最近想開始做選擇權,所以要先準備一下工具
想請教哪一家的看盤軟體可以顯示波動率微笑曲線及波動率平面
另外
我目前所知的看盤軟體
在算Implied volatility 和 Greeks的時候用參數的都是現貨而非期貨
所以都算錯
請問哪家看盤軟體算Implied volatility 和 Greeks是用期貨價格來算的?
最好不是以成交價來算,而是賣價和買價分開算
謝謝
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推
03/12 10:05, , 1F
03/12 10:05, 1F
→
03/12 10:22, , 2F
03/12 10:22, 2F
→
03/12 10:22, , 3F
03/12 10:22, 3F
推
03/12 10:24, , 4F
03/12 10:24, 4F
→
03/12 10:24, , 5F
03/12 10:24, 5F
→
03/12 10:25, , 6F
03/12 10:25, 6F
推
03/12 12:37, , 7F
03/12 12:37, 7F
→
03/12 12:38, , 8F
03/12 12:38, 8F
→
03/12 12:38, , 9F
03/12 12:38, 9F
推
03/12 12:42, , 10F
03/12 12:42, 10F
→
03/12 12:42, , 11F
03/12 12:42, 11F
→
03/12 12:43, , 12F
03/12 12:43, 12F
→
03/12 12:44, , 13F
03/12 12:44, 13F
推
03/12 12:58, , 14F
03/12 12:58, 14F
→
11/07 08:51, , 15F
11/07 08:51, 15F
→
01/01 15:57,
5年前
, 16F
01/01 15:57, 16F