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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)
2011-6-21 5.95 409 31.54973169 28.39955113 0.503956994 0.189322726 0.022052362 2011-6-27
2011-6-21 5.55 410 15.67408924 28.61633159 0.478989541 0.188141157 0.021952743 2011-6-27
2011-6-21 5.10 411 31.56070339 28.70642704 0.454129722 0.186376356 0.021850740 2011-6-27
2011-6-21 4.75 412 31.63688454 28.91198541 0.429859445 0.184093080 0.021597972 2011-6-27
2011-6-21 4.35 413 31.60022024 28.99732928 0.405701976 0.181231947 0.021341544 2011-6-27
2011-6-21 4.05 414 31.70001715 29.20510199 0.382530785 0.177947637 0.020942423 2011-6-27
2011-6-21 3.70 415 31.68874036 29.29824550 0.359492905 0.174110479 0.020540657 2011-6-27
2011-6-21 3.40 416 31.56303060 29.27130517 0.336414869 0.169672884 0.020129910 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)
2011-6-21 7.60 409 28.91526201 31.98507958 -0.496037979 0.188436557 0.029610144 2011-6-27
2011-6-21 7.05 408 28.97594276 31.89822505 -0.470873088 0.189740971 0.029539772 2011-6-27
2011-6-21 6.55 407 29.15079034 31.93809069 -0.445906839 0.190010473 0.029196961 2011-6-27
2011-6-21 6.10 406 29.20083981 31.86172111 -0.421029024 0.189292049 0.028860347 2011-6-27
2011-6-21 5.65 405 29.37139807 31.91494773 -0.396744585 0.187652666 0.028273461 2011-6-27
2011-6-21 5.25 404 29.66804594 32.10603115 -0.373442152 0.185204096 0.027460776 2011-6-27
2011-6-21 4.85 403 29.59186647 31.92615083 -0.349354035 0.181853924 0.026905317 2011-6-27
2011-6-21 4.50 402 29.90734500 32.15138785 -0.327532752 0.177988320 0.025916762 2011-6-27
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数据来源:综合媒体
(杜慧琴 编译)