商品期权：目前白银期权隐含波动率处于历史最高点

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 5/20/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 19.41% -0.26% 21.00% -20.79% 80.52% -8.64% -1.59% 20.79% 9.58% -0.67% 12.23% -11.37% 83.88% 3.72% -2.65% 11.36% 19.08% -0.0 4% 27.88% -22.98% 104.20% 19.47% -8.80% 22.98% 15.79% 0.0 3% 18.25% -18.07% 81.66% -11.99% -2.46% 18.07% 19.80% 0.1 2% 21.83% -21.61% 103.27% -9.62% -2.03% 21.61% 8.86% -0.15% 8.76% -7.16% 89.26% -10.09% 0.10% 7.16% 12.50% 0.22 % 13.13% -12.99% 66.44% 4.70% -0.63% 13.00% 22.66% -0.05 % 24.02% -23.78% 104.11% 1.10% -1.36% 23.78% 19.18% 0.26 % 22.75% -22.52% 104.33% 2.67% -3.57% 22.53% 13.22% -0.08% 13.82% -13.68% 62.95% -0 .91% -0.60% 13.68% 14.56% 0.57% 15.33% -15.18% 91.41% 0.05% -0.77% 15.19% 237288 24466 719553 16326 0.37 - 0.04 0.82 0 .01 20906 -3439 61988 1635 0.29 -0.34 0.56 - 0.02 5874 2192 18210 783 1.39 0.76 0.93 0.15 75620 -13013 113418 -1547 0.40 0.07 0.72 0 .04 71574 1464 128457 3340 0.49 - 0.05 0.73 0 .00 84635 -5576 355312 -1044 0.45 0.07 0.72 - 0.01 186731 32934 326760 12446 0.37 -0.31 0.48 -0.02 146430 18337 250888 12472 0.89 - 0.25 0.65 -0.02 110324 18935 137118 5285 0.47 - 0.04 0.59 0 .02 223236 65142 557581 12223 0.46 - 0.22 0.60 -0.03 23213 13526 45958 735 0.72 0.07 0.78 -0.07 3583 -9 0.34% -0.5 1% 1330361 -63029 2272486 -36452 4661 -8 0.34% -0.5 0% 73162 -248 36 109904 2607 4146 -1 1 0.51% -0.4 4% 119455 -43 85 103335 -9545 7986 20 1.50% -0.58% 580955 -80532 802100 7593 8814 -4 3 0.50% -0.77% 628209 -62293 357484 -53 75 2454 -5 -0.41% -0.20% 393038 219 5 622791 -16442 6194 34 0.90% 0.78% 408577 13063 382784 6170 2875 -27 -0.28% -0.83% 831731 64870 787723 26220 7664 26 1.51% -0.25% 693751 -98871 572763 3807 15320 75 0.59% -0.67% 334835 55295 582113 -7374 9142 -116 -1.12% -1.69% 88969 35215 95283 -3857 18.62% 3.22% 16.33% -16.29% 103.02% 26.68% 2.29% 16.32% 39.28% 11.50% 25.60% -25.28% 135.87% 34.54% 13.68% 25.39% 28.07% 5.66% 18.94% -18.66% 100.81% 6 .45% 9.13% 18.72% 19.08% 2.99% 12.91% -12.59% 111.05% 17.17% 6.17% 12.62% 22.69% 2.01% 17.43% -17.07% 95.36% 1.88% 5.26% 17.09% 0.00% -31.87% 32.31% -31.99% 91.26% -0.92% -32.31% 31.67% 0.00% -18.34% 17.56% -17.38% 81.93% -0.15% -17.56% 17.20% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 264114 197425 148393 -382 0.33 -0.17 1.15 0.01 IV IV 20HV20 110IV/90IV 110IV/90IV HV 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 14.83% -0.23% 16.55% -16.39% 98.48% 16.86% -1.72% 16.38% 130536 -8155 5608 0.05 -0.15 -0.04 -0.18 -0.08 -0.04 0.220.01 0.13 0.02 -0.01 0.39 0.21 135355 30780 95262 0.33 0.33 -1235 226345 75724 1.41 0.47 -630 65599 36258 159620 0.92 0.35 2645 111354 80825 226153 1.90 0.61 2430 121991 316216 0.56 1.85 0.63 11839 356761 502810 828178 - 南华期货 578.84 13.98 2.81% 2.46% 352510 209270 201747 17237 8211 562 8.00% 6.32% 1586066 753697 434760 40026 87670 3420 5.26% 2.93% 308590 152072 231426 3276 20945 -50 0.58% - 0.90% 335211 120627 292539 13367 24260 380 2.04% 1 30% 278686 106736 122303 4896 106000 -450 0.00% -2.45% 123219 -24073 184221 -390 12055 180 1.64% 0 45% 131303 -2940 109268 4289 . . 25.06% 2.40% 25.19% -24.90% 96.39% 10.16% -0.13% 24.93% 41.61% 0.20% 48.55% -48.07% 106.02% -13.37% -6.94% 48.07% LPG 24.48% 2.37% 19.78% -18.91% 92.42% -14.44% 4.70% 18.94% PTA 13.26% 0.32% 8.47% -8.39% 70.70% 4.35% 4.79% 8.39% 21.05% 0.95% 15.01% -14.86% 104.95% 7.90% 6.04% 14.87% 18.50% 0.00% 16.40% -16.23% 103.31% 2. 10% 2.10% 16.23% PVC 19.34% 2.30% 14.78% -14.63% 110.34% -4.89% 4.56% 14.66% 11.98% -0.44% 11.10% -10.99% 99.62% -0 .84% 0.88% 10.99% 13.34% 0.40% 10.91% -10.80% 105.19% -3.57% 2.43% 10.80% 13.04% 0.13% 13.77% -11.28% 99.56% -1 .19% -0.73% 11.28% 20.61% 4.76% 12.37% -11.70% 95.28% 21.75% 8.24% 11.75% 10.80% 0.51% 7.74% -7.51% 88.99% 25.87% 3.06% 7.51% 27.89% 3.16% 22.98% -22.75% 105.40% 15.56% 4.91% 22.78% 14.57% 0.62% 10.28% -10.18% 96.28% 1. 75% 4.29% 10.19% PCR PCR PCR PCR . 60328 32932 25553 2267 0.41 -0.32 0.54 0. 00 377002 -48031 339654 18437 0.64 0.03 1.73 0.17 LPG 34657 68 42 21247 5865 0.35 -0.02 0.62 -0.11 PTA 297572 40117 371814 5875 0.40 -0.15 0.80 -0 03 102090 46659 91229 4059 0.23 -0.02 0.38 0. 01 389144 82721 248626 15671 0.53 0.07 1.04 -0 03 PVC 254985 -37508 273221 19544 0.18 0.02 0.25 0. 02 26028 - 6051 45017 3208 0.26 -0.10 0.63 -0 08 24419 46 41 33663 3256 0.32 -0.07 0.58 -0 01 36778 9958 65980 2153 0.62 0.11 0.68 0. 03 123886 65893 60474 7256 0.63 -0.19 1.34 -0.15 23892 5171 30079 3971 0.26 -0.35 0.71 -0.15 28527 16107 36432 2531 0.43 -0.35 1.22 0. 01 13948 4336 27427 206 0.48 0.03 0.71 -0 01 . . 南华期货 . . -254786 LPG PTA 84028 -80561 PVC -0.90% -1.10% -1.01% -0.60% 254982 -279612 -93392 -76435 -28560 2.28% 91991 3.86% 257970 -9635 106210 96 -39 62214 .35% 0 1.35% 94 8540 13295 254399 610226 4.24% 107 2237 -1406 194897 47 -16 81773 .08% 0 0.59% 28 7446 -1446 178942 321647 3.34% 266 9572 12171 392809 23 112 328633 .01% 0 1.29% 34 4552 15981 581140 517263 1.74% 63 7837 -8150 543880 385118 0.90% 1