期权日报

2023/5/26 2023/5/260.00.20.40.60.81.01.21.41.61.82.05.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%10%20%30%40%50%60%70%80%90%202305242023052514.6%14.8%15.0%15.2%15.4%15.6%15.8%16.0%16.2%16.4%1M 2M 3M 6M 9M 1Y20230524202305250.911.11.21.31.41.51.61.71.81.9 2023/5/265.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%隐含波动率20日历史波动率0%10%20%30%40%50%60%70%80%90%202305242023052510.0%11.0%12.0%13.0%14.0%15.0%16.0%1M 2M 3M 6M 9M1Y20230524202305255.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%隐含波动率历史波动率 2023/5/265.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%0%10%20%30%40%50%60%70%20230524202305258%9%10%11%12%13%14%15%16%1M2M3M6M9M1Y202305242023052513.00%13.20%13.40%13.60%13.80%14.00%14.20%14.40%14.60%14.80%15.00%15.20%1M 2M 3M 6M 9M 1Y20230524202305250%10%20%30%40%50%60%2023052420230525 2023/5/260.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%隐含波动率历史波动率0%10%20%30%40%50%60%70%202305242023052512%13%13%14%14%15%15%1M2M3M6M9M1Y202305242023052500.511.522.533.544.50102030405060702015/2/92016/2/92017/2/92018/2/92019/2/92020/2/92021/2/92022/2/92023/2/950VIX50ETF 2023/5/260.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%01000200030004000500060007000051015202530354045502019/12/232020/1/232020/2/232020/3/232020/4/232020/5/232020/6/232020/7/232020/8/232020/9/232020/10/232020/11/232020/12/232021/1/232021/2/232021/3/232021/4/232021/5/232021/6/232021/7/232021/8/232021/9/232021/10/232021/11/232021/12/232022/1/232022/2/232022/3/232022/4/232022/5/232022/6/232022/7/232022/8/232022/9/232022/10/232022/11/232022/12/232023/1/232023/2/232023/3/232023/4/232023/5/23300VIX30030003500400045005000550060006500700075008000051015202530352022/7/22 2022/8/22 2022/9/22 2022/10/22 2022/11/22 2022/12/22 2023/1/22 2023/2/22 2023/3/22 2023/4/22 2023/5/221000VIX1000 2023/5/260.00%5.00%10.00%15.00%20.00%25.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%PVCPVC 2023/5/260.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%90.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00% 2023/5/260.00%10.00%20.00%30.00%40.00%50.00%60.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%PTAPTA0.00%10.00%20.00%30.00%40.00%50.00%60.00% 2023/5/260.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00% 2023/5/260.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00% 2023/5/260.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%90.00%100.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%2022/8/8 2022/9/8 2022/10/8 2022/11/8 2022/12/8 2023/1/8 2023/2/8 2023/3/8 2023/4/8 2023/5/8 2023/5/260.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%2022/8/8 2022/9/8 2022/10/8 2022/11/8 2022/12/8 2023/1/8 2023/2/8 2023/3/8 2023/4/8 2023/5/80.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%2022/8/8 2022/9/8 2022/10/8 2022/11/8 2022/12/8 2023/1/8 2023/2/8 2023/3/8 2023/4/8 2023/5/80.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%2022/8/26 2022/9/26 2022/10/26 2022/11/26 2022/12/26 2023/1/26 2023/2/26 2023/3/26 2023/4/26 2023/5/260.00%20.00%40.00%60.00%80.00%100.00%120.00%LPGLPG0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%2022/8/26 2022/9/26 2022/10/26 2022/11/26 2022/12/26 2023/1/26 2023/2/26 2023/3/26 2023/4/260.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00% 2023/5/260.00%5.00%10.00%15.00%20.00%25.00%30.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%