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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
13:32:588400Call1,970.0-20-0.01-1.000.000.00-620.882,043.280.0088.97-100.00
13:32:588500Call-------1.000.000.00-628.271,943.360.0090.03-100.00
09:48:128600Call1,770.0-20-0.01-1.000.000.00-635.671,843.440.0091.09-100.00
09:48:128700Call1,670.0-20-0.01-1.000.000.00-643.061,743.520.0092.15-100.00
09:48:128800Call1,570.0-20-0.011.000.000.00650.451,643.6042.08-93.21362.42
13:43:228900Call1,470.0-20-0.011.000.000.00657.841,543.6832.49-94.27257.03
12:59:159000Call1,370.0-20-0.011.000.000.00665.231,443.7540.26-95.33342.42
13:37:559100Call1,270.0-20-0.02-1.000.000.00-672.621,343.830.0096.38-100.00
13:34:129200Call1,170.0-20-0.02-1.000.000.00-680.011,243.910.0097.44-100.00
13:25:099300Call1,070.0-20-0.02-1.000.00-0.02-687.411,143.990.0098.51-100.00
13:44:549400Call935.0-55-0.06-1.000.00-0.12-694.791,044.070.0099.64-100.00
13:44:189500Call850.0-40-0.040.000.000.69-0.050.0016.64-0.4282.86
13:44:159600Call775.0-15-0.020.000.003.22-0.240.0215.74-1.9472.97
13:44:559700Call645.0-45-0.070.000.00-10.400.850.0814.866.2763.30
13:44:559800Call550.0-40-0.071.000.0039.56720.63644.770.00-127.57-100.00
13:44:559900Call443.0-54-0.11-0.010.00105.32-11.411.3564.23-63.08605.82
13:44:5510000Call354.0-51-0.130.960.00235.19709.43448.520.00-246.16-100.00
13:44:5610100Call263.0-54-0.170.090.00-442.7466.5810.1913.24262.4845.49
13:44:5710200Call186.0-49-0.210.830.00706.08624.44267.620.00-523.31-100.00
13:44:5810300Call121.0-41-0.25-0.280.00958.57-220.9845.7313.77-557.2951.32
13:44:5810400Call71.0-31-0.300.570.001,112.89433.77126.693.45-745.93-62.09
13:44:5710500Call39.0-21-0.35-0.580.001,109.89-457.20133.0716.13-616.4277.25
13:44:5710600Call19.0-12.5-0.400.700.00-987.63555.52188.4417.82527.2295.82
13:45:0010700Call8.9-6.1-0.410.830.00-711.77663.18277.6820.10342.29120.88
13:44:5910800Call3.8-3.4-0.470.900.00-498.67721.90351.9422.42202.95146.37
13:44:5710900Call1.4-1.4-0.500.950.00-288.47768.18444.9824.9167.16173.74
13:44:5711000Call0.7-0.6-0.460.980.00-146.22796.60541.7225.92-24.31184.84
13:44:5711100Call0.3-0.2-0.40-0.010.00-56.56-5.500.608.2435.54-9.45
13:44:5711200Call0.2-0.1-0.330.000.0021.791.890.199.34-13.662.64
13:44:5711400Call0.20.11.000.000.002.250.160.0111.48-1.4126.15
13:44:5711600Call------0.000.000.190.010.0013.55-0.1248.90
13:44:5711800Call------0.000.000.010.000.0015.54-0.0170.77
08:54:3412000Call------0.000.000.000.000.0015.930.0075.05
08:47:0112200Call------0.000.000.000.000.0017.670.0094.18
08:47:018400Put-------1.000.000.00-620.882,043.280.0088.97-100.00
13:29:158500Put0.3-----1.000.000.00-628.271,943.360.0090.03-100.00
11:31:018600Put-------1.000.000.00-635.671,843.440.0091.09-100.00
13:16:048700Put0.3-0.1-0.25-1.000.000.00-643.061,743.520.0092.15-100.00
10:46:438800Put0.5----1.000.000.00650.451,643.6042.08-93.21362.42
13:41:478900Put0.60.10.201.000.000.00657.841,543.6832.49-94.27257.03
13:06:139000Put0.80.10.141.000.000.00665.231,443.7540.26-95.33342.42
13:43:219100Put0.9-----1.000.000.00-672.621,343.830.0096.38-100.00
13:44:579200Put1.1-----1.000.000.00-680.011,243.910.0097.44-100.00
13:44:579300Put1.40.10.08-1.000.00-0.02-687.411,143.990.0098.51-100.00
13:44:579400Put1.6-0.1-0.06-1.000.00-0.12-694.791,044.070.0099.64-100.00
13:44:379500Put2.0-0.1-0.050.000.000.69-0.050.0016.64-0.4282.86
13:44:589600Put2.6-0.1-0.040.000.003.22-0.240.0215.74-1.9472.97
13:44:579700Put3.6-0.1-0.030.000.00-10.400.850.0814.866.2763.30
13:44:579800Put5.20.20.041.000.0039.56720.63644.770.00-127.57-100.00
13:44:579900Put7.70.50.07-0.010.00105.32-11.411.3564.23-63.08605.82
13:44:5510000Put12.52.50.250.960.00235.19709.43448.520.00-246.16-100.00
13:44:5710100Put21.040.240.090.00-442.7466.5810.1913.24262.4845.49
13:44:5710200Put34.580.300.830.00706.08624.44267.620.00-523.31-100.00
13:44:5710300Put58.014.50.33-0.280.00958.57-220.9845.7313.77-557.2951.32
13:44:5810400Put92.0210.300.570.001,112.89433.77126.693.45-745.93-62.09
13:44:5710500Put142.0310.28-0.580.001,109.89-457.20133.0716.13-616.4277.25
13:44:5510600Put211.0430.260.700.00-987.63555.52188.4417.82527.2295.82
13:44:4610700Put291.0500.210.830.00-711.77663.18277.6820.10342.29120.88
13:44:5510800Put376.0530.160.900.00-498.67721.90351.9422.42202.95146.37
13:44:3010900Put475.0560.130.950.00-288.47768.18444.9824.9167.16173.74
13:44:3011000Put------0.980.00-146.22796.60541.7225.92-24.31184.84
13:44:5711100Put630.0200.03-0.010.00-56.56-5.500.608.2435.54-9.45
13:44:5711200Put755.0450.060.000.0021.791.890.199.34-13.662.64
13:44:5711400Put------0.000.002.250.160.0111.48-1.4126.15
13:44:5711600Put------0.000.000.190.010.0013.55-0.1248.90
13:44:5711800Put------0.000.000.010.000.0015.54-0.0170.77
13:44:5712000Put------0.000.000.000.000.0015.930.0075.05
10:19:3712200Put------0.000.000.000.000.0017.670.0094.18
2017/08 台指指數選擇權買權Call8400
成交價 1,970.0成交時間 13:25:81
漲跌 -20.00買進 0.0
漲幅 -1.01賣出 0.0
現量 1.0開盤 1,970.0
總量 1最高 1,970.0
未平倉量 1最低 1,970.0
內含價值0時間價值1,970.00
理論價值2,043.28折溢價%-3.59
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
1,790.0202,080.020
1,770.012,090.01
0.000.00
0.000.00
0.000.00
合計21合計21
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%
-1.000.000.00-620.882,043.280.0088.97-100.00

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394.51-2.77-0.7%09:59
摩台指近1393.9-2.3-0.58%10:00
台指期近110329-62-0.6%13:45
電子指數441.2-3.65-0.82%13:30
台電指近1437.65-3.15-0.71%13:44
金融指數1140.34-6.4-0.56%13:30
台金指近11125-6.8-0.6%13:44
小台指近110327-64-0.62%13:44
名稱指數漲跌漲%時間
集中加權10451.7-47.66-0.45%13:29
不含電子13887.34-30.72-0.22%13:29
不含金融8904.33-40.35-0.45%13:29
台灣507983.1-69.01-0.86%13:29
集中電子442.02-2.83-0.64%13:29
集中金融1141.31-5.43-0.47%13:29
店頭加權138.560.40.29%13:30
不含金融201.14-0.04-0.02%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)82.10-0.55-0.674456
中100(0051)29.90058
元大電子(0053)35.94-0.19-0.5369
元大台商50(0054)25.52-0.20-0.7848
寶金融(0055)15.83024
元大高股息(0056)26.11-0.14-0.531096
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