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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
13:44:566600Call------1.000.000.00379.493,173.33100.00-69.921,300.56
13:44:566700Call------1.000.000.00385.243,073.39100.00-70.981,300.56
13:44:566800Call-------1.000.000.00-390.992,973.460.0072.04-100.00
13:03:446900Call------1.000.000.00396.742,873.52100.00-73.101,300.56
13:03:447000Call-------1.000.000.00-402.492,773.580.0074.15-100.00
13:03:447100Call-------1.000.000.00-408.242,673.640.0075.21-100.00
13:03:447200Call-------1.000.000.00-413.992,573.700.0076.27-100.00
13:03:447300Call------1.000.000.00419.742,473.76100.00-77.331,300.56
13:03:447400Call------1.000.000.00425.492,373.82100.00-78.391,300.56
13:03:447500Call------1.000.000.00431.242,273.88100.00-79.451,300.56
13:03:447600Call------1.000.000.00436.992,173.9499.54-80.511,294.12
13:03:447700Call------1.000.000.00442.742,074.0095.81-81.571,241.88
13:03:137800Call------1.000.000.00448.491,974.0792.10-82.631,189.92
13:03:447900Call------1.000.000.00454.241,874.1388.42-83.691,138.38
13:03:448000Call-------1.000.000.00-459.991,774.190.0084.75-100.00
13:03:448100Call------1.000.000.00465.741,674.2581.10-85.811,035.85
13:44:598200Call------1.000.000.00471.491,574.3177.47-86.87985.01
13:44:598300Call-------1.000.000.00-477.241,474.370.0087.93-100.00
13:44:598400Call-------1.000.000.00-482.991,374.430.0088.99-100.00
13:44:598500Call------0.000.000.000.000.0022.290.00212.18
13:44:598600Call-------1.000.000.00-494.491,174.550.0091.10-100.00
13:44:598700Call1,170.0900.080.000.000.000.000.0019.140.00168.07
13:44:598800Call980.0-5-0.01-1.000.000.00-505.99974.670.0093.22-100.00
13:07:148900Call880.0-5-0.010.000.000.000.000.0016.710.00134.03
13:44:499000Call785.0----0.000.000.010.000.0015.960.00123.53
13:30:439100Call675.0-10-0.010.000.000.15-0.010.0014.80-0.09107.28
13:44:119200Call575.0-10-0.021.000.001.71528.88574.9317.47-98.50144.68
13:44:599300Call480.0-5-0.010.000.00-13.210.990.0912.738.0178.29
13:44:569400Call387.0-3-0.01-0.010.0067.25-6.160.63100.00-40.601,300.56
13:44:589500Call292.0-11-0.04-0.050.00229.34-26.513.2611.23-137.4257.28
13:44:529600Call208.0-12-0.05-0.860.00-530.21-470.66187.5511.26415.7157.70
13:44:599700Call135.0-11-0.080.320.00-841.02183.4835.549.82488.0537.54
13:44:569800Call79.0-11-0.120.560.00-925.86316.7079.919.44516.1532.21
13:44:599900Call42.0-7.5-0.150.770.00-715.25440.05147.119.07362.7427.03
13:44:5910000Call20.0-4.5-0.180.910.00-391.90522.77231.868.39146.8617.51
13:44:5010200Call4.3-1.9-0.310.990.00-43.72582.77424.830.00-80.24-100.00
13:44:5010400Call1.3-0.6-0.32-1.000.001.39-597.91624.360.00109.29-100.00
13:43:4310600Call0.6-0.4-0.40-1.000.000.01-609.49824.2329.12112.28307.84
13:44:5710800Call0.4-0.2-0.33-1.000.000.00-620.991,024.1143.79114.41513.31
13:43:0211000Call0.4-----1.000.000.00-632.491,223.9848.72116.53582.35
11:24:2611200Call-------1.000.000.00-643.991,423.8661.62118.65763.03
11:05:5811400Call-------1.000.000.00-655.491,623.7466.41120.77830.11
13:00:5311600Call0.1-0.2-0.67-1.000.000.00-666.991,823.6271.01122.89894.54
13:00:536600Put0.1-0.2-0.671.000.000.00379.493,173.33100.00-69.921,300.56
13:44:566700Put------1.000.000.00385.243,073.39100.00-70.981,300.56
13:44:566800Put-------1.000.000.00-390.992,973.460.0072.04-100.00
11:05:586900Put------1.000.000.00396.742,873.52100.00-73.101,300.56
11:05:587000Put-------1.000.000.00-402.492,773.580.0074.15-100.00
13:16:227100Put0.2-----1.000.000.00-408.242,673.640.0075.21-100.00
11:05:587200Put-------1.000.000.00-413.992,573.700.0076.27-100.00
11:05:587300Put------1.000.000.00419.742,473.76100.00-77.331,300.56
11:05:587400Put------1.000.000.00425.492,373.82100.00-78.391,300.56
11:05:587500Put0.30.10.501.000.000.00431.242,273.88100.00-79.451,300.56
11:05:587600Put------1.000.000.00436.992,173.9499.54-80.511,294.12
11:05:587700Put------1.000.000.00442.742,074.0095.81-81.571,241.88
11:06:367800Put0.2-0.1-0.331.000.000.00448.491,974.0792.10-82.631,189.92
11:08:187900Put0.2-0.1-0.331.000.000.00454.241,874.1388.42-83.691,138.38
11:23:378000Put0.2-0.1-0.33-1.000.000.00-459.991,774.190.0084.75-100.00
13:03:078100Put0.3----1.000.000.00465.741,674.2581.10-85.811,035.85
13:44:598200Put------1.000.000.00471.491,574.3177.47-86.87985.01
13:44:598300Put0.3-----1.000.000.00-477.241,474.370.0087.93-100.00
13:44:598400Put-------1.000.000.00-482.991,374.430.0088.99-100.00
13:44:598500Put0.4-0.2-0.330.000.000.000.000.0022.290.00212.18
13:44:598600Put0.6-0.1-0.14-1.000.000.00-494.491,174.550.0091.10-100.00
13:44:598700Put0.6-0.3-0.330.000.000.000.000.0019.140.00168.07
13:43:028800Put0.8-0.2-0.20-1.000.000.00-505.99974.670.0093.22-100.00
13:44:508900Put1.0-0.2-0.170.000.000.000.000.0016.710.00134.03
13:44:509000Put1.4-0.4-0.220.000.000.010.000.0015.960.00123.53
13:44:529100Put2.0-0.3-0.130.000.000.15-0.010.0014.80-0.09107.28
13:44:509200Put2.8-0.7-0.201.000.001.71528.88574.9317.47-98.50144.68
13:44:509300Put4.1-0.6-0.130.000.00-13.210.990.0912.738.0178.29
13:44:599400Put6.1-1.1-0.15-0.010.0067.25-6.160.63100.00-40.601,300.56
13:44:569500Put11.0-1.5-0.12-0.050.00229.34-26.513.2611.23-137.4257.28
13:44:559600Put20.0-1-0.05-0.860.00-530.21-470.66187.5511.26415.7157.70
13:44:599700Put35.0-1.5-0.040.320.00-841.02183.4835.549.82488.0537.54
13:44:599800Put63.0----0.560.00-925.86316.7079.919.44516.1532.21
13:44:599900Put105.0-3-0.030.770.00-715.25440.05147.119.07362.7427.03
13:44:5810000Put168.010.010.910.00-391.90522.77231.868.39146.8617.51
13:44:5010200Put245.030.010.990.00-43.72582.77424.830.00-80.24-100.00
13:44:5910400Put431.0110.03-1.000.001.39-597.91624.360.00109.29-100.00
13:44:5010600Put-------1.000.000.01-609.49824.2329.12112.28307.84
13:44:5310800Put-------1.000.000.00-620.991,024.1143.79114.41513.31
13:03:0411000Put-------1.000.000.00-632.491,223.9848.72116.53582.35
11:29:0111200Put-------1.000.000.00-643.991,423.8661.62118.65763.03
13:03:4411400Put-------1.000.000.00-655.491,623.7466.41120.77830.11
13:03:4411600Put-------1.000.000.00-666.991,823.6271.01122.89894.54
2017/03 台指指數選擇權買權Call6600
成交價 --成交時間 13:45:61
漲跌 --買進 2,770.0
漲幅 --賣出 3,610.0
現量 開盤 0.0
總量 最高
未平倉量 10最低
內含價值0時間價值--
理論價值3,173.33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
2,770.0153,610.025
2,760.010.00
0.000.00
0.000.00
0.000.00
合計16合計25
39%
61%
 
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%
1.000.000.00379.493,173.33100.00-69.921,300.56

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361.16-0.16-0.04%13:30
摩台指近1360.8-0.5-0.14%13:38
台指期近19772-11-0.11%13:45
電子指數394.570.340.09%13:30
台電指近1394.70.10.03%13:44
金融指數1101.45-5.33-0.48%13:30
台金指近11101.2-6.2-0.56%13:44
小台指近19772-11-0.11%13:45
名稱指數漲跌漲%時間
集中加權9765.68-13.1-0.13%13:29
不含電子13721.01-48.34-0.35%13:29
不含金融8281.96-5.24-0.06%13:29
台灣507303.97-5.17-0.07%13:29
集中電子394.450.220.06%13:29
集中金融1100.08-6.7-0.61%13:29
店頭加權134.790.210.16%13:30
不含金融188.470.690.37%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.10-0.20-0.272326
中100(0051)27.67028
元大電子(0053)31.500.130.412
元大台商50(0054)22.760.010.0417
寶金融(0055)14.80040
元大高股息(0056)24.440.060.251794
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