南华期货期权日报

2023/7/27 2.1 1.9 1.7 1.5 1.3 1.1 0.9 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 15.4% 70% 60% 50% 40% 30% 20% 10% 15.2% 15.0% 14.8% 14.6% 14.4% 14.2% 2.0 1.8 1.6 1.4 1.2 1.0 0.8 0.6 0.4 0.2 0.0 2023072520230726 14.0% 1M2M3M6M9M1Y 2023072520230726 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 隐含波动率20日历史波动率 16.0% 60% 50% 40% 30% 20% 10% 0% 15.0% 14.0% 13.0% 12.0% 11.0% 2023072520230726 10.0% 1M2M3M6M9M1Y 2023072520230726 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 隐含波动率历史波动率 60% 50% 40% 30% 20% 14.80% 14.60% 14.40% 14.20% 14.00% 13.80% 10% 0% 13.60% 13.40% 13.20% 1M2M3M6M9M1Y 2023072520230726 2023072520230726 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 70%15% 60% 50% 40% 30% 20% 10% 0% 14% 13% 12% 11% 10% 9% 8% 1M2M3M6M9M1Y 20230725202307262023072520230726 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 隐含波动率历史波动率 15% 70% 60% 50% 40% 30% 20% 10% 0% 14% 14% 14% 14% 14% 13% 13% 13% 1M2M3M6M9M1Y 20230725202307262023072520230726 70 60 50 40 30 20 10 0 2015/2/92016/2/92017/2/92018/2/92019/2/92020/2/92021/2/92022/2/92023/2/9 4.5 4 3.5 3 2.5 2 1.5 1 0.5 0 50VIX50ETF 50 45 40 35 30 25 20 15 10 5 0 35 30 25 20 15 10 5 0 2022/7/22 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2019/12/23 2020/1/23 2022/8/222022/9/222022/10/222022/11/222022/12/22 2020/2/23 2020/3/23 2020/4/23 2020/5/23 2020/6/23 2020/7/23 2020/8/23 2020/9/23 2020/10/23 2020/11/23 2020/12/23 2021/1/23 2021/2/23 2021/3/23 2021/4/23 300VIX 1000VIX 2021/5/23 2021/6/23 2021/7/23 2023/1/222023/2/22 2021/8/23 2021/9/23 2021/10/23 2021/11/23 300 1000 2021/12/23 2022/1/23 2022/2/23 8000 7500 7000 6500 6000 5500 5000 4500 4000 3500 3000 2023/3/222023/4/222023/5/222023/6/222023/7/22 2022/3/23 2022/4/23 2022/5/23 2022/6/23 2022/7/23 2022/8/23 2022/9/23 2022/10/23 2022/11/23 2022/12/23 2023/1/23 2023/2/23 2023/3/23 2023/4/23 2023/7/27 2023/5/23 2023/6/23 7000 6000 5000 4000 3000 2000 1000 0 2023/7/23 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% PVCPVC 140.00% 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% PTAPTA 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 100.00% 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/8/82022/9/82022/10/82022/11/82022/12/82023/1/82023/2/82023/3/82023/4/82023/5/82023/6/82023/7/8 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/8/82022/9/82022/10/82022/11/82022/12/82023/1/82023/2/82023/3/82023/4/82023/5/82023/6/82023/7/8 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/8/82022/9/82022/10/82022/11/82022/12/82023/1/82023/2/82023/3/82023/4/82023/5/82023/6/82023/7/8 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/8/262022/9/262022/10/262022/11/262022/12/262023/1/262023/2/262023/3/262023/4/262023/5/262023/6/262023/7/2 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% LPGLPG 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/8/262022/9/262022/10/262022/11/262022/12/262023/1/262023/2/262023/3/262023/4/262023/5/262023/6/262023/7/2 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/12/262023/1/262023/2/262023/3/262023/4/262023/5/262023/6/262023/7/2 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 2022/12/262023/1/262023/2/262023/3/262023/4/262023/5/262023/6/262023/7/2 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00%