商品期权：铝期权隐含波动率近日连续上升，目前已达近两年来高位

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 南华期货 603093 5/22/2024 IV IV 20HV20HV 110IV/90IV -0.01% 0.01% 0.05% 110IV/90IV -3.69% -6.59% -5.58%7.25% 4.02% 5.66% -3.68% % -0.05% 0.60% 0.01% 0.00% 1.66%0.02%0.00% 2.79% 0.00% -1.09% 0% 0.2 95.61% 0.00% 15.64% 0.16% 14.55% 0.00% 0.01% 6% 0.5 58.98% 0.00% 13.08% 0.16% 13.09% 0.01% -1.96% 97.77% 0.00% 21.14% 0.21% 19.18% 5.15% 41% -2. 100.12% 19.33% 24.48% 0.00% 0.62% 59.02% 0.00% 11.76% 0.16% 12.38% 1.39% 100.73% 8.13% 0.36% 9.52% 0.00% -1.10% 106.97% 0.00% 21.36% 0.31% 20.26% 0.01% -0.55% 89.15% -0.01% 16.90% 16.35% -5.03% 86.85% 24.56% 0.08% 19.53% -0.01 -2.04% 86.50% 11.67% 9.63% 0.00% 1.35% 80.41% 0.00% 17.41% 0.28% 18.76% 242859 -294651 808454 8629 0.43 0.13 0.71 -0.01 20863 16 66591 2517 0.39 0.14 0.50 -0.03 6674 -6869 19509 -501 0.66 0.14 0.77 -0.04 36939 -42493 118223 1398 0.37 -0. 01 0.75 -0.01 44691 -54888 128012 1404 0.61 -0. 01 0.76 0.01 118253 34425 370706 11271 0.59 0.17 0.71 -0.01 118502 -81505 351215 7612 0.44 0.07 0.47 0.00 202763 24299 257395 1554 0.87 0.07 0.65 0.01 69651 -41304 143289 4799 0.47 0.03 0.60 -0.02 203027 21096 567911 1614 0.49 0.08 0.59 0.00 9754 -6781 46565 157 0.40 -0.22 0.74 -0.01 . 南华期货 3622 42 0.58% 0 53% 1352672 -757025 2287063 14829 4674 18 0.24% 0 34% 72857 72 108753 31 4195 44 0.55% 0 24% 120508 -55533 112859 4191 8042 32 0.27% -0 .10% 517936 -180180 783287 -9908 8946 85 0.42% 0 20% 572057 -339708 355167 2948 2476 27 1.06% 1.31% 417368 5504 609970 12212 6188 -18 -0.27% -0.81% 301196 -136283 375706 8739 2940 81 1.84% 2.56% 1101226 77177 804050 13204 7662 0 -0.39% -0.42% 621716 -153990 575549 13880 15375 35 0.46% 0 23% 293505 15744 565023 -13386 9192 48 0.26% 0 74% 63544 -26106 99582 4671 . . . . IV IV 20HV20 110IV/90IV 110IV/90IV HV . 17.41% -0. 09% 18.92% 0.0 0% 73.96% -20.53% -1.51% 0.0 0% 38.16% 1.11% 35.44% 0.0 0% 113.50% 7.78% 2.72% 0.01% 26.50% -1.85% 22.73% 0.01% 97.60% -0.88 % 3.77% -0.03% 20.76% 1.95% 13.14% 0.01% 100.05% 5.71% 7.62% 0.01% 25.76% 1.14% 18.40% 0.0 0% 99.23% 0.72 % 7.36% 0.01% 36.14% 2.46% 31.93% 0.0 0% 97.66% -1.58 % 4.21% 0.03% 20.28% 1.63% 16.53% -0.01% 91.10% 1.66 % 3.75% 0.03% PCR PCR PCR 南华期货 PCR 113567 -58959 150498 1718 0.40 0.07 1.11 -0.04 775428 -215326 419934 34351 0.67 0.02 1.76 -0.04 219914 935 135779 7788 0.75 0.10 1.61 -0.16 300367 13098 127082 6132 0.36 -0.01 0.88 0.05 165227 -31842 70358 2323 0.62 0.10 1.56 0.03 59956 -53345 241974 7005 0.29 -0.03 0.33 0.00 121053 -62913 149909 7051 0.19 0.00 0.36 0.00 PCR PCR PCR PCR 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 605.6 -7 -1.99% -1.0 7% 122491 - 5030 37940 1279 2425 62 2.80% 1.90% 2061491 582571 797480 15171 LPG 4744 -51 -0.65% -2.15% 74435 -1 2939 35292 -12002 PTA 5896 -20 -0.37% -0.71% 510416 -121616 895419 -17904 14835 110 -0.24% 0.1 0% 326543 -141293 238231 2792 2628 -4 -0.83% 0.5 2% 874340 -101692 1005487 -21739 PVC 6383 62 0.82% 1.34% 1313489 -274919 926734 3989 8602 23 0.02% 0.69% 257269 -133676 518744 8209 7796 2 -0.12% 0.12% 298926 -140522 554157 -11221 4520 -6 -0.37% 0.26% 198885 -61145 372548 5180 9488 -124 -1.22% -2.92% 186193 -81635 119000 -38196 7422 -16 -0.08% -0.2 7% 74856 -1 6157 188613 -109 2 2192 6 -0.41% -1.52% 335135 -58244 244683 5332 8496 -6 -0.40% -0.3 8% 38835 -2 9348 96036 -547 573.32 1.1 -0.36% 0.03% 193737 -94485 194102 -1150 8343 112 0.31% -3.51% 2653457 -695292 443224 17893 86220 -870 -1.07% -1.47% 216962 -43191 221296 -2113 21375 280 1.14% 1.06% 408618 -75665 297959 8539 24920 110 0.91% -1.65% 273865 -77556 126853 777 106400 -300 -0.79% -0.79% 93785 -92431 180239 2230 12340 70 0.98% -1.14% 190962 -44188 119142 3424 IV IV 20HV20 110IV/90IV 110IV/90IV . HV 南华期货 26.08% 0.59% 23.19% -0.01% 87.86% -3.18% 2.89% 0.02% 41.28% 0.52% 45.04% 0.0 0% 113.50% 9.21% -3.76% 0. 00% LPG 24.37% -0.27% 20.30% 0.01% 94.82% 3.19% 4.07% -0.01% PTA 12.53% -0.35% 8.24% 0.0 0% 67.11% 6.66% 4.29% 0. 00% 20.83% -0.03% 16.15% 0.0 0% 104.90% 2.24% 4.68% 0. 00% 18.49% 0.14% 16.59% 0 00% 91.38% -2.67% 1.90% 0.00% PVC 19.73% 2.18% 15.68% 0 00% 120.42% 9.27% 4.05% 0.02% 12.29% 0.20% 11.54% 0 00% 98.66% 9.69% 0.75% 0. 00% 12.24% -0.27% 11.22% 0 00% 105.76% -1.72% 1.02% 0.00% 12.82% -0.15% 11.60% 0 00% 91.60% -1.04% 1.22% 0.00% 17.73% 0.72% 16.84% 0.01% 75.90% -3.53% 0.89% 0.00% 9.60% -0.27% 7.53% 0.0 0% 80.58% -1.38% 2.07% -0.01% 28.62% -0.24% 29.42% 0 00% 108.26% 16.65% -0.80% 0. 00% 14.11% 0.09% 9.75% 0.0 0% 96.86% -1.06% 4.36% 0. 00% . . . . . 55372 - 3387 31027 3266 0.48 0.14 0.43 -0.05 325956 82924 375322 21526 0.75 -0. 02 1.80 0.08 LPG 23701 - 3767 28642 2640 0.37 0. 01 0.57 -0. 03 PTA 221284 -44790 391281 13136 0.45 0. 01 0.80 -0. 01 51461 -40670 91767 1832 0.23 0. 01 0.39 0.00 197215 -36790 270088 10405 0.51 -0. 02 0.88 -0.08 PVC 133362 -41722 291449 12126 0.21 0. 02 0.25 0.0 0 9885 -11906 45635 547 0.28 -0. 16 0.65 -0. 01 6991 -8573 35297 1114 0.47 0. 00 0.62 -0. 01 17881 -12796 71600 1851 0.40 -0. 07 0.5