>> 南华期货-期权日报-230907
| 上传日期： |
2023/9/7 |
大小： |
3341KB |
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pdf 共15页 |
来源： |
南华期货 |
| 评级： |
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作者： |
周小舒 |
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无限制-登录即可下载 |
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研究报告全文：202397202397202118191614171215100813061104090200500045004000350030002500200015001000500701701686016650164162401603015815620154101521501481M2M3M6M9M1Y2023090520230906202309052023090620239745004000350030002500200015001000500隐含波动率20日历史波动率7017060160501504014030130201012001101001M2M3M6M9M1Y20230905202309062023090520230906650055004500350025001500500隐含波动率历史波动率20239770170060165050160040301550201500101450014001M2M3M6M9M1Y2023090520230906202309052023090645004000350030002500200015001000500801770166015501440133012201110100981M2M3M6M9M1Y20230905202309062023090520230906202397350030002500200015001000500000隐含波动率历史波动率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