商品期权：贵金属及有色金属期权隐含波动率本交易日均大幅回落

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 5/23/2024 IV HV 南华期货 IV20HV20110IV/90IV110IV/90IV 18.26% -0.50% 17.20% 0.00% 77.11% -3.30% 1.06% 0.00% 9.89% 0.26 % 11.67% 0.01% 78.59% -7.91% -1.78% -0.01% 19.08% -0.45% 24.30% 0.05% 98.09% 11.24% -5.22% -0.05% 16.58% 0.23 % 17.11% 0.00% 85.62% -3.53% -0.53% 0.00% 20.40% 0.14 % 21.73% 0.00% 99.30% -7.66% -1.33% 0.00% 10.13% 0.61% 7.93% 0.00% 100.20% -0. 52% 2.20% 0.01% 13.25% 0.87% 12.24% 0.00% 61.41% 2.3 9% 1.01% 0.00% 23.40% -1.08% 19.11% 0.00% 98.92% -1. 20% 4.29% -0.01% 18.35% -0.83% 21.32% 0.00% 90.96% -6.81% -2.97% -0.01% 12.56% -0.53% 13.63% 0.01% 53.21% -5.77% -1.07% -0.01% 14.36% -0.19% 15.63% 0.00% 95.62% 0.01% -1.27% 0.00% PCR PCR PCR PCR 南华期货 348004 105145 803544 -4910 0.34 -0.09 0.70 -0.01 27690 68 27 67771 1180 0.21 -0.18 0.48 -0.02 8179 15 05 19762 253 0.85 0.19 0.79 0.02 64643 27704 118081 -142 0.41 0. 03 0.76 0.01 92760 48069 130125 2113 0.67 0. 06 0.74 -0.02 73052 -45201 372679 1973 0.34 -0.25 0.70 -0.01 196586 78084 367095 15880 0.89 0.46 0.48 0.01 293781 91018 265064 7669 0.55 -0.32 0.66 0.01 116066 46415 149342 6053 0.52 0. 06 0.56 -0.03 279140 76113 568320 409 0.45 -0 04 0.57 -0.02 30211 20457 48120 1555 0.45 0. 05 0.70 -0.05 . 3622 0 0.78% 0.20 % 1813993 461321 2280409 - 6654 4677 3 0.41% 0.17 % 91185 18328 106773 - 1980 4183 -12 0.55% 0.00% 153071 32563 115679 2820 8008 -34 -0.07% -0.3 5% 683914 165978 772471 -10816 8895 -51 -0.01% -0.43% 961479 389422 357425 2258 2473 -3 0.32% -0.74% 394035 -23333 597839 -12131 6128 -60 -1.16% -0.89% 501474 200278 417622 41916 2923 -17 1.21% -0.62% 1574287 473061 833035 28985 7598 -64 -0.55% -0.1 6% 934727 313011 559391 -16158 15530 155 1.07% 0.62% 451957 158452 549459 -15564 9206 14 0.35% 0.09 % 156100 92556 107848 8266 15.62% -1.79% 19.85% 0.01% 104.80% 30.84% -4.23% -0.03% 32.61% -5.55% 37.91% 0.02% 99.67% -13.83% -5.30% -0.08% 23.05% -3.45% 27.04% 0.04% 86.56% -11.04% -3.99% -0.08% 16.88% -3.88% 16.85% 0.04% 85.49% -14.56% 0.03% -0.08% 21.22% -4.54% 20.40% 0.02% 91.17% - 8.06% 0.82% -0.07% 33.11% -3.03% 31.78% 0.00% 95.13% - 2.53% 1.33% -0.03% 20.41% 0.13% 16.57% 0.00% 88.36% - 2.74% 3.84% 0.00% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 178108 64541 142803 -7695 0.80 0.40 0.98 -0.12 IV IV 20HV20HV 110IV/90IV 110IV/90IV PCR PCR PCR -76044 11823 LPG PTA 56409 PVC 18963 7730 1171 23867 -0.28 PCR -0.06 -0.04 -0.06 0 0 -0.06 1 0.02 0.05 -0.03 -0.060.03 -0.04 -0.02 0.81 -0.19 0.52 702 28524 97 -30 6168 1.24 1 0.0 0.46 58 37376 25 -11 8952 0.72 05 -0. 0.47 1740 38698 49152 1.03 0.66 -306 69442 77828 0.56 5 0.0 0.44 2659 74259 25611 0.67 0.13 0.60 664 35961 6021 13012 0.68 3 0.0 0.30 -1719 43916 4421 14306 -0.0 0.24 05 -0. 0.15 -763 290686 152325 0.82 02 -0. 0.49 3473 273561 3 243 199648 0.0 0.40 01 -0. 0.23 751 92518 107870 0.0 0.80 0.16 0.62 15555 406836 16991 238275 0.52 0.24 0.61 -123 28519 15 -32 20486 1.75 05 -0. 0.70 387145 249912 0.37 0 0.0 0.48 2695 33722 70 -31 52202 -49 -50 -4.29% -0.72% -301953 LPG PTA PVC -37 22 -79 -78 -0.65% -0.88% -0.83% 82958 100121 117129 93777 -96 -42 -0.48% -0.65% % 107298 -80427 -38 -2782 20791 12479 10166 -7529 54486 521 -37841 -34464 10998 144135 15702 -3995 1582 97618 2 805 46887 -0.17% -0.56% 8458 240688 254708 -1.17 -1.58% -17 2175 - 172911 6 500 79862 -0.73% 7380 263135 293491 -1.70% 9392 - 361550 38351 237236 -0.07% -0.44% -16 4504 519693 392703 -0.95% 7718 480903 374398 -0.86% 8523 12 939255 1413610 -0.10% 0.72% 6405 - 951001 957298 -1.48% 2591 230702 270932 597475 0.61% 0.37% 30 14865 - 885253 5 3850 548921 -0.03% -0.41% -12 5884 - 22813 133 -14 60302 -1.37% 4694 - 776689 1759538 -1.49% 2376 35158 96 -23 120095 0.60% -1.39% -3.1 602.5 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 276041 92449 -113703 14641 2110 0.29 -0.53 -0.23 --0.14 4200 5649 -0.01 0.35 0.10 0.29 155558 43017 - 78036 -0.02 0.32 0.14 0.42 246174 907 15 75863 1.42 0.47 1.09 434 69924 43838 - 121389 -0.07 0.81 0.21 0.56 1271 - 125811 186664 1.37 0.27 1.02 137889 312363 1.23 0.96 434575 1051469 559.72 -13.6 -2.61% -2.24% 298603 104866 182550 -11552 7954 -389 -4.99% -5.31% 2433207 -220250 413271 -29953 83080 -3140 -4.15% -3.09% 262270 45308 213543 -7753 20780 -595 -2.85% -3.99% 320362 -88256 256751 -41208 24345 -575 -2.19% -3.10% 260948 -1291 7 121315 -5538 106150 -250 -0.70% 0.09% 120764 26979 173259 -6980 12220 -120 -0.89% -1.87% 142311 -48651 118945 -197 26.32% 0.24% 21.23% -0.02% 89.08% 1.23% 5.09% 0.03% 39.38% -1.90% 45.65% 0.01% 106.22% -7.28% -6.27% -0.03% LPG 21.89% -2.48% 19.83% 0.00% 89.85% -4.97% 2.06% -0.03% PTA 12.46% -0.07% 8.25% 0.00% 58.27% -8.84% 4.21% 0.0 0% 20.41% -0.42% 15.59% -0.01% 102.60% -2.30% 4.82% 0.0 0% 17.64% -0.85% 17.15% 0.01% 91.15% -0.23% 0.49% -0.01% PVC 19.35% -0.38% 15.68% 0.00% 95.90% -24.52% 3.67% 0.0 0% 11.26% -1.03% 12.08% 0.01% 95.12% -3.54% -0.82% -0.02% 11.93% -0.31% 11.81% 0.01% 102.49% -3.26% 0.12% -0. 01% 12.83% 0.01% 11.63% 0.00% 90.98% -0.62% 1.20% 0.0 0% 16.15% -1.58