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16日隐含波动率矩阵

  • 发布时间:2015-02-17 01:17:32  来源:中国证券报  作者:佚名  责任编辑:罗伯特

  认购期权行权价认沽期权

  9月6月4月3月3月4月6月9月

  22.24%20.92%22.58%25.38%2.2025.37%22.70%23.95%25.28%

  23.51%20.94%22.30%23.31%2.2524.07%22.53%24.01%25.37%

  23.47%21.48%21.99%21.82%2.323.12%22.79%23.94%24.84%

  22.07%21.50%22.53%20.50%2.3522.52%23.57%23.96%25.27%

  22.07%21.57%22.33%20.57%2.422.70%23.95%23.96%25.63%

  22.11%21.78%21.94%20.81%2.4522.93%24.01%24.55%25.50%

  22.82%22.11%21.99%21.25%2.522.23%22.55%9.61%25.93%

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