商品期权：工业硅期权隐含波动率昨日尾盘阶段有所上涨

603093 4/19/2024 HV 17.08% -0.10% 20.73% -20 40% 93.83% 1.41% -3.65% 20.40% 9.08% -0.01% 6.65% -6.85% 83.87% -1.84% 2.43% 6.85% 17.14% 0.03% 20.44% -19.52% 92.13% 5.57% -3.30% 19.53% 14.52% -0.03% 15.20% -15.84% 87.78% -0.68% -0.68% 15.84% 15.44% 0.38% 13.94% -14.24% 90.42% -0.88% 1.50% 14.25% 8.90% 0.19% 6.87% -7.28% 67.64% 12.49% 2.03% 7.29% 13.46% 0.88% 12.95% -12.89% 75.47% -2.28% 0.51% 12.89% 21.96% 0.06% 27.24% -28.18% 108.93% -1.37% -5.28% 28.18% 19.43% 0.18% 30.59% -36.35% 87.76% -0.66% -11.16% 36.35% 12.90% 0.42% 11.08% -11.36% 78.80% 0.41% 1.82% 11.37% 13.21% 0.17% 20.59% -27.29% 93.21% -0.12% -7.38% 27.29% IVIV20HV20 南华期货 . 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 113192 -107362 459941 11445 0.50 -0.03 0.72 -0.0 1 10331 -5318 23522 2672 1.10 -0.12 1.08 -0.15 25838 -4416 36495 10236 0.67 0.10 0.63 0.10 19438 -36823 70158 4673 1.18 -1.32 2.33 -0.22 48778 -6621 56113 4094 0.61 -0.34 0.72 -0.0 7 39983 -8710 201433 12089 1.13 -1.18 1.28 -0.0 3 100516 16442 167781 10434 0.90 0.03 0.76 0.0 1 76054 -120697 170288 4018 0.53 -0.20 0.63 -0.04 90225 -38809 117491 11521 0.67 -0.08 0.59 -0.05 217950 16946 257953 23747 0.91 -0.05 0.88 -0.01 23313 1216 31008 1110 0.78 -0.41 0.72 0.0 2 3322 35 -0.12% 2.54% 1208084 -844230 1959652 3840 4642 -26 -0.73% 0.19% 51630 -22161 57870 -187 7 3752 54 -0.13% 2.42% 108785 -57357 45562 -11618 7508 22 -0.08% 1.39% 466447 -12289 6 711001 3525 8032 9 0.02% 1.30% 455468 -110669 347173 5595 2378 -3 0.04% 0.25% 206653 -94639 356616 -63637 6166 -86 -1.42% -0.68% 438490 85552 390201 13074 2715 16 -1.02% 2.86% 783203 -745597 708117 -39 0 7452 -6 -0.93% 1.50% 720360 -222962 517119 14858 15935 -165 -1.45% 0.32% 439427 -55971 502108 30755 9132 -36 -0.48% 0.36% 55909 -14727 90574 -136 9 IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 22.69% -0.05% 16.60% -16.09% 86.97% -0.92% 6.09% 16.09% 32.31% -0.45% 28.39% -28.42% 98.55% 1.15% 3.92% 28.42% 22.50% 4.92% 13.91% -11.36% 90.09% 11.68% 8.59% 11.41% 16.80% 1.56% 14.26% -14.31% 95.46% 11.23% 2.54% 14.33% 19.28% 0.87% 20.70% -20.39% 90.60% 1.96% -1.42% 20.39% 37.75% 0.63% 37.52% -37.41% 99.69% -1.85% 0.23% 37.42% 22.49% 2.22% 15.14% -14.70% 86.06% -2.50% 7.35% 14.72% PCR 86782 5554 119176 2508 0.50 0.00 1.72 -0.07 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 28.96% -0.41% 17.82% -13.77% 98.72% -4 70% 11.14% 13.77% 37.22% 5.74% 39.07% -31.74% 112.79% 9.55% -1.85% 31.80% LPG 22.71% 1.58% 17.50% -16.56% 105.49% 4.91% 5.21% 16.58% PTA 14.33% -0.24% 12.85% -12.82% 79.97% -24.58% 1.48% 12.82% 20.09% 0.78% 23.97% -25.19% 93.07% 9.67% -3.88% 25.20% 17.59% -0.18% 13.14% -13.60% 94.75% -1 20% 4.45% 13.60% PVC 13.73% 0.26% 12.56% -14.96% 87.41% 1. 16% 1.17% 14.96% 10.46% 0.27% 7.09% -7.18% 102.53% 2. 53% 3.37% 7 .19% 10.40% 0.50% 6.40% -6.67% 97.34% -0 47% 4.00% 6 .67% 13.18% 0.29% 10.33% -10.17% 77.15% -13.48% 2.85% 10.17% 20.03% 2.49% 10.45% -10.95% 82.73% 5.20% 9.58% 10.98% 11.30% -0.06% 10.03% -11.31% 74.76% 2. 18% 1.27% 11.31% 26.26% 0.88% 34.18% -40.78% 84.93% 2. 75% -7.92% 40.79% 14.36% -0.52% 15.63% -14.24% 131.74% 37.47% -1.27% 14.24% 90614 12457 -0.07 -0.09 -0.03 -0.05 -0.03 0.10 .01 0.05 0.00 0.01 - 0.40 1 -0.0 0.41 11172 106629 4990 72114 0.31 0.30 4468 155631 8485 29510 1.11 0.03 0.74 528 58666 35409 108652 0 0.77 0.41 639 128048 10754 111776 1.35 0.56 2255 104092 72646 161261 1.30 0.74 384250 521128 565.52 -2.26 -0.49% -1.29% 387539 -99690 166054 - 10579 7440 51 1.14% 1.51% 1739599 -426748 585001 31541 78780 1860 2.79% 3.03% 180564 76935 211744 13839 20460 100 0.79% 1. 06% 233777 8467 303851 - 1913 22840 255 1.71% 1.20% 258807 60044 123760 2889 108400 -1000 -0.73% -1.01% 131581 33171 174354 -667 11655 -50 -1.73% 1.17% 263083 43366 143561 3101 IV IV 20HV20 110IV/90IV 110IV/90IV . . PCR PCR PCR PCR . 48385 21579 24996 2351 0.70 0.10 0.76 -0.30 421263 326598 181584 43188 0.47 -0.18 0.94 0.26 LPG 22430 5561 21321 2197 0.34 -0.15 0.50 0.0 0 PTA 381947 80130 337578 12451 0.49 0.04 0.83 0.00 77712 6314 114361 1196 0.32 -0.04 0.38 0.0 0 324362 114588 190381 17456 0.64 -0.08 1.17 0.19 PVC 27574 3283 71780 3593 0.14 -0.38 0.39 0.0 0 3966 338 11853 1081 0.38 0.06 0.70 -0. 03 3456 1048 10387 850 1.05 0.09 0.97 0.0 7 6701 3133 21728 1371 0.51 -0.32 0.87 0.0 1 77852 30817 63215 10946 0.66 0.20 0.93 0.08 8827 3551 12064 1577 0.72 -0.01 1.19 -0. 05 23065 13002 31482 1807 0.53 -0.10 1.19 0.18 20499 8273 22919 777 0.88 -0.42 0.78 -0. 02 南华期货 642.4 -1 9.2 -3.15% -3.05% 143139 55209 34908 -3 02 2070 137 9.18% 7.87% 2712143 1680793 763384 23189 LPG 4678 -78 -1.10% -1.97% 102859 20504 30162 -9 221 PTA 5980 -90 -1.52% -1.71% 951019 214908 993961 -56419 14590 30 0.59% 0 69% 395983 18123 242970 63 62 2558 31 1.55% 1 27% 1132427 251253 881185 71166 PVC 5921 0 0.39% 0 36% 757340 63640 790214 -6 013 8439 9 0.32% 0 15% 412155 133920 444789 11673 7608 -1 0 0.05% -0 .11% 434961 152487 360312 9350 4446 25 0.59% 0 99% 169283 -50869 178739 -30428 9646 52 0.47% 0