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7月COMEX期铜期权报价

发布时间:2011年05月27日 17:23 | 进入复兴论坛 | 来源:世华财讯

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  [世华财讯]以下是7月COMEX期铜期权报价:

  看涨期权

  隐含波动率

  收盘日期 期权报价 执行价 买入 卖出 Delta Vega gamma 行权日

  (美分) (美分/磅)

  2011-5-26 13.85 411 27.29748838 27.29748838 0.517920763 0.473304892 0.013811628 2011-6-27

  2011-5-26 13.45 412 27.28036871 27.28036871 0.506368196 0.476498603 0.013846299 2011-6-27

  2011-5-26 12.95 413 27.34133624 27.34133624 0.494910161 0.479097911 0.013819522 2011-6-27

  2011-5-26 12.55 414 27.48042729 27.48042729 0.483651547 0.481086868 0.013732733 2011-6-27

  2011-5-26 12.10 415 27.49251173 27.49251173 0.472255392 0.482474758 0.013706374 2011-6-27

  2011-5-26 11.75 416 27.58337265 27.58337265 0.461101891 0.483298988 0.013621519 2011-6-27

  2011-5-26 11.30 417 27.65184671 27.65184671 0.449993319 0.483581859 0.013538217 2011-6-27

  2011-5-26 10.95 418 27.79929078 27.79929078 0.439252442 0.483351752 0.013399755 2011-6-27

  看跌期权

  隐含波动率

  收盘日期 期权报价 执行价 买入 卖出 Delta Vega gamma 行权日

  (美分) (美分/磅)

  2011-5-26 14.15 411 29.46041012 29.46041012 -0.482044448 0.476616914 0.009676241 2011-6-27

  2011-5-26 13.65 410 29.56129665 29.56129665 -0.470503065 0.474490940 0.009622685 2011-6-27

  2011-5-26 13.15 409 29.53721676 29.53721676 -0.459025169 0.472043573 0.009598710 2011-6-27

  2011-5-26 12.70 408 29.59269163 29.59269163 -0.447603283 0.469335513 0.009545000 2011-6-27

  2011-5-26 12.20 407 29.62580837 29.62580837 -0.436232193 0.466333632 0.009491182 2011-6-27

  2011-5-26 11.80 406 29.63590082 29.63590082 -0.424894185 0.463030519 0.009437124 2011-6-27

  2011-5-26 11.35 405 29.62261636 29.62261636 -0.413570098 0.459416816 0.009382670 2011-6-27

  2011-5-26 10.95 404 29.69206139 29.69206139 -0.402472491 0.455607867 0.009299565 2011-6-27

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  数据来源:综合媒体

  (杜慧琴 编译)