2013/01/08(火) | もでもでの日経225オプショントレード日記
| |
デルタ |
ベガ |
ガンマ |
セータ |
損益 |
| 12/14 |
-0.2244 |
-0.00111 |
5.607 |
-15.936 |
41 |
| 12/17 |
-0.1 |
0 |
0 |
0 |
43 |
| 12/18 |
0 |
0 |
0 |
0 |
19 |
| 12/19 |
-0.654 |
-0.0034 |
17.157 |
-41.17 |
-98 |
| 12/20 |
-0.3196 |
-0.00221 |
11.377 |
-25.046 |
-33 |
| 12/21 |
-0.1905 |
-0.00229 |
11.016 |
-23.918 |
2 |
| 12/25 |
-0.2416 |
-0.00236 |
11.965 |
-21.211 |
22 |
| 12/26 |
-0.7814 |
-0.00518 |
30.86 |
-45.36 |
-52 |
| 12/27 |
-0.901 |
-0.00548 |
36.364 |
-48.944 |
-148 |
| 12/28 |
-0.4218 |
-0.00442 |
21.396 |
-33.78 |
-41 |
| 1/7 |
-0.0031 |
0.00001 |
-0.675 |
0.138 |
-450 |
| 1/8 |
-0.0031 |
0.00001 |
-0.675 |
0.138 |
-436 |
