以下是11月COMEX期铜期权报价：
看涨期权
隐含波动率

收盘日期 期权报价 执行价 买入 卖出 Delta Vega gamma 行权日
(美分) (美分/磅)
2010-10-6 6.60 377 24.13341201 17.26872988 0.467945344 0.343078817 0.024281046 2010-10-26
2010-10-6 6.15 378 24.00099933 17.42471990 0.446978489 0.343054655 0.024161140 2010-10-26
2010-10-6 5.75 379 23.96162403 17.64831402 0.426506158 0.341878185 0.023862412 2010-10-26
2010-10-6 5.35 380 23.86602965 17.80122491 0.406072965 0.339596300 0.023571205 2010-10-26
2010-10-6 4.95 381 23.71438687 17.88439353 0.385565039 0.336219077 0.023283380 2010-10-26
2010-10-6 4.60 382 23.65916700 18.04362349 0.365914155 0.331920875 0.022832973 2010-10-26
2010-10-6 4.25 383 23.54781808 18.13704891 0.346247652 0.326624046 0.022389749 2010-10-26
2010-10-6 3.95 384 23.54016377 18.31454899 0.327779711 0.320674380 0.021802454 2010-10-26

看跌期权
隐含波动率

收盘日期 期权报价 执行价 买入 卖出 Delta Vega gamma 行权日
(美分) (美分/磅)
2010-10-6 8.60 377 18.28508026 25.79427391 -0.531986095 0.343019459 0.018381918 2010-10-26
2010-10-6 8.05 376 18.41491472 25.61093442 -0.511028920 0.342139825 0.018439929 2010-10-26
2010-10-6 7.55 375 18.61693549 25.51848877 -0.489899781 0.340542502 0.018390777 2010-10-26
2010-10-6 7.05 374 18.74692698 25.37340998 -0.468826198 0.338209488 0.018340879 2010-10-26
2010-10-6 6.55 373 18.80698886 25.17359051 -0.447690179 0.335105682 0.018289246 2010-10-26
2010-10-6 6.10 372 18.94111464 25.06447601 -0.426729098 0.331289504 0.018129084 2010-10-26
2010-10-6 5.65 371 19.00673161 24.89881998 -0.405745865 0.326681490 0.017965933 2010-10-26
2010-10-6 5.25 370 19.14942914 24.82668123 -0.385264178 0.321445261 0.017696994 2010-10-26

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数据来源：综合媒体