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合约风险指标   2018-06-14   下载 
序号合约编码合约代码合约简称DeltaThetaGammaVegaRho
190002049159901C1809M004900A深100ETF购9月4852A0.472-0.7550.4070.9830.533
290002048159901C1809M004800A深100ETF购9月4753A0.533-0.9820.3060.9820.565
390002047159901C1809M004700A深100ETF购9月4654A0.566-1.0510.2790.9720.585
490002046159901C1809M004600A深100ETF购9月4555A0.592-0.9650.3000.9590.619
590002045159901C1809M004500A深100ETF购9月4456A0.622-0.9970.2780.9390.637
690002044159901C1809M004400A深100ETF购9月4357A0.653-0.9200.2890.9120.672
790002043159901C1809M004300A深100ETF购9月4258A0.667-1.4010.1750.8980.594
890002042159901P1806M005500A深100ETF沽6月5446A-0.922-0.9530.2840.119-0.161
990002041159901C1806M005500A深100ETF购6月5446A0.012-0.1690.0980.0270.002
1090002030159902P1806M004100中 小 板沽6月4100-0.752-3.9870.3810.189-0.106
1190002029159902C1806M004100中 小 板购6月41000.192-2.9770.3970.1630.018
1290002018159901P1806M005250A深100ETF沽6月5199A-0.929-0.5510.3770.110-0.154
1390002017159901C1806M005250A深100ETF购6月5199A0.016-0.1590.1620.0330.002
1490002002159902P1806M004000中 小 板沽6月4000-0.719-4.2660.4060.201-0.100
1590002001159902C1806M004000中 小 板购6月40000.227-3.2880.4380.1800.022
1690001980159901P1806M005000A深100ETF沽6月4951A-0.902-0.4530.7280.141-0.142
1790001979159901C1806M005000A深100ETF购6月4951A0.024-0.1430.3620.0470.003
1890001892159902P1806M003900中 小 板沽6月3900-0.684-4.5210.4280.212-0.094
1990001891159902C1806M003900中 小 板购6月39000.265-3.5780.4770.1960.025
2090001774159902P1806M002900中 小 板沽6月2900-0.236-3.9900.3720.184-0.028
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