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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
13:44:037000Call-------1.000.000.00-459.953,106.830.0074.15-100.00
13:44:037100Call------1.000.000.00466.523,006.90100.00-75.211,126.99
13:44:037200Call-------1.000.000.00-473.092,906.970.0076.27-100.00
13:44:037300Call------1.000.000.00479.672,807.04100.00-77.331,126.99
13:44:037400Call-------1.000.000.00-486.242,707.110.0078.39-100.00
13:44:037500Call------1.000.000.00492.812,607.18100.00-79.441,126.99
13:44:127600Call------1.000.000.00499.382,507.25100.00-80.501,126.99
13:44:127700Call------1.000.000.00505.952,407.32100.00-81.561,126.99
13:44:267800Call------1.000.000.00512.522,307.38100.00-82.621,126.99
13:44:127900Call-------1.000.000.00-519.092,207.450.0083.68-100.00
13:44:128000Call------1.000.000.00525.662,107.52100.00-84.741,126.99
13:44:128100Call------1.000.000.00532.232,007.59100.00-85.801,126.99
13:44:268200Call------1.000.000.00538.801,907.66100.00-86.861,126.99
13:44:038300Call-------1.000.000.00-545.371,807.730.0087.92-100.00
13:44:518400Call------1.000.000.00551.941,707.80100.00-88.981,126.99
13:44:038500Call------0.000.000.000.000.0024.470.00200.25
13:44:518600Call------1.000.000.00565.091,507.94100.00-91.101,126.99
13:44:038700Call------1.000.000.00571.661,408.01100.00-92.161,126.99
13:44:038800Call------1.000.000.00578.231,308.08100.00-93.221,126.99
13:44:518900Call------1.000.000.00584.801,208.1597.72-94.271,099.02
13:44:269000Call1,090.0-20-0.021.000.000.00591.371,108.2291.23-95.331,019.39
13:44:039100Call------1.000.000.00597.941,008.2989.40-96.39996.93
13:44:039200Call890.0-20-0.020.000.000.040.000.0048.10-0.02490.18
13:44:509300Call------0.000.000.34-0.020.0015.31-0.2187.85
13:44:309400Call690.0-20-0.030.000.002.34-0.160.0114.32-1.4375.71
13:44:439500Call595.0-15-0.021.000.0012.06623.27608.6671.44-107.95776.56
13:44:519600Call505.0-10-0.020.990.0047.43626.43509.0919.14-130.38134.85
13:44:579700Call404.0-14-0.030.020.00-143.6315.721.8711.3286.4838.90
13:44:519800Call313.0-10-0.030.930.00337.59598.79315.087.82-305.74-4.05
13:44:579900Call224.0-11-0.05-0.160.00620.48-104.9217.4210.13-367.6324.29
13:44:5510000Call147.0-10-0.060.300.00-898.40200.8240.339.64524.4018.28
13:44:5910200Call46.0-6-0.120.660.00-946.81448.90137.739.63514.4118.16
13:44:5910400Call11.0-3-0.21-0.090.00-416.83-58.498.618.69267.756.63
13:44:5910600Call2.4-0.6-0.20-0.010.00-80.56-7.870.879.2651.2013.62
13:42:3710800Call0.8-0.1-0.110.000.007.160.530.0510.78-4.5232.27
13:42:0311000Call0.4-0.1-0.200.000.000.310.020.0012.67-0.1955.46
13:42:3011200Call0.2-0.2-0.500.000.000.010.000.0021.290.00161.23
13:44:5711400Call------0.000.000.000.000.0015.900.0095.09
13:44:3711600Call------0.000.000.000.000.0017.970.00120.49
08:51:0911800Call------0.000.000.000.000.0019.990.00145.28
08:51:0912000Call-------1.000.000.00-788.491,889.69100.00127.111,126.99
08:51:097000Put-------1.000.000.00-459.953,106.830.0074.15-100.00
13:44:037100Put0.1----1.000.000.00466.523,006.90100.00-75.211,126.99
13:44:037200Put-------1.000.000.00-473.092,906.970.0076.27-100.00
13:44:037300Put------1.000.000.00479.672,807.04100.00-77.331,126.99
13:44:037400Put-------1.000.000.00-486.242,707.110.0078.39-100.00
13:44:037500Put------1.000.000.00492.812,607.18100.00-79.441,126.99
13:44:037600Put------1.000.000.00499.382,507.25100.00-80.501,126.99
13:44:127700Put------1.000.000.00505.952,407.32100.00-81.561,126.99
13:44:127800Put------1.000.000.00512.522,307.38100.00-82.621,126.99
13:44:127900Put0.2-----1.000.000.00-519.092,207.450.0083.68-100.00
13:44:128000Put------1.000.000.00525.662,107.52100.00-84.741,126.99
13:44:128100Put------1.000.000.00532.232,007.59100.00-85.801,126.99
13:44:038200Put------1.000.000.00538.801,907.66100.00-86.861,126.99
13:44:128300Put0.30.10.50-1.000.000.00-545.371,807.730.0087.92-100.00
13:38:248400Put------1.000.000.00551.941,707.80100.00-88.981,126.99
13:32:098500Put------0.000.000.000.000.0024.470.00200.25
13:42:428600Put0.5----1.000.000.00565.091,507.94100.00-91.101,126.99
13:44:588700Put0.5----1.000.000.00571.661,408.01100.00-92.161,126.99
13:43:518800Put0.7----1.000.000.00578.231,308.08100.00-93.221,126.99
13:42:428900Put0.9----1.000.000.00584.801,208.1597.72-94.271,099.02
13:44:409000Put0.9----1.000.000.00591.371,108.2291.23-95.331,019.39
13:44:309100Put1.1----1.000.000.00597.941,008.2989.40-96.39996.93
13:44:589200Put1.3-0.1-0.070.000.000.040.000.0048.10-0.02490.18
13:44:479300Put1.70.10.060.000.000.34-0.020.0015.31-0.2187.85
13:44:539400Put2.30.20.100.000.002.34-0.160.0114.32-1.4375.71
13:44:579500Put3.10.20.071.000.0012.06623.27608.6671.44-107.95776.56
13:44:549600Put4.30.50.130.990.0047.43626.43509.0919.14-130.38134.85
13:44:519700Put6.81.30.240.020.00-143.6315.721.8711.3286.4838.90
13:44:569800Put10.01.40.160.930.00337.59598.79315.087.82-305.74-4.05
13:44:599900Put18.030.20-0.160.00620.48-104.9217.4210.13-367.6324.29
13:44:5910000Put30.53.50.130.300.00-898.40200.8240.339.64524.4018.28
13:44:5910200Put54.050.100.660.00-946.81448.90137.739.63514.4118.16
13:44:5410400Put153.080.06-0.090.00-416.83-58.498.618.69267.756.63
13:44:5410600Put318.0120.04-0.010.00-80.56-7.870.879.2651.2013.62
13:44:5010800Put510.0150.030.000.007.160.530.0510.78-4.5232.27
13:44:4311000Put------0.000.000.310.020.0012.67-0.1955.46
13:44:3711200Put------0.000.000.010.000.0021.290.00161.23
13:44:0311400Put------0.000.000.000.000.0015.900.0095.09
13:44:0311600Put------0.000.000.000.000.0017.970.00120.49
13:44:0311800Put------0.000.000.000.000.0019.990.00145.28
13:44:0312000Put-------1.000.000.00-788.491,889.69100.00127.111,126.99
2017/06 台指指數選擇權買權Call7000
成交價 --成交時間 13:40:34
漲跌 --買進 2,670.0
漲幅 --賣出 3,550.0
現量 開盤 0.0
總量 最高
未平倉量 3最低
內含價值0時間價值--
理論價值3,106.83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
2,930.013,240.01
2,670.0153,550.025
0.000.00
0.000.00
0.000.00
合計16合計26
38%
62%
 
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%
-1.000.000.00-459.953,106.830.0074.15-100.00

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379.0500%13:30
摩台指近1377.10.90.24%13:44
台指期近110093-14-0.14%13:45
電子指數422.55-0.41-0.1%13:30
台電指近1422.3-0.6-0.14%13:44
金融指數1111.39-2.54-0.23%13:30
台金指近11109.8-4-0.36%13:44
小台指近110094-13-0.13%13:45
名稱指數漲跌漲%時間
集中加權10081.95-26.54-0.26%13:29
不含電子13593.41-20.84-0.15%13:29
不含金融8580.38-20.15-0.23%13:29
台灣507682.45-2.17-0.03%13:29
集中電子421.48-1.48-0.35%13:29
集中金融1108.85-5.08-0.46%13:29
店頭加權134.77-0.13-0.1%13:30
不含金融190.85-0.24-0.13%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)76.95-0.05-0.064013
中100(0051)28.25010
元大電子(0053)33.50-0.06-0.1814
元大台商50(0054)23.920.010.042
寶金融(0055)15.01058
元大高股息(0056)24.890.080.322784
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