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商品期权:苯乙烯期权隐含波动率今日震荡上升,截至今日收盘,高于上一交易日近6%,目前处于90分位数水平以上

2024-09-23南华期货灰***
商品期权:苯乙烯期权隐含波动率今日震荡上升,截至今日收盘,高于上一交易日近6%,目前处于90分位数水平以上

IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.77% 0.28% -0.46% -0.35% 0.20% 0.29% -1.81% -1.09% 1.13% 8.28% 20.98% -0.03% 0.00% -19.23% 14.99% -0.02% % 5.87%-0.05% 红枣 0.01% 3.10% 18.18% 103.92% 0.00% 22.89% 0.96% 25.99% -1.23% 65.18% 0.05% 15.91% 5% 0.2 14.68% 0.01% 2.49% 9% 1.9 73.34% 0.00% 16.56% 19.05% -0.01 0.99% 97% -5. 78.60% 0.00% 21.55% 22.54% -2.40% 52% -2. 85.19% 0.00% 31.58% 29.18% 0.00% 4.23% 79.50% 0.00% 9.57% 13.80% 0.00% 1.80% 70.59% 0.00% 13.05% 14.85% 0.00% -6.88% 95% -2. 74.75% 0.00% 26.89% 20.01% 0.78% 98% -0. 69.12% 0.00% 16.53% 17.31% 0.00% -3.10% 93.30% 0.00% 23.37% 20.27% -3.09% 72.16% 0.02% 23.90% 20.81% 0.00% 1.32% 48% -3. 75.91% 0.00% 18.01% 7% -0.2 19.33% 9/23/2024 PCR PCR PCR PCR 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 248908 15031 931980 25372 0.83 0.20 0.79 0 .00 13539 -159 40916 2063 0.55 0.10 0.56 0.04 18679 38 09 26924 1452 0.93 -0.09 1.07 -0 .01 64719 17409 216179 7983 0.73 -0 08 0.47 0 .01 76547 28236 147116 -910 0.84 -0.17 0.76 0 .02 197219 75788 403429 13725 1.09 0.17 0.70 -0.02 127209 -56827 287689 1858 0.50 0.12 0.55 0.02 233549 -1 7754 507632 7586 0.96 -0 08 1.16 -0 .01 129027 25699 183223 3138 0.75 -0 02 0.85 0.08 272754 10660 462255 13222 0.63 -0.14 0.57 -0 .01 42989 495 5 71429 2636 0.71 -0.24 0.48 -0.05 红枣 6554 - 634 34494 415 0.47 0.14 0.32 0 .01 . -. 南华期货 南华期货 南华期货 . 3056 -9 -0.07% 0.94% 1215930 -913 63 1324514 -15262 6952 -84 -0.94% -1.45% 120597 -185 61 134257 4987 3631 -14 0.41% 1.31% 105373 -112 32 18274 -4707 7890 -12 0.23% -0.59 % 459640 -37 21 652119 8982 9092 -65 -0.47% -0.41 % 523814 154739 300733 -9433 2138 -26 -1.20% -0.38 % 681944 159445 573315 15298 5849 6 0.31% -0.50 % 261832 -111583 358636 1246 2500 -28 -0.95% -0.13 % 974934 -281818 644625 -46499 8228 48 0.93% -0.53 % 745654 91062 551138 -654 14040 -35 1.04% -1.69% 488715 50308 512493 -979 7912 48 0.38% 1.09% 72041 1583 7 146429 -1049 0 红枣 9200 -235 -2.54% -3.72% 54245 -150 60 73729 696 IV IV 20HV20 110IV/90IV 110IV/90IV . HV 南华期货 南华期货 南华期货 16.29% 0.64% 9.82% 0.00% 69.52% 6.13% 6.47% 0. 00% 32.20% -0.05% 29.60% 0.00% 93.66% -0 .73% 2.60% 0.00% 14.67% -0.38% 16.22% 0.00% 64.50% 0 24% -1.55% 0.00% 14.10% 0. 17% 12.24% 0.00% 68.62% 0 57% 1.86% 0.00% 19.23% -0.14% 19.36% 0.00% 82.94% -1 .12% -0.13% 0.00% 41.61% 1.17% 47.42% 0.00% 101.83% 4.55% -5.81% 0.01% 29.44% -0.17% 34.32% 0.00% 93.06% -2.81% -4.88% 0.00% . PCR PCR PCR PCR 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 30.67% -0.71% 31.97% 0.00% 82.51% -3.47% -1.30% -0.01% 42.76% -0.66% 40.05% 0.00% 95.96% -2.23% 2.71% -0.01% LPG 25.44% 1.55% 17.06% 0.00% 89.97% 5.58% 8.38% 0.02% PTA 28.53% 1.44% 29.54% 0.00% 73.62% -2.50% -1.01% 0.01% 24.98% 2.70% 22.16% 0.00% 124.91% 48.84% 2.82% 0.03% 24.00% 3.04% 16.99% 0.00% 66.61% -5.92% 7.01% 0.03% PVC 21.94% -0.19% 19.70% 0.01% 84.34% -1.92% 2.24% -0.01% 13.41% 1.98% 11.26% 0.00% 87.88% 13.28% 2.15% 0.02% 15.24% 2.49% 10.77% 0.00% 68.20% 7.88% 4.47% 0.02% 19.40% 1.06% 15.36% 0.00% 81.08% 2.29% 4.04% 0.01% 28.64% 5.66% 21.83% 0.00% 77.55% 2.52% 6.81% 0.06% 23.95% 1.05% 28.11% 0.01% 70.72% -0.07% -4.16% 0.00% 19.59% -1.21% 16.43% 0.00% 100.36% -4.04% 3.16% -0.01% 23.87% 0.23% 30.21% 0.00% 85.44% -2.57% -6.34% 0.00% 玻璃 40.31% -0.43% 38.35% 0.00% 99.61% 0.93% 1.96% 0.00% 525.1 2 0.15% -1.11% 126691 -2839 32528 -214 1361 20 0.29% 2.12% 2085116 337290 1362027 - 45404 LPG 4562 -198 -4.34% -4.49% 75663 41544 76046 44186 PTA 4806 -60 -1.15% -2.91% 1045404 -57790 1316754 - 13774 17460 -415 -2.65% -2.76% 660629 182717 191926 -6934 2339 -43 -2.17% -2.05% 718977 168288 824551 33308 PVC 5189 -40 -1.09% -1.14% 1047321 98312 1027948 13 23 7844 -97 -1.31% -1.90% 319132 89983 400896 52 92 7233 -70 -1.18% -1.4 2% 374179 66284 552439 39915 4365 -31 -1.20% -1.11% 198371 32561 299669 -513 8390 -405 -5.42% -5.37% 358753 191279 215302 132965 6790 -76 -1.02% -1.4 0% 150945 -17211 163660 -9319 1752 -13 -1.02% -1.3 6% 151091 7271 208424 97 96 161024 37257 131718 -788 0.85 -0.21 1.73 0.11 978425 166914 473824 6773 0.92 - 0.01 1.21 -0.02 151068 -9957 114864 697 0.98 0.21 1.37 -0.03 130310 41971 93677 -954 1.32 0.30 1.47 -0.04 144784 30197 88639 3142 1.34 0.31 1.60 -0.16 117827 36144 219044 5084 0.54 0 .03 0.35 0.0 0 110048 20908 136628 6649 0.95 0.39 0.38 0.05 595.14 4.52 1.39% 0.04 % 219129 61979 223747 4106 7483 -65 -0.19% -2.27% 1441599 203489 486757 -9768 75310 -530 -0.61% -1.88% 82342 -12546 117946 -11197 19740 -330 -1.64% -2.20% 184828 51083 170155 -504 7 23625 -545 -2.19% -3.13% 125576 -3706 56593 -10910 74850 -450 -0.53% -0.7 3% 258432 64469 221399 -432 1 9440 80 -1.10% 1.75% 343380 -20031 220427 -20352 IV IV 20HV20HV 110IV/90IV 110IV/90IV 43349 -6285 30644 1696 1.59 -0.02 1.01 0.12 306197 40525 650399 19362 0.69 0.01 0.27 0 .01 LPG 12110 3159 16928 959 1.09 0.68 0.72 0.00 PTA 239491 -911 408077 11201 2.07 0.48 0.82 0 .01 110253 54596 72218 3070 0.73 0.12 0.88 -0.10 159957 72140 190970 23627 2.03 0.54 1.34 0.10 PVC 35134 4874 101881 3435 0.97 0.12 0.39 0 .0