[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)
2011-3-21 11.90 428 37.64597390 27.00642006 0.502591500 0.218602693 0.020557366 2011-3-28
2011-3-21 11.35 429 37.33240707 27.13223156 0.481565522 0.218234253 0.020605011 2011-3-28
2011-3-21 10.70 430 37.15515106 27.36319101 0.460717759 0.217304974 0.020520043 2011-3-28
2011-3-21 10.15 431 36.89789790 27.49044057 0.439831359 0.215805917 0.020433941 2011-3-28
2011-3-21 9.50 432 36.78006089 27.72730326 0.419446695 0.213791546 0.020217339 2011-3-28
2011-3-21 9.00 433 36.58187102 27.86547652 0.399073979 0.211225058 0.020000360 2011-3-28
2011-3-21 8.55 434 36.52964521 28.12097674 0.379528265 0.208238061 0.019660476 2011-3-28
2011-3-21 8.05 435 36.39822810 28.28337041 0.360055300 0.204738254 0.019322208 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)
2011-3-21 6.85 428 26.03263312 36.76852224 -0.497394261 0.218598811 0.021385708 2011-3-28
2011-3-21 6.55 427 26.33981779 36.61713890 -0.476452609 0.218404045 0.021335702 2011-3-28
2011-3-21 6.15 426 26.96095884 36.81496859 -0.455827196 0.217612966 0.021003937 2011-3-28
2011-3-21 5.85 425 27.04612531 36.50284431 -0.434984137 0.216216054 0.020953554 2011-3-28
2011-3-21 5.50 424 27.66534231 36.76407622 -0.415211066 0.214319764 0.020494369 2011-3-28
2011-3-21 5.25 423 27.96997033 36.72898324 -0.395304472 0.211857348 0.020177972 2011-3-28
2011-3-21 4.90 422 28.39175363 36.83951519 -0.376159042 0.208951346 0.019739559 2011-3-28
2011-3-21 4.65 421 28.72041240 36.87310296 -0.357236496 0.205559161 0.019310112 2011-3-28
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数据来源:综合媒体
(杜慧琴 编译)