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ETF期权隐含波动率曲面和希腊字母

用新浪财经的ETF期权数据(目前支持50ETF期权和上交所300ETF期权) 画出的隐含波动率曲面和希腊字母,能随着行情变化更新。

图1

标的历史波动率

支持ETF期权、指数期权和商品期权。

图2

期权历史的隐含波动率

不支持深交所300ETF期权和部分不活跃的商品期权。

图3

期权最近交易日1分钟线级别的隐含波动率

只支持上交所期权。

图4

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