央视网|中国网络电视台|网站地图 |
客服设为首页 |
[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)
2011-6-17 7.50 410 10.99575968 22.98457559 0.512706328 0.219653372 0.018388512 2011-6-27
2011-6-17 6.95 411 25.13092737 22.93295278 0.487202193 0.217271421 0.018424424 2011-6-27
2011-6-17 6.45 412 25.25672616 23.15722379 0.462322315 0.214525626 0.018245934 2011-6-27
2011-6-17 5.95 413 25.10940964 23.10349381 0.437195380 0.211078949 0.018163182 2011-6-27
2011-6-17 5.55 414 25.06404466 23.14493577 0.412668745 0.207194948 0.017969542 2011-6-27
2011-6-17 5.10 415 25.12627453 23.28547399 0.389141443 0.202980587 0.017670243 2011-6-27
2011-6-17 4.75 416 25.10482477 23.33827069 0.365804123 0.198207441 0.017362507 2011-6-27
2011-6-17 4.35 417 24.99629758 23.30089234 0.342479892 0.192816487 0.017040802 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)
2011-6-17 5.75 410 20.84344914 23.16923282 -0.487286012 0.190344300 0.042137185 2011-6-27
2011-6-17 5.30 409 20.92172680 23.12693799 -0.461802234 0.205086031 0.042580560 2011-6-27
2011-6-17 4.95 408 21.26615199 23.36293411 -0.436902794 0.215084173 0.041563138 2011-6-27
2011-6-17 4.55 407 21.32447100 23.32047280 -0.411837187 0.220652699 0.040977462 2011-6-27
2011-6-17 4.20 406 21.65820727 23.56432847 -0.388145818 0.223401362 0.039371033 2011-6-27
2011-6-17 3.85 405 21.70550570 23.52527437 -0.363900771 0.223747205 0.038326870 2011-6-27
2011-6-17 3.55 404 22.04473887 23.78967405 -0.341809852 0.222209463 0.036472566 2011-6-27
2011-6-17 3.25 403 22.09395142 23.76489670 -0.318802365 0.219067980 0.035161923 2011-6-27
----------------------------------------------------------------------------------------------------------------
数据来源:综合媒体
(杜慧琴 编译)