臺大管理論叢第31卷第1期

139 NTU Management Review Vol. 31 No. 1 Apr. 2021 Figure 5 Monthly ERI with Varieties of the MPR in Mar. 4.4.4 Market Data Analysis For contracts in Table A.2 of Appendix A, we calculate the MPR from January 3 to March 31 in 2005 and 2006 with market data from the CME and analyze the temporal behavior. Figure 6 The MPR of Binary Calls and Binary Puts with Different Strike Prices in 2005 and 2006

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