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合约风险指标   2018-01-18   下载 
序号合约编码合约代码合约简称DeltaThetaGammaVegaRho
190001863159919P1803M003700300ETF沽3月37000.000-0.0020.0090.0060.000
290001862159919P1803M003600300ETF沽3月36000.000-0.0020.0080.0060.000
390001861159919C1803M004400300ETF购3月44000.694-0.7920.5170.6820.489
490001860159919C1803M004300300ETF购3月43000.748-0.7350.4730.6210.522
590001859159919C1803M004200300ETF购3月42000.798-0.6660.4200.5480.550
690001858159919C1803M004100300ETF购3月41000.844-0.5860.3610.4660.574
790001857159919C1803M004000300ETF购3月40000.989-0.1830.0880.0560.684
890001856159919C1803M003900300ETF购3月39000.999-0.1560.0100.0050.676
990001855159919C1803M003800300ETF购3月38000.946-0.3400.1730.2140.612
1090001854159919C1803M003700300ETF购3月37000.968-0.2660.1160.1390.614
1190001853159919C1803M003600300ETF购3月36001.000-0.1440.0040.0030.624
1290001852159915P1803M001800创业板沽3月1800-0.480-0.8320.5170.272-0.206
1390001851159915P1803M001750创业板沽3月1750-0.469-0.7570.5650.272-0.193
1490001850159915P1803M001700创业板沽3月1700-0.466-0.6040.7010.272-0.177
1590001849159915P1803M001650创业板沽3月1650-0.428-0.6350.6560.268-0.163
1690001848159915P1803M001600创业板沽3月1600-0.398-0.5770.6980.264-0.147
1790001847159915P1803M001550创业板沽3月1550-0.362-0.5830.6570.257-0.133
1890001846159915P1803M001500创业板沽3月1500-0.330-0.6240.5760.248-0.124
1990001845159915P1803M001450创业板沽3月1450-0.303-0.6600.5090.239-0.115
2090001844159915P1803M001400创业板沽3月1400-0.270-0.5840.5160.226-0.099
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