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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
69400/9700409.28990.8之外51.28%22.19倍$22.19
69500/9700410.59089.5之外51.15%22.08倍$22.08
69600/9700413.19186.9之外50.65%21.88倍$21.88
69400/9800317.29082.8之外49.91%28.37倍$28.37
69500/9800318.59181.5之外49.75%28.21倍$28.21
69600/9800321.19278.9之外49.32%27.90倍$27.90
69700/9800325.09375.0之外48.60%27.45倍$27.45
69400/9900229.29170.8之外47.94%38.74倍$38.74
69500/9900230.59269.5之外47.76%38.46倍$38.46
69600/9900233.19366.9之外47.17%37.92倍$37.92
69700/9900237.09463.0之外46.57%37.13倍$37.13
69800/9900244.59555.5之外45.67%35.69倍$35.69
69400/9600548.28851.8之外44.56%15.85倍$15.85
69500/9600549.58950.5之外44.29%15.79倍$15.79
69400/10000151.29248.8之外43.97%57.26倍$57.26
69500/10000152.59347.5之外43.83%56.69倍$56.69
610400/10800321.810078.2之外43.44%24.03倍$24.03
69600/10000155.19444.9之外43.42%55.57倍$55.57
610400/10600323.510076.5之外43.18%23.85倍$23.85
69700/10000159.09541.0之外43.06%53.96倍$53.96
69800/10000166.59633.5之外42.99%51.08倍$51.08
69900/10000179.09721.0之外42.82%46.82倍$46.82
610600/10800530.810069.2之外41.94%14.40倍$14.40
610200/10400164.510035.5之外38.52%44.41倍$44.41
610200/10600155.510044.5之外37.65%47.56倍$47.56
610200/10800153.810046.2之外37.60%48.19倍$48.19
610000/10200101.59898.5之外36.33%70.49倍$70.49
69900/1020077.59822.5之外32.52%95.42倍$95.42
69800/1020065.09735.0之外29.39%115.69倍$115.69
69700/1020057.59642.5之外27.84%132.09倍$132.09
69400/1020049.79350.3之外27.49%154.39倍$154.39
69600/1020053.69546.4之外27.32%142.43倍$142.43
69500/1020051.09449.0之外27.28%150.20倍$150.20
610000/1040066.59933.5之外26.58%94.51倍$94.51
610000/1060057.59942.5之外22.90%110.87倍$110.87
610000/1080055.89944.2之外22.28%114.55倍$114.55
69900/1040042.59857.5之外19.05%135.18倍$135.18
69900/1060033.59866.5之外14.03%167.61倍$167.61
69800/1040030.09770.0之外13.82%195.67倍$195.67
69900/1080031.89868.2之外13.10%177.11倍$177.11
69700/1040022.59677.5之外10.82%264.22倍$264.22
69600/1040018.69581.4之外9.52%321.72倍$321.72
69400/1040014.79385.3之外9.16%409.73倍$409.73
69500/1040016.09484.0之外9.12%375.63倍$375.63
69800/1060021.09779.0之外7.68%225.71倍$225.71
69800/1080019.39780.7之外6.48%246.48倍$246.48
69700/1060013.59686.5之外4.09%298.89倍$298.89
69700/1080011.89688.2之外2.76%324.75倍$324.75
69400/95001063.28336.8之外2.59%4.27倍$4.27
69600/106009.69590.4之外2.37%424.38倍$424.38
69500/106007.09493.0之外1.85%585.71倍$585.71
69400/106005.79394.3之外1.72%721.58倍$721.58
69600/108007.99592.1之外0.98%363.42倍$363.42
69500/108005.39494.7之外0.39%399.43倍$399.43
69400/108004.09396.0之外0.21%532.50倍$532.50
 
  • 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69400賣權409.2$2046023
買進69700買權409.2$2046023
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.002.34-0.16-1.43
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
14.328.1575.71
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
8990.8以下---2046051.28%65.04221.85%
買進勒式策略圖示
買進買權策略圖示
6月台指9400賣權
成交價 3.1成交時間 13:45:72
漲跌 0.20買進 3.0
漲跌幅 6.9%賣出 3.2
現量 1.0 開盤 2.9
總量 4,870 最高 3.5
未平倉量 15666 最低 2.8
內含價值0時間價值3.10
理論價值0.01折溢價%30,900.00
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
3.01833.22
2.953.310
2.8533.42
2.7583.57
2.6153.668
合計314合計89
78%
22%
名稱指數漲跌漲%時間
摩根現貨379.0500%13:30
摩台指近1377.10.90.24%13:44
台指期近110093-14-0.14%13:45
電子指數422.55-0.41-0.1%13:30
台電指近1422.3-0.6-0.14%13:44
金融指數1111.39-2.54-0.23%13:30
台金指近11109.8-4-0.36%13:44
小台指近110094-13-0.13%13:45
名稱指數漲跌漲%時間
集中加權10081.95-26.54-0.26%13:29
不含電子13593.41-20.84-0.15%13:29
不含金融8580.38-20.15-0.23%13:29
台灣507682.45-2.17-0.03%13:29
集中電子421.48-1.48-0.35%13:29
集中金融1108.85-5.08-0.46%13:29
店頭加權134.77-0.13-0.1%13:30
不含金融190.85-0.24-0.13%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)76.95-0.05-0.064013
中100(0051)28.25010
元大電子(0053)33.50-0.06-0.1814
元大台商50(0054)23.920.010.042
寶金融(0055)15.01058
元大高股息(0056)24.890.080.322784
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