商品期权：铁矿石期权隐含波动率近期不断震荡上升，目前处于近一年半以来高点

603093 南华期货 南华期货 南华期货 277690 -9377 894436 -11128 0.60 -0.17 0.81 0.0 2 9988 -2620 35212 2229 0.32 0.00 0.45 -0 .02 17655 -218 23788 2109 0.80 -0.19 1.12 -0 .01 75376 -9143 197793 4046 0.57 -0.50 0.47 -0.03 82447 -45665 139857 13233 0.64 0.02 0.74 -0.06 94694 11554 376524 144 8 1.14 0.16 0.79 -0.04 119324 19054 273062 -3272 0.58 0.06 0.49 -0 .01 199015 -98162 515047 10679 0.92 0.13 1.17 0.07 94476 -25301 161349 9810 0.76 -0.21 0.73 -0 .02 130188 25952 425739 11807 0.78 0.10 0.60 0. 00 33311 -295 60036 231 2 0.85 0.13 0.70 -0.08 红枣 8483 3261 32756 131 7 0.50 0.05 0.31 0.0 1 9/18/2024 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 19.14% 1.22% 14.51% 0.00% 81.33% 6.00% 4.63% 0.01% 24.29% -3.65% 21.95% 0.03% 79.75% -0.39% 2.34% -0.06% 19.77% -0.38 % 20.06% 0.00% 75.86% -10.70% -0.29% -0.01% 17.48% 0.74% 14.98% 0.00% 73.51% -3.11% 2.50% 0.01% 21.26% 0.50% 26.44% 0.00% 82.46% 4.34% -5.18% 0.01% 13.40% -0.28 % 14.43% 0.00% 77.47% -4.47% -1.03% 0.00% 12.46% -0.32 % 9.29% 0.00% 63.60% 0.74% 3.17% 0.00% 32.67% 0.73% 30.18% 0.00% 85.54% -0.34% 2.49% 0.01% 21.70% 0.80% 18.61% 0.00% 78.83% 1.96% 3.09% 0.01% 19.20% -0.48 % 14.53% 0.00% 77.91% 1.66% 4.67% 0.00% 13.41% -0.29 % 16.07% 0.05% 62.12% -6.73% -2.66% -0.06% 红枣 22.61% -1.41% 21.17% 0.00% 77.38% -30.14% 1.44% -0.01% PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 南华期货 3138 63 2.65% 1.63% 1199666 -92800 1342233 22037 6893 94 2.00% 0. 35% 115470 -123 128546 49 44 3719 106 3.62% 2.42% 109758 -18290 38670 -3787 7802 164 1.43% 1.43% 486881 -155483 633737 37249 9119 183 1.58% 0.60% 347000 -435382 309898 25321 2199 -1 0.18% 0.14% 512404 112232 542073 -15096 5742 54 0.95% 0.98% 246078 -24666 333673 -9595 2580 7 1.45% -0.24% 858535 -711976 747513 259 7952 186 1.27% 1.94% 588513 -316881 478416 25377 13720 175 1.55% 1.44% 285716 38197 495170 7884 8028 64 -0.67% -0.72% 65098 3978 146184 49 02 红枣 9235 -125 -1.65% -1.17% 64612 32482 69181 13 96 - 17.06% 0.02% 9.15% 0.00% 72.78% -8.32% 7.91% 0.00% 33.50% 0.58% 30.84% 0.00% 89.39% -4.44% 2.66% 0.01% 14.75% -0.41% 15.17% 0.00% 57.70% -3.30% -0.42% 0.00% 13.04% 0.19% 12.11% 0.00% 58.95% 0.18% 0.93% 0.00% 19.88% 0.50% 19.06% 0.00% 78.48% 0.30% 0.82% 0.01% 40.78% -2.35% 48.65% 0.00% 100.46% 1.77% -7.87% -0.02% 29.00% -0.87% 34.24% 0.00% 93.54% -5.70% -5.24% -0.01% PCR PCR PCR PCR 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 南华期货 南华期货 南华期货 33.03% -1. 03% 32.24% 0.00% 86.19% - 1.83% 0.79% -0.01 % 42.07% -0. 58% 40.72% 0.00% 95.31% -5.29% 1.35% -0.01 % LPG 24.39% -0. 12% 16.16% 0.00% 89.06% -0.64% 8.23% 0.00 % PTA 28.32% 3.17% 28.89% 0.00% 81.05% 2.39% -0.57% 0.03% 23.10% 3.41% 16.69% 0.00% 93.55% -0.75% 6.41% 0.03% 20.70% 0.58% 18.21% 0.00% 73.43% 2.94% 2.49% 0.01% PVC 22.93% 1.97% 18.72% 0.00% 92.85% 11.27% 4.21% 0.02% 12.12% -0. 48% 10.51% 0.00% 81.80% 11.13% 1.61% 0.00 % 11.97% -3.12% 10.58% 0.00% 72.87% 5.24% 1.39% -0.03% 18.45% 0.74% 17.09% 0.01% 78.03% 1. 53% 1.36% 0.00 % 23.09% -0. 36% 20.34% 0.01% 76.61% 2. 13% 2.75% -0.01 % 23.40% 0.78% 27.75% 0.01% 72.87% -4.34% -4.35% -0.01 % 19.09% -0. 26% 17.64% 0.00% 104.92% 4.25% 1.45% 0.00 % 25.02% 1.65% 28.34% 0.00% 89.93% 3. 27% -3.32% 0.02% 玻璃 38.54% -3.50% 41.08% 0.05% 91.31% -2.38% -2.54% -0.08% 513.6 0.5 0.04% -1.99% 17337 -79609 5746 - 4746 1358 7 -1.52% 0.86% 1828013 -169783 1335852 21960 LPG 4728 7 0.04% -1.1 8% 45610 -1608 1 43094 - 1790 PTA 4766 -116 -2.50% -3.95% 1031135 -246439 1344710 67025 17715 690 3.90% 2.80% 526091 29180 192504 10120 2386 3 0.04% -0.9 3% 532810 13714 771095 3284 PVC 5202 -124 -3.27% -2.36% 1325595 146816 1045525 53896 7870 -35 -0.89% -0.2 2% 252006 -3439 389910 -977 7267 3 -0.30% 0.03 % 264510 -18666 483105 328 4391 -37 -1.13% -1.58% 182094 -17858 301355 6505 8791 124 1.81% 0.15 % 303265 -61930 124191 - 22614 6866 -172 -1.77% -4.97% 144056 -82564 188497 2283 1755 -25 -1.90% -1.96% 135418 4501 195881 5091 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 61962 -108434 134526 1282 1.19 0.50 1.72 0.05 331396 -418835 411416 11576 1.08 0.24 1.17 0.08 73000 -49712 109685 -790 1.48 0.35 1.43 0.03 74016 -11517 87896 2782 1.39 0.42 1.71 0.14 75030 -47400 84279 5302 1.38 0.33 1.84 0.20 95156 -11173 203682 2568 0.50 0.02 0.36 0.00 64104 -11648 117562 4588 0.56 0.21 0.33 0.00 582.98 -0.6 0.26% -1.44% 50534 -134747 66725 -5462 7449 25 1.64% -2.81% 474712 -1014915 473193 -3422 74510 550 0.55% -0.18 % 60964 -29809 145207 -3397 19875 130 0.58% -0.23 % 90221 -20661 109834 -5666 23915 85 0.69% -2.02% 111239 -76754 75131 -421 75300 -2250 -2.40% -2.72% 219265 -40850 231645 -7661 9665 30 -0.62% 0.82% 286570 -45582 205990 -6879 IV IV 20HV20 110IV/90IV 110IV/90IV 20780 -31057 27026 1126 1.27 0.35 0.76 0.06 305825 37810 552805 36449 0.63 0.09 0.25 0.01 LPG 6972 -529 0 14404 426 0.82 -0.26 0.87 -0.07 PTA 205710 -66286 359629 16788 1.70 0.16 0.82 0.01 90674 36807 63209 4493 0.50 0.12 0.92 0.07 80201 1502 158127 7621 1.98 0.69 1.20 0.06 PVC 69279 7987 98349 8237 0.72 0.21 0.39 -0.02 2896 -256 0 12410 506 0.71 -0.05 0.83 -0.03 5273