[世华财讯]以下是4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)
2011-3-9 17.80 421 34.62733183 0.504301835 0.365070907 0.012754333 2011-3-28
2011-3-9 17.15 422 34.47782474 0.488805664 0.363349880 0.012732560 2011-3-28
2011-3-9 16.50 423 34.29492606 0.473353503 0.361235502 0.012709871 2011-3-28
2011-3-9 15.85 424 34.07777063 0.457898510 0.358711043 0.012685847 2011-3-28
2011-3-9 15.25 425 33.82527345 0.442393974 0.355755199 0.012659968 2011-3-28
2011-3-9 14.65 426 33.67641355 0.427275834 0.352506489 0.012583078 2011-3-28
2011-3-9 14.05 427 33.49260721 0.412164374 0.348842188 0.012504317 2011-3-28
2011-3-9 13.45 428 33.41628915 0.397646750 0.344977815 0.012376609 2011-3-28
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)
2011-3-9 5.80 421 16.69987037 55.48977130 -0.495663638 0.356369690 0.020702955 2011-3-28
2011-3-9 5.45 420 17.16719237 54.95541546 -0.480054515 0.360909748 0.020666464 2011-3-28
2011-3-9 5.15 419 17.69033264 54.53622566 -0.464513403 0.364341304 0.020491385 2011-3-28
2011-3-9 4.85 418 17.99796825 53.93340089 -0.448959503 0.366601552 0.020445207 2011-3-28
2011-3-9 4.55 417 18.37168673 53.44610557 -0.433530678 0.367887562 0.020266789 2011-3-28
2011-3-9 4.30 416 18.67922899 52.92261426 -0.418127477 0.368214853 0.020090508 2011-3-28
2011-3-9 4.05 415 19.05673624 52.52048327 -0.403056556 0.367639960 0.019792307 2011-3-28
2011-3-9 3.80 414 19.24174900 51.91983417 -0.387632974 0.366206232 0.019622297 2011-3-28
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数据来源:综合媒体
(杜慧琴 编辑)