510300 6月到期的5.5call, 价格0.0625, 标的价格5.332, 行权价5.5, 无风险利率0.02, 计算出来的delta只有0.0169347251810355, 和平安期权/咏春Go上的差距比较大, 这两个都是0.31左右, 请问是我参数哪里出了问题?
`
time_to_expire = 17.0/240
impv = calculate_impv(
0.0625,
5.332,
5.5,
0.02,
time_to_expire,
1
)
print(impv)

print(calculate_greeks(
5.332,
5.5,
0.02,
time_to_expire,
impv,
1
))
结果:
0.2208
(0.06251607056592356, 0.0169347251810355, 0.0032345292223409645, -0.003421159677842073, 0.005058803703741268)
`