商品期权：硅铁期权隐含波动率相比昨日上涨近40%

PCR PCR PCR PCR 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 603093 5/30/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.23% 0.30% 19.01% 0.00% 70.49% 0.0 6% -0.78% 0.00% 8.55% -0.60% 10.29% 0.00% 84.32% -9.04% -1.74% -0.01% 18.43% 0.06 % 18.75% 0.01% 90.07% -0.03% -0.32% -0.01% 15.62% -0.2 8% 17.83% 0.01% 83.00% 8.70% -2.21% -0.02% 19.13% -0.92% 20.38% 0.03% 83.52% -4.86% -1.25% -0.04% 6.91% -1.17% 8.00% 0.00% 81.94% -7.34% -1.09% -0.01% 12.71% 0.51% 12.20% 0.00% 67.28% 12.54% 0.51% 0.01% 22.96% -0.2 3% 20.66% 0.00% 93.03% 2.2 4% 2.30% 0.00% 17.73% -1.49% 20.36% 0.01% 93.09% 1.3 4% -2.63% -0.02% 13.40% 0.94% 13.82% 0.00% 51.46% 1.0 5% -0.42% 0.01% 14.64% 0.03 % 14.51% 0.00% 94.48% -0. 64% 0.13% 0.00% 330961 -363271 1007697 26596 0.49 -0.09 0.53 -0.01 41126 11706 78078 338 0.71 0.12 0.47 -0.01 11277 -6111 24074 827 1.18 0.14 0.77 0.00 106503 28257 150473 2284 0.90 0.30 0.80 -0.07 113251 5449 132128 -808 0.86 0. 00 0.85 0.00 111708 11446 433421 26094 0.84 0.23 0.68 0.02 183644 35234 411809 3886 0.53 0. 03 0.43 -0.01 154064 -167218 313344 6216 0.76 -0.28 0.49 -0.01 126781 -17250 177301 4199 0.47 0.04 0.57 -0.04 153842 2881 569418 -6473 0.46 0.05 0.58 0.01 15666 -3289 50527 -67 0.38 0. 01 0.65 -0.02 3481 -28 -0.63% 1.60% 1345371 -1E+06 2030757 -41467 4653 -17 -0.09% -0.5 6% 92996 -7844 90116 -4488 4059 -48 -0.76% 0.6 8% 138363 -49118 100188 -4337 8030 -124 -1.04% -2.05% 625071 -43301 783786 -21295 8813 -236 -1.68% -3.46% 801493 -93633 347731 -25792 2428 -7 -0.41% 0.2 4% 366706 -42404 462395 -30552 6205 -17 -0.13% -0.1 8% 422581 110105 367382 -3002 2791 -12 -0.36% 2.32% 803768 -510829 905852 -2836 7742 -116 -1.07% -2.62% 721436 -13815 2 595796 -31050 15470 -100 -0.64% -1.03% 259278 6486 515957 -4217 9150 -78 -0.48% -1.18% 77570 -9534 103959 -2584 IV IV 20HV20 110IV/90IV 110IV/90IV .. .. PCR PCR PCR 南华期货 15.16% -0 53% 17.77% 0.00% 67.27% -29.79% -2.61% -0 01% 32.30% -3.92% 39.20% 0.02% 107.24% -6.26 % -6.90% -0.06% 19.47% -2.77% 28.38% 0.03% 82.93% -15.61% -8.91% -0.05% 18.53% -1 14% 16.36% 0.0 0% 97.73% -1.80 % 2.17% -0 01% 20.65% -2.93% 23.42% 0.03% 94.96% -11.96% -2.77% -0.06% 33.21% 1.29 % 25.07% -0.07% 86.62% -5.73 % 8.14% 0.08% 27.16% 4.93% 31.01% 0.07% 103.91% 8.09% -3.85% -0 .02% PCR 52591 1943 75324 2036 0.82 0.34 1.02 -0.02 213439 -79021 192341 5873 0.67 0.21 1.41 0.04 139901 47382 95034 4723 0.91 0.11 1.36 -0.06 297448 154612 89926 14773 0.45 0.12 1.39 0.36 69556 -36363 43471 1453 0.68 0.15 1.69 0.08 127767 38265 276098 7327 0.22 -0.04 0.29 -0.01 462680 256282 208966 7726 0.22 -0.09 0.40 0.06 HV PCR PCR PCR PCR 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 南华期货 24.47% 0 .13% 21.29% 0 .00% 85.77% -3.3 1% 3.18% 0.00 % 38.37% -0.58% 45.67% 0.02% 128.65% 29.92% -7.30% -0.02% LPG 25.07% 0 .20% 21.67% -0.01% 94.51% -0.02% 3.40% 0.01% PTA 12.96% -0.40% 9.38% 0.01% 81.95% 0.8 5% 3.58% -0.01% 23.72% 1.09% 15.79% 0 .00% 101.75% -8.8 8% 7.93% 0.01% 17.86% - 0.32% 14.77% 0.00% 84.08% -15.24% 3.09% 0.00 % PVC 20.17% -0.82% 15.91% 0 .00% 89.36% -30.23% 4.26% -0.01% 12.80% 0.41% 11.69% 0 .00% 95.71% -2.3 4% 1.11% 0.00% 12.71% 0.97% 11.70% 0 .00% 88.08% -4.2 7% 1.01% 0.01% 13.93% - 0.35% 10.68% 0 .00% 99.22% 4.96% 3.25% 0.00% 19.59% 0 .15% 16.59% -0.01% 73.01% 0.4 7% 3.00% 0.01% 12.28% 2.18% 8.51% 0.01% 81.26% 2.1 7% 3.77% 0.01% 25.52% -0.71% 27.83% 0 .00% 89.29% -15.38% -2.31% -0.01% 14.92% 0.46% 10.69% 0.01% 110.16% 4.4 9% 4.23% 0.00 % 14.79% 0.05% 15.63% 0.00% 97.89% 8.62% -0.84% 0.00% 554.2 -5.5 -0.96% -1.16% 179983 -17 454 180798 -1485 8270 -269 -1.83% -4.28% 2240753 -589700 462637 -18975 82860 -2610 -2.41% -3.26% 214119 5963 4 202769 -6175 21560 40 1.20% -0 .38% 572669 314093 243775 -2247 24710 -640 -1.44% -3.28% 269493 -17 336 108870 -14897 106000 800 1.05% 2.13% 129912 3540 4 162442 -4257 13075 735 5.23% 8.75% 662140 443954 193205 76933 IV IV 20HV20 110IV/90IV 110IV/90IV 49908 7584 36919 -2276 0.49 -0.12 0.46 0 .03 315123 31 447886 11429 0.64 -0.24 1.65 -0.05 LPG 48426 2194 52478 1258 0.48 -0.03 0.62 0 .03 PTA 493402 247447 465342 3419 0.37 -0.05 0.70 0 .03 100744 33896 75163 -47 0.29 0.06 0.62 0.06 356964 197210 301299 9524 0.43 -0.09 0.91 0.07 PVC 436911 145167 374138 9761 0.27 -0.05 0.37 0.04 18771 7695 48141 301 0.17 -0.22 0.70 0 .01 18276 3499 43623 1269 0.29 0.02 0.57 0 .00 51858 29640 80248 -67 0.38 -0.03 0.57 0 .00 173265 27812 109613 2627 0.46 -0.12 1.07 0 .03 53890 16715 51050 1731 0.38 -0.04 0.79 -0 .02 13616 2066 41903 1012 0.62 -0.17 1.19 0.09 30132 18255 33368 1536 0.71 -0.09 0.85 0.07 611.5 -8.2 -0.94% -2.40% 91029 163 27069 -1197 2344 -89 -1.26% -2.51% 1386621 22610 755973 -25742 LPG 4778 -14 0.27% 0.87% 163295 36458 101342 -402 PTA 6024 70 1.35% 1.18% 1069955 575450 1006207 92112 15670 225 2.59% 1.44% 906122 390576 219045 -8294 2659 34 1.41% 1.64% 1196250 529120 954097 22401 PVC 6513 61 1.83% 2.66% 2788188 1007073 919499 -29312 8682 32 0.52% 0.79% 433718 152473 491362 -722 7872 39 0.69% 1.08% 424564 135967 519309 -1760 45