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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)
2011-6-6 11.80 414 31.44537878 31.44537878 0.516495048 0.386600929 0.014364069 2011-6-27
2011-6-6 11.35 415 31.32669149 31.32669149 0.502454489 0.387214246 0.014398771 2011-6-27
2011-6-6 10.95 416 31.42937805 31.42937805 0.488694289 0.387341532 0.014303940 2011-6-27
2011-6-6 10.50 417 31.37281474 31.37281474 0.474853457 0.386995708 0.014274382 2011-6-27
2011-6-6 10.10 418 31.41215555 31.41215555 0.461295150 0.386196152 0.014181241 2011-6-27
2011-6-6 9.70 419 31.29099600 31.29099600 0.447468577 0.384915708 0.014152107 2011-6-27
2011-6-6 9.30 420 31.39631687 31.39631687 0.434390407 0.383261543 0.013999331 2011-6-27
2011-6-6 8.90 421 31.34064208 31.34064208 0.420979383 0.381128936 0.013909189 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)
2011-6-6 12.35 414 25.86189484 25.86189484 -0.483483852 0.386591830 0.013623166 2011-6-27
2011-6-6 11.85 413 25.95242176 25.95242176 -0.469470240 0.385553183 0.013590427 2011-6-27
2011-6-6 11.40 412 26.13049688 26.13049688 -0.455523880 0.384082868 0.013499114 2011-6-27
2011-6-6 10.90 411 26.14259009 26.14259009 -0.441522682 0.382159034 0.013466149 2011-6-27
2011-6-6 10.45 410 26.37038395 26.37038395 -0.427839932 0.379853605 0.013318540 2011-6-27
2011-6-6 10.00 409 26.43245344 26.43245344 -0.414033723 0.377085332 0.013228278 2011-6-27
2011-6-6 9.60 408 26.58462806 26.58462806 -0.400524738 0.373951074 0.013082615 2011-6-27
2011-6-6 9.15 407 26.69933402 26.69933402 -0.387082431 0.370405368 0.012937839 2011-6-27
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数据来源:综合媒体
(杜慧琴 编译)