農產品期貨和期權-powerpointpresenta(編輯修改稿)
2025-03-22 22:09 本頁面
【文章內容簡介】 高點。 – 附圖三： CBOT大豆近月平值期權波動率 – 附情景分析圖表 12 附圖三： CBOT 大豆近月平值期權波動率 CB OT S oy be a ns Ne a rby A TM I mpli e d V ola t il ity10%15%20%25%30%35%40%45%50%Feb97Apr97Jun97Aug97Oct97Dec97Feb98Apr98Jun98Aug98Oct98Dec98Feb99Apr99Jun99Aug99Oct99Dec99Feb00Apr00Jun00Aug00Oct00Dec00Feb01Apr01Jun01Aug01Oct01Dec01Feb02Apr02Jun02Aug02Oct02Dec02Feb03Apr03Jun03Aug03Oct03Dec03Feb04Apr04Jun04Aug04Oct04Dec04Feb05Apr05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 ) *
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