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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
08:51:268100Call------1.000.000.00620.862,305.640.00-85.79-100.00
08:51:268200Call------1.000.000.00628.532,205.720.00-86.85-100.00
08:51:268300Call------1.000.000.00636.192,105.810.00-87.91-100.00
13:44:118400Call------1.000.000.00643.862,005.890.00-88.97-100.00
13:44:118500Call------1.000.000.00651.521,905.970.00-90.03-100.00
13:44:118600Call------1.000.000.00659.191,806.050.00-91.09-100.00
13:44:268700Call------1.000.000.00666.851,706.130.00-92.15-100.00
13:44:118800Call------1.000.000.00650.451,584.6082.30-93.211,064.07
13:44:388900Call------1.000.000.00682.181,506.290.00-94.26-100.00
13:44:389000Call------1.000.000.00689.851,406.370.00-95.32-100.00
13:44:389100Call------0.000.000.000.000.0019.810.00180.20
13:44:569200Call------1.000.000.00705.181,206.540.00-97.44-100.00
13:44:569300Call------1.000.000.00712.841,106.620.00-98.50-100.00
13:44:569400Call------1.000.000.00720.511,006.700.00-99.56-100.00
13:44:569500Call715.0-20-0.030.000.00-0.030.000.0016.230.01129.56
13:44:569600Call620.0-15-0.020.000.000.27-0.020.0015.59-0.13120.51
13:44:569700Call520.0-15-0.031.000.002.07743.35706.950.00-103.68-100.00
13:44:569800Call425.0-16-0.041.000.0011.91723.38585.450.00-109.37-100.00
13:44:569900Call337.0-11-0.030.990.0047.13754.22507.490.00-126.24-100.00
13:44:5610000Call245.0-15-0.06-0.020.00161.69-18.881.8514.01-74.8998.16
13:44:5610100Call168.0-13-0.070.940.00361.81722.48313.090.00-268.91-100.00
13:44:5910200Call104.0-10-0.090.850.00680.12658.60223.930.00-408.84-100.00
13:44:5810300Call60.0-8-0.120.700.00996.97549.51146.630.00-541.84-100.00
13:44:5610400Call30.5-6-0.16-0.520.001,123.94-408.9387.2731.30-480.79342.72
13:44:4710500Call15.5-2.5-0.14-0.710.00964.52-556.94149.9721.61-383.07205.66
13:44:5310600Call7.0-1.6-0.190.180.00757.50142.5820.075.43-373.70-23.20
13:44:4410700Call3.3-0.9-0.210.080.00439.9365.557.756.19-214.65-12.45
13:44:3410800Call1.8-0.3-0.140.030.00205.9925.222.556.95-99.75-1.70
13:44:1110900Call0.9-0.1-0.100.990.00-78.23827.39492.7924.53-77.77246.96
13:44:1111000Call0.6-0.2-0.251.000.00-24.23840.98592.1722.87-104.88223.48
13:44:1111100Call------1.000.00-3.09820.23713.610.00-116.05-100.00
13:44:1111200Call0.4-----1.000.000.56-827.81813.5282.23118.351,063.08
13:44:1111400Call0.3-0.1-0.25-1.000.000.01-842.631,013.3688.03120.741,145.12
13:44:1111600Call------1.000.000.00889.141,191.5129.99-122.86324.19
13:44:1111800Call------0.000.000.000.000.0014.500.00105.09
13:44:1112000Call0.1----0.000.000.000.000.0016.260.00129.99
13:44:118100Put0.1----1.000.000.00620.862,305.640.00-85.79-100.00
13:44:118200Put0.30.22.001.000.000.00628.532,205.720.00-86.85-100.00
13:44:118300Put------1.000.000.00636.192,105.810.00-87.91-100.00
13:44:118400Put0.3----1.000.000.00643.862,005.890.00-88.97-100.00
13:44:118500Put0.4----1.000.000.00651.521,905.970.00-90.03-100.00
13:44:118600Put------1.000.000.00659.191,806.050.00-91.09-100.00
13:44:118700Put0.5-0.2-0.291.000.000.00666.851,706.130.00-92.15-100.00
13:30:508800Put0.7----1.000.000.00650.451,584.6082.30-93.211,064.07
13:44:398900Put0.7-0.1-0.131.000.000.00682.181,506.290.00-94.26-100.00
13:44:429000Put0.9----1.000.000.00689.851,406.370.00-95.32-100.00
13:44:309100Put1.1-0.1-0.080.000.000.000.000.0019.810.00180.20
13:44:309200Put1.4----1.000.000.00705.181,206.540.00-97.44-100.00
13:44:549300Put1.5-0.1-0.061.000.000.00712.841,106.620.00-98.50-100.00
13:44:479400Put1.9-0.2-0.101.000.000.00720.511,006.700.00-99.56-100.00
13:44:449500Put2.60.20.080.000.00-0.030.000.0016.230.01129.56
13:44:539600Put3.50.10.030.000.000.27-0.020.0015.59-0.13120.51
13:44:509700Put5.00.30.061.000.002.07743.35706.950.00-103.68-100.00
13:44:539800Put7.50.50.071.000.0011.91723.38585.450.00-109.37-100.00
13:44:579900Put11.51.50.150.990.0047.13754.22507.490.00-126.24-100.00
13:44:5910000Put18.020.13-0.020.00161.69-18.881.8514.01-74.8998.16
13:44:5810100Put31.530.110.940.00361.81722.48313.090.00-268.91-100.00
13:44:4910200Put53.050.100.850.00680.12658.60223.930.00-408.84-100.00
13:44:5910300Put90.080.100.700.00996.97549.51146.630.00-541.84-100.00
13:44:5910400Put144.080.06-0.520.001,123.94-408.9387.2731.30-480.79342.72
13:44:5010500Put216.0140.07-0.710.00964.52-556.94149.9721.61-383.07205.66
13:44:5010600Put301.0170.060.180.00757.50142.5820.075.43-373.70-23.20
13:44:5610700Put400.0230.060.080.00439.9365.557.756.19-214.65-12.45
13:44:3810800Put490.0180.040.030.00205.9925.222.556.95-99.75-1.70
13:44:5610900Put585.0150.030.990.00-78.23827.39492.7924.53-77.77246.96
13:44:3811000Put685.0150.021.000.00-24.23840.98592.1722.87-104.88223.48
13:44:5611100Put------1.000.00-3.09820.23713.610.00-116.05-100.00
13:44:1111200Put-------1.000.000.56-827.81813.5282.23118.351,063.08
13:44:1111400Put-------1.000.000.01-842.631,013.3688.03120.741,145.12
13:44:1111600Put------1.000.000.00889.141,191.5129.99-122.86324.19
13:44:1111800Put------0.000.000.000.000.0014.500.00105.09
13:44:1112000Put------0.000.000.000.000.0016.260.00129.99
2017/07 台指指數選擇權買權Call8100
成交價 --成交時間 08:12:63
漲跌 --買進 1,680.0
漲幅 --賣出 2,570.0
現量 開盤 0.0
總量 最高
未平倉量 0最低
內含價值0時間價值--
理論價值2,305.64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
0.000.00
0.000.00
0.000.00
0.000.00
0.000.00
合計0合計0
0%
0%
 
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%
1.000.000.00620.862,305.640.00-85.79-100.00

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391.89-0.59-0.15%13:30
摩台指近1389.40.10.03%01:57
台指期近110215-16-0.16%13:45
電子指數440.03-1.06-0.24%13:30
台電指近1433.8-0.75-0.17%13:44
金融指數1116.11-1.8-0.16%13:30
台金指近11101.6-2.6-0.24%13:44
小台指近110214-17-0.17%13:45
名稱指數漲跌漲%時間
集中加權10379.83-19.23-0.18%13:30
不含電子13741.21-23.92-0.17%13:30
不含金融8863.35-15.97-0.18%13:30
台灣507944.16-12.17-0.15%13:30
集中電子440.23-0.86-0.19%13:30
集中金融1115.44-2.47-0.22%13:30
店頭加權136.22-0.43-0.31%13:30
不含金融194.08-0.96-0.49%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)79.70-0.05-0.068509
中100(0051)29.09067
元大電子(0053)35.00-0.03-0.0947
元大台商50(0054)24.89-0.05-0.2175
寶金融(0055)15.10044
元大高股息(0056)25.48-0.08-0.31989
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