商品期权：碳酸锂期权隐含波动率连续两日上升，显著高于近一个月均值

IV IV 20HV20HV 110IV/90IV 110IV/90IV -0.35% -0.09% -17.40% -10.53% -1.08% -0.41% -0.14% 16.37%7.56% 19.26% 14.71% 19.17%5.97% 11.73% 21.83% 25.77% 8.54% 12.41% 0.69% % -0.67 91.39% -12.41% 12.54% 13.23% 2.98% % -0.85 68.15% -8.53% 9.78% 0.28% 12.76% -11.99% 6.41% 89.09% -25.78% 30.74% 18.75% -0.92% 0.17% 109.18% -21.85% 23.78% 22.86% 0.74% 2.18% 72.79% -11.73% 12.28% 0.14% 13.02% 1.38% 69.06% -5.96% 8.28% 0.24% 9.66% -0.30% 3.63% 114.65% -19.17% 19.24% -0.02% 18.94% -1.11% % -0.06 93.09% -14.71% 17.01% 0.07% 15.90% -7.14% 4.18% 83.69% -19.26% 25.55% 18.41% 1.48% 86.36% -7.56% 8.64% 10.12% 1.17% -4.66% 91.45% .37% -16 16.37% -0.55% 17.54% 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 120634 -50419 518575 -23394 0.75 0.29 0.80 0.0 0 13659 -1771 38581 -2659 0.38 -0.39 0.65 -0.03 16886 -809 6 48707 -3886 0.42 -0 09 0.62 -0.08 21871 -638 0 75559 -3049 0.49 0. 01 1.74 0.07 72309 -32829 86383 -6891 0.36 -0.12 0.72 -0.03 65435 14787 258834 4641 0.82 -0.14 0.95 0.05 97766 5404 215340 -2372 0.65 0. 01 0.61 0.0 1 80800 -672 9 203871 -3019 0.46 -0 03 0.58 0.0 1 145189 -1179 1 172342 -1656 0.49 -0 04 0.43 -0.0 1 128755 -25779 333208 -7624 0.78 0. 07 0.78 0.0 1 18962 6904 35544 -1527 1.44 0.39 0.73 -0.04 603093 5/6/2024 . . 南华期货 . 3375 -24 -0.15% -0.83% 1189748 -82019 2129087 33495 4656 10 0.11% 0.00% 64818 -6 033 93698 5368 3946 -6 0.41% 0 .10% 120173 -9 462 80853 2607 7650 22 0.95% 08% 504944 -19 947 710308 20846 8439 32 1.61% 74% 757224 -164806 339986 15132 2391 3 -0.21% -0.25% 453344 177285 767128 6908 6130 -38 -0.29% -0.52% 347403 50756 388439 26492 2770 -13 -0.57% -0.83% 835390 78938 755793 43817 7434 74 1.39% 47% 762150 68263 498265 16831 15765 110 0.45% 05% 232556 26760 506067 4972 9038 22 0.22% 53% 41665 14 07 92452 948 19.37% 0.33% 20.62% -19.31% 85.54% 0.6 3% -1.25% 19.31% 28.16% 0.51% 31.90% -31.93% 92.84% 1.25% -3.74% 31.93% 23.48% 0.76% 15.50% -15.58% 97.25% 9.53% 7.98% 15.59% 16.83% -0.63 % 16.15% -15.48% 88.24% -4.56% 0.68% 15.47% 22.90% -3.02% 19.90% -20.47% 105.44% 7.85% 3.00% 20.44% 46.06% 0.36% 33.88% -36.34% 107.46% 4.04% 12.18% 36.34% 23.52% 0.44% 17.11% -15.92% 92.38% -6.26% 6.41% 15.93% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 80677 20514 130352 154 0.49 -0.15 1.50 0.01 176681 13875 242365 -4747 0.78 -0.09 1.42 0.02 101575 -28036 73569 -12371 0.67 -0.07 1.55 -0.16 108304 4858 69809 -6973 0.33 0.05 0.78 0.06 85140 -38994 32660 -7877 0.47 0.02 1.06 -0.01 104013 11183 184338 -5167 0.20 -0.06 0.30 0.00 147757 30643 158241 -5064 0.21 -0.06 0.32 0.01 HV 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 南华期货 29.11% -0.48% 21.48% -20.41% 94.55% 6.63% 7.63% 20.40% 41.89% 3.09% 36.62% -39.18% 91.74% -0 .47% 5.27% 39.21% LPG 22.54% 1.31% 15.41% -15.65% 80.66% -0 .26% 7.13% 15.66% PTA 13.64% 0.18% 10.84% -9.92% 78.01% -9.57% 2.80% 9.93% 20.41% -0.33% 16.79% -17.00% 103.59% 6.08% 3.62% 17.00% 17.65% 0.10% 15.08% -15.69% 92.69% -4.14% 2.57% 15.69% PVC 15.42% 1.23% 10.85% -8.12% 94.79% 17.95% 4.57% 8.13% 10.69% 0.11% 7.58% -7.61% 97.01% 12.05% 3.11% 7.61% 10.19% -0.24% 6.84% -6.80% 95.19% 1 23% 3.35% 6.79% 13.09% 0.53% 14.03% -10.92% 84.68% -1 .06% -0.94% 10.93% 18.37% 0.72% 13.17% -12.26% 66.03% 2.85% 5.20% 12.27% 11.85% 0.12% 8.13% -8.40% 69.39% -7.42% 3.72% 8.41% 26.19% 0.71% 34.90% -27.33% 83.55% -7.44% -8.71% 27.33% 14.26% 0.24% 14.43% -11.79% 98.32% -4 .55% -0.17% 11.79% 551.46 1.96 -0.02% 0.66% 129272 48447 117838 8432 7089 78 -0.30% 1.01% 733568 158404 373223 37705 80940 -1240 0.67% -1.12% 165979 - 3426 198041 -299 20535 -40 0.20% 0.49% 226253 30 480 226693 13738 23015 -500 0.94% -1.90% 214175 -98199 97738 2761 115900 4450 5.65% 7.80% 287181 44914 193148 13300 11965 10 2.22% 1.80% 234636 94 55 118866 8160 IV IV 20HV20 110IV/90IV 110IV/90IV . PCR PCR PCR -38562 04 613 LPG PTA 64491 PVC -2126 8557 -3133 -0.09 -0.04 -2310 0.27 58817 -0.25 PCR -0.02 0.11 -0.02 -0.01 00 -0.08 .01 0.06 0.04 0.02 0.10 -0.03 -0.01 -0.03 0.99 -0.32 0.68 6 -13 17969 -87 4170 1.24 -0.10 0.67 26 33833 229 -2 6458 1.11 0.73 1 -16 14224 89 26 7334 1.08 .14 -0 1.49 8 244 101722 152698 0.86 0.66 36475 629 - 9707 0.63 .07 -0 0.28 -1250 17689 14 11 5557 0.77 0.38 0.62 -1497 25101 1 50 8141 -0 0.32 .02 -0 0.09 139735 089 13 65544 0.81 0.52 256484 295840 0. 0.37 0.26 58970 21 46 30401 0.82 -0.06 0.52 -11342 401392 40227 259795 0.41 .16 -0 0.34 708 41541 843 -2 38387 1.65 .01 0 0.90 -4 362261 251292 0.80 .07 -0 0.66 -6 33242 564 -4 46219 647.9 2.1 0.06% 1.09% 99542 18547 25310 4364 2247 71 -1.27% 2.61% 1554938 9484 831188 103918 LPG 4634 78 0.06% 1.92% 120654 10765 57633 -1934 PTA 5934 26 0.30% 0. 88% 443048 14134 917380 13403 14215 170 0.99% 2.23% 313544 37264 240473 10476 2546 -12 1.72% 0. 69% 893523 221135 787382 11769 PVC 5963 39 0.44% 1.08% 709142 -1849 900272 32321 8498 4 0.99% 0. 66% 281007 16540 448267 -4981 7636 17 0.54% 0. 67% 301061 63032 376520 -1727 4460 -2 0.45% 0. 20% 204555 21377 367993 -2143 9