权翼
金融产品的量化分析
正文
| 个股波动率指数 | |||
| 股票代码 | 交易日 | 股票收盘价 | IV Short Term Index |
| ABT | 2016-03-30 | 41.65 | 18.4% |
| AKAM | 2016-03-30 | 55.1 | 46.9% |
| AMZN | 2016-03-30 | 598.69 | 57.7% |
| AN | 2016-03-30 | 47.97 | 31.5% |
| APH | 2016-03-30 | 57.71 | 28.9% |
| BAC | 2016-03-30 | 13.48 | 29.1% |
| BEN | 2016-03-30 | 39.14 | 33.1% |
| C | 2016-03-30 | 41.88 | 31.0% |
| CA | 2016-03-30 | 30.89 | 23.4% |
| CELG | 2016-03-30 | 98.8 | 39.6% |
| CHK | 2016-03-30 | 4.01 | 119.0% |
| CHKP | 2016-03-30 | 86.34 | 21.4% |
| CHTR | 2016-03-30 | 203.52 | 37.4% |
| CMA | 2016-03-30 | 38.23 | 33.8% |
| CMI | 2016-03-30 | 109.31 | 42.0% |
| CVS | 2016-03-30 | 104.05 | 31.4% |
| D | 2016-03-30 | 74.75 | 16.2% |
| DD | 2016-03-30 | 64.17 | 31.9% |
| DE | 2016-03-30 | 80.12 | 22.4% |
| DFS | 2016-03-30 | 50.26 | 29.8% |
| DG | 2016-03-30 | 86.14 | 25.8% |
| DIA | 2016-03-30 | 176.89 | 11.6% |
| DIS | 2016-03-30 | 98.91 | 15.8% |
| DISH | 2016-03-30 | 47.37 | 43.2% |
| DLTR | 2016-03-30 | 83.2 | 23.7% |
| DNB | 2016-03-30 | 103.52 | 39.7% |
| EA | 2016-03-30 | 66.41 | 44.8% |
| EBAY | 2016-03-30 | 24.04 | 38.2% |
| EEM | 2016-03-30 | 34.28 | 21.4% |
| EFA | 2016-03-30 | 57.73 | 16.0% |
| EL | 2016-03-30 | 94.42 | 19.4% |
| EMC | 2016-03-30 | 26.7 | 20.3% |
| EMR | 2016-03-30 | 54.56 | 22.1% |
| ENDP | 2016-03-30 | 28.45 | 118.3% |
| EOG | 2016-03-30 | 73.66 | 47.0% |
| EQT | 2016-03-30 | 66.33 | 43.8% |
| ES | 2016-03-30 | 58.39 | 25.3% |
| ESRX | 2016-03-30 | 69.05 | 36.0% |
| ESS | 2016-03-30 | 232.35 | 26.0% |
| ESV | 2016-03-30 | 10.18 | 81.8% |
| ETFC | 2016-03-30 | 24.66 | 36.1% |
| ETR | 2016-03-30 | 79.23 | 21.0% |
| EW | 2016-03-30 | 88.89 | 45.0% |
| EWJ | 2016-03-30 | 11.6 | 20.4% |
| EWY | 2016-03-30 | 53.29 | 19.4% |
| EXC | 2016-03-30 | 35.43 | 22.4% |
| EXPE | 2016-03-30 | 107.8 | 59.5% |
| F | 2016-03-30 | 13.35 | 27.5% |
| FAS | 2016-03-30 | 24.86 | 42.6% |
| FAST | 2016-03-30 | 48.93 | 33.0% |
| FB | 2016-03-30 | 114.7 | 34.5% |
| FIS | 2016-03-30 | 63.18 | 23.6% |
| FISV | 2016-03-30 | 102.08 | 22.0% |
| FLIR | 2016-03-30 | 33.78 | 26.8% |
| FLS | 2016-03-30 | 44.04 | 36.7% |
| FMC | 2016-03-30 | 41.28 | 39.6% |
| FOX | 2016-03-30 | 28.2 | 23.4% |
| FOXA | 2016-03-30 | 27.91 | 24.9% |
| FTI | 2016-03-30 | 27.09 | 37.1% |
| FTR | 2016-03-30 | 5.63 | 50.5% |
| FXI | 2016-03-30 | 33.84 | 41.2% |
| GD | 2016-03-30 | 131.73 | 19.9% |
| GDX | 2016-03-30 | 20.23 | 45.4% |
| GE | 2016-03-30 | 31.83 | 30.5% |
| GGP | 2016-03-30 | 29.51 | 31.9% |
| GILD | 2016-03-30 | 91.97 | 25.8% |
| GIS | 2016-03-30 | 63.31 | 21.5% |
| GM | 2016-03-30 | 30.99 | 27.4% |
| HAL | 2016-03-30 | 36.02 | 33.9% |
| HAR | 2016-03-30 | 87.01 | 36.5% |
| HBAN | 2016-03-30 | 9.59 | 28.7% |
| HBI | 2016-03-30 | 28.48 | 33.5% |
| HCA | 2016-03-30 | 78.1 | 50.0% |
| HCN | 2016-03-30 | 68.88 | 30.4% |
| HCP | 2016-03-30 | 32.44 | 27.1% |
| HD | 2016-03-30 | 133.42 | 23.7% |
| HES | 2016-03-30 | 50.97 | 67.6% |
| HOT | 2016-03-30 | 83.66 | 18.6% |
| HP | 2016-03-30 | 58.31 | 51.6% |
| HPE | 2016-03-30 | 17.89 | 75.2% |
| HPQ | 2016-03-30 | 12.3 | 31.2% |
| HRB | 2016-03-30 | 26.41 | 25.9% |
| HSY | 2016-03-30 | 91.85 | 19.9% |
| HUM | 2016-03-30 | 184.89 | 36.7% |
| ICE | 2016-03-30 | 233.21 | 22.8% |
| IFF | 2016-03-30 | 114.58 | 42.1% |
| INCY | 2016-03-30 | 68.35 | 62.4% |
| INTU | 2016-03-30 | 103.18 | 26.0% |
| IP | 2016-03-30 | 41 | 38.3% |
| IRM | 2016-03-30 | 33.61 | 40.1% |
| ISRG | 2016-03-30 | 598.28 | 37.5% |
| ITW | 2016-03-30 | 102.63 | 28.8% |
| IWM | 2016-03-30 | 110.32 | 16.0% |
| JBHT | 2016-03-30 | 84.14 | 27.4% |
| JEC | 2016-03-30 | 43.77 | 21.8% |
| JNPR | 2016-03-30 | 25.51 | 42.0% |
| K | 2016-03-30 | 76.83 | 17.6% |
| KEY | 2016-03-30 | 11.15 | 30.3% |
| KHC | 2016-03-30 | 78.9 | 19.3% |
| KLAC | 2016-03-30 | 72.56 | 49.6% |
| KORS | 2016-03-30 | 56.87 | 30.4% |
| KR | 2016-03-30 | 38.09 | 22.3% |
| KSU | 2016-03-30 | 85.8 | 37.1% |
| LBTYK | 2016-03-30 | 37.69 | 29.5% |
| LEN | 2016-03-30 | 47.81 | 25.0% |
| LH | 2016-03-30 | 117.85 | 35.9% |
| LLL | 2016-03-30 | 120.01 | 24.1% |
| LLTC | 2016-03-30 | 44.78 | 22.1% |
| LLY | 2016-03-30 | 71.78 | 31.0% |
| LM | 2016-03-30 | 34.63 | 36.3% |
| LMCA | 2016-03-30 | 38.63 | 49.4% |
| LMT | 2016-03-30 | 222.96 | 14.7% |
| LUV | 2016-03-30 | 44.98 | 52.5% |
| LYB | 2016-03-30 | 85.9 | 31.9% |
| MA | 2016-03-30 | 93.81 | 44.4% |
| MAR | 2016-03-30 | 71.55 | 34.8% |
| MAS | 2016-03-30 | 31.6 | 42.8% |
| MCD | 2016-03-30 | 125.83 | 17.8% |
| MCK | 2016-03-30 | 157.73 | 27.4% |
| MCO | 2016-03-30 | 95.86 | 28.9% |
| MDLZ | 2016-03-30 | 40.46 | 23.5% |
| MET | 2016-03-30 | 44.73 | 25.1% |
| MHFI | 2016-03-30 | 98.94 | 34.1% |
| MHK | 2016-03-30 | 191.12 | 29.7% |
| MJN | 2016-03-30 | 84.99 | 34.2% |
| MNK | 2016-03-30 | 59.91 | 70.3% |
| MPC | 2016-03-30 | 36.58 | 70.8% |
| MRO | 2016-03-30 | 10.53 | 89.3% |
| MS | 2016-03-30 | 25.07 | 34.1% |
| MSFT | 2016-03-30 | 55.05 | 26.6% |
| MTB | 2016-03-30 | 111.97 | 25.3% |
| MUR | 2016-03-30 | 24.42 | 65.9% |
| MYL | 2016-03-30 | 46.4 | 40.6% |
| NAVI | 2016-03-30 | 11.97 | 56.8% |
| NEM | 2016-03-30 | 26.75 | 51.5% |
| NFX | 2016-03-30 | 32.66 | 54.0% |
| NI | 2016-03-30 | 23.39 | 22.8% |
| NKE | 2016-03-30 | 62.04 | 20.0% |
| NOC | 2016-03-30 | 198.73 | 31.0% |
| NRG | 2016-03-30 | 12.94 | 60.7% |
| NTAP | 2016-03-30 | 26.66 | 33.5% |
| NTRS | 2016-03-30 | 65.48 | 25.0% |
| NVDA | 2016-03-30 | 35.76 | 62.7% |
| NWS | 2016-03-30 | 13.25 | 63.0% |
| NWSA | 2016-03-30 | 12.75 | 37.2% |
| NXPI | 2016-03-30 | 81.75 | 61.1% |
| O | 2016-03-30 | 62.21 | 22.8% |
| OMC | 2016-03-30 | 83.32 | 34.4% |
| ORCL | 2016-03-30 | 40.97 | 20.5% |
| ORLY | 2016-03-30 | 276.64 | 22.9% |
| PBCT | 2016-03-30 | 16.09 | 22.8% |
| PBI | 2016-03-30 | 21.22 | 29.7% |
| PCAR | 2016-03-30 | 54.57 | 26.2% |
| PCG | 2016-03-30 | 59.44 | 26.0% |
| PCLN | 2016-03-30 | 1317.03 | 23.2% |
| PDCO | 2016-03-30 | 46.31 | 21.0% |
| PEG | 2016-03-30 | 46.54 | 25.1% |
| PEP | 2016-03-30 | 102.69 | 18.7% |
| PG | 2016-03-30 | 82.68 | 15.6% |
| PGR | 2016-03-30 | 35.03 | 20.2% |
| PM | 2016-03-30 | 98.69 | 24.0% |
| PNR | 2016-03-30 | 54.07 | 55.7% |
| PPG | 2016-03-30 | 111.9 | 31.8% |
| PPL | 2016-03-30 | 37.7 | 20.2% |
| PSA | 2016-03-30 | 273.21 | 19.3% |
| PSX | 2016-03-30 | 87.62 | 38.7% |
| PXD | 2016-03-30 | 140.41 | 54.9% |
| PYPL | 2016-03-30 | 39.04 | 43.2% |
| QCOM | 2016-03-30 | 50.99 | 30.5% |
| QRVO | 2016-03-30 | 51.23 | 54.7% |
| QVCA | 2016-03-30 | 25.21 | 26.0% |
| R | 2016-03-30 | 64.45 | 34.9% |
| RF | 2016-03-30 | 7.9 | 37.0% |
| RHT | 2016-03-30 | 74.04 | 25.8% |
| RIG | 2016-03-30 | 8.89 | 98.5% |
| RL | 2016-03-30 | 96.92 | 30.8% |
| ROK | 2016-03-30 | 114.35 | 26.2% |
| ROP | 2016-03-30 | 182.01 | 26.4% |
| ROST | 2016-03-30 | 58.34 | 24.6% |
| RRC | 2016-03-30 | 32.36 | 61.4% |
| RSG | 2016-03-30 | 48.35 | 19.5% |
| SBAC | 2016-03-30 | 99.96 | 25.1% |
| SBUX | 2016-03-30 | 60.01 | 22.3% |
| SCG | 2016-03-30 | 69.5 | 19.5% |
| SCHW | 2016-03-30 | 28.17 | 36.4% |
| SEE | 2016-03-30 | 48.03 | 23.7% |
| SLG | 2016-03-30 | 95.86 | 23.7% |
| SNA | 2016-03-30 | 158.54 | 22.9% |
| SO | 2016-03-30 | 51.21 | 27.1% |
| SPY | 2016-03-30 | 206.02 | 11.7% |
| SRCL | 2016-03-30 | 125.68 | 56.2% |
| SRE | 2016-03-30 | 103.47 | 19.4% |
| STT | 2016-03-30 | 58.52 | 26.3% |
| STX | 2016-03-30 | 34.17 | 52.3% |
| SWK | 2016-03-30 | 105.17 | 20.2% |
| SWKS | 2016-03-30 | 77.85 | 70.3% |
| SWN | 2016-03-30 | 7.7 | 102.9% |
| SYK | 2016-03-30 | 107.05 | 18.9% |
| SYY | 2016-03-30 | 46.63 | 19.2% |
| TAP | 2016-03-30 | 96.07 | 23.8% |
| TE | 2016-03-30 | 27.53 | 62.8% |
| TEL | 2016-03-30 | 61.18 | 22.7% |
| TGNA | 2016-03-30 | 23.7 | 34.3% |
| TGT | 2016-03-30 | 83.6 | 24.6% |
| TIF | 2016-03-30 | 72.59 | 39.1% |
| TJX | 2016-03-30 | 78.68 | 20.8% |
| TMO | 2016-03-30 | 140.79 | 20.8% |
| TNA | 2016-03-30 | 57.51 | 74.7% |
| TRIP | 2016-03-30 | 66.58 | 53.7% |
| TRV | 2016-03-30 | 117.43 | 17.1% |
| TWX | 2016-03-30 | 72.16 | 43.2% |
| TYC | 2016-03-30 | 36.62 | 26.4% |
| TZA | 2016-03-30 | 43.34 | 110.7% |
| UAL | 2016-03-30 | 59.82 | 44.1% |
| UNH | 2016-03-30 | 129.68 | 37.8% |
| UPS | 2016-03-30 | 105.73 | 33.9% |
| URBN | 2016-03-30 | 33.04 | 36.0% |
| URI | 2016-03-30 | 62.79 | 77.1% |
| USB | 2016-03-30 | 40.99 | 19.2% |
| UTX | 2016-03-30 | 100.25 | 24.4% |
| V | 2016-03-30 | 76.78 | 21.8% |
| VAR | 2016-03-30 | 79.8 | 24.0% |
| VEA | 2016-03-30 | 36.2 | 19.8% |
| VIP | 2016-03-30 | 3.94 | 92.8% |
| VNQ | 2016-03-30 | 83.29 | 21.8% |
| VRSK | 2016-03-30 | 78.73 | 29.9% |
| VRSN | 2016-03-30 | 89.59 | 25.3% |
| VTR | 2016-03-30 | 62.96 | 27.6% |
| VZ | 2016-03-30 | 54.04 | 15.6% |
| WBA | 2016-03-30 | 83.63 | 27.6% |
| WEC | 2016-03-30 | 59.61 | 38.9% |
| WFM | 2016-03-30 | 31.87 | 37.4% |
| WHR | 2016-03-30 | 177.35 | 65.3% |
| WLTW | 2016-03-30 | 118.74 | 35.3% |
| WM | 2016-03-30 | 59.63 | 14.7% |
| WMB | 2016-03-30 | 15.66 | 140.0% |
| WMT | 2016-03-30 | 68.8 | 17.2% |
| WU | 2016-03-30 | 19.33 | 28.7% |
| WY | 2016-03-30 | 31.05 | 19.6% |
| XLF | 2016-03-30 | 22.55 | 16.3% |
| XLNX | 2016-03-30 | 47.87 | 35.0% |
| XOP | 2016-03-30 | 29.89 | 44.6% |
| XYL | 2016-03-30 | 41.04 | 32.2% |
| YHOO | 2016-03-30 | 36.56 | 39.8% |
| YUM | 2016-03-30 | 82.25 | 23.0% |
| ZBH | 2016-03-30 | 106.7 | 28.6% |
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