>> 南华期货-期权日报-231010
| 上传日期： |
2023/10/10 |
大小： |
3479KB |
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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：20231010202310102021181916141712151008130611040902005000450040003500300025002000150010005007020018060160501404012010030802060401020001M2M3M6M9M1Y202309282023100920230928202310092023101045004000350030002500200015001000500隐含波动率20日历史波动率7018060170501604015030140201301012001101001M2M3M6M9M1Y20230928202310092023092820231009650055004500350025001500500隐含波动率历史波动率202310107020001800601600501400401200301000800206001040002000001M2M3M6M9M1Y202309282023100920230928202310094500400035003000250020001500100050070206018501640301420121010081M2M3M6M9M1Y2023092820231009202309282023100920231010350030002500200015001000500000隐含波动率历史波动率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