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["Delta Gamma Theta 对冲",null,null,"Strike1",132,"Call"]
["股价","累计利润",null,"Strike2",133,"Put"]
[20,-23153.290933014203,null,"Strike3",134,"Put"]
[21,-22388.666685722146,null,"股票数量",600]
[22,-21642.137295977172,null,"当前股价",{"$f":"StockPrice","v":132.91}]
[23,-20913.67226462621,null,"初始期权1数量",1000,"保持delta, gamma中性应持有的期权1数量",null,null,442]
[24,-20203.199706696283,null,"初始期权2数量",1000,"保持delta, gamma中性应持有的期权2数量",null,null,-604871]
[25,-19510.611594083213,null,"初始期权3数量",1000,"保持delta, gamma中性应持有的期权3数量",null,null,604143]
[26,-18835.768431082153,null,"初始投资",502955.97801217734]
[27,-18178.503419383447,null,"周数",5]
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[]
[null,{"$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"}]
[]
[null,"估值日","1997-03-27",null,"估值日",{"$f":"C4","v":"1997-03-27"},null,"估值日",{"$f":"F4","v":"1997-03-27"}]
[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",{"$f":"_xll.qpSettingsSetEvaluationDate(I4)","v":true}]
[]
[null,"清算日",{"$f":"C4","v":"1997-03-27"},null,"清算日",{"$f":"C7","v":"1997-03-27"},null,"清算日",{"$f":"F7","v":"1997-03-27"}]
[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)"]
[null,"波动率对象",{"$f":"_xll.qpBlackConstantVol(\"BlackVol\",C7,C8,C9,C10,,,TRUE)","v":"BlackVol#1025"},null,"波动率对象",{"$f":"_xll.qpBlackConstantVol(\"BlackVol\",F7,F8,F9,F10,,,TRUE)","v":"BlackVol#1025"},null,"波动率对象",{"$f":"_xll.qpBlackConstantVol(\"BlackVol\",I7,I8,I9,I10,,,TRUE)","v":"BlackVol#1025"}]
[]
[null,"标的股票当前股价",132.91,null,"标的股票当前股价",{"$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#3051"},null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",F11,F13,F10,F7,F14,F15,,,TRUE)","v":"blackscholes#3051"},null,"随机过程对象",{"$f":"_xll.qpGeneralizedBlackScholesProcess(\"blackscholes\",I11,I13,I10,I7,I14,I15,,,TRUE)","v":"blackscholes#3051"}]
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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",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",C18,,,TRUE)","v":"Eu_Ex#1015"},null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",F18,,,TRUE)","v":"Eu_Ex#1015"},null,"行权对象",{"$f":"_xll.qpEuropeanExercise(\"Eu_Ex\",I18,,,TRUE)","v":"Eu_Ex#1015"}]
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[null,"交易类型","Vanilla",null,"交易类型","Vanilla",null,"交易类型","Vanilla"]
[null,"期权类型",{"$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}]
[null,"敲定交易对象",{"$f":"_xll.qpStrikedTypePayoff(\"StrikeType\",C21,C22,C23,,,,TRUE)","v":"StrikeType#1015"},{"$f":"_xll.ooRangeRetrieveError(C24)","v":""},"敲定交易对象",{"$f":"_xll.qpStrikedTypePayoff(\"StrikeType\",F21,F22,F23,,,,TRUE)","v":"StrikeType#1015"},null,"敲定交易对象",{"$f":"_xll.qpStrikedTypePayoff(\"StrikeType\",I21,I22,I23,,,,TRUE)","v":"StrikeType#1019"}]
[null,"定价引擎类型","ADE",null,"定价引擎类型","ADE",null,"定价引擎类型","ADE"]
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[null,"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",C24,C19,,30,TRUE)","v":"Eu_Option133#3046"},{"$f":"_xll.ooRangeRetrieveError(C28)","v":""},"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",F24,F19,,30,TRUE)","v":"Eu_Option133#3047"},null,"欧式期权对象",{"$f":"_xll.qpVanillaOption(\"Eu_Option133\",I24,I19,,30,TRUE)","v":"Eu_Option133#3051"}]
[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}]
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[null,"初始应持有的数量",442,null,"初始应持有的数量",-604871,null,"初始应持有的数量",604143]
[]
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[null,"Theta",{"$f":"_xll.qpTheta(C28)","v":0.43075525419059646},null,"Theta",{"$f":"_xll.qpTheta(F28)","v":-1.3088153957656816},null,"Theta",{"$f":"_xll.qpTheta(I28)","v":-1.3095381710244001}]
[]
[null,"初始投资",502955.97801217734]