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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
79700/9800433.69266.4之外80.34%22.84倍$22.84
79700/9900338.69361.4之外79.65%29.10倍$29.10
79800/9900342.59457.5之外79.10%28.66倍$28.66
79700/10000252.69447.4之外77.58%38.46倍$38.46
79800/10000256.59543.5之外77.02%37.72倍$37.72
79900/10000264.09636.0之外75.92%36.36倍$36.36
79700/10100174.69525.4之外74.28%54.38倍$54.38
79800/10100178.59621.5之外73.56%52.97倍$52.97
79900/10100186.09714.0之外72.26%50.43倍$50.43
710000/10100199.59800.5之外70.16%46.34倍$46.34
79700/10200111.69588.4之外67.80%81.76倍$81.76
79800/10200115.59684.5之外67.17%78.66倍$78.66
79900/10200123.09777.0之外65.93%73.25倍$73.25
710000/10200136.59863.5之外63.95%65.02倍$65.02
710100/10200159.09941.0之外60.08%54.40倍$54.40
79700/1030067.69632.4之外57.56%126.69倍$126.69
79800/1030071.59728.5之外56.81%119.23倍$119.23
79900/1030079.09821.0之外55.16%106.96倍$106.96
710000/1030092.59907.5之外53.31%89.89倍$89.89
710100/10300115.09985.0之外50.43%70.35倍$70.35
710200/10300152.010048.0之外45.54%50.79倍$50.79
79700/1040039.19660.9之外43.97%200.74倍$200.74
79800/1040043.09757.0之外43.35%181.63倍$181.63
79900/1040050.59849.5之外42.24%153.17倍$153.17
710000/1040064.09936.0之外39.92%118.75倍$118.75
710100/1040086.510013.5之外37.29%85.26倍$85.26
710200/10400123.510076.5之外33.46%56.72倍$56.72
79700/1050023.19676.9之外28.38%303.42倍$303.42
79800/1050027.09773.0之外27.67%258.15倍$258.15
710300/10400179.510120.5之外27.35%35.91倍$35.91
79900/1050034.59865.5之外26.82%199.86倍$199.86
710000/1050048.09952.0之外25.46%140.83倍$140.83
710100/1050070.510029.5之外23.93%92.70倍$92.70
710200/10500107.510092.5之外21.98%57.35倍$57.35
710300/10500163.510136.5之外19.15%34.28倍$34.28
710400/10500235.510164.5之外16.84%21.21倍$21.21
710700/10900495.010205.0之外15.78%10.91倍$10.91
710700/11000494.710205.3之外15.78%10.92倍$10.92
710700/11100494.510205.5之外15.78%10.93倍$10.93
710800/10900596.010204.0之外15.59%9.04倍$9.04
710800/11000595.710204.3之外15.59%9.05倍$9.05
710800/11100595.510204.5之外15.59%9.06倍$9.06
710700/10800495.910204.1之外15.59%10.87倍$10.87
710600/10900398.010202.0之外15.33%13.49倍$13.49
710600/11000397.710202.3之外15.33%13.51倍$13.51
710600/11100397.510202.5之外15.33%13.52倍$13.52
79700/1060015.09685.0之外15.32%406.00倍$406.00
710600/10800398.910201.1之外15.28%13.44倍$13.44
710600/10700400.510199.5之外15.12%13.35倍$13.35
79800/1060018.99781.1之外14.94%320.16倍$320.16
710500/10600312.410187.6之外14.65%16.73倍$16.73
710500/10900306.010194.0之外14.57%17.29倍$17.29
79900/1060026.49873.6之外14.57%226.36倍$226.36
710500/11000305.710194.3之外14.55%17.31倍$17.31
710500/11100305.510194.5之外14.55%17.33倍$17.33
710500/10700308.510191.5之外14.47%17.07倍$17.07
710500/10800306.910193.1之外14.47%17.21倍$17.21
710400/10600227.410172.6之外14.21%22.32倍$22.32
710000/1060039.99960.1之外14.17%146.39倍$146.39
710300/10600155.410144.6之外13.88%30.86倍$30.86
710100/1060062.410037.6之外13.85%90.00倍$90.00
710200/1060099.410100.6之外13.73%52.78倍$52.78
710400/10700223.510176.5之外13.15%22.89倍$22.89
710400/10800221.910178.1之外12.86%23.12倍$23.12
710400/10900221.010179.0之外12.78%23.26倍$23.26
710400/11000220.710179.3之外12.73%23.30倍$23.30
710400/11100220.510179.5之外12.72%23.33倍$23.33
710300/10700151.510148.5之外11.50%31.91倍$31.91
710300/10800149.910150.1之外10.55%32.36倍$32.36
710300/10900149.010151.0之外10.24%32.62倍$32.62
710300/11000148.710151.3之外10.13%32.70倍$32.70
710300/11100148.510151.5之外10.09%32.76倍$32.76
710200/1070095.510104.5之外9.63%46.02倍$46.02
710100/1070058.510041.5之外7.97%79.57倍$79.57
710200/1080093.910106.1之外7.76%46.98倍$46.98
710200/1090093.010107.0之外7.09%47.53倍$47.53
710000/1070036.09964.0之外6.87%135.56倍$135.56
710200/1100092.710107.3之外6.84%47.71倍$47.71
710200/1110092.510107.5之外6.79%47.84倍$47.84
79700/1070011.19688.9之外6.70%462.07倍$462.07
79800/1070015.09785.0之外6.54%339.33倍$339.33
79900/1070022.59877.5之外6.48%222.89倍$222.89
710100/1080056.910043.1之外5.28%66.45倍$66.45
710900/11000820.710079.3之外5.20%5.05倍$5.05
710900/11100820.510079.5之外5.20%5.05倍$5.05
710100/1090056.010044.0之外4.20%67.68倍$67.68
710100/1100055.710044.3之外3.85%68.10倍$68.10
710100/1110055.510044.5之外3.77%68.38倍$68.38
710000/1080034.49965.6之外3.55%113.26倍$113.26
79900/1080020.99879.1之外2.85%192.87倍$192.87
79700/108009.59690.5之外2.77%436.32倍$436.32
79800/1080013.49786.6之外2.66%306.42倍$306.42
710000/1090033.59966.5之外2.07%90.00倍$90.00
710000/1100033.29966.8之外1.62%90.90倍$90.90
710000/1110033.09967.0之外1.51%91.52倍$91.52
79900/1090020.09880.0之外1.14%152.00倍$152.00
79800/1090012.59787.5之外0.90%249.20倍$249.20
79700/109008.69691.4之外0.90%366.75倍$366.75
79900/1100019.79880.3之外0.61%109.29倍$109.29
711000/111001100.59899.5之外0.51%2.13倍$2.13
79900/1110019.59880.5之外0.45%110.51倍$110.51
79800/1100012.29787.8之外0.29%173.61倍$173.61
79700/110008.39691.7之外0.27%259.88倍$259.88
79800/1110012.09788.0之外0.12%102.50倍$102.50
79700/111008.19691.9之外0.09%143.09倍$143.09
 
  • 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79700賣權436.6$2168025
買進79800買權436.6$2168025
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.002.08-0.15-0.98
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
14.897.07110.61
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
9266.4以下---2168080.34%163.85228.41%
買進勒式策略圖示
買進買權策略圖示
7月台指9700賣權
成交價 7.5成交時間 13:45:35
漲跌 0.50買進 7.4
漲跌幅 7.14%賣出 7.6
現量 1.0 開盤 7.6
總量 4,065 最高 8.5
未平倉量 16777 最低 6.5
內含價值0時間價值7.50
理論價值0.01折溢價%74,900.00
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
7.4117.6207
7.3167.758
7.227.837
7.11778.031
7.0298.16
合計235合計339
41%
59%
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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