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["Delta Gamma Theta对冲",null,null,"Strike1",132,"Call"]
["周数","股价","累计利润","Strike2",133,"Put"]
[1,134.96547511577606,-1317.9296467038564,"Strike3",134,"Put"]
[2,135.29971507549286,-3311.4291966888659,"股票数量",600]
[3,136.0949011182785,-6961.757469847018,"当前股价",{"$f":"StockPrice","v":132.91}]
[4,133.99052575588226,-3813.8721092784822,"初始期权1数量",1000,"保持delta, gamma中性应持有的期权1数量",null,null,15897]
[5,132.01000598430633,3315.7199953743211,"初始期权2数量",1000,"保持delta, gamma中性应持有的期权2数量",null,null,-773590]
[6,134.75740722179413,-11081.450393336065,"初始期权3数量",1000,"保持delta, gamma中性应持有的期权3数量",null,null,758650]
[7,129.89758363723755,20555.604726746824,"初始投资",502919.41368724202]
[8,132.50481954574585,3089.5763654748393]
[9,135.6497198677063,-34215.453564721458]
[10,137.7400986289978,-75370.553396658201]

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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 Put with strike price 133"},null,null,{"$f":"\"European \" & I22 & \" with strike price \" & I23","v":"European Put with strike price 134"}]
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[null,"估值日","2016-01-14",null,"估值日",{"$f":"C4","v":"2016-01-14"},null,"估值日",{"$f":"F4","v":"2016-01-14"}]
[null,"估值日设定",{"$f":"_xll.qpSettingsSetEvaluationDate(C4)","v":true},null,"估值日设定",{"$f":"_xll.qpSettingsSetEvaluationDate(F4)","v":true},null,"估值日设定",{"$f":"_xll.qpSettingsSetEvaluationDate(I4)","v":true}]
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[null,"清算日",{"$f":"C4","v":"2016-01-14"},null,"清算日",{"$f":"C7","v":"2016-01-14"},null,"清算日",{"$f":"F7","v":"2016-01-14"}]
[null,"交易日历","UnitedStates::NYSE",null,"交易日历",{"$f":"C8","v":"UnitedStates::NYSE"},null,"交易日历",{"$f":"F8","v":"UnitedStates::NYSE"}]
[null,"波动率",0.27572000000000002,null,"波动率",{"$f":"C9","v":0.27572000000000002},null,"波动率",{"$f":"F9","v":0.27572000000000002}]
[null,"日期计数","Actual/365 (Fixed)",null,"日期计数","Actual/365 (Fixed)",null,"日期计数","Actual/365 (Fixed)"]
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[null,"标的股票当前股价",132.91,null,"标的股票当前股价",{"$f":"C13","v":132.91},null,"标的股票当前股价",{"$f":"F13","v":132.91}]
[null,"无风险利率",6.1999999999999998E-3,null,"无风险利率",{"$f":"C14","v":6.1999999999999998E-3},null,"无风险利率",{"$f":"F14","v":6.1999999999999998E-3}]
[null,"红利",3.9100000000000003E-2,null,"红利",{"$f":"C15","v":3.9100000000000003E-2},null,"红利",{"$f":"F15","v":3.9100000000000003E-2}]
[null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",C11,C13,C10,C7,C14,C15,,,TRUE)","v":"blackscholes#0684"},null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",F11,F13,F10,F7,F14,F15,,,TRUE)","v":"blackscholes#0683"},null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",I11,I13,I10,I7,I14,I15,,,TRUE)","v":"blackscholes#0538"}]
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[null,"行权日期","2016-04-15",null,"行权日期",{"$f":"C18","v":"2016-04-15"},null,"行权日期",{"$f":"F18","v":"2016-04-15"}]
[null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",C18,,,TRUE)","v":"Eu_Ex#0199"},null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",F18,,,TRUE)","v":"Eu_Ex#0198"},null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",I18,,,TRUE)","v":"Eu_Ex#0159"}]
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[null,"交易类型","Vanilla",null,"交易类型","Vanilla",null,"交易类型","Vanilla"]
[null,"期权类型",{"$f":"利润!$F$1","v":"Call"},null,"期权类型",{"$f":"利润!$F$2","v":"Put"},null,"期权类型",{"$f":"利润!$F$3","v":"Put"}]
[null,"敲定价格",{"$f":"利润!E1","v":132},null,"敲定价格",{"$f":"利润!E2","v":133},null,"敲定价格",{"$f":"利润!E3","v":134}]
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[null,"定价引擎类型","ADE",null,"定价引擎类型","ADE",null,"定价引擎类型","ADE"]
[null,"定价引擎",{"$f":"_xll.qpPricingEngine(\"PriceEngine\",C25,C16,,,TRUE)","v":"PriceEngine#0883"},null,"定价引擎",{"$f":"_xll.qpPricingEngine(\"PriceEngine\",F25,F16,,,TRUE)","v":"PriceEngine#0882"},null,"定价引擎",{"$f":"_xll.qpPricingEngine(\"PriceEngine\",I25,I16,,,TRUE)","v":"PriceEngine#0697"}]
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[null,"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",C24,C19,,30,TRUE)","v":"Eu_Option133#0605"},{"$f":"_xll.ooRangeRetrieveError(C28)","v":""},"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",F24,F19,,30,TRUE)","v":"Eu_Option133#0604"},null,"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",I24,I19,,30,TRUE)","v":"Eu_Option133#0489"}]
[null,"设定引擎",{"$f":"_xll.qpInstrumentSetPricingEngine(C28,C26)","v":true},{"$f":"_xll.ooRangeRetrieveError(C29)","v":""},"设定引擎",{"$f":"_xll.qpInstrumentSetPricingEngine(F28,F26)","v":true},null,"设定引擎",{"$f":"_xll.qpInstrumentSetPricingEngine(I28,I26)","v":true}]
[null,"NPV",{"$f":"_xll.qpInstrumentNPV(C28,30)","v":7.173899368170721},null,"NPV",{"$f":"_xll.qpInstrumentNPV(F28,30)","v":7.9028859088159598},null,"NPV",{"$f":"_xll.qpInstrumentNPV(I28,30)","v":8.465990174167759}]
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[null,"初始应持有的数量",15897,null,"初始应持有的数量",-773590,null,"初始应持有的数量",758650]
[]
[null,"Delta",{"$f":"_xll.qpDelta(C28,30)","v":0.51836521781858258},null,"Delta",{"$f":"_xll.qpDelta(F28,30)","v":-0.49335213036602743},null,"Delta",{"$f":"_xll.qpDelta(I28,30)","v":-0.51472046560584073}]
[null,"Gamma",{"$f":"_xll.qpGamma(C28)","v":2.1433951380217083E-2},null,"Gamma",{"$f":"_xll.qpGamma(F28)","v":2.1471001452855826E-2},null,"Gamma",{"$f":"_xll.qpGamma(I28)","v":2.1444711876475973E-2}]
[null,"Theta",{"$f":"_xll.qpTheta(C28)","v":-12.080943809178454},null,"Theta",{"$f":"_xll.qpTheta(F28)","v":-16.525277737959296},null,"Theta",{"$f":"_xll.qpTheta(I28)","v":-16.597572175764171}]
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[null,"初始投资",502919.41368724202]