>> 南华期货-期权日报-230913
| 上传日期： |
2023/9/13 |
大小： |
3391KB |
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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 |
| 下载权限： |
无限制-登录即可下载 |
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研究报告全文：2023913202391320211819161417121510081306110409020050004500400035003000250020001500100050060172551705045168401663530164251622015160101581561M2M3M6M9M1Y20230911202309122023091120230912202391345004000350030002500200015001000500隐含波动率20日历史波动率501804517040351603015025201401513010512001101001M2M3M6M9M1Y20230911202309122023091120230912650055004500350025001500500隐含波动率历史波动率202391360170050165040160030201550101500014501M2M3M6M9M1Y202309112023091220230911202309124500400035003000250020001500100050080187017601615501440133012201110100981M2M3M6M9M1Y202309112023091220230911202309122023913350030002500200015001000500000隐含波动率历史波动率701660165015154015301520151014014141M2M3M6M9M1Y2023091120230912202309112023091270454603550340253021520110050020152920162920172920182920192920202920212920222920232950VIX50ETF202391350700045600040355000304000252030001520001010005002020123202022320203232020423202052320206232020723202082320209232021123202122320213232021423202152320216232021723202182320219232022123202222320223232022423202252320226232022723202282320229232023123202322320233232023423202352320236232023723202382320191223202010232020112320201223202110232021112320211223202210232022112320221223300VIX30035800075003070002565002060005500155000104500400053500030001000VIX1000600050004000300020001000000202391325002000150010005000008000700060005000400030002000100000012000100008000600040002000000PVCPVC20239131600014000120001000080006000400020000009000800070006000500040003000200010000003000250020001500100050000020239136000500040003000200010000007000600050004000300020001000000PTAPTA600050004000300020001000000202391380007000600050004000300020001000000450040003500300025002000150010005000004500400035003000250020001500100050000020239134500400035003000250020001500100050000050004500400035003000250020001500100050000050004500400035003000250020001500100050000020239138000700060005000400030002000100000010000900080007000600050004000300020001000000300025002000150010005000002022882022982022108202211820221282023182023282023382023482023582023682023782023882023982023913400035003000250020001500100050000020228820229820221082022118202212820231820232820233820234820235820236820237820238820239845004000350030002500200015001000500000202288202298202210820221182022128202318202328202338202348202358202368202378202388202398450040003500300025002000150010005000002022826202292620221026202211262022122620231262023226202332620234262023526202362620237262023826202391312000100008000600040002000000LPGLPG4000350030002500200015001000500000202282620229262022102620221126202212262023126202322620233262023426202352620236262023726202382635003000250020001500100050000020221226202312620232262023326202342620235262023626202372620238262023913300025002000150010005000002022122620231262023226202332620234262023526202362620237262023826400035003000250020001500100050000020231302023228202333120234302023531202363020237312023831
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