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发布时间:2011年06月02日 17:23 | 进入复兴论坛 | 来源:世华财讯
[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)
2011-6-1 16.60 411 30.53339532 30.53339532 0.510699688 0.428129542 0.012496497 2011-6-27
2011-6-1 16.05 412 30.54034426 30.54034426 0.498029375 0.428084709 0.012478094 2011-6-27
2011-6-1 15.45 413 30.51966359 30.51966359 0.485394420 0.427640528 0.012459345 2011-6-27
2011-6-1 14.90 414 30.58742829 30.58742829 0.473001382 0.426817248 0.012392913 2011-6-27
2011-6-1 10.55 415 28.55199526 28.49882150 0.451593646 0.425177727 0.012922088 2011-6-27
2011-6-1 13.85 416 30.64370179 30.64370179 0.448440892 0.424041966 0.012261670 2011-6-27
2011-6-1 13.30 417 30.63217674 30.63217674 0.436226315 0.422090654 0.012196596 2011-6-27
2011-6-1 12.80 418 30.59399428 30.59399428 0.424023655 0.419758819 0.012131535 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)
2011-6-1 9.85 411 26.51252188 26.51252188 -0.489260019 0.428142515 0.013060956 2011-6-27
2011-6-1 9.45 410 26.59539549 26.59539549 -0.476500306 0.427797135 0.013029127 2011-6-27
2011-6-1 9.05 409 26.64681226 26.64681226 -0.463754603 0.427009799 0.012997402 2011-6-27
2011-6-1 8.70 408 26.78186241 26.78186241 -0.451070986 0.425784875 0.012912728 2011-6-27
2011-6-1 8.30 407 26.77047338 26.77047338 -0.438326913 0.424115899 0.012880593 2011-6-27
2011-6-1 7.95 406 26.95894906 26.95894906 -0.425870617 0.422047472 0.012744667 2011-6-27
2011-6-1 7.60 405 27.00086565 27.00086565 -0.413301730 0.419533576 0.012661154 2011-6-27
2011-6-1 7.30 404 27.12977393 27.12977393 -0.400995763 0.416644517 0.012527250 2011-6-27
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数据来源:综合媒体
(杜慧琴 编译)