11月COMEX期铜期权报价

	[讯：]以下是11月COMEX期铜期权报价： 看涨期权 隐含波动率 收盘日期 期权报价 执行价 买入 卖出 Delta Vega gamma 行权日 (美分) (美分/磅) 2011-10-12 4.95 339 70.62713992 0.514185946 0.249491896 0.014023816 2011-10-26 2011-10-12 4.65 340 69.88230955 0.496677548 0.248208257 0.014002275 2011-10-26 2011-10-12 4.35 341 69.08792490 0.479247193 0.246595829 0.013979421 2011-10-26 2011-10-12 4.10 342 68.24095933 0.461826637 0.244638454 0.013954618 2011-10-26 2011-10-12 3.80 343 67.33949566 7.977327656 0.444349311 0.242315235 0.013927060 2011-10-26 2011-10-12 3.55 344 66.61445160 10.77279337 0.427301223 0.239739350 0.013837368 2011-10-26 2011-10-12 3.35 345 65.83432185 12.44057474 0.410257847 0.236805930 0.013744595 2011-10-26 2011-10-12 3.10 346 65.24132089 13.85518656 0.393897699 0.233696890 0.013592168 2011-10-26 看跌期权 隐含波动率 收盘日期 期权报价 执行价 买入 卖出 Delta Vega gamma 行权日 (美分) (美分/磅) 2011-10-12 15.20 339 51.32768421 -0.485803903 0.241665267 0.024607985 2011-10-26 2011-10-12 14.55 338 50.88800359 -0.468178137 0.245757832 0.024558270 2011-10-26 2011-10-12 13.90 337 50.59257074 -0.450658240 0.248728290 0.024309769 2011-10-26 2011-10-12 13.25 336 50.03936508 -0.433020749 0.250558238 0.024240649 2011-10-26 2011-10-12 12.60 335 49.62929785 -0.415546541 0.251443510 0.023987132 2011-10-26 2011-10-12 12.00 334 49.36854163 -0.398460747 0.251414603 0.023560892 2011-10-26 2011-10-12 11.40 333 48.83680050 -0.380951966 0.250535465 0.023317504 2011-10-26 2011-10-12 10.80 332 48.45379048 -0.363890555 0.248859811 0.022909779 2011-10-26 ---------------------------------------------------------------------------------------------------------------------- 数据来源：综合媒体