商品期权：橡胶期权隐含波动率目前高于历史波动率8.12%

603093 5/13/2024 HV IVIV20HV20 110IV/90IV110IV/90IV 南华期货 19.43% -0.70% 21.23% -20.13% 87.78% 14.80% -1.80% 20.13% 10.12% 0.2 9% 11.56% -8.83% 90.54% 2.96% -1.44% 8.83% 19.55% 0.0 1% 27.56% -21.89% 104.80% -2.94% -8.01% 21.89% 16.97% -0 .12% 15.32% -14.03% 92.15% 3.02% 1.65% 14.03% 19.20% -0 .24% 20.24% -19.86% 105.09% -4.92% -1.04% 19.86% 10.22% 0.84% 9.56% -7.92% 90.85% 3.56% 0.66% 7.93% 12.12% -0.17% 12.28% -11.14% 74.85% -3.03% -0.16% 11.14% 22.76% -0.42% 25.35% -24.47% 111.29% -3.33% -2.59% 24.47% 19.43% -0.50% 24.60% -18.79% 187.23% 102.42% -5.17% 18.78% 13.40% 0.2 2% 10.94% -10.43% 71.60% 1.28% 2.46% 10.43% 13.00% -0.53% 13.50% -13.25% 103.30% 3.30% -0.50% 13.24% - 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 349067 45438 632536 23245 0.50 0.04 0.81 -0.01 38888 20300 51386 3894 0.74 0.47 0.60 0.09 43088 -3 474 15057 -38400 0.81 0.35 0.95 0.29 39288 18096 77549 3624 0.66 0.10 0.96 -0.05 76093 19264 105456 1677 0.68 0.00 0.68 -0.06 72822 -58884 310521 11579 0.42 -0.06 0.74 -0.05 147914 18602 249803 4525 0.64 0.13 0.58 0.01 155483 45778 220613 5359 0.96 0.50 0.68 -0.03 147990 -18 592 74445 -107879 0.75 -0.07 0.61 0.16 383227 63456 470235 38483 0.97 0.17 0.62 -0.06 31347 55 6 43910 4053 0.89 0.21 0.91 0.10 -48 -87 -61 -128 -72 -1.20% -1.16% -0.93% -0.69% 39837 66801 -84011 12732 102802 140416 -12032459231 13321 1 200 47 6 -120 -110 0.79% -0.69% -0.32% 0.30% 54980 5 35593 5772 107500 375 -12 58508 0.12% -1.22% -72 8936 4228 609913 978 -15 538998 -1.90% 15200 572135 739984 -2.04% 7286 -1125 750606 965 -5 840610 -1.38% -3 2857 8457 356142 410551 0.70% 6347 708415 408313 2% -0.1 0.04% 7 2453 -858 353208 744019 1% -0.0 -0.95% 8559 772366 557171 -2.04% 7570 1390 106951 41 16 149876 -1.91% 4050 111867 140952 -1.56% 4597 2262983 2077687 -1.65% 3523 16.08% 2.55% 19.04% -16.88% 98.49% 28.70% -2.96% 16.91% 28.11% 5.19% 27.69% -24.55% 110.94% 15.72% 0.42% 24.60% 17.63% 0.5 5% 17.96% -17.11% 92.69% 10.08% -0.33% 17.12% 15.35% 2.39% 16.37% -15.98% 83.15% 4. 65% -1.02% 16.01% 20.89% 2.07% 22.04% -20.59% 101.97% 7.81% -1.15% 20.61% 38.75% -0. 34% 33.51% -31.62% 93.29% - 7.61% 5.24% 31.61% 8.20% -3.60% 16.73% -16.78% 84.20% -14.48% -8.53% 16.74% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 145392 93294 136489 6979 0.45 -0. 02 1.19 -0.19 IV IV 20HV20HV 110IV/90IV 110IV/90IV 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 203823 35889 12737 41544 -83005 -45048 -124052 -0.05 -0.28 -0.07 -0.260.24 0.08 0.03 -0.12 1 0.10 1 0 0.0 0.32 0.35 66898 104592 0.0 0.30 0.53 181586 113697 1.25 0.50 2456 52373 5462 95926 -0.0 0.77 0.36 758 90645 23858 - 74751 1.39 0.70 1778 101596 118378 1.17 0.44 292789 385760 561.4 13.3 2.29% 2.51% 221130 88629 175824 14340 7414 255 4.04% 3.31% 663631 262667 292445 13 72 80970 1340 1.52% 2.19% 105672 20 667 181496 17 33 20725 125 0.75% 0.2 2% 129211 - 7243 187575 -2685 23720 535 2.62% 3.15% 177087 34864 81154 - 1892 108350 -3350 -3.13% -2.37% 202809 66737 195326 19 36 11925 -135 -1.24% -2.42% 141839 -125963 87082 -6489 IV IV 20HV20HV 110IV/90IV 110IV/90IV . PCR PCR PCR PCR 南华期货 22.17% -2.77% 24.97% -24.51% 93.08% -1 38% -2.80% 24.48% 38.15% -0.57% 42.72% -41.40% 116.09% 7.0 0% -4.57% 41.39% LPG 3.47% -9.98% 15.41% -14.73% 99.16% 7.7 5% -11.94% 14.63% PTA 12.51% -0.08% 9.72% -8.50% 69.34% 9.3 9% 2.79% 8.50% 20.41% 1.07% 12.29% -14.46% 112.41% 13.72% 8.12% 14.47% 16.89% 0.00% 14.44% -15.51% 82.55% -16.10% 2.45% 15.51% PVC 14.33% -0.48% 11.90% -9.40% 116.77% 22.81% 2.43% 9.39% 10.92% 0.23% 9.72% -9.62% 102.01% 6.3 5% 1.20% 9.62% 10.23% -0.14% 8.29% -8.08% 89.20% 3.0 0% 1.94% 8.07% 12.86% -0.20% 13.50% -10.44% 92.87% -0 11% -0.64% 10.44% 8.01% -8.71% 13.19% -12.77% 71.92% -8.78% -5.18% 12.68% 9.97% -0.13% 7.22% -7.17% 57.91% -9.46% 2.75% 7.17% 25.73% 0.36% 29.54% -29.64% 90.68% 8.6 3% -3.81% 29.64% 13.83% 0.50% 10.91% -10.86% 88.74% -7.13% 2.92% 10.87% . 54899 1786 40384 -1270 0.74 0.14 0.57 0.03 447930 67374 469801 -10194 0.73 0.00 1.18 -0.08 LPG 58699 5046 2312 -50077 0.66 -0.13 1.14 0.80 PTA 516516 266563 493937 21165 1.07 0.02 0.74 -0.03 41710 7346 73953 1778 0.36 0.05 0.36 0.00 260660 39593 282877 4831 0.87 0.25 0.95 -0.05 PVC 76249 -16424 148708 -32312 0.18 0.02 0.35 0.05 16727 -1350 35442 1562 0.51 0.29 0.70 -0.01 8794 -605 24915 199 0.92 0.06 0.64 -0.01 21423 3395 51131 -3146 0.84 0.04 0.79 0.03 155732 -10834 6964 -99074 1.29 -0.32 1.14 0.16 21942 7488 24210 2142 1.71 0.77 1.11 0.06 12921 3094 38907 391 0.94 0.39 1.32 0.00 18731 8226 23541 1936 1.87 1.15 0.90 0.04 -40 LPG PTA 1.29% -1.81%0.69% -369 133850 428972 PVC -32 167484 85000 0.62% 51 -36331 57 53083 149 -62608 49 -22726 5634 62 -32 1.17% 0.71% -1.98%0.57% 805 16689 88 10355 115039 40736 86890 0.19% 16 8362 -54 236996 60282 288116 -1.70% 2086 203583 10037 102388 0.05% 10 7332 -13 270051 -30781 310581 -0.06% 9278 7042 442403 -13284 264414 0.42% -0.86% -17 4383 420470 23537 356232 % 0.05 -0.32% -18 7540 446054 -14383 327648 -0.31% 5 8441 -58 908367 90167