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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
08:53:178000Call-------1.000.000.00-481.881,890.62084.75-100.00
08:53:178100Call-------1.000.000.00-487.911,790.68085.81-100.00
08:53:178200Call-------1.000.000.00-493.931,690.750.0086.86-100.00
09:14:418300Call----------------------
09:15:218400Call-------1.000.000.00-505.981,490.870.0088.98-100.00
09:14:448500Call------1.000.000.00512.001,390.9467.27-90.04792.18
09:15:018600Call------00000.0020.960177.98
09:15:218700Call------1.000.000.00524.051,191.0736.21-92.16380.24
09:15:018800Call------1.000.000.00530.071,091.1333.65-93.22346.29
09:14:368900Call------1.000.000.00536.10991.1927.99-94.28271.22
09:15:099000Call------1.000.000.00542.12891.2639.76-95.34427.32
09:15:179100Call------0.000.000.040.000.0015.35-0.02103.58
09:15:179200Call------0.000.000.44-0.030.0014.34-0.2790.19
09:15:099300Call------0.000.003.64-0.250.0213.29-2.2376.26
09:15:099400Call489.0-10.001.000.0021.22564.50491.6717.00-112.55125.46
09:15:099500Call390.0----0.990.0087.50563.74392.5014.75-153.8795.62
09:15:079600Call299.0-4-0.010.950.00257.74547.11295.6613.28-257.4376.13
09:15:059700Call212.0-9-0.04-0.140.00547.88-85.9913.5010.15-327.5634.62
09:15:179800Call140.0-7-0.050.700.00848.81407.05127.5811.17-602.4948.14
09:15:229900Call84.0-5-0.06-0.490.00-967.62-285.3669.0210.47655.4138.86
09:15:2110000Call45.0-4-0.080.720.00-819.14436.51139.778.48435.5812.47
09:15:2110200Call10.5-1.5-0.13-0.950.00248.99-585.03311.740.00-52.85-100.00
09:15:2110400Call2.6-0.4-0.13-1.000.0025.49-624.38508.040.0093.86-100.00
09:15:0110600Call1.0----0.000.000.940.060.0012.20-0.6061.80
09:14:0210800Call0.50.10.250.000.000.010.000.0013.86-0.0183.82
09:14:0211000Call------0.000.000.000.000.0016.010.00112.33
09:14:0211200Call------0.000.000.000.000.0017.900.00137.40
09:14:0211400Call------0.000.000.000.000.0020.170.00167.51
08:57:3511600Call-------1.000.000.00-698.731,707.0863.88122.88747.21
08:57:358000Put-------1.000.000.00-481.881,890.62084.75-100.00
08:47:538100Put-------1.000.000.00-487.911,790.68085.81-100.00
09:09:368200Put-------1.000.000.00-493.931,690.750.0086.86-100.00
08:47:188300Put0.30.10.50----------------
09:13:298400Put-------1.000.000.00-505.981,490.870.0088.98-100.00
09:14:028500Put------1.000.000.00512.001,390.9467.27-90.04792.18
09:14:028600Put------00000.0020.960177.98
09:14:028700Put------1.000.000.00524.051,191.0736.21-92.16380.24
09:14:028800Put------1.000.000.00530.071,091.1333.65-93.22346.29
09:14:028900Put0.9----1.000.000.00536.10991.1927.99-94.28271.22
09:15:019000Put1.1----1.000.000.00542.12891.2639.76-95.34427.32
09:15:019100Put1.4-0.1-0.070.000.000.040.000.0015.35-0.02103.58
09:15:039200Put1.9----0.000.000.44-0.030.0014.34-0.2790.19
09:15:059300Put2.80.10.040.000.003.64-0.250.0213.29-2.2376.26
09:15:089400Put4.2----1.000.0021.22564.50491.6717.00-112.55125.46
09:15:209500Put6.80.20.030.990.0087.50563.74392.5014.75-153.8795.62
09:15:149600Put11.5----0.950.00257.74547.11295.6613.28-257.4376.13
09:15:159700Put20.0-0.5-0.02-0.140.00547.88-85.9913.5010.15-327.5634.62
09:15:239800Put36.0----0.700.00848.81407.05127.5811.17-602.4948.14
09:15:159900Put63.0-----0.490.00-967.62-285.3669.0210.47655.4138.86
09:15:2310000Put105.0----0.720.00-819.14436.51139.778.48435.5812.47
09:15:2310200Put167.020.01-0.950.00248.99-585.03311.740.00-52.85-100.00
09:15:1110400Put335.070.02-1.000.0025.49-624.38508.040.0093.86-100.00
09:15:0410600Put------0.000.000.940.060.0012.20-0.6061.80
09:15:0410800Put------0.000.000.010.000.0013.86-0.0183.82
09:15:0111000Put------0.000.000.000.000.0016.010.00112.33
09:15:0111200Put------0.000.000.000.000.0017.900.00137.40
09:15:0111400Put------0.000.000.000.000.0020.170.00167.51
09:14:3811600Put-------1.000.000.00-698.731,707.0863.88122.88747.21
2017/04 台指指數選擇權買權Call8000
成交價 --成交時間 08:31:72
漲跌 --買進 1,750.0
漲幅 --賣出 2,030.0
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1,890.62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
1,750.0202,030.020
1,740.012,040.01
1,450.0152,310.025
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%
-1.000.000.00-481.881,890.62084.75-100.00

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367.350.630.17%09:00
摩台指近1367.50.70.19%09:00
台指期近19897130.13%09:00
電子指數404.271.090.27%09:00
台電指近1404.10.550.14%09:00
金融指數1119.482.380.21%09:00
台金指近11119.20.80.07%09:00
小台指近19896120.12%09:00
名稱指數漲跌漲%時間
集中加權9897.5421.090.21%09:00
不含電子13740.434.350.25%09:00
不含金融8388.4817.690.21%09:00
台灣507430.286.140.08%09:00
集中電子403.910.730.18%09:00
集中金融1119.652.550.23%09:00
店頭加權134.670.480.36%09:00
不含金融189.410.780.41%09:00
名稱成交漲跌漲%成交量
元大台灣50(0050)74.500.250.34107
中100(0051)27.89019
元大電子(0053)32.00-0.12-0.3713
元大台商50(0054)23.110.060.262
寶金融(0055)14.98028
元大高股息(0056)24.830.080.3232
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