商品期权：乙二醇期权隐含波动率本周以来不断攀升，目前处于今年4月份以来高点

IV IV 20HV20 110IV/90IV 110IV/90IV 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 南华期货 南华期货 南华期货 南华期货 南华期货 3185 -40 -1.39% -0.14% 999446 -227345 1598755 22078 4628 -5 -0.09% 0.64% 84481 -24721 121593 -10183 3702 -31 -1.33% 0 79% 116545 -17757 120803 4947 7582 10 -0.73% 2.39% 364432 -231290 632615 -13121 8285 -20 -1.10% 2.71% 511039 -327668 277188 - 4362 2413 -7 -0.45% 0.53% 379584 -123885 778490 8225 6194 44 0.32% 1.50% 297682 -110498 312118 - 3462 2485 -29 -1.39% 0.60% 926152 -185406 1027340 18015 7638 26 -0.13% 2.58% 572290 -277186 417382 -13266 14665 260 1.35% 2.72% 353513 25160 515596 - 4422 8730 60 0.62% 1.47% 60036 -22101 130150 - 3267 603093 7/11/2024 HV IVIV20HV20110IV/90IV110IV/90IV 南华期货 17.73% 0.55% 15.37% -0.01% 84.68% -1 .44% 2.36% 0.01% 9.05% 0.03 % 12.90% 0.04% 88.27% 4.45% -3.85% -0.04% 17.12% 0.28% 17.62% -0.01% 81.85% -5.14% -0.50% 0.01% 14.96% -1.10% 16.80% 0 00% 79.71% -1.97% -1.84% -0.01% 18.54% -0.04 % 21.92% -0 .01% 91.81% -6.31% -3.38% 0.01 % 8.46% 0.34% 8.17% 0.00% 78.65% 1.34% 0.29% 0.00 % 10.08% -0.84% 16.70% 0 00% 58.49% -0 .74% -6.62% -0.01% 21.09% 0.06 % 19.86% -0.02% 109.55% 6.50% 1.23% 0.02% 17.84% -0.69% 19.72% 0 00% 89.05% 3.28% -1.88% -0.01% 13.21% -0.70% 15.11% 0.01% 65.32% -1 .60% -1.90% -0.01% 12.16% 0.29% 8.30% -0.01% 94.93% 10.00% 3.86% 0.01% . . PCR PCR PCR PCR . 249088 -102045 1127657 30168 0.57 -0.14 0.42 -0. 01 13692 -9735 53676 -1262 1.01 0 .11 0.48 -0.03 14915 -11624 36637 214 0.75 0 .09 0.40 0.02 35529 -100768 124056 896 0.93 0.40 0.75 0.0 0 55412 -50073 90647 2181 0.92 0 .02 0.62 -0.04 134175 -32173 498955 20955 0.68 -0 .06 0.58 -0.02 102506 -33473 383863 3074 1.11 -0.21 0.61 0.01 331391 -59319 380118 -153108 0.95 0.19 0.33 -0. 01 71389 -107560 165003 455 0.47 0 .00 0.59 0.03 151036 -25350 564031 127 0.59 -0.12 0.61 0.0 0 29335 -22301 86675 184 1.20 -0.24 0.48 -0. 01 . 14.12% 1.54% 9.45% 00% 74.75% 0.15 % 4.67% 0.01% 31.02% 3.01% 20.76% 0 .00% 101.71% 4.53% 10.26% 0.03% 14.81% 0. 19% 13.05% 0 .00% 72.44% 1.73% 1.76% 0.0 0% 10.96% -0.54% 10.77% 0 .00% 70.61% -7.87% 0.19% 0.0 0% 16.36% 0. 76% 17.18% 01% 78.84% 1.17 % -0.82% 0.0 0% 24.91% -1.83% 28.36% 01% 81.33% -5.10% -3.45% -0.03% 23.22% 3.70% 21.31% 01% 89.98% 4.93% 1.91% 0.03% PCR PCR PCR PCR 0.01 - 0.94 -0.11 0.49 507 113804 1 -614 62361 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 -84004 028 457 16092 -0.08 0.60 -0.38 46302 0.41 -0.04 .00 0.04 0.07 .01 .02 0 0.33 0.85 10125 164962 91887 -0 0.36 20 0. 0.57 7909 94165 3481 46077 1.51 1.19 513 55389 5188 75951 0.85 1.73 2096 76980 -29 63134 0 1.15 04 0. 0.91 2468 108254 -27 76483 1.09 0.63 379669 321286 565.46 4.36 1.20% 0.8 1% 119991 34017 149987 61816 8184 56 0.89% 0.7 8% 894583 -195757 261543 -3760 79920 340 0.06% 1.01% 76401 -202 16 195148 -3356 20205 105 -0.22% 1.30% 124272 -57289 147861 -14070 24490 370 1.03% 2.28% 145167 1541 7 73214 -2170 92500 700 -0.64% 1.59% 155537 6366 169488 -6728 10905 -205 -2.37% -1.57% 251401 98262 254471 17965 IV 20HV20 110IV/90IV 110IV/90IV IV HV 南华期货 21.98% -0 .03% 14.85% 0.01% 84.89% 6.87% 7.13% - 0.01% 33.19% -1.35% 38.82% 0.00 % 98.32% -3.90% -5.63% -0.01% LPG 17.39% -0 .55% 19.21% -0.01% 94.77% 1.31% -1.82% 0 .00% PTA 10.22% -0 .69% 11.64% 0.00 % 65.08% 0. 62% -1.42% - 0.01% 16.73% 0 .38% 18.97% -0.01% 75.99% -3 67% -2.24% 0.01% 15.50% 1.69% 14.10% 0.01% 79.29% 5.76% 1.40% 0.01% PVC 12.99% 0 .63% 11.79% 0.00 % 72.64% 2.84% 1.20% 0.00% 8.90% 0 .27% 8.71% 0.00 % 57.61% -6.01% 0.19% 0.00% 8.81% 0 .12% 7.98% 0.00 % 66.33% 6.64% 0.83% 0 .00% 15.86% 2.91% 10.31% 0.01% 82.66% 9.20% 5.55% 0.02% 16.08% -0 .24% 13.86% -0.01% 75.88% 4.76% 2.22% 0.01% 9.83% 0 .79% 11.92% 0.00 % 75.73% 7.04% -2.09% 0.01% 22.78% 1.19% 23.30% 0.00 % 101.47% -0 31% -0.52% 0.01% 10.15% -0 .05% 11.42% 0.00 % 49.98% -1.94% -1.27% 0 .00% . . 79701 -1 251 35225 972 1.36 0.21 1.20 0.13 689105 -101430 423352 -203883 0.83 -0.02 0.76 0.11 LPG 8915 -320 20274 691 0.41 -0.20 0.54 -0.01 PTA 216258 -2 6815 387456 -181642 0.58 -0.14 0.75 0.15 42421 -5 893 114361 41 0.45 0.09 0.47 0.00 434170 144031 245530 -91471 0.74 -0.69 1.11 0.09 PVC 92466 -38150 386875 2904 0.34 -0.02 0.24 0.00 13659 -6 193 65623 -1297 0.40 -0.41 0.59 0.00 13223 -1 517 49504 945 0.41 -0.21 0.50 0.00 184408 102909 169180 18008 0.52 -0.44 0.57 0.00 66735 -7 052 38832 2225 1.33 -0.54 1.32 -0.05 44732 -2 895 42108 -71877 0.85 0.06 1.02 0.37 18183 -6 105 57207 -1770 0.86 -0.20 0.83 0.00 15274 26 73 44519 -458 0.42 -0.30 0.65 -0.02 南华期货 625.3 10.8 0.64% 2.67% 87968 -60 67 24501 -613 1952 0 -2.55% 1.86% 1311971 -389212 789685 3966 LPG 4572 52 0.53% 2.63% 74717 -15 982 76693 -711 PTA 5924 30 0.37% 0.85% 398668 -85956 874367 - 27155 14685 60 0.27% 0.41% 227208 -54719 207350 6886 2584 47 1.81% 2.13% 1022314 349930 794705 86841 PVC 5918 21 -0.10% 1.20% 633047 -55 558 936802 15901 8403 18 -0.12% 0.79% 242558 -36 48 400015 1692 7697 28 0.10% 0.89% 275947 -77 75 392921 5729 4802 79 1.87% 1.70% 546541 233434 469533 34337 9416 134 1.23% 2.73% 343570 -18 723