商品期权：苯乙烯期权隐含波动率今日震荡回落，较上一交易日下降近4个百分点，目前处于60-70分位数水平

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 9/24/2024 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 19.93% 0.60% 17.90% 0.00% 77.34% 1.43 % 2.03% 0.01% 22.68% 1.87% 23.46% 0.02% 77.79% 5.62 % -0.78% 0.00% 22.08% 1.81% 23.09% 0.00% 76.56% -16.74% -1.01% 0.02% 17.83% 0.52% 16.52% 0.00% 73.34% 4.22 % 1.31% 0.01% 21.32% 1.31% 27.06% 0.00% 80.70% 5.95 % -5.74% 0.01% 14.54% -0. 31% 12.58% 0.00% 84.23% 13.65% 1.96% 0.00% 13.95% 0.1 5% 9.19% 0.00% 84.13% 4.6 3% 4.76% 0.00% 28.97% -0. 21% 31.30% 0.00% 83.79% -1.4 0% -2.33% 0.00% 22.95% 0.41% 21.05% 0.00% 78.32% -0.2 7% 1.90% 0.00% 18.96% -0. 09% 16.62% 0.00% 74.07% 0.7 4% 2.34% 0.00% 12.98% -1.70% 16.38% 0.05% 57.59% -7.59% -3.40% -0.07% 红枣 27.80% 1.81% 24.08% 0.00% 106.13% 2.21 % 3.72% 0.02% PCR PCR -0.17 PCR -144 -7240 3401 2139 -0.51 -18006 -55076 19080 577 3552 4461 6871 -0.28 -18292 -39538 -94500 -0.17 0.28 红枣 PCR .00 .01 .00 .00 0.02 -0.030.01 0.02 0.06 .00 0.00 0.01 - 0.32 -0.12 0.35 437 34931 -628 5926 0.48 -0.23 0.48 999 72428 16149 59138 0 0.57 0.04 0.67 469126 178254 0.91 1.03 187684 89489 1.18 0.79 511184 215257 0.56 0.12 0.63 288266 9077 136286 0.67 0.81 422509 142143 0.78 0.06 0.89 108 147224 58541 0 0.47 6 -0.0 0.67 -192 215987 19182 83901 0 1.07 0.42 29063 8383 27062 0 0.57 5 -0.1 0.40 44317 13395 0 0.79 0.67 924740 2031 250939 3102 46 1.87% 1.94% 1263709 47779 1297733 -26781 6995 43 0.37% 1.31% 81140 -39457 128001 -62 56 3679 48 1.94% 1.52% 78981 -2639 2 12928 -53 46 7976 86 1.06% 0.84% 514050 54410 654183 206 4 9238 146 1.41% 1.88% 450875 -72939 319113 18380 2150 12 0.75% 1.95% 557195 -124749 557048 -16267 5871 22 0.41% 0.10% 292118 30286 364709 6073 2555 55 2.28% 3.23% 790560 -184374 612847 -31778 8258 30 0.58% -0.35% 644992 -100662 539925 -112 13 14195 155 1.03% -0.01% 394336 -94379 523091 10598 7990 78 1.47% 1.09% 69549 -2492 132705 -13724 红枣 9500 300 2.15% 4.69% 53267 -978 72589 -11 40 14.90% -1.39% 9.93% 0.00% 63.67% -5.85% 4.97% -0.02% 32.47% 0.2 7% 29.67% 0.00% 92.51% -1.15 % 2.80% 0.00% 15.57% 0.90% 16.48% 0.00% 68.05% 3.55% -0.91% 0.01% 13.99% -0.1 1% 13.65% 0.00% 70.11% 1.49% 0.34% 0.00% 20.29% 1.06% 21.08% 0.00% 85.85% 2.91% -0.79% 0.01% 40.48% -1.13% 46.10% 0.00% 98.89% -2.94% -5.62% -0.01% 28.91% -0.5 3% 34.33% 0.00% 94.93% 1.87% -5.42% -0.01% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.17% -3.38% -0.05% -0.03% -34.88% PVC -20.63% % -0.89% -9.48% -0.01% -0.01% -0.08% -0.04% -1.71% 玻璃 0.01% 3.23% -1.43% 98.18% 0.00% 38.12% 1.04% 41.35% -0.02% -7.95% -2.17% 83.27% 0.00% 30.11% 22.16% 0.02% 4.71% 6.51% 106.86% 0.00% 16.40% 1.52% 21.11% -6.31% 0.61% 71.33% 0.01% 27.90% -2.36% 21.59% -2.73% -0.88% 76.67% 0.04% 27.01% -4.36% 24.28% 3.10% 71.59% 0.00% 15.41% 18.51% 2.84% % -1.24 66.96% 0.00% 11.10% -1.30 13.94% 0.01% 2.03% 67.24% 0.00% 11.98% 0.60% 14.01% 0.00% 3.80% -2.87% 81.46% 0.00% 18.58% 0.44% 22.38% -0.02% 4.17% 2.88% 69.49% 0.00% 17.85% -1.98% 22.02% 0.00% 0.69% 90.03% 0.00% 24.12% % -0.17 24.81% -4.19% -0.24% 73.38% 0.00% 29.34% 25.15% 2.18% 9.83% 99.80% 0.04% 22.09% 24.27% 0.01% 5.17% 6.51% 102.47% 0.00% 38.09% 0.50% 43.26% 0.00% -0.94% -0.89% 81.63% 0.00% 31.51% % -0.10 30.57% 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 527.4 2.3 0.90% 0.75% 172409 45718 30731 -1797 1442 81 6.42% 6.13% 2862877 777761 1305147 -56880 LPG 4656 94 1.70% 6.04% 81229 5566 72862 -3184 PTA 4930 124 2.24% 3.39% 1319108 273704 1290333 -26421 18215 755 4.09% 6.73% 647861 -12768 203668 11742 2396 57 1.61% 3.79% 792890 73913 771601 -52950 PVC 5388 199 3.26% 4.34% 1430515 383194 964047 -63901 7969 125 1.21% 2.52% 355041 35909 398709 -2187 7360 127 1.36% 2.54% 408157 33978 525436 -27003 4459 94 1.85% 3.05% 247886 49515 293273 -6396 8559 169 0.69% 6.12% 384093 25340 208584 -6718 6952 162 2.21% 3.23% 154521 3576 153098 -10562 1788 36 2.17% 3.19% 206781 55690 200359 -8065 PCR PCR PCR 南华期货 南华期货 南华期货 PCR 143691 -17333 56736 -74982 1.05 0.2 0 1.65 -0.08 1189548 211123 171662 -302162 1.19 0.27 1.01 -0.20 172948 21880 56254 -58610 0.81 -0.17 1.11 -0.26 104173 -26137 42406 -51271 0.79 -0.53 1.20 -0.27 130324 -14460 29689 -58950 1.12 -0.22 1.49 -0.11 105898 -11929 221814 2770 0.45 -0.0 8 0.35 0.00 74351 -35697 135674 -954 0.56 -0.40 0.38 0.00 594.24 -0.9 0.20% -1.19% 215966 -316 3 220257 - 3490 7545 62 0.48% 0.67% 1383152 -58447 465982 -20775 76760 1450 1.79% 2.40% 91754 9412 101686 -16260 19980 240 0.73% 2.38% 151718 -33110 169586 -569 24010 385 0.76% 2.95% 181350 55774 108406 51813 76800 1950 2.20% 2.73% 235393 -23039 231192 97 93 9575 135 2.35% 3.45% 263628 -79752 205612 -14815 66859 23510 31911 126 7 1.82 0.23 1.04 0.03 445215 139018 659399 9000 0.59 -0.10 0.29 0.02 LPG 11123 -987 17203 27 5 0.90 -0.19 0.68 -0 .04 PTA 411108 171617 423690 15613 2.18 0.11 0.89 0.07 97180 -13073 53259 -18959 0.54 -0.19 0.97 0.09 137928 -22029 190631 -3 39 1.57 -0.46 1.34 0.0 0 PVC 83131 47997 105290 3409 0.36 -0.61 0.40 0.0 1 9141 1285 16854 83 4 0.75 -0.68 0.67 -0 .04 11692 616