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
13:36:117600Call------1.000.000.00603.333,228.99100.00-80.491,332.66
13:36:117700Call------1.000.000.00611.273,129.07100.00-81.551,332.66
13:36:117800Call------1.000.000.00619.203,029.1698.44-82.611,310.32
13:36:117900Call------1.000.000.00627.142,929.2495.52-83.671,268.48
13:36:118000Call2,840.0600.02-1.000.000.00-635.082,829.320.0084.73-100.00
13:36:118100Call------1.000.000.00643.022,729.4189.77-85.791,186.10
13:36:118200Call------1.000.000.00650.962,629.4986.93-86.851,145.42
13:36:118300Call------1.000.000.00658.902,529.5884.11-87.911,105.01
13:43:298400Call-------1.000.000.00-666.842,470.20088.97-100.00
13:29:508500Call-------1.000.000.00-674.772,329.750.0090.02-100.00
13:43:298600Call-------1.000.000.00-682.712,270.37091.08-100.00
13:29:508700Call------1.000.000.00690.652,129.9171.38-92.14922.64
13:43:298800Call-------1.000.000.00-698.592,070.54093.20-100.00
13:29:508900Call------1.000.000.00706.531,930.0869.11-94.26890.11
13:43:299000Call-------1.000.000.00-714.471,870.71095.32-100.00
13:29:509100Call-------1.000.000.00-722.411,770.79096.38-100.00
13:43:299200Call-------1.000.000.00-730.341,670.87097.44-100.00
13:22:379300Call-------1.000.000.00-738.281,570.96098.50-100.00
13:43:299400Call------1.000.000.00746.221,430.5055.45-99.56694.41
13:43:299500Call------1.000.000.00754.161,330.5922.99-100.62229.37
13:43:299600Call------1.000.000.00762.101,230.6735.34-101.67406.30
13:36:089700Call------1.000.000.00770.041,130.7633.09-102.73374.07
13:44:479800Call------1.000.000.00777.971,030.8430.84-103.79341.83
13:44:449900Call------1.000.000.00785.91930.9216.52-104.85136.68
13:43:2910000Call830.0400.051.000.000.05793.85831.0122.96-105.93228.94
13:44:1110100Call740.0500.070.000.00-0.520.030.0013.100.2087.68
13:43:2910200Call635.0450.080.000.00-3.920.300.0212.111.5273.50
13:43:2910300Call520.0290.060.000.00-21.641.960.1311.108.3359.03
13:44:4410400Call430.0340.090.010.00-87.299.390.7210.2033.4146.13
13:44:4410500Call345.0390.130.040.00-259.7234.133.089.6298.5837.82
13:44:3410600Call256.0350.160.110.00-574.9395.7110.349.07215.5329.94
13:44:5310700Call178.0300.200.240.00-954.73211.1527.908.61350.9523.35
13:44:5610800Call112.0230.260.430.00-1,198.78375.5661.888.30425.9318.91
13:44:5910900Call64.0170.360.630.00-1,146.90555.02115.918.08381.3815.76
13:44:5811000Call32.010.50.490.800.00-842.29706.81188.848.19240.1717.34
13:44:5211100Call13.54.70.53-0.090.00-478.26-73.227.547.31199.684.73
13:44:5811200Call5.62.20.650.970.00-211.42862.92370.268.54-31.1722.35
13:44:5811300Call2.10.60.40-0.010.00-73.25-7.590.577.5730.108.45
13:44:5911400Call1.10.30.381.000.00-20.02903.21567.930.00-112.55-100.00
13:44:5911500Call0.70.20.400.000.004.340.340.028.99-1.7728.80
13:42:5011600Call0.60.10.200.000.000.750.050.009.82-0.3140.69
13:42:5011700Call0.50.10.250.000.00-0.10-0.010.0010.500.0450.43
13:42:5011800Call0.4----0.000.000.010.000.0011.530.0065.19
13:42:5011900Call0.40.10.330.000.000.000.000.0012.250.0075.50
13:44:4512000Call0.3----0.000.000.000.000.0013.230.0089.54
13:38:2012100Call0.30.22.000.000.000.000.000.0013.800.0097.71
13:03:5612200Call0.20.11.000.000.000.000.000.0014.720.00110.89
13:10:0412300Call------0.000.000.000.000.0015.080.00116.05
13:33:1112400Call0.20.11.000.000.000.000.000.0016.540.00136.96
13:41:2012500Call0.20.11.000.000.000.000.000.0016.810.00140.83
11:25:4912600Call------0.000.000.000.000.0000.00-100.00
10:45:2012700Call-------1.000.000.00-1,008.191,866.7252.79134.51656.30
11:31:2912800Call0.20.11.00-1.000.000.00-1,016.131,966.6354.50135.57680.80
11:31:297600Put0.20.11.001.000.000.00603.333,228.99100.00-80.491,332.66
11:42:487700Put0.20.11.001.000.000.00611.273,129.07100.00-81.551,332.66
08:59:027800Put------1.000.000.00619.203,029.1698.44-82.611,310.32
13:06:057900Put------1.000.000.00627.142,929.2495.52-83.671,268.48
13:06:058000Put-------1.000.000.00-635.082,829.320.0084.73-100.00
12:02:488100Put0.20.11.001.000.000.00643.022,729.4189.77-85.791,186.10
11:31:188200Put------1.000.000.00650.962,629.4986.93-86.851,145.42
13:04:308300Put0.2----1.000.000.00658.902,529.5884.11-87.911,105.01
11:31:158400Put-------1.000.000.00-666.842,470.20088.97-100.00
11:47:518500Put0.2-----1.000.000.00-674.772,329.750.0090.02-100.00
11:47:518600Put-------1.000.000.00-682.712,270.37091.08-100.00
12:55:298700Put0.1-0.1-0.501.000.000.00690.652,129.9171.38-92.14922.64
13:16:158800Put0.2-----1.000.000.00-698.592,070.54093.20-100.00
13:25:148900Put------1.000.000.00706.531,930.0869.11-94.26890.11
13:38:179000Put0.2-0.1-0.33-1.000.000.00-714.471,870.71095.32-100.00
13:33:229100Put0.50.10.25-1.000.000.00-722.411,770.79096.38-100.00
13:30:559200Put0.4-0.1-0.20-1.000.000.00-730.341,670.87097.44-100.00
13:39:019300Put0.60.10.20-1.000.000.00-738.281,570.96098.50-100.00
13:36:299400Put0.6----1.000.000.00746.221,430.5055.45-99.56694.41
13:40:179500Put0.8----1.000.000.00754.161,330.5922.99-100.62229.37
13:42:509600Put0.9----1.000.000.00762.101,230.6735.34-101.67406.30
13:40:479700Put1.20.20.201.000.000.00770.041,130.7633.09-102.73374.07
13:42:599800Put1.4----1.000.000.00777.971,030.8430.84-103.79341.83
13:44:569900Put1.8-0.2-0.101.000.000.00785.91930.9216.52-104.85136.68
13:44:4410000Put2.6----1.000.000.05793.85831.0122.96-105.93228.94
13:44:5810100Put3.6----0.000.00-0.520.030.0013.100.2087.68
13:44:4710200Put4.3----0.000.00-3.920.300.0212.111.5273.50
13:44:4710300Put5.7----0.000.00-21.641.960.1311.108.3359.03
13:44:5410400Put7.5-0.3-0.040.010.00-87.299.390.7210.2033.4146.13
13:44:5810500Put11.0-1.5-0.120.040.00-259.7234.133.089.6298.5837.82
13:44:5810600Put18.0-2-0.100.110.00-574.9395.7110.349.07215.5329.94
13:44:5810700Put30.5-4-0.120.240.00-954.73211.1527.908.61350.9523.35
13:44:5810800Put51.0-10-0.160.430.00-1,198.78375.5661.888.30425.9318.91
13:44:5810900Put86.0-15-0.150.630.00-1,146.90555.02115.918.08381.3815.76
13:44:5811000Put137.0-22-0.140.800.00-842.29706.81188.848.19240.1717.34
13:44:5711100Put206.0-31-0.13-0.090.00-478.26-73.227.547.31199.684.73
13:44:5011200Put288.0-39-0.120.970.00-211.42862.92370.268.54-31.1722.35
13:44:3111300Put377.0-41-0.10-0.010.00-73.25-7.590.577.5730.108.45
13:44:4411400Put439.0-76-0.151.000.00-20.02903.21567.930.00-112.55-100.00
13:37:0811500Put------0.000.004.340.340.028.99-1.7728.80
13:32:1411600Put------0.000.000.750.050.009.82-0.3140.69
13:44:2611700Put------0.000.00-0.10-0.010.0010.500.0450.43
13:36:1111800Put------0.000.000.010.000.0011.530.0065.19
13:44:4711900Put------0.000.000.000.000.0012.250.0075.50
13:36:1112000Put------0.000.000.000.000.0013.230.0089.54
13:36:1112100Put------0.000.000.000.000.0013.800.0097.71
13:36:1112200Put------0.000.000.000.000.0014.720.00110.89
13:36:1112300Put------0.000.000.000.000.0015.080.00116.05
13:36:1112400Put------0.000.000.000.000.0016.540.00136.96
13:36:1112500Put------0.000.000.000.000.0016.810.00140.83
13:36:1112600Put------0.000.000.000.000.0000.00-100.00
13:36:1112700Put-------1.000.000.00-1,008.191,866.7252.79134.51656.30
13:36:1112800Put-------1.000.000.00-1,016.131,966.6354.50135.57680.80
2017/12 台指指數選擇權買權Call7600
成交價 --成交時間 13:61:11
漲跌 --買進 3,100.0
漲幅 --賣出 3,390.0
現量 開盤 0.0
總量 最高
未平倉量 0最低
內含價值0時間價值--
理論價值3,228.99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
3,110.0153,390.016
3,100.013,400.01
3,050.013,500.01
3,000.013,590.020
2,900.0213,600.01
合計39合計39
50%
50%
 
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%
1.000.000.00603.333,228.99100.00-80.491,332.66

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407.171.580.39%13:30
摩台指近1407.51.60.39%13:49
台指期近110827420.39%13:45
電子指數465.692.870.62%12:33
台電指近14641.450.31%13:44
金融指數1192.1214.241.21%12:33
台金指近11189.610.80.92%13:44
小台指近110828430.4%13:44
名稱指數漲跌漲%時間
集中加權10826.8747.630.44%13:30
不含電子14120.5175.60.54%13:30
不含金融9219.536.930.4%13:30
台灣508253.9835.620.43%13:30
集中電子464.531.710.37%13:30
集中金融1186.328.440.72%13:30
店頭加權149.77-0.39-0.26%13:30
不含金融228.59-0.17-0.07%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)85.450.700.834435
中100(0051)32.6407
元大電子(0053)38.500.511.342
元大台商50(0054)25.000.261.0529
寶金融(0055)16.800381
元大高股息(0056)25.16-0.03-0.121557