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["Delta Gamma 对冲",null,null,"Strike1",132,"Call"]
["周数","股价","累计利润","Strike2",133,"Call"]
[1,133.15870000000001,-66.960598385342777,"股票数量",600]
[2,135.82980111598968,-264.30983502290024,"当前股价",{"$f":"Hedging!C13","v":132.91}]
[3,131.36484638214111,-67.608122159836981,"初始期权1数量",1000]
[4,132.28942886352539,-191.49747951834922,"初始期权2数量",1000,"保持delta, gamma中性应持有的期权1数量",null,null,-26808]
[5,131.97643009185791,-192.87994320367036,"初始投资",67185.164954397173,"保持delta, gamma中性应持有的期权2数量",null,null,26761]
[6,129.95808449745178,178.304508736218]
[7,131.18505135536194,-51.441780264493318]
[8,132.66326323509216,-534.29591185018126]
[9,130.30119267463684,430.88830839211397]
[10,128.09461322784423,1830.4764404741311]

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[]
[null,{"$f":"\"European \" & C22 & \" with strike price \" & C23","v":"European Call with strike price 132"},null,null,{"$f":"\"European \" & F22 & \" with strike price \" & F23","v":"European Call with strike price 133"}]
[]
[null,"估值日","2016-01-14",null,"估值日",{"$f":"C4","v":"2016-01-14"}]
[null,"估值日设定",{"$f":"_xll.qpSettingsSetEvaluationDate(C4)","v":true},null,"估值日设定",{"$f":"_xll.qpSettingsSetEvaluationDate(F4)","v":true}]
[]
[null,"清算日",{"$f":"C4","v":"2016-01-14"},null,"清算日",{"$f":"C7","v":"2016-01-14"}]
[null,"交易日历","UnitedStates::NYSE",null,"交易日历",{"$f":"C8","v":"UnitedStates::NYSE"}]
[null,"波动率",0.27572000000000002,null,"波动率",{"$f":"C9","v":0.27572000000000002}]
[null,"日期计数","Actual/365 (Fixed)",null,"日期计数","Actual/365 (Fixed)"]
[null,"波动率对象",{"$f":"_xll.qpBlackConstantVol(\"BlackVol\",C7,C8,C9,C10,,,TRUE)","v":"BlackVol#0206"},null,"波动率对象",{"$f":"_xll.qpBlackConstantVol(\"BlackVol\",F7,F8,F9,F10,,,TRUE)","v":"BlackVol#0206"}]
[]
[null,"标的股票当前股价",132.91,null,"标的股票当前股价",{"$f":"C13","v":132.91}]
[null,"无风险利率",6.1999999999999998E-3,null,"无风险利率",{"$f":"C14","v":6.1999999999999998E-3}]
[null,"红利",3.9100000000000003E-2,null,"红利",{"$f":"C15","v":3.9100000000000003E-2}]
[null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",C11,C13,C10,C7,C14,C15,,,TRUE)","v":"blackscholes#0413"},null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",F11,F13,F10,F7,F14,F15,,,TRUE)","v":"blackscholes#0413"}]
[]
[null,"行权日期","2016-04-15",null,"行权日期",{"$f":"C18","v":"2016-04-15"}]
[null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",C18,,,TRUE)","v":"Eu_Ex#0107"},null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",F18,,,TRUE)","v":"Eu_Ex#0107"}]
[]
[null,"交易类型","Vanilla",null,"交易类型","Vanilla"]
[null,"期权类型",{"$f":"利润!$F$1","v":"Call"},null,"期权类型",{"$f":"利润!$F$2","v":"Call"}]
[null,"敲定价格",{"$f":"利润!E1","v":132},null,"敲定价格",{"$f":"利润!E2","v":133}]
[null,"敲定交易对象",{"$f":"_xll.qpStrikedTypePayoff(\"StrikeType\",C21,C22,C23,,,,TRUE)","v":"StrikeType#0107"},{"$f":"_xll.ooRangeRetrieveError(C24)","v":""},"敲定交易对象",{"$f":"_xll.qpStrikedTypePayoff(\"StrikeType\",F21,F22,F23,,,,TRUE)","v":"StrikeType#0113"}]
[null,"定价引擎类型","ADE",null,"定价引擎类型","ADE"]
[null,"定价引擎",{"$f":"_xll.qpPricingEngine(\"PriceEngine\",C25,C16,,,TRUE)","v":"PriceEngine#0521"},null,"定价引擎",{"$f":"_xll.qpPricingEngine(\"PriceEngine\",F25,F16,,,TRUE)","v":"PriceEngine#0521"}]
[]
[null,"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",C24,C19,,30,TRUE)","v":"Eu_Option133#0322"},{"$f":"_xll.ooRangeRetrieveError(C28)","v":""},"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",F24,F19,,30,TRUE)","v":"Eu_Option133#0329"}]
[null,"设定引擎",{"$f":"_xll.qpInstrumentSetPricingEngine(C28,C26)","v":true},{"$f":"_xll.ooRangeRetrieveError(C29)","v":""},"设定引擎",{"$f":"_xll.qpInstrumentSetPricingEngine(F28,F26)","v":true}]
[null,"NPV",{"$f":"_xll.qpInstrumentNPV(C28,30)","v":7.173899368170721},null,"NPV",{"$f":"_xll.qpInstrumentNPV(F28,30)","v":6.7171278807338242}]
[]
[null,"初始应持有的数量",-26808,null,"初始应持有的数量",26761]
[]
[null,"Delta",{"$f":"_xll.qpDelta(C28,30)","v":0.51836521781858258},null,"Delta",{"$f":"_xll.qpDelta(F28,30)","v":0.49684093191016493}]
[null,"Gamma",{"$f":"_xll.qpGamma(C28)","v":2.1433951380217083E-2},null,"Gamma",{"$f":"_xll.qpGamma(F28)","v":2.1471001452855826E-2}]
[]
[]
[null,"初始投资",67185.164954397173]