商品期权：棕榈油期权隐含波动率今日盘中不断震荡上升，目前处于40-50分位数水平，同时位于近半年以来高点

PCR PCR PCR PCR 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 9/19/2024 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 19.35% 0 .21% 15.44% 0.00% 76.92% -4.41% 3.91% 0.00 % 23.43% -0.86% 22.01% 0.03% 71.79% -7.96% 1.42% -0.04% 19.17% -0.60% 21.77% 0.00% 77.52% 1.65% -2.60% -0.01% 18.79% 1.31% 16.44% 0.00% 78.45% 4.94% 2.35% 0.01 % 21.23% - 0.03% 26.95% 0.00% 81.40% -1. 07% -5.72% 0.00 % 14.35% 0 .95% 13.18% 0.00% 82.91% 5.44% 1.17% 0.01 % 12.96% 0 .50% 9.73% 0.00% 62.65% -0. 95% 3.23% 0.01 % 31.41% -1.26% 30.08% 0.00% 88.74% 3.20% 1.33% -0. 01% 24.47% 2.77% 19.84% 0.00% 84.71% 5.88% 4.63% 0.03% 19.19% - 0.01% 15.16% 0.00% 74.94% -2. 97% 4.03% 0.00% 16.89% 3.48% 15.87% 0.05% 61.76% -0. 36% 1.02% -0.02% 红枣 24.30% 1.69% 20.80% 0.00% 85.58% 8.20% 3.50% 0.02% 270939 -6751 897598 3162 0.69 0.08 0.81 0.00 26009 16021 36397 1185 0.30 -0. 02 0.51 0.07 15284 -2371 24622 834 0.68 -0.12 1.12 0.0 0 71768 -3608 204527 6734 0.60 0.03 0.45 -0.0 1 93040 10593 145592 5735 0.60 -0. 04 0.75 0.0 1 93471 -1223 381061 4537 0.94 -0.20 0.74 -0.0 4 186811 67487 276302 3240 0.38 -0.19 0.51 0.0 3 254579 55564 515244 197 0.83 -0.08 1.15 -0.02 166663 72187 173364 12015 0.65 -0.11 0.76 0.0 3 162712 32524 438044 12305 0.61 -0.17 0.60 0.0 1 73891 40580 67291 7255 1.02 0.17 0.58 -0.12 红枣 7850 -633 33337 581 0.33 -0.17 0.31 0.0 0 3065 -73 -1.79% -4.44% 1392790 193124 1341345 -888 7077 184 3.80% 1.80% 195374 79904 141922 13376 3637 -82 -1.06% -4.68% 115253 5495 30606 -8064 7866 64 1.21% -0. 22% 569707 82826 642782 9045 9141 22 0.94% -0. 64% 607372 260372 308807 -1091 2174 -25 -0.41% -0. 59% 453933 -58471 559550 17477 5812 70 1.01% 0. 06% 427491 181413 347362 13689 2534 -46 -1.48% -2.93% 1072169 213634 729281 - 18232 8166 214 3.60% 2.33% 928960 340447 541912 63496 13785 65 0.58% -0. 97% 367626 81910 495963 793 7932 -96 -1.02% -0. 36% 98169 33071 155019 8835 红枣 9450 215 3.11% 4.76% 63716 -896 69791 610 16.27% -0.79% 8.53% 0.00% 69.63% -3.15% 7.74% -0.01% 32.12% -1.38% 29.83% 0.00% 92.94% 3.54% 2.29% -0.01% 14.69% -0.0 6% 15.39% 0.0 0% 61.86% 4.17% -0.70% 0.00 % 13.60% 0.56% 11.74% 0.00% 66.42% 7.47% 1.86% 0.00% 19.74% -0.1 4% 19.08% 0.00% 80.76% 2.28% 0.66% 0.00 % 39.82% -0.96% 49.98% 0.00% 95.96% -4.50% -10.16% -0.01% 29.81% 0.81% 33.86% 0.00% 93.64% 0. 11% -4.05% 0.01% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -2.51% 3.76% -7.01% -5.07% PVC 4.66% 8.00% 玻璃 1.68% -0.85% 1.08% 4.00% 01% 0% 0% -0.03% 0% 1% -0.02% 0% 0.05% 0% -0.02% -0.02% 2% 01% -0.04% -1.95% 95.31% 0.05% 41.57% 39.62% -0. -4.42% % -1.74 88.19% 0.00% 28.59% 24.17% 0.0 2.82% % -0.15 104.77% 0.00% 17.95% 20.77% -5.36% % 1.45 74.32% 0.01% 28.39% .37% -0 23.03% 0.89% % 1.22 77.83% 0.01% 21.04% .16% -1 21.93% 0.0 2.70% % -1.44 76.59% 0.00% 15.89% .14% 0 18.59% 6.18% 80.87% 0.00% 10.45% 16.63% 0.0 1.45% % -0.42 81.38% 0.00% 10.46% .21% -0 11.91% 1.10% -12.74% 80.11% 0.01% 19.92% -1.91% 21.02% 0.0 3.29% % -1.30 72.13% 0.00% 18.17% 0.76% 21.46% 0.0 1.78% 88.48% 0.00% 21.20% .12% -0 22.98% -2.33% 74.04% 0.00% 28.14% 25.81% 0.0 8.47% 92.82% 0.00% 16.17% .25% 0 24.64% 0.0 1.18% % -1.47 93.83% 0.00% 40.54% .35% -0 41.72% -0. 0.36% % -0.84 85.35% 0.00% 31.82% -0.85% 32.18% 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 522.7 9.1 1.16% 12% 150589 133252 33738 27992 1378 20 2.61% 13% 2413228 585215 1361276 25424 LPG 4789 61 1.44% 40% 53776 8166 37121 -5973 PTA 4882 116 1.58% 08% 1688657 657522 1335308 -9402 18020 305 1.87% 2.03% 603108 77017 205383 12879 2412 26 1.43% 39% 682580 149770 770223 -87 2 PVC 5289 87 1.03% 30% 1232506 -93089 1008257 -37268 7959 89 0.79% 68% 284108 32102 394026 411 6 7333 66 0.95% 25% 328034 63524 481253 -18 52 4435 44 0.73% 85% 218316 36222 298149 -32 06 8938 147 1.35% 0.46% 229975 -73290 104662 -19529 6934 68 -0.12% 66% 200826 56770 183682 -48 15 1769 14 0.40% 30% 176411 40993 196751 870 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 136638 74676 136408 1882 1.44 0.25 1.74 0.01 1107046 775650 456947 45531 1.23 0.14 1.20 0.03 171677 98677 112556 2871 0.98 -0.50 1.47 0.04 116619 42603 89814 1918 1.08 -0.32 1.63 -0.08 138867 63837 84224 -55 1.40 0.03 1.88 0.04 96206 1050 208224 4542 0.48 -0.02 0.35 0.00 85446 21342 122275 4713 0.77 0.22 0.33 0.00 582.2 -0.78 -0.28% -0.54% 127570 77036 61048 -5677 7482 33 0.42% -1.22% 1559003 1084291 483581 10388 75640 1130 1.61% 1.06% 106573 45609 139946 -5261 20130 255 1.21% 0.62% 180724 90503 172343 62509 24240 325 1.42% 0.73% 165216 53977 70794 -4337 75700 400 0.07% 2.46% 244398 25133 226801 -4844 9680 15 0.52% 1.14% 398464 111894 208419 2429 43933 23153 28383 1357 1.59 0.31 0.86 0.10 354139 48314 604443 51638 0.54 -0.09 0.26 0.0 1 LPG 11717 4745 14936 532 0.71 -0.11 0.80 -0.0 6 PTA 413116 207406 377011 17382 1.91 0.22 0.82 0.0 0 72992 -17682 66833 3624 0.56 0.07 0.97 0.05 117389 37188 160110 1983 1.50 -0.48 1.25 0.05 PVC 57200 -12079 95872 -2477 0.75 0.03 0.37 -0.0 1 5337 2441 13296 886 0.56 -0.15 0.75 -0.09 5247 -26 22273 520 1.01 0.01 0.58 -0.0 3 37050 19539