您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。[南华期货]:商品期权:碳酸锂期权隐含波动率较昨日大幅上升超6个百分点,处于近一个月内高点,位于历史60%-70%分位数水平。 - 发现报告

商品期权:碳酸锂期权隐含波动率较昨日大幅上升超6个百分点,处于近一个月内高点,位于历史60%-70%分位数水平。

2024-11-13南华期货张***
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商品期权:碳酸锂期权隐含波动率较昨日大幅上升超6个百分点,处于近一个月内高点,位于历史60%-70%分位数水平。

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 603093 11/13/2024 IV IV 20HV20HV 110IV/90IV 110IV/90IV -1.33% -1.05% -0.84% -11.08% -0.01% -0.01% -0.01% -0.45% -0.43% -2.51% -2.31% -5.94% -2.52% -6.89% 0.00% 0.00% -0.37%0.00% -0.14%0.00% -0.48%-4.83%0.00% 红枣 0.00% -5.72% 1.15% 100.96% 0.00% 36.65% % -0.08 30.93% 0.64% 74.85% 0.00% 12.47% 13.11% -1.81% 0.88% 61.90% 0.00% 12.77% 10.96% 8.63% -0.49% 87.98% 0.00% 16.52% 25.15% 0.00% -5.25% 96.85% 0.00% 33.26% 0.07% 28.01% -2.65% 59.79% 0.00% 12.40% 9.75% -1.88% 74.03% 0.00% 12.40% 10.52% 0.00% -8.23% 81.50% 0.00% 29.71% 0.36% 21.48% 0.99% 89.12% 0.00% 16.92% 17.91% -2.90% -1.34% 98.55% 0.00% 20.76% 17.86% -7.28% 70.66% 0.00% 31.46% 24.18% 0.00% -2.83% 0.42% 99.63% 0.00% 21.61% % -0.27 18.78% PCR PCR PCR PCR . 南华期货 163620 -69313 795104 19944 0.36 0 07 0.53 0.00 45192 6762 89019 1883 0.36 0 10 1.00 0.01 11266 -14 46 21955 825 0.89 0.37 0.85 -0.06 76245 24884 134592 2944 1.31 0.38 0.83 -0.07 67477 2500 112421 339 0.86 -0.06 0.78 -0.09 81709 -17 427 518394 7904 0.45 -0.08 0.50 -0.01 171273 48180 327042 3999 0.54 -0.26 0.60 0.01 86678 -72355 259079 1587 0.91 0.14 0.72 -0.02 210973 27989 271517 2602 1.91 -0 .01 2.23 -0.10 135941 -65205 707390 5735 0.63 0 12 0.49 0.00 34663 -67 22 55184 -28281 0.54 0 01 0.39 -0.06 红枣 17321 -20 948 83706 1114 0.13 0 03 0.19 0.00 . . . 南华期货 . 3059 -8 -0.58% -0.72% 830971 -173450 1263081 -56743 7795 61 0.58% 0.39% 149578 38013 136326 7637 3770 -76 -2.66% -1.63% 137135 56 91 93746 -5612 8292 -344 -5.17% -2.47% 709452 89944 534052 -37685 9328 -225 -3.96% 0.01% 395049 -55780 223765 -13732 2197 8 0.50% 0.59% 505467 143041 938792 -13099 5931 -1 0.17% -0.32% 312435 86561 345577 8385 2427 4 -0.78% -0.16% 273834 -196193 510057 -6018 9782 -364 -4.45% -3.96% 1615868 331662 486847 -82929 14045 0 -0.28% 0.74% 176610 -141933 490194 -3217 8218 -38 -0.48% -0.27% 40493 -1 1114 127122 -1227 红枣 10075 70 -0.54% 0.64% 72757 - 74427 102660 1999 15.33% 0.56% 14.50% 0.00% 66.60% 3.19% 0.83% 0.01% 26.67% 0.50% 30.39% 0.00% 85.86% 0.98% -3.72% 0.01% 14.78% 0.89% 12.56% 0.00% 63.37% 3.20% 2.22% 0.01% 13.42% 0.60% 17.79% 0.00% 61.30% -2.49% -4.37% 0.01% 19.97% -0.44% 25.14% 0.00% 80.09% -7.80% -5.17% -0.01% 41.14% 6.08% 36.87% 0.00% 106.36% -2.58% 4.27% 0.07% 19.90% 0.12% 96.09% 0.73% 92.36% -4.60% -76.19% -0.73% . IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.00% 0.02%0.00% 0.00% -20.86% -0.02% -0.02% PVC -0.77% 0.00% 0.00% 0.00% -11.93% -0.01% 0.00% -0.01% 0.00% -0.01% 0.91% -1.92% 0.00% 0.00% 0.00% 21.72% 玻璃 氧化铝 -0.02% -0.05% 1.10% 0% 1.4 80.34% 0.04% 33.97% -0.96% 35.07% -19.49% 0% 2.2 96.49% 55.89% 36.40% 0.01% 0.64% 99.73% 19.77% 20.41% 2.63% 2% -0.4 108.46% 17.99% % -0.68 20.62% 0.77% 0% -3.5 72.39% 0.00% 13.41% % -0.18 14.18% 0.85% 5% -2.0 81.95% 0.00% 16.55% % -0.65 17.40% -3.17% 8% -1.4 80.11% 16.61% % -0.21 13.44% 0.00% 0.90% 7% -0.3 65.01% 8.99% % 0.18 9.89% -0.04% 67.92% 9.97% 9.93% 0.00% -2.61% 7.31% 89.26% 0.00% 19.30% % 0.17 16.69% 0.00% -3.07% 5% 1.1 68.48% 0.00% 17.63% % -0.24 14.56% 0.00% -1.57% 6% 3.3 101.49% 23.57% % 0.22 22.00% -0.01% -2.85% 6% 0.5 73.98% 20.12% 17.27% 3.72% 93.11% 16.58% % 0.10 20.30% -9.34% 4% 2.5 100.82% 0.00% 42.02% -2.28% 32.68% -0.01% 5.47% -9.08% 90.85% 0.00% 23.37% -1.40% 28.84% PCR PCR PCR -16820 LPG PTA -31612 -16295 -3439791597 -198191 1268 -0.27 PVC -22 -54 -9080 7261 1535 1223 48 -0.28 0.59 2138 -278940 -0.50 玻璃 氧化铝 -54172 PCR 0.11 -0.04 0.02 01 01 0.05 01 00 0.02 01 -0.100.04 01 00 -0.03 -0.05 4.58 0.37 4.18 3765 279600 -25270 107092 0.69 13 -0. 0.70 463607 481595 0. 0.55 0.46 35047 599 10388 -0. 0.63 07 -0. 0.49 -1280 54155 -3729 7771 0.83 09 -0. 0.44 -31709 19282 6651 53381 1.03 -0.67 1.14 2763 37993 -969 24715 0. 0.59 10 -0. 0.54 82893 13883 0.61 1.63 40305 6310 0. 0.61 0.32 37181 -1681 12567 0. 0.21 01 0. 0.39 186174 42149 0.77 01 -0. 0.67 -74491 168600 8200 108573 -0. 0.77 11 0. 0.58 82500 32845 -0. 0.54 0.77 376194 368198 0.44 01 0. 0.59 17214 -2083 7991 0.29 01 0. 0.73 816068 693832 0.90 06 0. 1.18 -33808 9776 5628 84633 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 南华期货 92007 -58488 109755 -1756 1.49 -0.27 1.64 -0. 05 256126 -148873 398205 8539 1.24 0.08 1.09 0.02 136873 45490 90043 4892 1.43 0.48 0.82 -0.13 81004 -22960 86925 318 0.82 0.03 1.31 -0.07 84941 16946 50858 3687 1.98 0.98 1.24 0.06 254810 90375 184848 10497 0.28 0.01 0.30 0.06 54425 -97 08 101437 5763 0.19 -0.12 0.39 -0.02 604.46 -1.2 -0.58% 1.44% 188002 -61 454 86327 -2 733 7679 98 0.26% 3.23% 326192 -184258 234454 -26159 74210 -1100 -2.08% -0.46% 101916 935 5 153457 34 01 20765 -150 -1.68% 0 86% 140791 -42304 154953 -16727 24585 -265 -1.25% -1.00% 179262 -10 187 103740 - 344 86500 5350 6.40% 3.02% 664882 172070 322905 37057 12485 50 0.20% -0.16% 172504 149 58 161594 8185 525.2 3. 7 0.63% 2.77% 95803 3414 18299 -272 1 1524 27 2.83% 2.09% 1199187 1111 1167596 -37222 LPG 4408 -2 0.20% 0.36% 34946 -4743 48229 -220 6 PTA 4906 38 0.49% 1.