商品期权：纯碱平值期权合约隐含波动率尾盘阶段大幅拉升

IV IV 0.22 -0.16% -0.36% -0.55% 0.41% -0.60%28% -0.51% -0.32% -0.75%0.61% 20HV20HV 110IV/90IV 110IV/90IV -33.29%14.32% 0.02% 0.02% 5.49% 10.22% 3.61% -5.88% 5.39% % -0.05% % % % -0.03% -0.02% % % -0.01% % 0.01 4.03% % -1.22 96.94% 0.00% 9.80% 13.83% -2.74% % -3.43 67.96% 0.00% 15.32% 12.58% 0.00 -5.99% 90.90% 0.00% 23.39% 17.40% -0.01 4.39% 103.38% 0.00% 18.78% 23.17% -7.03% 66.37% 18.07% -0. 11.04% -1.53% 94.43% 9.38% 7.85% 0.02 0.96% 106.66% 0.01% - 17.80% 18.76% 0.00 -3.13% % -0.58 89.65% 0.00% 18.57% 15.44% -0.01 0.28% 107.15% 0.00% 17.37% 17.65% -3.55% 68.62% 0.05% 12.26% 8.71% 0.00 5.50% % 1.93 94.73% 0.00% 13.82% % 19.32% PCR PCR PCR -24772 2769 1503 2658 2075 5799 0.12 0.04 0.15 0.18 984980.03 -6968949890.07 0.02 0.10 -0.41 PCR -0.01 0 0.02 -0.02 -0.01 -0.01 0.02 0 -0.02 0 0 0.0 0.53 1.00 -1836 79917 838 - 22164 0.0 0.55 0.62 1173 531017 0870 -2 83668 0.68 0.82 -1029 185914 67 55 116723 0.0 0.36 0.46 379412 132535 0.54 0.84 11020 - 361539 221738 0.71 6 -0.0 0.53 364467 712 -4 59713 0.84 0.78 68735 52 18 26736 0.74 0.69 133001 30308 0.48 0.77 28368 57 14 14899 0.0 0.42 0.45 50495 87 22 18112 0.48 0.08 0.58 33047 1164293 24586 270608 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 603093 6/28/2024 3374 11 0.48% 0. 12% 956329 -254641 1780999 -26702 4692 33 0.88% 0. 26% 104836 2011 4 153823 12507 3912 35 1.03% 0. 54% 99871 46 99310 -112 7834 64 0.54% 0. 23% 419479 1555 3 646914 4391 8382 71 0.65% 0.01% 449291 -264 67 299983 -1 1403 2509 -3 -0.16% - 0.20% 373564 -604 02 778093 158 8 6212 135 1.89% 2.41% 584677 281496 368505 -7 716 2637 9 0.50% - 0.89% 832142 -490769 1004755 -1 0255 7666 80 0.71% 0. 58% 642162 51966 490608 25118 14705 30 0.10% 0. 31% 231613 -108 63 537550 -1 2045 8880 36 0.57% 0. 02% 58801 8727 123569 -40 39 13.24% 0.29% 16.43% 0.00% 73.94% 4.18% -3.19% 0.00% 29.30% 2.10% 39.43% 0.00% 101.30% 3.60% -10.13% 0.03% 15.78% 0.91% 16.47% -0.02% 84.41% 6.85% -0.69% 0.03% 10.64% 0.57% 12.49% 0.00% 64.37% 3.31% -1.85% 0.00% 20.00% 3.96% 20.67% 0.00% 96.82% 9.75% -0.67% 0.04% 31.59% 1.91% 30.21% 0.01% 93.07% -42.75% 1.38% 0.01% 20.83% -0.05% 24.74% -0.06% 84.08% 4.72% -3.91% 0.06% IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR 南华期货 PCR 56150 -5882 113076 442 0.65 -0.34 0.90 0.0 0 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 23.15% 0.90% 22.16% 0.00% 88.98% 4.0 8% 0.99% 0.01% 39.64% 6.29% 33.51% 0.02% 94.87% -0. 59% 6.13% 0.05% LPG 22.22% 0.11% 22.19% 0.01% 91.53% -2. 45% 0.03% -0 .01% PTA 12.35% -0.08% 10.94% -0.01% 88.51% 14.84% 1.41% 0 00% 19.12% -1.10% 28.65% -0.01% 98.68% 6.3 6% -9.53% -0 .01% 14.45% 0.12% 14.52% 0.00% 80.89% 2.3 6% -0.07% 0.00% PVC 14.02% 0.43% 18.29% 0.00% 65.01% -11.63% -4.27% 0.01% 9.69% -0.22% 9.10% 0.00% 65.10% 8.48% 0.59% -0.01% 9.65% -1.08% 9.05% 0.00% 67.56% -2. 72% 0.60% -0.01% 11.24% -0.16% 11.00% 0.00% 89.95% 9.58% 0.24% 0 00% 15.68% -0.31% 17.88% 0.02% 73.42% 11.75% -2.20% -0.03% 12.90% -1.63% 11.96% 0.00% 81.05% -4.32% 0.94% -0.01% 25.15% -0.77% 24.36% 0.00% 98.08% -5.16% 0.79% -0 .01% 12.70% 0.88% 11.29% 0.00% 82.45% 7.39% 1.41% 0.01% -8062 7395 -16189 14766 -0.26 -0.18 .12 0.07 0.09 0.25 -0.01 -0.05 -0.050.04 -0.03 0.01 0.37 0.80 5408 222342 97412 0.33 0.60 9647 210957 9 21 147627 1.25 0.60 4798 46959 90343 0.83 -0 0.59 965 58055 76 -4 29662 1.02 0.69 2429 88823 39 -8 70388 0.96 0.78 286719 215945 551.52 6.12 1.15% 2.00% 112648 -12130 110091 -5927 7761 132 1.78% 2.56% 1011917 72262 313962 -8337 78370 820 0.59% 1.19% 136876 24158 195709 13856 20320 140 0.30% 0.54% 136577 22 59 191680 -7624 24665 545 1.86% 0.34% 249829 -38141 106469 14953 94500 -100 -1.05% -4.49% 176810 26196 151305 9284 11420 5 -0.04% -0.2 6% 176666 47643 224284 - 400 IV IV 20HV20HV 110IV/90IV 110IV/90IV . PCR PCR PCR PCR 南华期货 . 58672 3904 30147 449 1.23 0.01 1.16 0.12 191579 26589 416686 8868 0.71 0.11 0.78 0.01 LPG 26136 7389 34538 1992 0.51 0.08 0.53 0.04 PTA 343917 173663 478710 18023 0.41 -0.22 0.71 -0.03 47847 1908 100400 372 0.31 -0.07 0.51 -0.01 137236 36800 276842 1179 0.66 -0.11 0.99 0.05 PVC 86036 20762 331264 12083 0.25 0.06 0.30 -0.02 15607 -1377 59229 -527 0.32 0.01 0.64 0.01 16416 1587 51402 2976 0.30 -0.03 0.49 -0.02 54934 9285 117989 1144 0.70 -0.01 0.52 0.03 393632 178832 141522 10836 0.67 -0.24 1.55 0.19 81772 2421 101016 3411 0.33 0.04 0.57 -0.02 13675 3534 48097 1465 0.67 0.10 1.02 0.02 21210 11759 45864 -1318 0.56 -0.19 0.72 0.00 LPGPTA PVC 628.3 2093 4752 5998 14955 2553 6053 8584 7790 4640 9472 7746 2141 8654 10 71 75 42 30 35 19 66 54 13 248 30 7 60 1.68% 2.40% 1.45% 0.84% -0.70% 1.59% 0.02% 0.74% 0.66% 0.85% 2.72% 0.47% 0.05% 0.82% 1.94% 3.33% 1.39% 0.67%0.13% 1.07%0.53% 0.68%0.43% -0.20% 2.90% 0.70% -0.05% 0.65% 107859 1165015 119032 810892 286600 630023 795623 351570 340596 267019 546663 133898 162125 59918 -14608 167828 3375 330530 -42242 173545 143896 98965 5299245063 199853 -40656 11269 22675 26696 710388 107858 1006879 212469 696348 857957 421586 442574 355907 302337 155077 209580 84707 2223 -17074 7966 1379