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買進勒式 (Buy Strangle)月份
月份 履約價 參考價 損益平衡點 到期達成率 最大獲利倍數 付出權利 分析
59100/9200668.08432.0之外48.88%12.05倍$12.05
59100/9300568.08532.0之外48.88%14.17倍$14.17
59100/9400468.08632.0之外48.88%17.20倍$17.20
59200/9300568.78631.3之外48.88%14.14倍$14.14
59200/9400468.78731.3之外48.88%17.16倍$17.16
59200/9500369.78830.3之外48.58%21.73倍$21.73
59100/9500369.08731.0之外48.58%21.79倍$21.79
59300/9400469.88830.2之外48.58%17.10倍$17.10
59300/9500370.88929.2之外48.42%21.63倍$21.63
59400/9500372.69027.4之外48.00%21.48倍$21.48
59100/9600276.08824.0之外47.33%28.88倍$28.88
59200/9600276.78923.3之外47.33%28.78倍$28.78
510200/10400351.09849.0之外47.24%21.99倍$21.99
510200/10600350.49849.6之外47.24%22.05倍$22.05
510400/10600550.49849.6之外47.24%14.04倍$14.04
59300/9600277.89022.2之外47.14%28.63倍$28.63
59400/9600279.69120.4之外46.81%28.38倍$28.38
59500/9600283.09217.0之外46.18%27.92倍$27.92
59200/9700191.79008.3之外44.49%40.76倍$40.76
59100/9700191.08909.0之外44.49%40.94倍$40.94
59900/10000131.59768.5之外44.33%52.59倍$52.59
59800/9900118.09682.0之外44.28%55.51倍$55.51
59300/9700192.89107.2之外44.27%40.47倍$40.47
59400/9700194.69205.4之外44.05%40.00倍$40.00
59500/9700198.09302.0之外43.80%39.14倍$39.14
59600/9700205.59394.5之外43.66%37.35倍$37.35
510000/10200176.39823.7之外43.45%42.35倍$42.35
510000/10400173.09827.0之外43.26%43.35倍$43.35
510000/10600172.49827.6之外43.13%43.54倍$43.54
59700/9800146.09554.0之外43.09%49.80倍$49.80
59600/9800131.59468.5之外41.20%56.39倍$56.39
59200/9800117.79082.3之外40.43%64.17倍$64.17
59100/9800117.08983.0之外40.42%64.62倍$64.62
59500/9800124.09376.0之外40.37%60.40倍$60.40
59300/9800118.89181.2之外40.29%63.49倍$63.49
59400/9800120.69279.4之外40.28%62.39倍$62.39
59800/1000085.59714.5之外40.11%74.56倍$74.56
59700/990092.09608.0之外39.55%74.02倍$74.02
59900/10200108.39791.7之外39.10%65.99倍$65.99
59900/10400105.09795.0之外37.84%68.38倍$68.38
59900/10600104.49795.6之外37.56%68.83倍$68.83
59600/990077.59522.5之外36.03%89.74倍$89.74
59700/1000059.59640.5之外33.87%103.11倍$103.11
59500/990070.09430.0之外33.56%100.43倍$100.43
59400/990066.69333.4之外32.69%106.07倍$106.07
59300/990064.89235.2之外32.63%109.29倍$109.29
59200/990063.79136.3之外32.61%111.35倍$111.35
59100/990063.09037.0之外32.60%112.70倍$112.70
59800/1020062.39737.7之外31.85%106.05倍$106.05
59800/1040059.09741.0之外29.41%112.54倍$112.54
59800/1060058.49741.6之外28.91%113.80倍$113.80
59600/1000045.09555.0之外28.21%139.56倍$139.56
59500/1000037.59462.5之外24.35%169.47倍$169.47
59400/1000034.19365.9之外22.89%187.36倍$187.36
59100/1000030.59069.5之外22.41%210.66倍$210.66
59300/1000032.39267.7之外22.37%198.36倍$198.36
59700/1020036.39663.7之外22.32%161.63倍$161.63
59200/1000031.29168.8之外22.26%205.71倍$205.71
59700/1040033.09667.0之外18.75%178.79倍$178.79
59700/1060032.49667.6之外18.13%182.28倍$182.28
59600/1020021.89578.2之外14.49%229.91倍$229.91
59600/1040018.59581.5之外10.28%272.70倍$272.70
59600/1060017.99582.1之外9.69%282.18倍$282.18
59500/1020014.39485.7之外9.38%320.77倍$320.77
59400/1020010.99389.1之外7.09%423.95倍$423.95
59300/102009.19290.9之外6.22%509.78倍$509.78
59100/102007.39092.7之外5.97%637.95倍$637.95
59200/102008.09192.0之外5.95%581.25倍$581.25
59500/1040011.09489.0之外4.70%374.55倍$374.55
59500/1060010.49489.6之外3.98%396.73倍$396.73
59400/104007.69392.4之外2.12%415.00倍$415.00
59400/106007.09393.0之外1.42%451.43倍$451.43
59300/104005.89294.2之外1.22%460.69倍$460.69
59200/104004.79195.3之外0.87%570.85倍$570.85
59100/104004.09096.0之外0.82%672.50倍$672.50
59300/106005.29294.8之外0.50%418.85倍$418.85
59200/106004.19195.9之外0.13%290.00倍$290.00
59100/106003.49096.6之外0.08%204.71倍$204.71
 
  • 策略分析
買進勒式 (Buy Strangle)
買/賣月份履約價型式參考價權利金距到期日數部位分析
買進59100賣權992.9$3340018
買進59200買權992.9$3340018
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.000.89-0.05-0.76
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
17.269.3484.80
損益分析 (Profit & Loss Analysis)
損益平衡點(BEP)最大獲利(MP)最大損失(ML)到期達成率最大獲利倍數期望報酬率
8432.0以下---3340048.88%7.78120.51%
買進勒式策略圖示
買進買權策略圖示
5月台指9100賣權
成交價 2.9成交時間 13:45:60
漲跌 -0.50買進 2.8
漲跌幅 -14.71%賣出 2.9
現量 26.0 開盤 3.0
總量 1,805 最高 3.3
未平倉量 13409 最低 2.9
內含價值0時間價值2.90
理論價值0.01折溢價%28,900.00
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
2.8112.9180
2.71693.01
2.6203.16
2.543.21
2.023.36
合計206合計194
52%
49%
名稱指數漲跌漲%時間
摩根現貨367.650.830.23%13:30
摩台指近1367.30.30.08%02:00
台指期近19857190.19%13:45
電子指數408.081.540.38%13:30
台電指近1406.951.60.39%13:44
金融指數1095.76-2.72-0.25%13:30
台金指近11094.8-3.6-0.33%13:44
小台指近19858200.2%13:44
名稱指數漲跌漲%時間
集中加權9868.187.560.08%13:29
不含電子13501.33-21.79-0.16%13:29
不含金融8386.119.810.12%13:29
台灣507448.7114.250.19%13:29
集中電子407.661.120.28%13:29
集中金融1096.32-2.16-0.2%13:29
店頭加權133.060.380.29%13:30
不含金融187.810.580.31%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)74.550.050.074388
中100(0051)27.74018
元大電子(0053)32.420.140.4318
元大台商50(0054)23.580.0002
寶金融(0055)14.8008
元大高股息(0056)24.450.010.042086
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