{"id":767,"date":"2009-01-07T01:46:12","date_gmt":"2009-01-07T01:46:12","guid":{"rendered":"https:\/\/i-kiin.net\/?p=767"},"modified":"2020-09-30T16:20:05","modified_gmt":"2020-09-30T07:20:05","slug":"theoretical-pricing-formula-of-stock-options-in-krx","status":"publish","type":"post","link":"https:\/\/i-kiin.net\/?p=767","title":{"rendered":"[KRX] \uc8fc\uc2dd\uc635\uc158 \uc774\ub860\uac00 \uacf5\uc2dd"},"content":{"rendered":"<p>KRX\uc5d0 \uc0c1\uc7a5\ub418\uc5b4 \uc788\ub294 \uc635\uc158 \uc0c1\ud488 \uc911<span id='easy-footnote-1-767' class='easy-footnote-margin-adjust'><\/span><span class='easy-footnote'><a href='https:\/\/i-kiin.net\/?p=767#easy-footnote-bottom-1-767' title='\ubbf8\uad6d\ub2ec\ub7ec\uc635\uc158, \uc9c0\uc218\uc635\uc158\uc774\ub77c \ubd88\ub9ac\uc6b0\ub294 \ucf54\uc2a4\ud53c200\uc635\uc158, \uadf8\ub9ac\uace0 \uc8fc\uc2dd\uc635\uc158'><sup>1<\/sup><\/a><\/span> \ub9c8\uc9c0\ub9c9 \uc635\uc158 \uc0c1\ud488\uc778 \uc8fc\uc2dd\uc635\uc158\uc758 \uc774\ub860\uac00\uaca9\uc744 \uad6c\ud558\ub294 \uacf5\uc2dd\ub3c4 <strong><a href=\"http:\/\/law.krx.co.kr\/las\/TopFrame.jsp\" target=\"_blank\" rel=\"nofollow noopener noreferrer\">\ud30c\uc0dd\uc0c1\ud488\uc2dc\uc7a5 \uc5c5\ubb34\uaddc\uc815 \uc2dc\ud589\uc138\uce59<\/a><\/strong><span id='easy-footnote-2-767' class='easy-footnote-margin-adjust'><\/span><span class='easy-footnote'><a href='https:\/\/i-kiin.net\/?p=767#easy-footnote-bottom-2-767' title='\uc5c5\ubb34\uaddc\uc815 &gt; \ud30c\uc0dd\uc0c1\ud488\uc2dc\uc7a5\uaddc\uc815 &gt; \ud30c\uc0dd\uc0c1\ud488\uc2dc\uc7a5 \uc5c5\ubb34\uaddc\uc815 &gt; \ud30c\uc0dd\uc0c1\ud488\uc2dc\uc7a5 \uc5c5\ubb34\uaddc\uc815 \uc2dc\ud589\uc138\uce59'><sup>2<\/sup><\/a><\/span>\uc744 \ud1b5\ud574 \uba85\uc2dc\ub418\uc5b4 \uc788\ub2e4. \uadf8\ub7ec\ub098 \uc774 \uacf5\uc2dd \uc5ed\uc2dc <a href=\"https:\/\/i-kiin.net\/theoretical-pricing-formula-of-index-options-in-krx\/\" target=\"_blank\" rel=\"noopener noreferrer\">[KRX] \uc9c0\uc218\uc635\uc158 \uc774\ub860\uac00 \uacf5\uc2dd<\/a>\uc5d0\uc11c \uc5b8\uae09\ud55c \uac83\ucc98\ub7fc \uad6c\uad6c\uc808\uc808 \ud55c\uae00\ub85c \uba85\uae30\ub418\uc5b4 \uc788\uc5b4 \uc0dd\uc18c\ud55c \uce21\uba74\uc774 \uac15\ud558\ub2e4. \uadf8\ub798\uc11c \uc880 \ub354 \uc54c\uc544\ubcf4\uae30 \ud3b8\ud558\ub3c4\ub85d \uae30\ud638 \ud615\ud0dc\uc758 \uacf5\uc2dd\uc73c\ub85c \ubc14\uafd4\ubcf4\uace0\uc790 \ud55c\ub2e4. \uc77c\ub2e8 \uc138\uce59\uc5d0\uc11c \uba85\uc2dc\ud55c \uacf5\uc2dd\uc740 \uc544\ub798\uc640 \uac19\ub2e4.(\ub2e8, \uc8fc\uc2dd\uc635\uc158\uc758 \uac00\uaca9 \uc5ed\uc2dc \uc18c\uc218\uc810 \ub458\uc9f8\uc790\ub9ac\uae4c\uc9c0 \ud638\uac00\ub418\ubbc0\ub85c \uc544\ub798 \uc774\ub860\uac00\uaca9\uc740 \uc18c\uc218\uc810 \uc14b\uc9f8\uc790\ub9ac\uc5d0\uc11c \ubc18\uc62c\ub9bc\ud55c\ub2e4.)<\/p>\n<div style=\"padding-left: 50px;\">\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/7375414536.png\" width=\"583\" height=\"94\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/3312523256.png\" width=\"583\" height=\"94\" alt=\"\" \/><br \/>\n&nbsp;<br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6286273844.png\" width=\"583\" height=\"85\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/9952580753.png\" width=\"296\" height=\"22\" alt=\"\" \/><br \/>\n&nbsp;<br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/7370980019.png\" width=\"551\" height=\"57\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/5041462945.png\" width=\"533\" height=\"57\" alt=\"\" \/><br \/>\n(\ub2e8, \uad8c\ub9ac\ud589\uc0ac\uc2dc \ucf5c\u00b7\ud48b \ubaa8\ub450 0\ubcf4\ub2e4 \uc791\uc740 \uacbd\uc6b0 0)<br \/>\n&nbsp;<br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/7339413965.png\" width=\"479\" height=\"46\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6038077518.png\" width=\"448\" height=\"66\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/8633133478.png\" width=\"455\" height=\"66\" alt=\"\" \/>\n<\/div>\n<p>&nbsp;<br \/>\n\uc774\ub97c \uae30\ud638 \ud615\ud0dc\uc758 \uacf5\uc2dd\uc73c\ub85c \uc804\ud658\ud558\uba74,<\/p>\n<div style=\"padding-left: 50px;\">\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/7002951505.png\" width=\"469\" height=\"43\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/1212994712.png\" width=\"469\" height=\"43\" alt=\"\" \/><br \/>\n&nbsp;<br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/4651472906.png\" width=\"127\" height=\"48\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/7235651229.png\" width=\"53\" height=\"15\" alt=\"\" \/><br \/>\n&nbsp;<br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/3678988851.png\" width=\"118\" height=\"32\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/4998105191.png\" width=\"127\" height=\"32\" alt=\"\" \/>\n<\/div>\n<p>&nbsp;<br \/>\n\ub4f1\uacfc \uac19\uace0 \uac01\uac01\uc5d0 \ub300\ud55c \uc124\uba85\uc740 \uc544\ub798\uc640 \uac19\uc774 \uc694\uc57d\ud560 \uc218 \uc788\ub2e4.<\/p>\n<ul>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6962739346.png\" width=\"12\" height=\"12\" alt=\"\" \/> : \ucf5c\uc635\uc158 \uac00\uaca9<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6448667174.png\" width=\"12\" height=\"12\" alt=\"\" \/> : \ud48b\uc635\uc158 \uac00\uaca9<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/5107766971.png\" width=\"10\" height=\"12\" alt=\"\" \/> : \uc804\uc77c\uc758 \uae30\ucd08\uc790\uc0b0 \uae30\uc900\uac00\uaca9<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/5904775837.png\" width=\"9\" height=\"8\" alt=\"\" \/> : \ubcc0\ub3d9\uc131(\uc0b0\ucd9c\uc885\ubaa9\uc774 \uc18d\ud558\ub294 \ud48b\uc635\uc158 \ub610\ub294 \ucf5c\uc635\uc158\ubcc4\ub85c 2\uac1c\uadfc\uc6d4\uc885\ubaa9\uc911 \ud589\uc0ac\uac00\uaca9\uad34\ub9ac\uc728\uc774 5% \uc774\ub0b4\uc778 \uc885\ubaa9\uc744 \ub300\uc0c1\uc73c\ub85c \ud589\uc0ac\uac00\uaca9\uac00\uc911\uce58 \ubc0f \uc804\uc77c\uc758 \uc57d\uc815\uc218\ub7c9\uc744 \uac00\uc911\ud558\uc5ec \ud55c\uad6d\uc99d\uad8c\uc120\ubb3c\uac70\ub798\uc18c\uac00 \uc0b0\ucd9c\ud558\ub294 \uc804\uc77c\uc758 \ud3c9\uade0 \uc5f0 \ub0b4\uc7ac\ubcc0\ub3d9\uc131\uc744 \ub9d0\ud55c\ub2e4. \ub2e4\ub9cc, \ub2f9\ud574 \ud3c9\uade0 \uc5f0 \ub0b4\uc7ac\ubcc0\ub3d9\uc131\uc774 \uc801\ub2f9\ud558\uc9c0 \uc544\ub2c8\ud558\ub2e4\uace0 \uc778\uc815\ud558\ub294 \uacbd\uc6b0\uc5d0\ub294 \uadf8 \ub54c\ub9c8\ub2e4 \ud55c\uad6d\uc99d\uad8c\uc120\ubb3c\uac70\ub798\uc18c\uac00 \uc0b0\ucd9c\ud558\ub294 \uae30\ucd08\uc8fc\uad8c\uc758 \uc5f0 \ubcc0\ub3d9\uc131\uc744 \ub9d0\ud55c\ub2e4.)<\/li>\n<p><\/p>\n<div style=\"padding-left: 50px;\">\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/3129957530.png\" width=\"244\" height=\"57\" alt=\"\" \/><br \/>\n<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/2606869000.png\" width=\"457\" height=\"61\" alt=\"\" \/><\/div>\n<p><\/p>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/9608242523.png\" width=\"14\" height=\"12\" alt=\"\" \/> : \ud589\uc0ac\uac00\uaca9<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/8686956063.png\" width=\"7\" height=\"8\" alt=\"\" \/> : \ud55c\uad6d\uc99d\uad8c\uc5c5\ud611\ud68c\uac00 \uc0b0\ucd9c\ud558\ub294 \ub9cc\uae30\uac00 91\uc77c\uc778 \uc591\ub3c4\uc131\uc608\uae08\uc99d\uc11c\uc758 \uc804\uc77c \uc624\uc804\uc758 \uc5f0 \uc218\uc775\ub960(\uc624\uc804\uc5d0 \uc0b0\ucd9c\ub41c \uc218\uc775\ub960\uc774 \uc5c6\ub294 \uacbd\uc6b0\uc5d0\ub294 \uc804\uc77c\uc758 \ucd5c\uc885 \uc5f0 \uc218\uc775\ub960)<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6546613162.png\" width=\"5\" height=\"11\" alt=\"\" \/> : \uc0b0\ucd9c\uc77c\ubd80\ud130 \ucd5c\uc885\uac70\ub798\uc77c\uae4c\uc9c0\uc758 \uc0b0\ucd9c\uc794\uc874\uae30\uac04\uc758 \uc77c\uc218<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6331637592.png\" width=\"9\" height=\"8\" alt=\"\" \/> : \uae30\ucd08\uc8fc\uad8c\uac00\uaca9\uc0c1\uc2b9\ud655\ub960<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/6775608965.png\" width=\"8\" height=\"12\" alt=\"\" \/> : \uae30\ucd08\uc8fc\uad8c\uac00\uaca9\ud558\ub77d\ud655\ub960<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/2154406612.png\" width=\"8\" height=\"8\" alt=\"\" \/> : \uae30\ucd08\uc8fc\uad8c\uac00\uaca9\uc0c1\uc2b9\ub960<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/9422143360.png\" width=\"6\" height=\"12\" alt=\"\" \/> : \uae30\ucd08\uc8fc\uad8c\uac00\uaca9\ud558\ub77d\ub960<\/li>\n<li><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/1\/9068494445.png\" width=\"13\" height=\"12\" alt=\"\" \/> : 1\uc8fc\ub2f9\ud604\uae08\ubc30\ub2f9\uae08\uc758 \ud604\uc7ac\uac00\uce58(KRX \uc81c\uacf5, \ub530\ub85c\uc774 \uc0b0\ucd9c\ud560 \ud544\uc694 \u7121)<\/li>\n<\/ul>\n<p>\n<strong>\ub367.<\/strong>: \ub208\uce58 \ube60\ub978 \uc0ac\ub78c\uc740 \uae30\ud638 \ud615\ud0dc\uc758 \uacf5\uc2dd\uc73c\ub85c \uc804\ud658\ud55c \uacf5\uc2dd\uc774 <a href=\"https:\/\/i-kiin.net\/theoretical-pricing-formula-of-index-options-in-krx\/\" target=\"_blank\" rel=\"noopener noreferrer\">[KRX] \uc9c0\uc218\uc635\uc158 \uc774\ub860\uac00 \uacf5\uc2dd<\/a>\uc5d0\uc11c \uba85\uae30\ud55c \uacf5\uc2dd\uacfc \uac19\uc74c\uc744 \uc54c \uc218 \uc788\uc744 \uac83\uc774\ub2e4.<\/p>\n<p>\uc870\ud68c\uc218: 20<\/p>","protected":false},"excerpt":{"rendered":"<p>KRX\uc5d0 \uc0c1\uc7a5\ub418\uc5b4 \uc788\ub294 \uc635\uc158 \uc0c1\ud488 \uc911 \ub9c8\uc9c0\ub9c9 \uc635\uc158 \uc0c1\ud488\uc778 \uc8fc\uc2dd\uc635\uc158\uc758 \uc774\ub860\uac00\uaca9\uc744 \uad6c\ud558\ub294 \uacf5\uc2dd\ub3c4 \ud30c\uc0dd\uc0c1\ud488\uc2dc\uc7a5 \uc5c5\ubb34\uaddc\uc815 \uc2dc\ud589\uc138\uce59\uc744 \ud1b5\ud574 \uba85\uc2dc\ub418\uc5b4 \uc788\ub2e4. \uadf8\ub7ec\ub098 \uc774 \uacf5\uc2dd \uc5ed\uc2dc [KRX] \uc9c0\uc218\uc635\uc158 \uc774\ub860\uac00 \uacf5\uc2dd\uc5d0\uc11c \uc5b8\uae09\ud55c \uac83\ucc98\ub7fc \uad6c\uad6c\uc808\uc808 \ud55c\uae00\ub85c \uba85\uae30\ub418\uc5b4 \uc788\uc5b4 \uc0dd\uc18c\ud55c \uce21\uba74\uc774 \uac15\ud558\ub2e4. \uadf8\ub798\uc11c \uc880 \ub354 \uc54c\uc544\ubcf4\uae30 \ud3b8\ud558\ub3c4\ub85d \uae30\ud638 \ud615\ud0dc\uc758 \uacf5\uc2dd\uc73c\ub85c \ubc14\uafd4\ubcf4\uace0\uc790 \ud55c\ub2e4. \uc77c\ub2e8 \uc138\uce59\uc5d0\uc11c \uba85\uc2dc\ud55c \uacf5\uc2dd\uc740 \uc544\ub798\uc640 \uac19\ub2e4.(\ub2e8, \uc8fc\uc2dd\uc635\uc158\uc758 \uac00\uaca9 \uc5ed\uc2dc &#8230; <a title=\"[KRX] \uc8fc\uc2dd\uc635\uc158 \uc774\ub860\uac00 \uacf5\uc2dd\" class=\"read-more\" href=\"https:\/\/i-kiin.net\/?p=767\" aria-label=\"[KRX] \uc8fc\uc2dd\uc635\uc158 \uc774\ub860\uac00 \uacf5\uc2dd\uc5d0 \ub300\ud574 \ub354 \uc790\uc138\ud788 \uc54c\uc544\ubcf4\uc138\uc694\">\ub354 \uc77d\uae30<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[610],"tags":[1301,1306,1307,1312,1313,1315],"class_list":["post-767","post","type-post","status-publish","format-standard","hentry","category-capital-market","tag-1301","tag-1306","tag-1307","tag-1312","tag-1313","tag-binomial-tree"],"_links":{"self":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/posts\/767","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=767"}],"version-history":[{"count":0,"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/posts\/767\/revisions"}],"wp:attachment":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=767"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=767"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=767"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}