4天长假,期权时间价值流逝了多少?
富融期权5875
2018-04-09 02:10:14
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4月认购期权
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执行价格 目前状态 内在价值 时间价值 CALL价格变动
2.50 7.76%价内,0.39%打和:2.705 0.1940 0.0106 -0.0037, -1.78%
2.55 5.65%价内,0.58%打和:2.71 0.1440 0.0156 -0.0048, -2.9%
2.60 3.62%价内,0.92%打和:2.719 0.0940 0.0249 -0.0059, -4.72%
2.65 1.66%价内,1.49%打和:2.734 0.0440 0.0401 -0.0067, -7.4%
2.70 0.22%价外,2.27%打和:2.755 0.0000 0.0552 -0.0068, -11.04%
2.75 2.08%价外,3.33%打和:2.784 0.0000 0.0338 -0.0063, -15.78%
2.80 3.93%价外,4.71%打和:2.821 0.0000 0.0208 -0.0056, -21.06%
2.85 5.79%价外,6.23%打和:2.862 0.0000 0.0118 -0.0043, -27%
2.90 7.65%价外,7.91%打和:2.907 0.0000 0.0070 -0.0034, -32.5%
2.95 9.50%价外,9.63%打和:2.954 0.0000 0.0035 -0.0023, -39.12%
3.00 11.36%价外,11.43%打和:3.002 0.0000 0.0019 -0.0016, -44.69%

4月认沽期权
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执行价格 目前状态 内在价值 时间价值 PUT价格变动
2.50 7.20%价外,-7.57%打和:2.49 0.0000 0.0100 -0.0038, -27.77%
2.55 5.35%价外,-5.91%打和:2.535 0.0000 0.0151 -0.0045, -23.02%
2.60 3.49%价外,-4.41%打和:2.575 0.0000 0.0249 -0.0054, -17.8%
2.65 1.63%价外,-3.12%打和:2.61 0.0000 0.0400 -0.006, -13.06%
2.70 0.22%价内,-2.04%打和:2.639 0.0060 0.0549 -0.006, -9.02%
2.75 2.04%价内,-1.24%打和:2.661 0.0560 0.0334 -0.0056, -5.9%
2.80 3.79%价内,-0.68%打和:2.676 0.1060 0.0183 -0.0047, -3.63%
2.85 5.47%价内,-0.37%打和:2.684 0.1560 0.0100 -0.0039, -2.28%
2.90 7.10%价内,-0.19%打和:2.689 0.2060 0.0050 -0.0032, -1.47%
2.95 8.68%价内,-0.05%打和:2.693 0.2560 0.0013 -0.0024, -0.92%
3.00 10.20%价内,0.02%打和:2.695 0.3060 -0.0005 -0.0019, -0.63%
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