用新浪财经的50ETF期权数据画出的隐含波动率曲面和希腊字母,能动态更新。 没有考虑分红调整过的合约。因各月份的期权合约数量不一致, 在画曲面时,对合约数量少的月份的数据用2次曲线拟合, 用拟合值填补空缺。
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50ETF期权隐含波动率曲面
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