農產品期貨和期權-powerpointpresenta-文庫吧在線文庫
【正文】 01Feb02Apr02Jun02Aug02Oct02Dec02Feb03Apr03Jun03Aug03Oct03Dec03Feb04Apr04Jun04Aug04Oct04Dec04Feb05Apr05隱含波動率 13 情景分析 （續(xù)） (2023年 2月 3 月 CBOT 大豆市場的上漲行情 ) 2/8/05 Buy sk5 520c 12 Sell sk5 480p 6 7/8 2/15/05 Buy sk5 540c 18 1/2 Sell sk5 520c 28 1/2 2/18/05 Sell sk5 540c 32 Buy sk5 560c 22 2/24/05 Sell sk5 560c 34 1/4 Buy 2sk5 580c 24 1/2 Buy 2sk5 560p 20 1/4 2/28/05 Sell 2sk5 580c 54 3/4 Buy 2sk5 620c 32 1/8 Buy 2sk5 600p 20 1/2 Sell 2 sk5 560p 7 3/4 3/24/05 Buy 2sk5 700c 2 3/4 Sell 4sk5 640p 27 1/4 3/18/05 Sell 4sk5 700c 11 1/4 Sell 2 sk5 660p 34 1/2 Buy 4sk5 640p 23 1/2 3/16/05 Sell 2sk5 620c 62 7/8 Buy 2sk5 700c 20 1/4 Sell 2 sk5 600p 5 1/2 Buy 2sk5 660p 24 Buy sk5 480p 1/8 14 情景分析 （續(xù)） (2023年 2月 3 月 CBOT 大豆市場的上漲行情 ) * 以 1手為交易單位 買入 賣出2 / 8 / 0 5 s k 5 5 2 0 c 1 2 s k 5 4 8 0 p 6 7 / 8 s k 5 5 2 0 c , s k 5 4 8 0 p2 / 1 5 / 0 5 s k 5 5 4 0 c 1 8 1 / 2 s k 5 5 2 0 c 2 8 1 / 2 s k 5 5 4 0 c , s k 5 4 8 0 p 1 6 . 5 0 2 / 1 8 / 0 5 s k 5 5 6 0 c 2 2 s k 5 5 4 0 c 3 2 s k 5 5 6 0 c , s k 5 4 8 0 p 1 3 . 5 0 2 / 2 4 / 0 5 2 s k 5 5 8 0 c 2 4 1 / 2 s k 5 5 6 0 c 3 4 1 / 4 s k 5 4 8 0 p , 2 s k 5 5 8 0 c 1 2 . 2 5 2 s k 5 5 6 0 p 2 0 1 / 4 2 s k 5 5 6 0 p2 / 2 8 / 0 5 2 s k 5 6 2 0 c
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