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 |
| AA | 2016-05-03 | 10.35 | 43.8% |
| AAL | 2016-05-03 | 34.58 | 38.5% |
| ABC | 2016-05-03 | 85.48 | 29.0% |
| ABT | 2016-05-03 | 38.55 | 21.8% |
| ACN | 2016-05-03 | 113.3 | 20.1% |
| ADP | 2016-05-03 | 88.81 | 18.5% |
| AMAT | 2016-05-03 | 20.1 | 40.9% |
| AVGO | 2016-05-03 | 143.2 | 37.9% |
| AXP | 2016-05-03 | 64.85 | 19.0% |
| BBT | 2016-05-03 | 34.83 | 23.3% |
| BBY | 2016-05-03 | 31.74 | 37.7% |
| BEN | 2016-05-03 | 36.8 | 37.8% |
| BXP | 2016-05-03 | 129.94 | 21.7% |
| CBS | 2016-05-03 | 55.66 | 30.4% |
| CCE | 2016-05-03 | 52.17 | 23.8% |
| CCL | 2016-05-03 | 49.49 | 26.1% |
| CHD | 2016-05-03 | 93.65 | 27.6% |
| CLX | 2016-05-03 | 129.43 | 18.8% |
| CMCSA | 2016-05-03 | 60.95 | 19.6% |
| CME | 2016-05-03 | 92.83 | 24.5% |
| CMG | 2016-05-03 | 437.95 | 30.3% |
| CMI | 2016-05-03 | 118.6 | 31.2% |
| COF | 2016-05-03 | 71.97 | 21.8% |
| COH | 2016-05-03 | 40.71 | 32.3% |
| CVC | 2016-05-03 | 33.83 | 109.3% |
| CVS | 2016-05-03 | 103.92 | 16.1% |
| CVX | 2016-05-03 | 101.32 | 22.4% |
| DBC | 2016-05-03 | 14.16 | 22.4% |
| DE | 2016-05-03 | 83.4 | 29.4% |
| DFS | 2016-05-03 | 55.55 | 24.8% |
| DHI | 2016-05-03 | 29.99 | 29.8% |
| DHR | 2016-05-03 | 96.88 | 18.4% |
| DISCA | 2016-05-03 | 27 | 42.3% |
| DO | 2016-05-03 | 23.9 | 55.5% |
| DOV | 2016-05-03 | 64.77 | 28.4% |
| DRI | 2016-05-03 | 63.48 | 23.6% |
| EIX | 2016-05-03 | 71.67 | 28.4% |
| EL | 2016-05-03 | 93.29 | 20.8% |
| EMN | 2016-05-03 | 76.19 | 25.5% |
| EMR | 2016-05-03 | 54.67 | 22.4% |
| ENDP | 2016-05-03 | 28.13 | 117.5% |
| EPI | 2016-05-03 | 19.18 | 25.2% |
| EQR | 2016-05-03 | 69.23 | 20.5% |
| EQT | 2016-05-03 | 68.03 | 40.0% |
| ERX | 2016-05-03 | 27.75 | 78.1% |
| ESV | 2016-05-03 | 10.79 | 73.1% |
| ETFC | 2016-05-03 | 25.29 | 23.3% |
| EWC | 2016-05-03 | 24.63 | 23.7% |
| EWG | 2016-05-03 | 26.04 | 24.1% |
| EWU | 2016-05-03 | 16.05 | 20.6% |
| EWY | 2016-05-03 | 51.51 | 20.5% |
| EWZ | 2016-05-03 | 27.7 | 58.1% |
| EXPE | 2016-05-03 | 115.97 | 29.8% |
| EZU | 2016-05-03 | 34.84 | 39.4% |
| FAS | 2016-05-03 | 26.55 | 56.1% |
| FCX | 2016-05-03 | 12.01 | 81.6% |
| FE | 2016-05-03 | 33.2 | 32.2% |
| FEZ | 2016-05-03 | 33.66 | 19.8% |
| FISV | 2016-05-03 | 98.69 | 27.3% |
| FLIR | 2016-05-03 | 31.16 | 28.5% |
| FLR | 2016-05-03 | 54.99 | 34.1% |
| FMC | 2016-05-03 | 47.32 | 50.6% |
| FTI | 2016-05-03 | 29.44 | 45.3% |
| FXI | 2016-05-03 | 32.65 | 37.7% |
| GILD | 2016-05-03 | 87.17 | 26.7% |
| GM | 2016-05-03 | 31.25 | 27.3% |
| GOOGL | 2016-05-03 | 708.44 | 22.3% |
| GPC | 2016-05-03 | 96.39 | 20.6% |
| GPS | 2016-05-03 | 22.63 | 38.9% |
| GRMN | 2016-05-03 | 42.28 | 26.8% |
| HCP | 2016-05-03 | 34.84 | 30.7% |
| HD | 2016-05-03 | 134.54 | 23.2% |
| HIG | 2016-05-03 | 44.57 | 22.2% |
| HOG | 2016-05-03 | 48.11 | 32.4% |
| HON | 2016-05-03 | 114.51 | 20.1% |
| HP | 2016-05-03 | 61.68 | 55.2% |
| HSIC | 2016-05-03 | 168.54 | 24.5% |
| HST | 2016-05-03 | 16.11 | 34.7% |
| HUM | 2016-05-03 | 176.93 | 33.6% |
| HYG | 2016-05-03 | 82.96 | 10.8% |
| IEFA | 2016-05-03 | 53.86 | 35.4% |
| IEMG | 2016-05-03 | 40.72 | 28.9% |
| IP | 2016-05-03 | 42.18 | 25.3% |
| ITB | 2016-05-03 | 26.43 | 38.5% |
| IVZ | 2016-05-03 | 30.13 | 31.5% |
| IWD | 2016-05-03 | 100.45 | 32.2% |
| JBHT | 2016-05-03 | 83.63 | 24.4% |
| JCI | 2016-05-03 | 40.86 | 21.4% |
| JD | 2016-05-03 | 24.4 | 48.7% |
| JNJ | 2016-05-03 | 112.69 | 15.0% |
| JPM | 2016-05-03 | 62.56 | 21.8% |
| KBE | 2016-05-03 | 31.92 | 24.9% |
| KLAC | 2016-05-03 | 69.63 | 46.2% |
| KMB | 2016-05-03 | 126.13 | 19.0% |
| KMI | 2016-05-03 | 17.26 | 37.7% |
| KMX | 2016-05-03 | 51.92 | 35.8% |
| KORS | 2016-05-03 | 52.43 | 52.5% |
| KRE | 2016-05-03 | 39.65 | 18.3% |
| KSU | 2016-05-03 | 93.59 | 19.2% |
| LLTC | 2016-05-03 | 44.19 | 22.9% |
| LMCA | 2016-05-03 | 18.78 | 234.3% |
| LMT | 2016-05-03 | 234.7 | 15.4% |
| LQD | 2016-05-03 | 120.06 | 6.3% |
| LRCX | 2016-05-03 | 75.73 | 29.7% |
| LUV | 2016-05-03 | 43.14 | 31.3% |
| LVLT | 2016-05-03 | 51.65 | 32.6% |
| MAT | 2016-05-03 | 30.82 | 26.2% |
| MDT | 2016-05-03 | 79.44 | 20.4% |
| MLM | 2016-05-03 | 173.19 | 39.7% |
| MON | 2016-05-03 | 93.87 | 26.5% |
| MOS | 2016-05-03 | 27.51 | 44.2% |
| MPC | 2016-05-03 | 37.99 | 40.5% |
| MRK | 2016-05-03 | 55.08 | 21.0% |
| NFLX | 2016-05-03 | 91.54 | 35.6% |
| NKE | 2016-05-03 | 59.52 | 20.1% |
| NOC | 2016-05-03 | 209.6 | 17.2% |
| NRG | 2016-05-03 | 14.03 | 56.6% |
| NUGT | 2016-05-03 | 103.56 | 148.2% |
| OIH | 2016-05-03 | 28.62 | 21.7% |
| OMC | 2016-05-03 | 83.45 | 28.0% |
| ORCL | 2016-05-03 | 39.68 | 19.2% |
| PAYX | 2016-05-03 | 52.4 | 19.2% |
| PCLN | 2016-05-03 | 1354.64 | 40.0% |
| PFG | 2016-05-03 | 41.77 | 39.7% |
| PPG | 2016-05-03 | 109.5 | 23.5% |
| PRGO | 2016-05-03 | 96.61 | 56.8% |
| PRU | 2016-05-03 | 77.47 | 34.3% |
| PSX | 2016-05-03 | 80.01 | 28.7% |
| REGN | 2016-05-03 | 371.32 | 41.7% |
| RRC | 2016-05-03 | 42.17 | 61.8% |
| RSG | 2016-05-03 | 47.14 | 19.2% |
| SE | 2016-05-03 | 30.51 | 32.2% |
| SJM | 2016-05-03 | 126.82 | 20.6% |
| SLB | 2016-05-03 | 77.23 | 22.9% |
| SPXU | 2016-05-03 | 28.58 | 44.1% |
| STZ | 2016-05-03 | 158.49 | 20.3% |
| SWKS | 2016-05-03 | 67.02 | 41.9% |
| TGT | 2016-05-03 | 79.99 | 30.2% |
| TIF | 2016-05-03 | 71.06 | 28.9% |
| TMK | 2016-05-03 | 57.57 | 39.9% |
| TSN | 2016-05-03 | 66.36 | 31.5% |
| TSO | 2016-05-03 | 78.65 | 62.0% |
| TYC | 2016-05-03 | 37.79 | 23.6% |
| TZA | 2016-05-03 | 41.14 | 55.2% |
| UNH | 2016-05-03 | 132.46 | 22.3% |
| V | 2016-05-03 | 77.19 | 21.0% |
| VEA | 2016-05-03 | 36.4 | 21.2% |
| VEU | 2016-05-03 | 43.5 | 68.2% |
| VFC | 2016-05-03 | 64.91 | 23.7% |
| VGK | 2016-05-03 | 49.26 | 20.7% |
| VIAB | 2016-05-03 | 41.45 | 37.4% |
| VMC | 2016-05-03 | 113.73 | 28.8% |
| VOD | 2016-05-03 | 32.65 | 23.1% |
| VOO | 2016-05-03 | 189.1 | 16.2% |
| WMB | 2016-05-03 | 19.39 | 189.5% |
| XLF | 2016-05-03 | 23.22 | 18.1% |
| XLP | 2016-05-03 | 52.8 | 13.1% |
| XLU | 2016-05-03 | 48.77 | 17.5% |
| XLY | 2016-05-03 | 79.57 | 15.0% |
| XOM | 2016-05-03 | 88.11 | 18.5% |
| XRAY | 2016-05-03 | 59.97 | 24.9% |
| YHOO | 2016-05-03 | 36.01 | 42.1% |
| YUM | 2016-05-03 | 79.72 | 30.2% |
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