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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
13:44:276400Call------1.000.000.00227.862,995.10100.00-67.81519.96
13:44:276500Call-------1.000.000.00-231.422,895.130.0068.87-100.00
13:44:276600Call------1.000.000.00234.982,795.17100.00-69.93519.96
13:44:276700Call------1.000.000.00238.542,695.21100.00-70.99519.96
13:44:276800Call-------1.000.000.00-242.102,595.250.0072.05-100.00
13:44:276900Call------1.000.000.00245.662,495.28100.00-73.11519.96
13:44:277000Call-------1.000.000.00-249.222,395.320.0074.17-100.00
13:44:277100Call------1.000.000.00252.782,295.36100.00-75.23519.96
13:44:277200Call------1.000.000.00256.342,195.40100.00-76.29519.96
13:44:277300Call-------1.000.000.00-259.902,095.440.0077.35-100.00
13:44:277400Call------1.000.000.00263.461,995.47100.00-78.41519.96
13:44:277500Call------1.000.000.00267.021,895.51100.00-79.47519.96
13:44:277600Call-------1.000.000.00-270.581,795.550.0080.53-100.00
13:44:277700Call-------1.000.000.00-274.141,695.590.0081.59-100.00
13:44:317800Call1,610.0400.03-1.000.000.00-277.701,595.620.0082.65-100.00
13:44:317900Call------1.000.000.00281.261,495.6690.98-83.71464.04
13:44:318000Call------1.000.000.00284.821,395.7090.07-84.77458.40
13:44:318100Call------1.000.000.00288.381,295.7485.37-85.83429.26
13:44:428200Call------1.000.000.02291.941,195.7860.21-86.93273.28
13:44:318300Call------1.000.000.12295.501,095.8141.51-88.22157.35
13:44:278400Call995.0250.031.000.000.60299.04995.8635.59-90.34120.64
13:44:278500Call------1.000.002.47302.50895.9232.47-95.52101.30
13:44:518600Call790.0200.031.000.008.51305.69796.0438.70-109.92139.93
13:44:218700Call695.0250.041.000.0024.90308.11696.4026.20-147.1462.43
13:44:578800Call595.0250.040.990.0062.17308.67597.3723.03-230.2842.78
13:44:598900Call494.0190.04-0.970.00-133.10-305.42499.8218.56387.2415.07
13:44:579000Call399.0200.050.930.00245.59295.70405.3217.56-634.828.87
13:44:489100Call307.0220.08-0.860.00-392.46-276.80316.2414.61956.20-9.42
13:44:569200Call214.0160.080.760.00545.68247.28235.5513.55-1,288.54-16.00
13:44:579300Call135.0130.11-0.640.00-663.07-208.23166.2112.111,538.29-24.92
13:44:589400Call72.090.14-0.500.00-707.17-163.55110.3011.211,623.19-30.50
13:45:009500Call31.04.50.17-0.360.00-664.69-118.8168.4110.541,515.30-34.66
13:44:579600Call11.52.20.24-0.240.00-552.79-79.3539.4610.481,254.41-35.03
13:44:589700Call3.80.80.270.150.00408.3348.5321.0810.58-923.58-34.41
13:44:569800Call1.50.10.070.080.00268.8727.1110.4011.23-606.71-30.38
13:44:569900Call------0.040.00158.3813.824.7312.11-356.74-24.92
13:44:5610000Call0.4-----0.020.00-83.74-6.431.9812.78188.37-20.77
13:44:5610200Call------0.000.00-17.15-1.060.2714.6938.51-8.93
13:44:5610400Call------0.000.002.370.120.0319.63-5.3121.70
13:44:5610600Call-------1.000.000.23-377.381,203.3273.17111.81353.63
13:44:5610800Call-------1.000.000.02-384.511,403.2479.54114.40393.12
13:44:5611000Call------0.000.000.000.000.0028.350.0075.76
13:44:5611200Call------0.000.000.000.000.0031.200.0093.43
13:44:566400Put------1.000.000.00227.862,995.10100.00-67.81519.96
13:44:566500Put-------1.000.000.00-231.422,895.130.0068.87-100.00
13:44:566600Put------1.000.000.00234.982,795.17100.00-69.93519.96
13:44:566700Put------1.000.000.00238.542,695.21100.00-70.99519.96
13:44:566800Put-------1.000.000.00-242.102,595.250.0072.05-100.00
12:49:476900Put0.2----1.000.000.00245.662,495.28100.00-73.11519.96
12:49:477000Put-------1.000.000.00-249.222,395.320.0074.17-100.00
12:49:477100Put------1.000.000.00252.782,295.36100.00-75.23519.96
11:09:417200Put------1.000.000.00256.342,195.40100.00-76.29519.96
11:42:437300Put0.2-0.1-0.33-1.000.000.00-259.902,095.440.0077.35-100.00
11:42:437400Put-----0.331.000.000.00263.461,995.47100.00-78.41519.96
13:24:107500Put0.3----1.000.000.00267.021,895.51100.00-79.47519.96
13:41:037600Put0.3-----1.000.000.00-270.581,795.550.0080.53-100.00
13:39:387700Put0.40.10.33-1.000.000.00-274.141,695.590.0081.59-100.00
13:40:057800Put0.3-----1.000.000.00-277.701,595.620.0082.65-100.00
13:44:567900Put0.40.10.331.000.000.00281.261,495.6690.98-83.71464.04
13:44:568000Put0.5----1.000.000.00284.821,395.7090.07-84.77458.40
13:44:568100Put0.6-0.1-0.141.000.000.00288.381,295.7485.37-85.83429.26
13:44:568200Put0.7-0.2-0.221.000.000.02291.941,195.7860.21-86.93273.28
13:44:568300Put0.9-0.3-0.251.000.000.12295.501,095.8141.51-88.22157.35
13:44:598400Put1.2-0.1-0.081.000.000.60299.04995.8635.59-90.34120.64
13:44:568500Put1.4-0.2-0.131.000.002.47302.50895.9232.47-95.52101.30
13:44:568600Put1.7-0.5-0.231.000.008.51305.69796.0438.70-109.92139.93
13:44:568700Put2.3-0.4-0.151.000.0024.90308.11696.4026.20-147.1462.43
13:44:568800Put2.8-0.9-0.240.990.0062.17308.67597.3723.03-230.2842.78
13:44:568900Put3.9-0.8-0.17-0.970.00-133.10-305.42499.8218.56387.2415.07
13:44:569000Put5.3-1-0.160.930.00245.59295.70405.3217.56-634.828.87
13:44:579100Put8.0-1.9-0.19-0.860.00-392.46-276.80316.2414.61956.20-9.42
13:44:579200Put13.0-4-0.240.760.00545.68247.28235.5513.55-1,288.54-16.00
13:44:599300Put23.5-5.5-0.19-0.640.00-663.07-208.23166.2112.111,538.29-24.92
13:44:599400Put45.0-8-0.15-0.500.00-707.17-163.55110.3011.211,623.19-30.50
13:44:579500Put81.0-13-0.14-0.360.00-664.69-118.8168.4110.541,515.30-34.66
13:44:599600Put140.0-19-0.12-0.240.00-552.79-79.3539.4610.481,254.41-35.03
13:44:489700Put224.0-19-0.080.150.00408.3348.5321.0810.58-923.58-34.41
13:44:489800Put313.0-22-0.070.080.00268.8727.1110.4011.23-606.71-30.38
13:44:399900Put------0.040.00158.3813.824.7312.11-356.74-24.92
13:44:4810000Put-------0.020.00-83.74-6.431.9812.78188.37-20.77
13:44:5610200Put------0.000.00-17.15-1.060.2714.6938.51-8.93
13:44:3110400Put------0.000.002.370.120.0319.63-5.3121.70
13:44:3110600Put-------1.000.000.23-377.381,203.3273.17111.81353.63
13:44:2710800Put-------1.000.000.02-384.511,403.2479.54114.40393.12
13:44:2711000Put------0.000.000.000.000.0028.350.0075.76
13:44:2711200Put------0.000.000.000.000.0031.200.0093.43
2016/12 台指指數選擇權買權Call6400
成交價 --成交時間 13:42:74
漲跌 --買進 2,610.0
漲幅 --賣出 3,370.0
現量 開盤 0.0
總量 最高
未平倉量 84最低
內含價值0時間價值--
理論價值2,995.10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
2,600.0203,370.020
2,590.0153,380.025
2,140.0103,800.010
0.000.00
0.000.00
合計45合計55
45%
55%
 
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%
1.000.000.00227.862,995.10100.00-67.81519.96

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350.870.580.17%13:30
摩台指近1350.80.60.17%13:50
台指期近19390220.23%13:44
電子指數374.470.220.06%13:30
台電指近1374.050.40.11%13:44
金融指數1090.983.770.35%13:30
台金指近11090.45.40.5%13:44
小台指近19390220.23%13:44
名稱指數漲跌漲%時間
集中加權9379.463.60.04%13:30
不含電子13384.732.250.24%13:30
不含金融7917.541.130.01%13:30
台灣507115.2711.530.16%13:30
集中電子373.71-0.54-0.14%13:30
集中金融1089.322.110.19%13:30
店頭加權124.270.220.18%13:30
不含金融166.360.10.06%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.150.250.345410
中100(0051)25.77032
元大電子(0053)29.730.010.031
元大台商50(0054)21.480.120.5624
寶金融(0055)14.630181
元大高股息(0056)23.430.100.431400
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