商品期权：碳酸锂价格近日持续震荡，基本面方面并无改善

603093 5/28/2024 HV IVIV20HV20 110IV/90IV110IV/90IV 18.03% 0.37% 17.76% 0.00% 76.62% 5.96% 0.27% 0 00% 8.64% -1.29% 10.41% 0.00% 89.04% -2.94% -1.77% -0.01% 17.38% -1.18% 17.74% -0.01% 102.08% -8.91% -0.36% 0 00% 15.65% 0.10 % 16.61% 0.00% 95.54% 6.51% -0.96% 0 00% 20.04% 0.41% 17.21% -0.01% 89.59% -2.31% 2.83% 0.01% 9.32% 0.79% 8.08% 0.00% 90.36% -9.41% 1.24% 0.01% 12.69% -0.35% 12.48% 0.00% 56.41% -5.80% 0.21% 0 00% 23.40% 0.10 % 19.50% 0.00% 96.12% -2.05% 3.90% 0 00% 19.34% -0.12 % 19.42% -0.01% 93.50% -9.23% -0.08% 0.01% 12.78% 0.18 % 13.57% 0.00% 53.48% 1.42 % -0.79% 0.00% 15.20% 0.33% 13.91% -0.02% 95.90% -0.5 4% 1.29% 0.02% . 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 . . . PCR PCR PCR PCR 南华期货 . 335147 66268 916355 271 0.39 -0. 04 0.62 0 .00 34023 596 76496 3532 0.57 0.0 1 0.48 -0.04 6301 -2661 20920 487 0.51 -0.28 0.76 -0.04 107328 50972 145102 17454 0.63 0.22 0.79 0.07 68547 -6645 133581 -417 0.99 -0. 04 0.77 0.04 76021 -8520 396349 13535 0.36 0.0 2 0.65 - 0.01 205281 8272 403185 10781 0.46 0.0 3 0.45 0 .01 185231 -6204 293126 8838 0.88 -0. 01 0.58 - 0.01 175906 83166 168936 8538 0.44 0.06 0.62 0.08 151459 -29627 574447 646 0.35 -0.21 0.57 0 .00 17352 5625 49644 -116 0.36 -0.16 0.68 -0.02 3560 -28 -1.08% -0.09% 1515711 92520 2193956 -57491 4654 7 -0.09% 0.75% 96909 147 20 103792 194 0 4147 10 -0.22% 1.07% 138876 175 13 115618 268 6 8106 162 1.66% 2.68% 715026 189331 824079 47004 8913 135 1.00% 2.47% 716663 -3 3246 346433 -12 427 2450 -1 -0.12% 0.61% 314611 43 12 531998 -28289 6225 24 0.68% -0.18% 358984 -48883 377451 -54 64 2857 -22 -1.24% 0.23% 819128 -125603 892400 14910 7774 170 1.99% 2.33% 885473 120946 601437 44693 15490 25 0.13% 0.64% 213139 -7 1239 523391 -61 95 9150 8 0.00% 0.20% 83072 189 42 103040 -31 21 14.94% -0.10% 17.56% 0.00% 81.41% -14.59% -2.62% 0.00% 33.04% 1.15% 36.26% 0.00% 111.92% 7.84% -3.22% 0.01% 21.02% 0.21% 25.82% 0.00% 94.27% 8.31% -4.80% 0.00% 17.41% 0.73% 15.89% 0.00% 93.90% 5.29% 1.52% 0.00% 21.43% 0.42% 19.75% 0.00% 101.96% 3.72% 1.68% 0.00% 32.58% -1.49% 32.20% 0.00% 95.65% 4.75% 0.38% -0.02% 22.40% -7.05% 23.89% 0.01% 103.13% -2.8 2% -1.49% -0.08% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 45497 -47356 71250 4309 0.54 -0.07 1.03 0.02 306485 -555421 166698 36251 0.45 -0.25 1.38 0.08 108535 -32987 84989 9412 0.50 -0.27 1.36 -0.01 118156 -19176 66232 6412 0.28 -0.12 0.88 0.02 70924 -36476 35558 3772 0.47 -0.35 1.50 0.11 101111 21438 266220 5668 0.24 0.04 0.30 -0.01 231274 38839 183666 17304 0.24 0.06 0.39 -0.02 - IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -0.80% % -3.31% 0.00% 11.66% -0.43% 0.00% PVC -1.93% -1.33% -0.64% -1.23% 0.00% 0.00% -10.40% 0.00% -0.47% -1.19% -0.01% -0.01% % % % % % -0.04% -0.02% -0.01% % -0.02% -0.02% % % -0.01 3.96% % 1.03 105.84% 9.98% 13.94% 0.00 -0.27% 2% -1.3 97.67% % 0.00 27.75% 27.48% 1.30% % 2.43 102.13% 0.01% 8.26% % -0.92 9.56% 1.30% % 4.02 80.76% 17.28% 18.58% -0.01 3.44% 0% -1.2 99.15% % 0.00 10.50% 13.94% 0.10% 102.04% 11.81% 11.91% 0.21% 6% -2.6 99.60% 12.20% 12.41% 2.66% % 0.51 103.78% 0.00% 16.12% -3.76% 18.78% 0.00 2.26% % 3.61 109.71% 15.01% 17.27% 0.01 7.54% 89.65% 1% -0.0 14.80% 0.67% 22.34% 0.00 4.29% % 6.84 84.57% 8.29% -0.40 12.58% 0.00 4.49% 102.70% 1% -0.0 21.63% 26.12% 0.00 -5.14% -16.76% 93.99% -0.02% 42.98% -1.50% 37.84% 5.18% % 0.37 90.39% % 0.00 20.19% % -1.01 25.37% 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 610.5 3.7 1.03% 0.48 % 68721 -26 700 31183 -341 8 2361 -81 -2.72% -4.13% 1337516 -260046 794991 -22887 LPG 4797 18 1.46% -1.71% 194193 -27 166 100936 9577 PTA 5918 -26 -0.50% -0.94% 506913 -254697 893449 -35 8 15175 210 1.23% 1.67% 753492 328370 224492 -154 5 2619 0 0.15% -0.31 % 710124 -57 633 918524 -15067 PVC 6420 -39 -1.06% 0.36 % 2224795 300990 957916 -19375 8616 -53 0.06% -1.19 % 405530 113 40 494500 -21679 7804 -28 0.15% -0.84% 438717 48376 520619 -221 2 4566 -1 -0.07% -0.77% 261024 -26 711 382808 -6336 9576 -42 0.68% -1.23 % 336751 718 5 298192 -814 4 7384 -70 -0.78% -1.24 % 111201 156 63 138967 -25370 2186 -2 -0.14% 0.36 % 241267 245 80 234795 -4669 8550 -50 -0.40% -1.36 % 54618 -25 728 95428 -6574 555.96 0.18 0.10% -0.02 % 162654 5558 180724 -52 8286 20 5 3.16% 1.58% 2399913 955257 465141 50097 84600 1070 0.93% 1.32% 155282 46190 207025 -916 21190 280 0.90% 0.81% 236297 42711 238540 1026 24795 105 0.32% 0.00% 196305 22553 118445 -3432 105000 -1200 -1.69% -0.94% 114804 19004 170519 -1120 12465 -2 45 -2.46% -2.82% 239649 -56786 114738 11103 PCR PCR PCR 21318 15265 - 0.12 LPG PTA PVC 34067 53077 109026 27579 - 0.09 0.02 0.05 23993 12682 0.07 - PCR 0.06 -0.06 0.11 .02 .05 0.08 .03 0.00 .01 .01 0.15 0.09 -0.04 -0.05 0.74 0.07 0.67 1455 33408 0413 -1 15432 1.18 0.02 0.69 1130 40026 45 54 12490 0.84 0.39 -1421 48529 420 -7 39537 1.11 0.00 0.46 94392 153129 0 0.57 0.31 -2924 78830 5613 -1 34703 0 0.62 -0.07 0.23 408 40495 -153 19618 0.69 0.11 0.28 2583 47569 32 39 22701 0 0.35 0.22 328736 333767 0.88 0.41 -2777 28223