商品期权：原油期权隐含波动率昨日大幅上涨

603093 4/22/2024 HV 17.52% 0.44% 20.61% -20 64% 102.65% 8. 82% -3.09% 20.65% 9.75% 0.67% 7.02% -6.58% 91.46% 7.59% 2.73% 6.58% 17.93% 0.79% 19.66% -20 24% 86.68% -5.45% -1.73% 20.25% 14.18% -0.34% 14.81% -15.93% 90.52% 2.74% -0.63% 15.93% 15.71% 0.2 7% 12.97% -14.30% 93.08% 2.66% 2.74% 14.31% 9.82% 0.92% 8.87% -7.94% 76.22% 8.58% 0.95% 7.95% 13.10% -0.36% 13.05% -13.47% 73.22% -2.24% 0.05% 13.47% 21.25% -0.71% 27.75% -27.29% 109.89% 0.96% -6.50% 27.28% 19.57% 0.1 4% 28.95% -36.26% 94.77% 7.01% -9.38% 36.26% 12.92% 0.0 2% 11.17% -11.67% 77.49% -1 32% 1.75% 11.67% 12.98% -0 .23% 20.70% -27.30% 94.14% 0. 94% -7.72% 27.29% IVIV20HV20 . 110IV/90IV110IV/90IV 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 南华期货 . . 139424 26232 462110 2169 0.48 -0.02 0.71 -0.01 9565 -766 24961 1439 0.84 -0.26 1.02 -0.07 23231 -2607 38423 1928 0.43 -0.24 0.59 -0.03 25681 6243 73075 2917 1.16 -0.03 2.26 -0.07 55485 6707 59212 3099 0.65 0.04 0.68 -0.03 53674 13691 212800 11367 0.87 -0.26 1.18 -0.10 115643 15127 172053 4272 0.51 -0.39 0.71 -0.05 101386 25332 172632 2344 0.50 -0.03 0.62 -0.01 132681 42456 119022 1531 0.54 -0.13 0.60 0.01 219017 1067 273040 15087 1.00 0.09 0.85 -0.03 25519 2206 30227 -781 0.85 0.06 0.68 -0.04 3353 31 1.39% 1.51% 1525308 317224 1974110 14458 4667 25 -0.04% 0.68% 50374 -1256 46899 -10971 3732 -2 0 0.51% 0.64% 128030 19245 34353 -11209 7440 -68 -0.61% -0.53% 624562 158115 712075 1074 8017 -1 5 -0.05% -0.07% 509626 54158 340937 -6236 2414 36 1.34% 1.30% 396479 189826 669081 312465 6216 50 0.24% 1.66% 396686 -41804 370199 -20002 2758 43 1.92% 2.94% 942959 159756 699685 -8432 7382 -70 -0.97% -0.04% 1028054 307694 526939 9820 15825 -110 -1.22% 0.24% 401667 -37760 507038 4930 9196 64 0.17% 0.65% 53734 -2175 86285 -4289 23.38% 0.69% 16.51% -16.43% 91.26% 4.29% 6.87% 16.44% 32.48% 0.17% 28.64% -28.11% 94.37% -4.18% 3.84% 28.11% 23.13% 0.63% 13.63% -13.58% 88.00% -2.09% 9.50% 13.59% 17.05% 0.25% 14.58% -14.16% 95.94% 0.4 8% 2.47% 14.16% 20.65% 1.37% 20.91% -20.03% 89.19% -1.41% -0.26% 20.04% 37.48% -0.27% 36.60% -37.16% 98.59% -1.10% 0.88% 37.16% 24.46% 1.97% 15.16% -14.70% 89.57% 3.51% 9.30% 14.72% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 PCR 95493 8711 122253 3077 0.51 0.01 1.66 -0.06 529704 8576 395034 10784 0.79 0.05 1.29 -0.01 204882 43621 109205 5113 0.55 -0.01 1.37 0.02 124608 12832 130064 2016 0.43 0.01 0.77 0.00 98093 -10559 62511 3845 0.85 0.11 1.12 0.01 28833 -677 157409 1778 0.35 0.05 0.31 0.00 68451 -3663 120693 14064 0.38 -0.03 0.39 -0.0 1 PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV 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 568.3 2. 78 0.46% 0.95% 451771 64232 161989 -4065 7418 -2 2 0.08% -1.06% 1627442 -112157 551701 -33300 79370 590 2.19% -0.60% 219687 39123 212648 904 20350 -1 10 -0.17% -0.96% 280012 46235 289384 -14467 22740 -1 00 -0.09% -1.80% 260383 1576 120254 -3506 107700 -700 -2.14% -1.40% 172997 41416 176344 1990 11520 -1 35 -2.21% -0.4 8% 126614 -136469 143925 364 31.50% 2.54% 18.45% -17.70% 101.72% 3.0 0% 13.05% 17.73% 38.37% 1.15% 36.53% -38.78% 102.57% -10.22% 1.84% 38.79% LPG 25.64% 2.93% 17.49% -17.55% 113.60% 8.11% 8.15% 17.58% PTA 14.82% 0.49% 12.61% -13.87% 88.30% 8.33% 2.21% 13.88% 20.34% 0.25% 23.96% -25.24% 94.63% 1.56% -3.62% 25.25% 18.60% 1.01% 13.47% -14.04% 99.51% 4.75% 5.13% 14.05% PVC 13.90% 0.17% 11.73% -14.79% 92.96% 5.55% 2.17% 14.79% 10.57% 0.11% 7.06% -7.17% 94.49% -8.04% 3.51% 7.18% 10.32% -0.08% 6.65% -6.67% 95.93% -1. 41% 3.67% 6.67% 13.21% 0.03% 13.13% -10.92% 112.09% 34.93% 0.08% 10.92% 20.60% 0.57% 9.97% -10.35% 82.29% -0. 44% 10.63% 10.36% 11.93% 0.63% 9.98% -11.40% 79.38% 4.6 2% 1.95% 11.41% 28.32% 2.06% 34.56% -40.40% 98.07% 13.14% -6.24% 40.42% 15.11% 0.75% 14.97% -15.35% 101.34% -30.40% 0.14% 15.36% 99557 51172 26243 1247 0.67 -0.03 0.86 0.10 317753 -103510 200770 19186 0.60 0.13 1.16 0.23 LPG 69937 47507 24003 2682 0.47 0.13 0.44 -0 .06 PTA 570517 188570 334659 -2919 0.48 -0.01 0.83 0 .00 113936 36224 114729 368 0.30 -0.01 0.38 0 .00 457355 132993 200141 9760 0.56 -0.08 1.19 0 .02 PVC 31744 41 70 78053 6273 0.40 0.26 0.40 0 .00 12053 80 87 16384 4531 0.47 0.10 0.65 -0 .04 7720 42 64 12640 2253 0.28 -0.77 0.76 -0.21 11969 52 68 24982 3254 0.40 -0.10 0.82 -0 .05 85311 74 59 65161 1946 0.82 0.16 0.97 0.04 12776 39 49 12492 428 0.82 0.10 1.25 0.06 16207 -6 858 30707 -775 0.61 0.08 1.30 0.11 17874 -2 625 23079 160 0.87 -0.01 0.79 0 .01 3.32% -5.58% 70544 -244245 LPG PTA 0 1.15% 134286 PVC -36 42 238001 270508 226353 256207 68383 51462 1.38% 1 -15118 -10333 -27569 428 96 64801 18955 47556 85232 -4118025124 -4079 -2761 71202 41 122 97234 -0.44% 6 8622 238258 748733 % -1.26 0.34% 33 2069 - 214626 02 170 137909 % 0.65 0.27% -6 7404 182053 353146 % 0.02 0.49% 6 9652 263971 237397 406680 1.73% 2.32% 99 4545 407868 691168 % 0.62 0.67% 7650 463744 638508 % 0.15 0.47% 25 8464 855015 1027848 % -1.15 -0.76% 5885 68 888081