905 -75 -0.68% -1.99% 255445 -47039 390887 -17815 7264 -61 -0.33% -1.45% 283176 -51909 482777 2262 4428 3 0.45% -1.22% 199952 -51686 294850 -332 0 8667 23 1.65% -1.08% 365195 -23647 146805 -18747 7038 110 3.20% -2.16% 226620 13387 186214 2012 1780 - 19 0.06% -2.33% 130917 -32253 190790 -281 2 170396 73650 133244 2861 0.69 -1.17 1.67 0.00 750231 114369 399840 22327 0.84 -0.34 1.09 0.16 122712 -24234 110475 -1501 1.13 -0.38 1.40 -0.01 85533 -19015 85114 3214 0.97 -0.21 1.57 -0.04 122430 -39399 78977 2341 1.05 -0.06 1.64 0.26 106329 -65605 201114 5177 0.48 -0.01 0.36 0.00 75752 28 19 112974 6342 0.35 -0.08 0.32 0.00 583.58 8.36 1.69% 1.56% 185281 49044 72187 884 7424 267 4.45% 2.65% 1489627 115303 476615 -10242 73960 130 0.74% -0.78% 90773 -86 47 148604 -5157 19745 20 0.82% -1.15% 110882 -47815 115500 -11738 23830 260 2.72% -0.96% 187993 -43735 75552 -5500 77550 600 0.32% -0 .07% 260115 -148267 239306 -7243 9635 -100 -1.43% -1.02% 332152 -81558 212869 5838 IV IV 20HV20 110IV/90IV 110IV/90IV . HV 南华期货 南华期货 南华期货 34.06% -0.3 7% 32.45% 0.00% 88.02% -1 .96% 1.61% 0.00% 42.65% 1.3 0% 40.17% 0.00% 100.60% 4.78% 2.48% 0.01% LPG 24.51% -1.33% 46.38% 0.30% 89.70% 1 21% -21.87% -0.31% PTA 25.15% 0.8 2% 28.91% 0.00% 78.66% 0 98% -3.76% 0.01% 19.69% -5.48% 16.62% 0.00% 94.30% 12.56% 3.07% -0.05% 20.12% 0.6 4% 18.39% 0.00% 70.49% -1 .31% 1.73% 0.01% PVC 20.96% 4.29% 18.09% 0.00% 81.57% 22.40% 2.87% 0.04% 12.60% 1.2 4% 11.86% 0.02% 70.67% -12.30% 0.74% 0.00% 15.09% 2.83% 10.40% 0.00% 67.63% -13.37% 4.69% 0.03% 17.71% -2.17% 17.08% 0.01% 76.50% -9.68% 0.63% -0.03% 23.45% -1.33% 20.63% 0.01% 74.49% 0 25% 2.82% -0.02% 22.62% -1.41% 27.09% 0.01% 77.21% 1 53% -4.47% -0.03% 19.35% 0.1 0% 18.84% 0.00% 100.67% 1 71% 0.51% 0.00% 23.37% -5.19% 28.36% 0.00% 86.66% -10.15% -4.99% -0.05% 玻璃 42.04% -0.4 8% 40.65% 0.05% 93.69% -1 .05% 1.39% -0.05% . . . PCR PCR PCR PCR . 51837 -7838 25900 -1264 0.93 -0.36 0.71 0.14 268015 -44969 516356 23612 0.55 -0.10 0.24 0.0 0 LPG 12262 -5876 13978 -29 1.08 -0.38 0.94 0.00 PTA 271996 -38123 342841 16877 1.53 -0.16 0.81 0.0 1 53867 -11893 58716 701 0.38 -0.10 0.85 0.0 4 78699 -35116 150506 3975 1.29 -0.58 1.14 -0. 02 PVC 61292 24177 90112 7594