Stata学习：WRDS期权定价数据库！[CBOE]

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Cboe Hanweck Options Analytics—end of day options pricing 示例数据 期权 Cboe Hanweck Options Analytics：end of day options pricing - 指数 Cboe Indexes：Integrate the highest quality implied volatilities, Greeks, and theoretical values into your research. Contains data from cobe_index.dta Observations: 13,249 Variables: 18 18 Jul 2024 08:15 -------------------------------------------------------------------------------------------- Variable Storage Display Value name type format label Variable label -------------------------------------------------------------------------------------------- date str10 %10s Date year int %10.0g vixo float %9.0g CBOE S P500 Volatility Index - Open vixh float %9.0g CBOE S P500 Volatility Index - High vixl float %9.0g ………………………………