8/16/2024 603093 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 IV IV -0.52% -1.12% -1.10% 20HV 20HV 0.00% 0.14% 110IV/90IV 110IV/90IV -2.68%2.29% 1.3 1.99% 1.2 3.62% -0.15% 0.13%-0.13% -2.55%1.3 0.00% -0.74% .91% -0 66.41% 0.00% 14.34% % -0.14 13.60% 0.00% -1.74% .45% -0 80.49% 0.00% 17.58% 0.21% 15.84% -0.01% -4.68% 5% 69.55% 0.01% 23.04% 0.41% 18.36% 0.01% -1.64% 95.11% -0.01% 25.00% % -0.02 23.36% -10.83% .33% -0 67.89% 22.50% 0.10% 11.67% -0.01% -2.81% 61.49% 0.02% 12.95% 0.25% 10.14% -0.01% -2.43% 9% 90.89% 0.01% 21.88% % -0.19 19.45% 0.01% -1.13% 76.82% -0.01% 16.67% 0.32% 15.54% -0.01% -3.32% 9% 72.59% 0.00% 19.18% 15.86% -11.43% 67.35% 19.62% 8.19% -0.01% -0.13% 83.48% 17.67% 17.54% PCR PCR . PCR PCR 南华期货 南华期货 南华期货 169420 -13456 598524 23999 0.54 -0 08 0.79 0 .00 11678 195 7 21903 700 1.73 0.86 0.80 -0.07 32564 10356 37655 3358 0.58 0.00 0.47 0 .02 17494 2980 63745 1796 0.94 0. 02 0.52 0 .00 16697 556 43627 3718 0.66 -0 09 0.86 -0.04 59680 10818 219616 7167 1.17 0. 09 0.98 -0.03 83971 7395 190700 11206 0.70 -0.76 0.53 -0 .02 135569 -11090 220414 7403 0.64 0. 08 0.47 0 .01 127030 20241 143188 18087 1.20 0.12 1.41 0.13 100819 -25026 283077 6052 0.71 -0.30 0.53 0 .02 28743 -5459 107876 1103 0.69 -0.21 0.50 0 .00 . 2936 -13 -0.07% -1.69% 1069542 56013 1309294 10662 4256 -231 -5.55% -4.82% 79757 33424 128884 79603 3464 -10 0.12% -1.29% 100877 362 7 83874 -12398 7328 -36 -0.22% -1.29% 392335 335 1 572381 10389 8029 -13 0.11% -1.40% 451632 -1 2283 295496 655 2254 -46 -1.66% -2.23% 398079 153329 575676 273244 5636 -342 -5.72% -5.24% 200816 53316 304647 167284 2166 -22 -0.32% -2.33% 1253473 -59668 1050440 -2112 7484 -12 0.21% -1.11% 580875 -23453 423961 -1233 13380 -10 -0.04% 0.04% 205148 -87207 406524 4685 8636 14 0.21% 0.42% 37404 - 5246 125708 -588 16.97% -0.48% 16.06% -0.03% 73.15% -3.29% 0.91% 0.02% 29.25% -0.96% 35.83% -0.01% 87.52% -0.32% -6.58% 0.00 % 15.89% -0.76% 20.79% 0.00% 66.65% -1.50% -4.90% 0.00% 12.72% -0.87% 12.78% 0.00% 60.43% -5.87% -0.06% -0.01% 18.95% -1.25% 25.69% 0.01% 76.57% -3.98% -6.74% -0.02% 32.38% -2.36% 25.17% -0.02% 90.17% -0.28% 7.21% -0.0 1% 23.58% -2.84% 27.94% 0.01% 86.18% -2.00% -4.36% -0.04% IV IV 20HV20 110IV/90IV 110IV/90IV HV PCR PCR PCR 南华期货 南华期货 南华期货 PCR 76069 -16446 104471 2466 1.20 -0.21 1.25 0.05 654800 43699 437458 9568 1.12 -0.20 0.95 0.10 202481 78693 136517 1839 0.95 -0.26 1.00 0.06 92160 14276 85316 314 1.04 -0.02 0.96 0.01 154433 14128 91377 4144 1.33 -0.24 1.61 0.20 53449 -10819 144787 7068 0.55 -0.21 0.36 0.00 89410 -5148 122049 4133 0.70 -0.26 0.44 0.04 - IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA 1.50% 0.05 1.33 0.27%0.00% 0.18% 0.00% 12.06% -0.25%0.00% -0.17% PVC 2.59% 0.00% 0.00% 14.93% -3.35% -2.15% -11.00% -5.14% -0.11% -0.02% 1.84% 67.59% 0.00% 13.82% 15.66% -3.72% 96.72% .08% 0 24.37% 20.65% 0.00% 2.01% 8% 1.2 55.77% 0.00% 9.11% 3% -0.2 11.12% -0.01% -1.31% 5% 3.8 74.52% 0.01% 18.65% % 0.02 17.34% -0.01% 0.33% 32% -3. 57.04% 11.62% 2% -0.5 11.95% 0.03% 7.02% 83.07% 8.53% 15.55% -0.02% 1.90% 1% 1.6 64.92% 0.02% 9.28% 4% -0.1 11.18% -0.01% 1.78% -11.39% 66.46% 0.00% 14.17% 0% -1.2 15.95% 0.01% 1.66% 5% 2.0 67.99% 14.67% % 0.48 16.33% -14.62% 2% 4.6 82.14% 33.29% % 18.67% 1.18% 42% -1. 58.48% 13.03% % 14.21% -26.47% 81.51% 46.84% 20.37% 0.01% 5.11% 9% 0.9 91.16% 0.00% 29.74% % 1.11 34.85% 0.00% -5.15% 5% 1.8 83.66% 0.00% 31.01% 0% -0.1 25.86% 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 32635 -4028 25171 1633 1.52 0.25 1.07 0.12 275858 -8900 339259 25438 0.72 -0.21 0.34 0 01 LPG 12263 -7427 17958 742 1.08 -0.80 1.17 -0 .01 PTA 219469 -155366 319576 26029 1.42 -0.41 1.46 0 01 87280 -20562 102771 790 0.41 -0.25 0.53 0.03 135819 -47826 134432 13566 1.70 -0.69 1.40 0.01 PVC 78895 -30021 119679 2118 0.88 -0.07 0.41 0 00 571.7 3.8 0.40% 1.71% 54687 -25 483 16480 -2624 1582 -3 0.25% 0.88% 1647067 360683 827209 13722 LPG 5043 566 12.89% 13.98% 81418 208 04 64362 33205 PTA 5550 10 0.73% 1.48% 552889 -334219 1017932 -5974 16060 35 0.85% -0.10% 371900 -78608 153929 8190 2436 15 0.83% 1.65% 546815 132486 666727 387279 PVC 5344 12 -0.24% 1.16% 681756 -137554 549228 -48371 8028 -148 -1.58% -1.47% 292814 124456 349759 193300 7489 -44 -0.57% -0.15% 258504 103936 305050 160587 4522 0 0.33% 0.55% 114350 299 9 122510 -31042 9277 73 0.69% 1.77% 201205 -36 335 203691 -1352 7268 32 0.86% 1.57% 98902 -36 970 200749 -8431 1877 -43 -1.62% 3.18% 213154 63889 150542 25126 7910 4 1.07% 2.59% 41853 -79878 31428 -4531 10981 -39 16611 1929 0.57 -0.92 0.76 0 01 11477 835 16601 1169 0.56 -0.69 0.94 -0.09 29010 -4938 41500 3589 1.55 -0.14 1.23 0.08 99152 -15780 84699 5871 1.40 -1.49 1.44 -0.01 19591 -23527 39383 -49 1.35 -0.56 0.94 -0.02 10196 2276 17576 2930 1.36 0.01 1.19 0.03 9973 -21156 20544 642 1.74 0.20 1.00 -0 .01 23.09% 1.90% 18.30% 0.00% 81.71% 7.30% 4.79% 0.02% 567.74 0.76 0.54% 0.75% 196532 4111 161705 1362 7286 92 2.85% 1.90% 1604655 60601 444983 -7168 73930 1100 2.17% 1.23% 110707 10512 154810 -6643 19370 165 1.36% 0.49% 122776 -25551