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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
11:42:017500Call------1.000.000.0020.551,829.54100.00-79.50969.52
11:42:017600Call------1.000.000.0020.821,729.54100.00-80.56969.52
11:42:017700Call------1.000.000.0021.101,629.54100.00-81.62969.52
11:42:017800Call------1.000.000.0021.371,529.55100.00-82.68969.52
11:42:017900Call------1.000.000.0021.641,429.55100.00-83.74969.52
11:42:018000Call------1.000.000.0021.921,329.55100.00-84.80969.52
11:43:258100Call------1.000.000.0022.191,229.56100.00-85.86969.52
11:42:408200Call------1.000.000.0022.471,129.56100.00-86.92969.52
11:43:588300Call1,040.0----1.000.000.0022.741,029.56100.00-87.98969.52
11:48:288400Call------1.000.000.0023.01929.56100.00-89.04969.52
11:50:078500Call------1.000.000.0023.29829.57100.00-90.10969.52
11:50:528600Call730.0-10-0.011.000.000.0023.56729.57100.00-91.16969.52
11:45:398700Call630.0-10-0.02-1.000.000.00-23.83629.570.0092.22-100.00
11:50:078800Call545.050.01-1.000.000.00-24.11529.580.0093.28-100.00
11:50:158900Call436.0-4-0.011.000.000.0024.38429.5857.47-94.34514.65
11:51:109000Call335.0-5-0.01-1.000.000.00-24.66329.5836.3695.40288.88
11:50:259050Call------0.000.000.000.000.0022.690.00142.67
11:51:259100Call228.0-12-0.051.000.000.0024.93229.5833.69-96.46260.32
11:50:589150Call180.0-10-0.050.000.000.070.000.0015.16-1.2362.14
11:51:289200Call128.0-12-0.091.000.003.2625.15129.6221.85-152.87133.69
11:51:249250Call76.0-17-0.180.960.0041.9024.3280.3214.52-809.1355.29
11:51:289300Call27.5-21.5-0.440.740.01157.5518.8836.688.74-2,761.49-6.52
11:51:279350Call1.2-16.3-0.930.330.01176.528.379.824.75-3,044.49-49.20
11:51:249400Call0.3-4.2-0.93-0.940.0060.08-24.1671.640.00-931.78-100.00
11:50:589450Call0.2-0.8-0.80-1.000.006.33-25.78120.470.00-8.31-100.00
11:50:589500Call0.1-0.4-0.80-1.000.000.21-26.02170.410.0097.09-100.00
11:50:589550Call0.1-0.1-0.50-1.000.000.00-26.16220.400.00101.19-100.00
11:51:199600Call0.1-0.1-0.500.000.000.000.000.0021.900.00134.22
11:06:259650Call0.1-0.1-0.50-1.000.000.00-26.44320.400.00102.29-100.00
10:40:499700Call0.1-0.1-0.501.000.000.0026.57370.400.00-102.82-100.00
11:24:279800Call0.1----1.000.000.0026.85470.400.00-103.88-100.00
10:54:069900Call0.1----1.000.000.0027.12570.390.00-104.94-100.00
10:57:0610000Call0.1-----1.000.000.00-27.40670.39100.00106.00969.52
10:54:0110200Call0.1-----1.000.000.00-27.94870.38100.00108.12969.52
10:53:2310400Call0.1-----1.000.000.00-28.491,070.38100.00110.24969.52
10:53:2110600Call0.1-----1.000.000.00-29.041,270.37100.00112.36969.52
10:53:1910800Call0.1-----1.000.000.00-29.591,470.37100.00114.48969.52
10:53:1811000Call0.1-----1.000.000.00-30.141,670.36100.00116.60969.52
10:53:187500Put0.1----1.000.000.0020.551,829.54100.00-79.50969.52
10:53:267600Put0.1----1.000.000.0020.821,729.54100.00-80.56969.52
10:53:297700Put0.1----1.000.000.0021.101,629.54100.00-81.62969.52
10:53:317800Put0.1----1.000.000.0021.371,529.55100.00-82.68969.52
10:53:327900Put0.1----1.000.000.0021.641,429.55100.00-83.74969.52
10:53:348000Put0.1----1.000.000.0021.921,329.55100.00-84.80969.52
10:53:368100Put0.1----1.000.000.0022.191,229.56100.00-85.86969.52
10:53:378200Put0.1----1.000.000.0022.471,129.56100.00-86.92969.52
10:53:398300Put0.1----1.000.000.0022.741,029.56100.00-87.98969.52
10:54:158400Put0.1----1.000.000.0023.01929.56100.00-89.04969.52
11:05:558500Put0.1----1.000.000.0023.29829.57100.00-90.10969.52
11:05:568600Put0.1----1.000.000.0023.56729.57100.00-91.16969.52
11:05:568700Put0.1-0.1-0.50-1.000.000.00-23.83629.570.0092.22-100.00
11:38:048800Put0.1-0.1-0.50-1.000.000.00-24.11529.580.0093.28-100.00
11:39:408900Put0.1-0.1-0.501.000.000.0024.38429.5857.47-94.34514.65
11:06:079000Put0.2-----1.000.000.00-24.66329.5836.3695.40288.88
11:51:139050Put0.1-0.2-0.670.000.000.000.000.0022.690.00142.67
11:51:109100Put------1.000.000.0024.93229.5833.69-96.46260.32
11:50:589150Put0.2-0.2-0.500.000.000.070.000.0015.16-1.2362.14
11:50:589200Put0.2-0.3-0.601.000.003.2625.15129.6221.85-152.87133.69
11:50:589250Put0.2-0.6-0.750.960.0041.9024.3280.3214.52-809.1355.29
11:51:279300Put0.3-3-0.910.740.01157.5518.8836.688.74-2,761.49-6.52
11:51:289350Put1.6-7.2-0.820.330.01176.528.379.824.75-3,044.49-49.20
11:51:289400Put24.5-1-0.04-0.940.0060.08-24.1671.640.00-931.78-100.00
11:51:229450Put73.0100.16-1.000.006.33-25.78120.470.00-8.31-100.00
11:51:259500Put124.0110.10-1.000.000.21-26.02170.410.0097.09-100.00
11:51:229550Put173.0110.07-1.000.000.00-26.16220.400.00101.19-100.00
11:50:589600Put222.0120.060.000.000.000.000.0021.900.00134.22
11:50:499650Put267.070.03-1.000.000.00-26.44320.400.00102.29-100.00
11:50:499700Put------1.000.000.0026.57370.400.00-102.82-100.00
11:50:349800Put------1.000.000.0026.85470.400.00-103.88-100.00
11:50:559900Put475.0150.031.000.000.0027.12570.390.00-104.94-100.00
11:50:0910000Put-------1.000.000.00-27.40670.39100.00106.00969.52
11:51:2210200Put-------1.000.000.00-27.94870.38100.00108.12969.52
11:51:2810400Put-------1.000.000.00-28.491,070.38100.00110.24969.52
11:51:2210600Put-------1.000.000.00-29.041,270.37100.00112.36969.52
11:42:1910800Put-------1.000.000.00-29.591,470.37100.00114.48969.52
11:42:1011000Put-------1.000.000.00-30.141,670.36100.00116.60969.52
2017/01 台指指數選擇權買權Call7500
成交價 --成交時間 11:20:12
漲跌 --買進 1,690.0
漲幅 --賣出 1,960.0
現量 開盤
總量 最高
未平倉量 1最低
內含價值0時間價值--
理論價值1,829.54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
1,690.0201,960.020
1,680.011,970.01
1,430.0152,250.025
0.000.00
0.000.00
合計36合計46
44%
56%
 
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%
1.000.000.0020.551,829.54100.00-79.50969.52

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346.98-1.34-0.38%11:47
摩台指近1346.5-1.6-0.46%11:47
台指期近19330-10-0.11%11:47
電子指數375.88-0.010%11:47
台電指近1375.40.40.11%11:47
金融指數1071.4-7.17-0.66%11:47
台金指近11072-6-0.56%11:47
小台指近19329-11-0.12%11:47
名稱指數漲跌漲%時間
集中加權9332.82-21.71-0.23%11:47
不含電子13150.66-71.08-0.54%11:47
不含金融7892.24-13.11-0.17%11:47
台灣507023.73-31.8-0.45%11:47
集中電子376.020.130.03%11:47
集中金融1071.42-7.15-0.66%11:47
店頭加權125.170.660.53%11:47
不含金融170.691.10.65%11:47
名稱成交漲跌漲%成交量
元大台灣50(0050)72.05-0.25-0.352965
中100(0051)26.15024
元大電子(0053)29.88-0.12-0.44
元大台商50(0054)21.60-0.08-0.3717
寶金融(0055)14.40056
元大高股息(0056)23.440.000166
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