鉅亨網鉅亨網

月份  畫面設定:
時間 履約價 成交價 漲跌 漲% Delta Gamma Vega Rho Theta 隱含波 歷史波 高低估
12:51:197200Call------1.000.000.0039.453,376.56100.00-76.321,008.65
12:46:397300Call------1.000.000.0040.003,276.56100.00-77.381,008.65
12:46:397400Call------1.000.000.0040.553,176.57100.00-78.441,008.65
13:44:517500Call-------1.000.000.00-41.093,076.580.0079.50-100.00
13:44:517600Call-------1.000.000.00-41.642,976.580.0080.56-100.00
13:44:517700Call------1.000.000.0042.192,876.59100.00-81.621,008.65
13:44:517800Call-------1.000.000.00-42.742,776.590.0082.68-100.00
13:44:517900Call------1.000.000.0043.292,676.60100.00-83.741,008.65
13:44:518000Call-------1.000.000.00-43.832,576.600.0084.80-100.00
13:44:518100Call------1.000.000.0044.382,476.61100.00-85.861,008.65
12:46:448200Call------1.000.000.0044.932,376.62100.00-86.911,008.65
12:46:398300Call------1.000.000.0045.482,276.62100.00-87.971,008.65
12:46:398400Call------1.000.000.0046.022,176.63100.00-89.031,008.65
12:46:398500Call------1.000.000.0046.572,076.63100.00-90.091,008.65
12:46:398600Call------1.000.000.0047.121,976.64100.00-91.151,008.65
12:46:398700Call------1.000.000.0047.671,876.64100.00-92.211,008.65
12:46:398800Call------1.000.000.0048.221,776.65100.00-93.271,008.65
12:46:398900Call------1.000.000.0048.761,676.66100.00-94.331,008.65
12:46:449000Call------1.000.000.0049.311,576.66100.00-95.391,008.65
13:44:559100Call------1.000.000.0049.861,476.67100.00-96.451,008.65
13:25:169200Call-------1.000.000.00-50.411,376.670.0097.51-100.00
13:44:549300Call-------1.000.000.00-50.961,276.680.0098.57-100.00
13:44:559400Call-------1.000.000.00-51.501,176.690.0099.63-100.00
13:44:549500Call-------1.000.000.00-52.051,076.690.00100.69-100.00
13:44:549600Call1,030.0----1.000.000.0052.60976.7063.21-101.75600.78
13:44:549700Call------1.000.000.0053.15876.7057.36-102.81535.92
13:44:549800Call770.0-65-0.081.000.000.0053.70776.7160.53-103.87571.06
13:44:549900Call-------1.000.000.00-54.24676.710.00104.93-100.00
13:44:5410000Call580.0-55-0.091.000.000.0054.79576.7239.72-105.99340.35
13:44:5610100Call473.0-62-0.121.000.000.0055.34476.7335.40-107.05292.46
13:45:0010200Call380.0-56-0.130.000.000.000.000.0020.250.00124.50
13:44:5610250Call326.0-60-0.160.000.000.010.000.0017.83-0.0597.67
13:44:4810300Call280.0-56-0.170.000.000.140.000.0015.38-1.1870.51
13:44:5910350Call228.0-58-0.200.000.001.83-0.040.0113.64-15.1751.22
13:44:5910400Call180.0-57-0.240.010.00-13.920.370.1511.26115.3824.83
16:15:0010450Call130.0-57-0.300.960.0063.4555.10127.8111.58-635.7728.38
13:44:5810500Call82.0-58-0.41-0.860.00-174.33-49.3881.878.621,549.52-4.43
13:45:0010550Call40.5-53.5-0.57-0.65-0.01-290.82-37.2643.867.442,497.60-17.52
13:44:5910600Call12.5-39.5-0.76-0.630.01296.63-36.5041.6982.28-2,403.36812.20
13:44:5910650Call3.0-20.5-0.87-0.150.00-186.28-8.935.767.271,570.89-19.40
13:44:5710700Call1.0-7-0.88-0.040.00-72.51-2.531.288.57609.68-4.99
16:15:0010750Call0.5-1.9-0.79-0.010.00-17.62-0.480.2010.35147.8414.75
13:44:5710800Call0.3-0.6-0.671.000.00-2.6959.12223.250.00-91.94-100.00
13:44:5710850Call0.2-0.1-0.330.000.00-0.260.000.0012.672.1740.47
13:41:0010900Call0.1-0.1-0.500.000.000.020.000.0015.81-0.1375.28
12:55:1710950Call0.1-0.1-0.50-1.000.000.00-60.00373.2253.52116.06493.35
13:41:0311000Call0.2-----1.000.000.00-60.27423.2226.46116.59193.35
13:41:0311100Call-------1.000.000.00-60.82523.2239.83117.65341.57
13:41:0611200Call0.20.11.00-1.000.000.00-61.37623.2191.53118.71914.75
13:44:5911300Call------1.000.000.0061.91723.200.00-119.77-100.00
13:44:5911400Call------1.000.000.0062.46823.200.00-120.83-100.00
13:44:5911500Call-------1.000.000.00-63.01923.19100.00121.891,008.65
13:44:5911600Call0.20.11.00-1.000.000.00-63.561,023.19100.00122.951,008.65
13:44:5911700Call-------1.000.000.00-64.111,123.18100.00124.011,008.65
13:44:5911800Call-------1.000.000.00-64.651,223.18100.00125.071,008.65
13:44:5911900Call-------1.000.000.00-65.201,323.17100.00126.131,008.65
13:44:5912000Call-------1.000.000.00-65.751,423.16100.00127.191,008.65
13:41:2112100Call------1.000.000.0066.301,523.160.00-128.25-100.00
13:41:2112200Call-------1.000.000.00-66.851,623.15100.00129.311,008.65
13:41:2412300Call-------1.000.000.00-67.391,723.15100.00130.371,008.65
11:58:5812400Call0.20.11.00-1.000.000.00-67.941,823.14100.00131.431,008.65
11:58:587200Put0.20.11.001.000.000.0039.453,376.56100.00-76.321,008.65
13:44:277300Put------1.000.000.0040.003,276.56100.00-77.381,008.65
13:44:277400Put------1.000.000.0040.553,176.57100.00-78.441,008.65
13:44:247500Put0.20.11.00-1.000.000.00-41.093,076.580.0079.50-100.00
13:44:517600Put-------1.000.000.00-41.642,976.580.0080.56-100.00
13:44:517700Put0.20.11.001.000.000.0042.192,876.59100.00-81.621,008.65
13:44:517800Put0.20.11.00-1.000.000.00-42.742,776.590.0082.68-100.00
13:44:517900Put------1.000.000.0043.292,676.60100.00-83.741,008.65
13:44:518000Put-------1.000.000.00-43.832,576.600.0084.80-100.00
13:44:518100Put0.1----1.000.000.0044.382,476.61100.00-85.861,008.65
13:44:518200Put------1.000.000.0044.932,376.62100.00-86.911,008.65
13:44:288300Put0.20.11.001.000.000.0045.482,276.62100.00-87.971,008.65
13:22:198400Put------1.000.000.0046.022,176.63100.00-89.031,008.65
13:44:278500Put0.1----1.000.000.0046.572,076.63100.00-90.091,008.65
13:44:288600Put0.1----1.000.000.0047.121,976.64100.00-91.151,008.65
13:41:228700Put0.1----1.000.000.0047.671,876.64100.00-92.211,008.65
13:32:128800Put------1.000.000.0048.221,776.65100.00-93.271,008.65
13:41:248900Put------1.000.000.0048.761,676.66100.00-94.331,008.65
13:41:249000Put------1.000.000.0049.311,576.66100.00-95.391,008.65
13:41:339100Put0.1----1.000.000.0049.861,476.67100.00-96.451,008.65
13:42:219200Put0.1-0.1-0.50-1.000.000.00-50.411,376.670.0097.51-100.00
13:44:179300Put0.1-0.1-0.50-1.000.000.00-50.961,276.680.0098.57-100.00
13:41:279400Put0.2-----1.000.000.00-51.501,176.690.0099.63-100.00
12:45:199500Put0.2-----1.000.000.00-52.051,076.690.00100.69-100.00
13:44:549600Put0.2----1.000.000.0052.60976.7063.21-101.75600.78
13:44:549700Put0.1-0.1-0.501.000.000.0053.15876.7057.36-102.81535.92
13:44:549800Put0.1-0.2-0.671.000.000.0053.70776.7160.53-103.87571.06
13:44:579900Put0.2-0.1-0.33-1.000.000.00-54.24676.710.00104.93-100.00
13:44:5710000Put0.2-0.2-0.501.000.000.0054.79576.7239.72-105.99340.35
13:44:5710100Put0.2-0.3-0.601.000.000.0055.34476.7335.40-107.05292.46
13:44:5710200Put0.2-0.3-0.600.000.000.000.000.0020.250.00124.50
13:45:0010250Put0.3-0.5-0.630.000.000.010.000.0017.83-0.0597.67
13:44:5710300Put0.3-0.5-0.630.000.000.140.000.0015.38-1.1870.51
13:44:5710350Put0.4-0.7-0.640.000.001.83-0.040.0113.64-15.1751.22
13:44:5710400Put0.5-0.8-0.620.010.00-13.920.370.1511.26115.3824.83
16:15:0010450Put0.7-0.6-0.460.960.0063.4555.10127.8111.58-635.7728.38
16:15:0010500Put1.2-0.7-0.37-0.860.00-174.33-49.3881.878.621,549.52-4.43
13:44:5910550Put3.70.10.03-0.65-0.01-290.82-37.2643.867.442,497.60-17.52
16:15:0010600Put11.54.30.60-0.630.01296.63-36.5041.6982.28-2,403.36812.20
13:44:5910650Put32.5171.10-0.150.00-186.28-8.935.767.271,570.89-19.40
13:44:5910700Put73.037.51.06-0.040.00-72.51-2.531.288.57609.68-4.99
13:44:5710750Put121.0500.70-0.010.00-17.62-0.480.2010.35147.8414.75
13:44:5910800Put170.0550.481.000.00-2.6959.12223.250.00-91.94-100.00
13:44:5710850Put218.0530.320.000.00-0.260.000.0012.672.1740.47
13:44:4810900Put238.0230.110.000.000.020.000.0015.81-0.1375.28
13:44:0010950Put323.0580.22-1.000.000.00-60.00373.2253.52116.06493.35
13:44:0011000Put-------1.000.000.00-60.27423.2226.46116.59193.35
13:44:5911100Put427.0620.17-1.000.000.00-60.82523.2239.83117.65341.57
13:44:4811200Put-------1.000.000.00-61.37623.2191.53118.71914.75
13:44:5911300Put------1.000.000.0061.91723.200.00-119.77-100.00
13:44:5911400Put------1.000.000.0062.46823.200.00-120.83-100.00
13:44:5911500Put-------1.000.000.00-63.01923.19100.00121.891,008.65
13:44:5911600Put-------1.000.000.00-63.561,023.19100.00122.951,008.65
13:44:5911700Put-------1.000.000.00-64.111,123.18100.00124.011,008.65
13:44:5911800Put-------1.000.000.00-64.651,223.18100.00125.071,008.65
13:44:5911900Put-------1.000.000.00-65.201,323.17100.00126.131,008.65
12:31:2912000Put-------1.000.000.00-65.751,423.16100.00127.191,008.65
12:31:2912100Put------1.000.000.0066.301,523.160.00-128.25-100.00
12:31:2912200Put-------1.000.000.00-66.851,623.15100.00129.311,008.65
13:10:5712300Put-------1.000.000.00-67.391,723.15100.00130.371,008.65
12:31:0312400Put-------1.000.000.00-67.941,823.14100.00131.431,008.65
2017/09 台指指數選擇權買權Call7200
成交價 --成交時間 12:11:92
漲跌 --買進 0.0
漲幅 --賣出 0.0
現量 開盤 0.0
總量 最高
未平倉量 25最低
內含價值0時間價值--
理論價值3,376.56折溢價%--
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
3,210.013,530.015
0.003,540.01
0.000.00
0.000.00
0.000.00
合計1合計16
6%
94%
 
敏感度分析(Sensitivity Analysis)波動度分析(Volatility Analysis)
DeltaGammaVegaRhoTheta隱含波動率歷史波動率高低估%
1.000.000.0039.453,376.56100.00-76.321,008.65

所有資訊以台灣期貨交易所公告資料為準 資料提供:聲達資訊股份有限公司 資料來源:台灣期貨交易所

名稱指數漲跌漲%時間
摩根現貨395.69-1.74-0.44%13:30
摩台指近1395.100%13:49
台指期近110580-55-0.52%13:45
電子指數450.09-2.01-0.44%13:30
台電指近1450-2.45-0.54%13:44
金融指數1131.51-7.05-0.62%13:30
台金指近11132.2-5-0.44%13:44
小台指近110578-57-0.54%13:44
名稱指數漲跌漲%時間
集中加權10570.92-60.65-0.57%13:30
不含電子13942.15-85.38-0.61%13:30
不含金融9032.14-50.85-0.56%13:30
台灣508031.77-33.04-0.41%13:30
集中電子449.65-2.45-0.54%13:30
集中金融1131.21-7.35-0.65%13:30
店頭加權142.5-0.92-0.64%13:30
不含金融211.19-1.42-0.67%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)82.75-0.40-0.481446
中100(0051)31.55013
元大電子(0053)37.10-0.06-0.1632
元大台商50(0054)25.74-0.14-0.5416
寶金融(0055)16.00087
元大高股息(0056)26.48-0.32-1.192662
© Copyright 2000- cnYES.com All rights reserved. 線上客服簡訊聯絡客服
集團資源:鉅亨台北Blog手機版鉅亨網FB