您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。[南华期货]:商品期权:白银期权隐含波动率较上一交易日大幅上升6.23个百分点,高于20日历史波动率16.45%,目前几乎与5月21日期权隐含波动率历史最高点持平。 - 发现报告
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商品期权:白银期权隐含波动率较上一交易日大幅上升6.23个百分点,高于20日历史波动率16.45%,目前几乎与5月21日期权隐含波动率历史最高点持平。

2024-10-21南华期货芥***
商品期权:白银期权隐含波动率较上一交易日大幅上升6.23个百分点,高于20日历史波动率16.45%,目前几乎与5月21日期权隐含波动率历史最高点持平。

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 10/21/2024 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 19.21% 0.34% 25.55% 0.00% 85.48% 2.64% -6.34% 0.00% 25.10% 0.57% 21.98% 0.00% 82.44% -4.14% 3.12% 0.01% 17.77% -1.18% 25.08% -0.01% 77.23% -12.70% -7.31% -0.01% 17.94% -1.56% 13.18% 0.00% 73.93% -18.21% 4.76% -0.02% 19.62% 0.02 % 15.77% 0.00% 87.99% -0.75% 3.85% 0.00 % 10.60% 0.33% 14.91% 0.01% 76.01% 0.58% -4.31% 0.00% 10.21% -0.1 8% 14.50% 0.00% 61.56% -2.28% -4.29% 0.00 % 29.15% 1.27% 30.27% 0.00% 100.86% 0.50% -1.12% 0.01% 24.30% 0.82% 19.46% 0.00% 86.23% 3.21% 4.84% 0.01% 13.04% -0.3 4% 15.29% 0.00% 79.31% -4.11% -2.25% 0.00% 13.80% -0.1 8% 12.24% 0.0 0% 89.67% -1.10% 1.56% 0.00% 红枣 31.20% -2.16% 29.07% 0.00% 99.97% 0.47% 2.13% -0.02% 227019 -67809 721189 13706 0.62 0.06 0.54 0.00 9546 - 1891 47855 548 0.44 0.11 0.82 -0.01 21467 - 3437 30588 945 1.03 -0.08 0.75 -0.01 45785 - 12779 122496 5886 1.48 0.38 0.80 0.05 56273 21990 85601 443 2.02 0.39 0.98 -0.02 77465 - 23899 355143 20358 0.63 -0.18 0.54 -0.01 100813 -48835 274201 1592 0.87 -0.10 0.61 0.00 292151 163694 213160 -3732 1.13 -0.21 0.88 -0.25 126726 -31771 192850 9345 2.31 0.93 1.55 0.05 144029 -32992 496291 15040 0.77 0.13 0.51 0.00 41300 22635 49478 3222 0.34 -0.05 0.38 0.02 红枣 12358 6393 49299 3751 0.19 -0.02 0.20 -0.02 -101 -1.94% -298 -2.93% -0.69% -127 -3.89% 644149 -399345 红枣 6 95 1.59% -995 13046 2064 6183 -22326 52995 791 39810 -13318 -484 4121 2654 74990 95 27 59711 1.79% 9945 - 112879 086 35 94895 % -0.18 0.35% 8084 468934 9029 -5 268060 % -0.46 -0.21% -50 14020 494386 855385 % 0.07 -0.89% 24 8860 629284 1226577 -4.05% 2322 329137 2893 -12 204353 % 0.41 -0.15% -26 5840 797102 4599 -7 480565 -0.91% -28 2170 284473 515 90 570702 -3.23% 9273 - 690182 2376 -12 504013 % -0.46 -0.92% -38 8206 - 35839 7288 -1 97510 % 0.74 -0.06% -13 3601 130169 814 43 149579 -1.54% 6766 1513916 961 79 1340684 % 0.44 0.51% -10 2985 18.60% 0.37% 11.31% 0.00% 74.63% 1.62% 7.29% 0.00% 40.90% 6.23% 24.45% 0.00% 98.29% 3.52% 16.45% 0.06% 17.70% 1.03% 15.66% 0.00% 77.50% 4.87% 2.04% 0.01% 16.16% 1.44% 14.34% 0.00% 82.55% 18.53% 1.82% 0.01% 23.25% 1.38% 24.44% 0.00% 92.15% 5.76% -1.19% 0.02% 35.58% 0.05% 35.26% 0.00% 96.93% -2.04% 0.32% 0.00% 24.97% -1.01% 96.16% 0.75% 94.28% -1.25% -71.19% -0.76% 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 PCR PCR PCR 南华期货 南华期货 南华期货 625.82 6.76 1.22% 0.20% 250464 -71567 196470 1104 8343 447 5.86% 6.03% 1995675 361159 487463 61924 77620 640 1.31% 0.97% 64098 -4477 119405 -11271 20940 300 1.65% 1.99% 160387 27505 219916 21040 25230 185 1.04% 0.90% 173056 -25868 86382 -7643 72450 1800 3.35% 2.93% 205476 14615 194121 33301 12490 25 -0.24% -28.74% 137640 -77332 140031 -1829 PCR 83686 -38659 98920 1386 0.55 0.00 1.75 0 .02 936083 203531 437687 39276 0.76 0.05 1.37 0.23 115500 -572 97408 3310 0.71 -0.40 1.06 -0.08 102935 17392 94775 -339 0.74 -0.46 1.39 0 .01 140838 -17510 71546 3578 0.95 -0.36 1.57 -0.15 90928 -26224 137024 14346 0.42 -0.01 0.27 0.00 48350 -16320 79756 5744 0.92 -0.02 0.43 -0 .01 PCR PCR PCR PCR IV IV 20HV20HV 110IV/90IV LPG PTA 0.04%0.00% 0.00% 110IV/90IV . . -15.18% . -3.92% PVC -4.57% 6.04% 0.00% 0.00% 0.00% -13.30% .16.63% . 玻璃 氧化铝 0.00% 0.00% 0.00% . . 1% 1% -0.05% 1% 1% 1% 0% -0.05% 0% 0.06% -0.03% 0% 1% 0% 01% 1% 0.0 7.59% 48% 1. 91.66% 0.00% 30.28% 26% 1. 37.87% -0. -21.77% 27% -1 101.77% 69.67% 67% -0. 47.90% 0.0 -7.95% 93% -2 80.96% 29.94% 13% 0. 21.99% 0.0 3.82% 34% 1. 114.51% 22.83% 77% 0. 26.65% 0.0 -8.55% 39% -1 73.12% 0.00% 24.49% 21% -0. 15.94% -10.26% 34% 0. 81.54% 0.03% 30.44% 46% 0. 20.18% -0.35% 100.42% 21.66% 21.31% 0.0 -4.83% 52% -5 70.18% 15.29% 34% -0. 10.46% -7.44% 77.13% 14.71% 7.27% 0.0 -8.49% 5.76% 88.67% 0.00% 29.45% 41% -0. 20.96% 0.0 -4.44% -6.17% 67.88% 0.00% 22.30% 08% 1. 17.86% 0.0 -14.60% 82.02% 42.49% 71% 0. 27.89% 0.0 -6.63% 29% -4 74.95% 28.10% 95% 0. 21.47% -8.63% 83.23% 29.02% 62% -0. 20.39% 0.0 -25.78% 46% -3 103.82% 0.00% 71.07% 01% 1. 45.29% 0.0 -0.94% 12% -1 94.89% 0.00% 36.80% 04% 1. 35.86% 55688 10256 24161 2835 0.96 -0.22 0.69 -0 .04 333482 -102159 785607 24318 0.63 -0.06 0.28 0 00 LPG 8977 2652 11912 661 0.95 0.30 0.77 -0.09 PTA 176227 1715 391671 11230 0.97 0.01 0.67 0 00 71611 -32373 90706 3100 0.62 0.21 0.81 -0.06 124486 41639 182674 14314 1.13 0.24 0.89 -0.03 PVC 58258 -2974 146323 7857 0.51 -0.02 0.29 -0.02 8704 3084 26943 1283 0.61 -0.21 0.73 -0.08 7439 -7308 30437 613 2.89 2.09 0.73 0 01 31721 8968 68217 2875 0.77 0.04 0.69 -0.02 71618 17629 43962 5926 1.22 0.48 0.81 -0.06 18133 1598 28444 1352 1.99 1.26 0.93 0 02 7729 -3786 40792 943 0.35 -0.06 0.71 -0.02 527.9 - 9.5 -1.20% - 1.18% 163214 36344 27932 1068 1481 31 2.78% 5.98% 2286988 -214516 1262480 -6441 LPG 4662 -124 -2.33% -2.01% 44921 17791 50546 33014 PTA 4962 - 30 -0.04% - 0.40% 680069 -49841 1190968 28836 18170 -125 0.06% -2.41% 385080 -112348 177853 -5891 2386 - 48 -2.05% -1.40% 754371 227473 725645 89473 PVC 5367 -85 -1