PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV 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 147819 28282 340450 40843 0.88 0.19 0.84 0.01 6952 1463 13203 2480 0.96 0.12 1.17 0.00 7451 3128 11752 4380 0.19 -0.28 0.33 -0.19 34749 25446 35197 13621 2.92 1.62 2.44 0.94 41024 -62338 36659 7941 0.95 0.14 0.82 0.04 32120 -1141 2 142792 9677 1.37 0.65 1.22 0.05 87445 -138001 137692 11635 0.95 0.37 0.83 -0.03 49189 -77509 122906 6488 0.62 0.03 0.64 -0.02 71714 19953 78361 11 745 0.91 0.06 1.03 -0.04 101955 -74299 195384 12494 0.64 0.03 0.90 0.02 14093 -412 31103 -137 0.56 0.04 0.58 0.00 603093 4/15/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 16.99% 0.00% 18.00% -17.67% 90.94% -0.89% -1.01% 17.67% 9.10% 0.00% 6.60% -6.24% 84.75% -2.04% 2.50% 6.25% 17.75% 0.18% 17.60% -16.95% 81.80% 4.11% 0.15% 17.13% 14.80% -0.01% 15.12% -15.37% 90.79% 1.19% -0.32% 15.36% 15.61% 0.00% 13.78% -13.83% 94.76% -3.41% 1.83% 13.82% 8.36% 0.00% 8.66% -8.57% 56.79% -26.68% -0.30% 8.57% 11.79% 0.00% 12.37% -12.18% 74.91% -2.83% -0.58% 12.19% 20.00% -0.01% 20.85% -21.50% 108.05% 6.00% -0.85% 21.49% 19.74% 0.00% 32.10% -36.34% 85.98% 1.97% -12.36% 36.34% 12.69% -0.01% 9.21% -10.11% 83.53% -19.45% 3.48% 10.10% 12.33% 0.00% 18.17% -26.00% 89.42% -3.45% -5.84% 26.00% PCR PCR PCR PCR 3325 38 0.94% 2.11% 1205052 -92802 1910356 26374 4753 -41 -0.65% -0.82% 74938 24 132 80036 -8945 3759 39 1.08% 1.64% 124039 - 6340 56706 28 19 7646 -76 -0.83% -1 .19% 705913 278967 719210 35 88 8191 -91 -1.13% -2.10% 551880 175619 274820 23174 2393 -1 -0.50% 0.45% 265832 -1 02257 545880 -14984 6394 -61 -1.05% -0 .41% 378580 -137716 374864 10296 2716 15 0.74% 1.44% 629811 -129436 630308 -8165 7774 -118 -1.12% 3.17% 1017506 344975 489836 32207 16355 -50 -0.46% -1 .26% 245985 12 677 411319 22507 9484 -4 0.25% -0 .06% 53927 - 12895 100119 19 44 21.69% 0.03% 15.81% -13.78% 89.19% 13.20% 5.88% 13.81% 33.77% 0.04% 28.19% -25.42% 107.94% 10.47% 5.58% 25.45% 18.22% 0.02% 14.23% -13.88% 86.53% 9.01% 3.99% 13.90% 16.38% 0 .01% 10.08% -9.37% 94.97% 2.02% 6.30% 9.37% 19.92% 0 .00% 18.05% -17.28% 105.38% 1.88% 1.87% 17.28% 38.26% -0.01% 42.94% -42.56% 111.10% 7.75% -4.68% 42.55% 18.86% 0 .00% 16.65% -15.81% 81.55% -0.76% 2.21% 15.81% 84433 15443 111215 4209 0.76 0.17 1.84 0.11 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 669.7 1.2 0.75% -0.05% 100655 -2 8054 22659 -1911 1915 9 -0.78% 0.62% 1179000 128447 733203 10623 LPG 4722 0 0.11% 0.51% 84731 29 64 46232 -5320 PTA 5976 -30 -0.66% -0.10% 652528 -9 2007 876995 -14104 14695 -220 -1.24% -0.08% 502887 -535 234470 -2905 2513 -1 -0.08% -0.88% 403608 -152291 345102 -64371 PVC 5832 0 0.36% -0.17% 460177 -2 3250 484300 -85462 8369 -49 -0.20% -0.91% 280586 -37919 355451 -18650 7575 -33 -0.25% -0.75% 188661 -2 4548 184036 -39947 4428 7 -0.20% 0.31% 214435 51 940 264878 -10401 9430 14 0.10% 0.88% 256652 79 05 271440 -20115 7372 -38 -0.83% -0.06% 107314 -1 839 214316 14826 1988 106 4.91% 5.23% 641582 263987 246702 -33648 8608 -16 -0.49% 0.39% 49897 -9 290 76164 -1048 15.73% -0 01% 20.53% -21.25% 65.60% 2.54% -4.80% 21.24% 44016 -4910 -16101 -22463 -2316 3278 0.00 -0.090.05 0.08 -0.140.06 0.12 -0.05 0.07 .02 .00 .01 0 0.42 - 0.44 7739 74577 30783 0 0.31 0.26 3308 146297 26520 0 1.24 0.50 5324 53877 90752 1.00 0.33 5373 104077 111542 1.17 0.61 4284 92229 97819 1.64 0.88 273148 95385 337936 570.5 1 5.28 2.69% 3.26% 367618 -87922 201747 5947 7472 308 4.07% 4.65% 1980210 -227124 641812 52762 76910 640 0.89% 1.24% 130576 -33770 202356 1293 20735 275 1.62% 1.20% 278588 -38194 357673 18632 23045 175 1.77% -0.86% 262397 -37585 134194 11487 112200 -300 -0.49% 2.57% 126606 -68516 178440 -1714 12205 70 0.12% 1.10% 83317 -16696 125121 -5039 IV IV 20HV20 110IV/90IV 110IV/90IV HV 4.44% -0.18% 16.81% -16.67% 101.69% 8.07% -12.37% 16.49% 31.65% 0.00% 33.76% -33.55% 94.81% -3 21% -2.11% 33.55% LPG 20.35% 0.00% 17.04% -17.03% 102.54% 0. 64% 3.31% 17.03% PTA 13.94% 0.00% 12.65% -13.65% 72.24% 7.72% 1.29% 13.65% 20.71% 0.01% 31.37% -31.93% 73.44% -11 .93% -10.66% 31.94% 16.76% -0.01% 13.94% -13.80% 80.07% -15.67% 2.82% 13.79% PVC 14.33% 0.00% 10.47% -10.70% 100.93% 2. 37% 3.86% 10.70% 11.09% 0.00% 8.38% -8.32% 92.11% 5.68% 2.71% 8.32% 10.73% -0.01% 8.12% -7.84% 96.82% -3 37% 2.61% 7.83% 13.47% -0.01% 12.26% -12.61% 75.12% -26.80% 1.21% 12.60% 15.47% -0.02% 12.30% -12.13% 69.17% -8 23% 3.17% 12.11% 10.58% 0.01% 10.46% -11.69% 96.76% 40.11% 0.12% 11.69% 25.74% 0.03% 37.37% -39.20% 98.12% 8.57% -11.63% 39.23% 13.78% 0.00% 14.77% -14.74% 96.91% 20.32% -0.99% 14.74% . . 南华期货 . PCR PCR PCR 15682 -480946 -30626 15997 LPG PTA 9611 -267317 PVC 19776 6990 -0.12 293 2871 13 4568 -0.440.16 0.60 PCR -0.36 3 -0.26 2 0 3 2 7 1 -0.06 4 0.22 0 2 -0.0 0.74 .03 -0 0.74 6 124 20342 6025 10496 0.0 1.06 -0.12 0.47 4 346 24113 -10097 19005 1.51 1.41 0 132 7523 5115 0.0 1.16 1.16 26446 21554 0.99 0.56 5 185 12873 3974 0.0 0.47 .02 -0 0.35 636 5320 -425 1320 0.0 0.61 0.20 0.39 6 102 6340 -842 2670 -0.0 0.40 0.2