金融期权每日数据
　　评:上一个交易日，金融期权隐含波动率有所下降，期权定价偏高。波动率偏度和期限结构整体下移，近月期权隐含波动率高于远月期权，期权市场参与者预期未来走势波动有所增加。南华50ETF期权波动率指数是21.82,南华沪深300期权波动率指数是23.16,南华中证1000期权波动率指数是22.78,南华期权波动率指数整体下降，股指震荡上涨，建议观望。
　　商品期权每日数据
　　评:从期权标的走势来看，上一交易日盘各板块商品价格走势分化，其中，金属价格整体上涨;农产品、能化、黑色价格整体下跌。从期权隐含波动率的角度来看，上个交易8日盘多数商品期权隐含波动率下降，其中，农产品、能化、黑色期权波动率整体下降;金属期权波动率互有涨跌。铁矿石、LPG期权隐含波动率低于历史波动率; PVC、塑料期权隐含波动率明显偏高。
　　

研究报告全文：2023830202383020211819161417121510081306110409020050004500400035003000250020001500100050060210552055045200401953519030185252018015175101701651M2M3M6M9M1Y20230828202308292023082820230829202383045004000350030002500200015001000500隐含波动率20日历史波动率60220502004018030160201401001201001M2M3M6M9M1Y20230828202308292023082820230829650055004500350025001500500隐含波动率历史波动率20238306018801860501840401820180030178020176017401017200170016801M2M3M6M9M1Y20230828202308292023082820230829450040003500300025002000150010005007022602050184016301420121001081M2M3M6M9M1Y202308282023082920230828202308292023830350030002500200015001000500000隐含波动率历史波动率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