金融期权每日数据
　　评:上一个交易日，金融期权隐含波动率大幅上升,期权定价公允。平值和近月期权波动率大幅上升,近月期权波动率高于远月期权，期权市场参与者预期未来市场走势波动加剧。南华50ETF期权波动率指数是19.50,南华沪深300期权波动率指数是21.65,南华中证100期权波动率指数是20.66，南华期权波动率指数大幅.上升，股指突破下跌，建议卖出看涨期权。
　　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，农产品价格整体下跌;金属、能化价格涨跌互现。从期权隐含波动率的角度来看，上个交易日日盘多数商品期权隐含波动率下降，其中，农产品、有色、黑色期权波动率小幅上升;能化期权波动率互有涨跌。原油、LPG期权隐含波动率低于历史波动率;豆-、乙二醇期权隐含波动率明显偏高。
　　

研究报告全文：2023102020110IV90IVIVIV50ETF1720160511511012103245017281547181981710410100ETF18441495349117341053130017241332392975410499300ETF166713533141027610322300ETF16631325338989210116500ETF172016051151101210324500ETF14631102361819610231100016531291362850610357ETF20451607438101381029720110IV90IV1677204210054-365104513839980-33828662480100173861190109587850951821166010999161PTA19611912102540492156227510022-119219823449837-146143410609616374233819761003436214221212100792102183238210018-1991130119610182-066176320349994-271PVC19341611100313231413118510115228150612989987208324846869991-1438141799599224221874304910038-11751842230010027-4581763237510381-612LPG33393324100030151347152710555-18021381738999540015621392100521702028233810025-31016821254100184282904274010007164PX2388204810054340283935849818-7454114490410000-79028782527999035120231020220211816191417121015081306IO2310-C-385004110209002020050620200610202007202020082620201109202012222021020320210318202104222021053120210713202108172021092320211104202112092022011420220225202204122022052020220627202208122022101220221116202212222023021620230323202304282023060720230714202308182023092250ETF1950300216510002066400035003000250020001500100050020701751706016550160401553015014520140101351301M2M3M6M9M1Y2023101820231019202310182023101920231020300ETF400035003000250020001500100050020300ETF300ETF300ETF7017060160501504014030201301012001101001M2M3M6M9M1Y20231017202310182023101720231018500ETF0600005000040000300002000010000000020231020500ETF500ETF500ETF07015506015050145040140302013501013001250121M2M3M6M9M1Y2023101720231018202310172023101850ETF035000300002500020000150001000005000000050ETF50ETF50ETF08023070220605021040302020190100180171M2M3M6M9M1Y2023101720231018202310172023101820231020100ETF02500020000150001000005000000020234102023510202361020237102023810202391020231010100ETF100ETF100ETF060190501850401801750301702016501016001550151M2M3M6M9M1Y20231017202310182023101720231018ETF04000035000300002500020000150001000005000000020231020ETFETFETF0702050602050401950301902018501001801751M2M3M6M9M1Y20231017202310182023101720231018300400035003000250020001500100050030030030080187017601650154014301320121011010981M2M3M6M9M1Y20231017202310182023101720231018202310201000300025002000150010005000001000100010007017601750164016301520151014014131M2M3M6M9M1Y2023101720231018202310172023101850ETF70456043550340253021520110050020152920162920172920182920192920202920212920222920232950VIX50ETF20231020300507000456000403550003040002520300015200010100050020201232020223202032320204232020523202062320207232020823202092320211232021223202132320214232021523202162320217232021823202192320221232022223202232320224232022523202262320227232022823202292320231232023223202332320234232023523202362320237232023823202392320191223202010232020112320201223202110232021112320211223202210232022112320221223300VIX300100035800030750070002565002060005500155000104500400053500030001000VIX100060005000400030002000100000020231020250020001500100050000080007000600050004000300020001000000PVC12000100008000600040002000000PVCPVC202310201600014000120001000080006000400020000009000800070006000500040003000200010000003000250020001500100050000020231020600050004000300020001000000PTA7000600050004000300020001000000PTAPTA60005000400030002000100000020231020800070006000500040003000200010000004500400035003000250020001500100050000045004000350030002500200015001000500000202310204500400035003000250020001500100050000050004500400035003000250020001500100050000050004500400035003000250020001500100050000020231020800070006000500040003000200010000001000090008000700060005000400030002000100000030002500200015001000500000202310204000350030002500200015001000500000450040003500300025002000150010005000004500400035003000250020001500100050000020231020LPG12000100008000600040002000000LPGLPG40003500300025002000150010005000003500300025002000150010005000002023102030002500200015001000500000400035003000250020001500100050000020231302023228202333120234302023531202363020237312023831202393007060504030201020231020040350302502015010050PX030250201501005020239192023920202392120239222023923202392420239252023926202392720239282023929202393020231012023102202310320231042023105202310620231072023108202310920231010202310112023101220231013202310142023101520231016202310172023101820231019PXPX06050403020102023919202392020239212023922202392320239242023925202392620239272023928202392920239302023101202310220231032023104202310520231062023107202310820231092023101020231011202310122023101320231014202310152023101620231017202310182023101920231020109080706050403020100605040302010202381202383202385202387202389202392202394202396202398202381120238132023815202381720238192023821202382320238252023827202382920238312023910202391220239142023916202391820239202023922202392420239262023928202393020231022023104202310620231082023101020231012202310142023101620231018