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
10:05:478800Call------1.000.000.00818.922,359.5372.27-93.19844.71
10:05:478900Call------1.000.000.00828.222,259.6369.77-94.25812.03
10:05:479000Call------1.000.000.00837.532,159.7367.28-95.31779.48
10:05:479100Call------1.000.000.00846.832,059.8364.79-96.36746.93
13:30:129200Call------1.000.000.00856.141,959.9362.32-97.42714.64
13:40:179300Call------1.000.000.00865.451,860.0359.86-98.48682.48
13:40:479400Call------1.000.000.00874.751,760.1357.40-99.54650.33
13:44:569500Call------1.000.000.00884.061,660.2354.95-100.60618.30
13:37:519600Call------1.000.000.00893.361,560.3250.00-101.66553.59
13:26:189700Call------1.000.000.01902.671,460.4240.95-102.72435.29
13:44:169800Call------1.000.000.03911.971,360.5225.84-103.79237.78
13:44:309900Call------1.000.000.16921.271,260.6224.15-104.92215.69
13:25:5410000Call------1.000.000.69930.541,160.7222.45-106.23193.46
13:32:5410100Call------0.000.00-2.550.210.0215.351.24100.65
13:37:4210200Call915.0500.061.000.008.22948.47960.9819.06-112.03149.15
13:44:5210300Call790.0250.030.000.00-23.302.280.2014.0811.3584.05
13:43:1810400Call740.0700.100.990.0058.14961.49761.7310.97-138.3743.40
13:44:5810500Call655.0800.140.010.00-128.2415.651.6812.7062.1066.01
13:44:5410600Call555.0800.170.970.00250.87951.71565.4510.00-233.2630.72
13:44:5810700Call464.0690.170.070.00-436.7069.429.2311.54209.6350.85
13:44:5810800Call373.0680.22-0.880.00-678.58-879.22380.289.13438.0619.35
13:44:5810900Call288.0640.29-0.200.00944.17-207.9035.0510.51-446.6537.39
13:44:5811000Call210.0540.350.700.001,179.87708.39222.219.01-668.3217.78
13:44:5811100Call145.0420.410.580.001,328.00591.09158.968.79-728.7614.90
13:44:5811200Call93.0320.520.540.00-1,350.08576.92146.179.48606.8523.92
13:44:5711300Call55.0180.490.660.00-1,243.05707.78207.549.52538.6424.44
13:44:5811400Call30.512.50.690.770.00-1,039.25823.47280.109.62423.9625.75
13:44:5811500Call16.06.70.720.850.00-790.96917.36361.899.98289.6030.46
13:44:5611600Call7.62.70.550.910.00-549.36987.95450.6010.70161.2239.87
13:44:3111700Call3.71.20.480.950.00-349.021,037.82544.0812.3055.7660.78
13:44:5411800Call2.00.60.43-0.970.00203.30-1,071.72640.5526.5620.69247.19
13:42:2811900Call1.10.20.22-0.990.00108.82-1,094.72738.7428.6170.37273.99
13:42:2812000Call0.7-----0.990.0053.64-1,111.03837.8630.5999.71299.87
13:43:1012100Call0.50.10.25-1.000.0024.40-1,123.65937.4232.01115.71318.43
13:36:3812200Call0.4-----1.000.0010.26-1,134.401,037.1933.87123.98342.75
13:24:2512300Call0.3-----1.000.004.00-1,144.291,137.0435.67128.22366.27
13:44:1612400Call-------1.000.001.45-1,153.821,236.9237.44130.58389.41
13:44:5412500Call-------1.000.000.49-1,163.201,336.8239.16132.12411.90
13:43:5212600Call0.1-0.2-0.67-1.000.000.15-1,172.531,436.7240.85133.35433.99
13:43:5212700Call-------1.000.000.04-1,181.841,536.6242.50134.46455.56
10:37:0412800Call-------1.000.000.01-1,191.151,636.5244.11135.54476.60
10:37:048800Put------1.000.000.00818.922,359.5372.27-93.19844.71
13:44:168900Put0.4----1.000.000.00828.222,259.6369.77-94.25812.03
13:19:039000Put0.5----1.000.000.00837.532,159.7367.28-95.31779.48
12:57:539100Put0.5-0.1-0.171.000.000.00846.832,059.8364.79-96.36746.93
13:44:569200Put0.6-0.1-0.141.000.000.00856.141,959.9362.32-97.42714.64
13:43:559300Put0.7----1.000.000.00865.451,860.0359.86-98.48682.48
13:41:589400Put0.80.10.141.000.000.00874.751,760.1357.40-99.54650.33
13:42:259500Put0.8-0.1-0.111.000.000.00884.061,660.2354.95-100.60618.30
13:30:589600Put1.0-0.1-0.091.000.000.00893.361,560.3250.00-101.66553.59
13:44:309700Put1.2----1.000.000.01902.671,460.4240.95-102.72435.29
13:43:149800Put1.4-0.1-0.071.000.000.03911.971,360.5225.84-103.79237.78
13:43:549900Put1.8-0.1-0.051.000.000.16921.271,260.6224.15-104.92215.69
13:44:5610000Put2.1-0.4-0.161.000.000.69930.541,160.7222.45-106.23193.46
13:44:5910100Put2.6-0.8-0.240.000.00-2.550.210.0215.351.24100.65
13:44:4710200Put3.3-1.1-0.251.000.008.22948.47960.9819.06-112.03149.15
13:44:5410300Put4.4-1.5-0.250.000.00-23.302.280.2014.0811.3584.05
13:44:5310400Put6.0-2.1-0.260.990.0058.14961.49761.7310.97-138.3743.40
13:44:5010500Put8.0-2.5-0.240.010.00-128.2415.651.6812.7062.1066.01
13:44:5810600Put11.5-4-0.260.970.00250.87951.71565.4510.00-233.2630.72
13:44:5810700Put15.0-7-0.320.070.00-436.7069.429.2311.54209.6350.85
13:44:5910800Put21.5-10.5-0.33-0.880.00-678.58-879.22380.289.13438.0619.35
13:44:5810900Put33.5-13.5-0.29-0.200.00944.17-207.9035.0510.51-446.6537.39
13:44:5711000Put48.0-23-0.320.700.001,179.87708.39222.219.01-668.3217.78
13:44:5711100Put71.0-31-0.300.580.001,328.00591.09158.968.79-728.7614.90
13:44:5611200Put106.0-43-0.290.540.00-1,350.08576.92146.179.48606.8523.92
13:44:5811300Put154.0-55-0.260.660.00-1,243.05707.78207.549.52538.6424.44
13:44:5611400Put215.0-65-0.230.770.00-1,039.25823.47280.109.62423.9625.75
13:44:5611500Put292.0-69-0.190.850.00-790.96917.36361.899.98289.6030.46
13:44:5811600Put377.0-74-0.160.910.00-549.36987.95450.6010.70161.2239.87
13:44:5811700Put468.0-82-0.150.950.00-349.021,037.82544.0812.3055.7660.78
13:37:2311800Put585.0-65-0.10-0.970.00203.30-1,071.72640.5526.5620.69247.19
13:40:4711900Put-------0.990.00108.82-1,094.72738.7428.6170.37273.99
13:31:1812000Put-------0.990.0053.64-1,111.03837.8630.5999.71299.87
13:31:1812100Put-------1.000.0024.40-1,123.65937.4232.01115.71318.43
13:31:1812200Put-------1.000.0010.26-1,134.401,037.1933.87123.98342.75
13:31:1812300Put-------1.000.004.00-1,144.291,137.0435.67128.22366.27
13:31:1812400Put-------1.000.001.45-1,153.821,236.9237.44130.58389.41
13:31:1812500Put-------1.000.000.49-1,163.201,336.8239.16132.12411.90
13:31:1812600Put-------1.000.000.15-1,172.531,436.7240.85133.35433.99
13:31:1812700Put-------1.000.000.04-1,181.841,536.6242.50134.46455.56
13:31:1812800Put-------1.000.000.01-1,191.151,636.5244.11135.54476.60
2018/02 台指指數選擇權買權Call8800
成交價 --成交時間 10:54:73
漲跌 --買進 2,200.0
漲幅 --賣出 2,500.0
現量 開盤 0.0
總量 最高
未平倉量 2最低
內含價值0時間價值--
理論價值2,359.53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
2,210.0152,490.016
2,200.012,500.01
2,140.012,600.01
2,100.012,690.020
2,000.012,700.01
合計19合計39
33%
67%
 
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%
1.000.000.00818.922,359.5372.27-93.19844.71

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416.163.740.91%13:30
摩台指近1418.31.50.36%01:59
台指期近111139810.73%13:44
電子指數467.856.711.46%13:30
台電指近1467.756.751.46%13:44
金融指數1251.45-0.060%13:30
台金指近11249.4-1.2-0.1%13:44
小台指近111139810.73%13:44
名稱指數漲跌漲%時間
集中加權11125.9454.370.49%13:29
不含電子14943.83-53-0.35%13:29
不含金融9441.2256.530.6%13:29
台灣508481.64107.971.29%13:29
集中電子466.565.421.18%13:29
集中金融1248.36-3.15-0.25%13:29
店頭加權152.91-0.11-0.07%13:10
不含金融231.29-0.22-0.1%13:10
名稱成交漲跌漲%成交量
元大台灣50(0050)87.150.850.985278
中100(0051)32.33018
元大電子(0053)37.230.330.8923
元大台商50(0054)24.560.110.4520
寶金融(0055)17.100125
元大高股息(0056)26.00-0.02-0.082480