鉅亨網鉅亨網

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
129400/9500114.09286.0之外57.67%93.86倍$93.86
129300/9400118.59181.5之外54.89%81.48倍$81.48
129500/9600156.09344.0之外54.50%72.31倍$72.31
129400/960095.09305.0之外53.11%114.63倍$114.63
129300/950077.59222.5之外52.83%129.87倍$129.87
129600/9700229.89370.2之外51.96%50.23倍$50.23
129500/9700147.89352.2之外51.43%76.87倍$76.87
129800/9900416.79383.3之外51.13%28.01倍$28.01
129700/9800320.59379.5之外51.08%36.30倍$36.30
129800/10000416.49383.6之外51.06%28.04倍$28.04
129800/10200416.39383.7之外51.04%28.05倍$28.05
129800/10400416.39383.7之外51.04%28.05倍$28.05
129700/9900319.79380.3之外50.87%36.42倍$36.42
129700/10000319.49380.6之外50.73%36.46倍$36.46
129600/9800227.59372.5之外50.67%50.84倍$50.84
129700/10200319.39380.7之外50.64%36.48倍$36.48
129700/10400319.39380.7之外50.64%36.48倍$36.48
129900/10000520.49379.6之外50.47%22.36倍$22.36
129900/10200520.39379.7之外50.47%22.37倍$22.37
129900/10400520.39379.7之外50.47%22.37倍$22.37
129600/9900226.79373.3之外50.16%51.05倍$51.05
129200/9300159.09041.0之外49.98%63.15倍$63.15
129600/10000226.49373.6之外49.79%51.13倍$51.13
129200/940097.09103.0之外49.77%99.59倍$99.59
129600/10200226.39373.7之外49.60%51.16倍$51.16
129600/10400226.39373.7之外49.58%51.16倍$51.16
129500/9800145.59354.5之外49.22%78.25倍$78.25
129400/970086.89313.2之外48.59%126.41倍$126.41
129500/9900144.79355.3之外47.94%78.74倍$78.74
129300/960058.59241.5之外47.36%175.30倍$175.30
129500/10000144.49355.6之外47.32%78.92倍$78.92
128400/8700696.57703.5之外47.29%15.31倍$15.31
128400/8800596.57803.5之外47.29%17.88倍$17.88
128400/8900496.57903.5之外47.29%21.48倍$21.48
128500/8700696.97803.1之外47.29%15.30倍$15.30
128500/8800596.97903.1之外47.29%17.86倍$17.86
128500/8900496.98003.1之外47.29%21.46倍$21.46
128400/8500896.57503.5之外47.29%11.90倍$11.90
128600/8700697.37902.7之外47.14%15.28倍$15.28
128600/8800597.38002.7之外47.14%17.84倍$17.84
128600/8900497.38102.7之外47.14%21.43倍$21.43
128700/8800597.98102.1之外47.14%17.81倍$17.81
128700/8900497.98202.1之外47.14%21.39倍$21.39
128800/8900499.08301.0之外46.95%21.32倍$21.32
128500/9000399.98100.1之外46.94%26.58倍$26.58
128400/9000399.58000.5之外46.94%26.62倍$26.62
129500/10200144.39355.7之外46.90%78.98倍$78.98
129500/10400144.39355.7之外46.84%78.98倍$78.98
128700/9000400.98299.1之外46.75%26.49倍$26.49
128600/9000400.38199.7之外46.74%26.55倍$26.55
129100/9200227.08873.0之外46.61%45.64倍$45.64
129100/9300148.08952.0之外46.57%68.58倍$68.58
128800/9000402.08398.0之外46.48%26.39倍$26.39
128900/9000403.68496.4之外46.39%26.25倍$26.25
129200/950056.09144.0之外46.28%165.71倍$165.71
128400/9100304.58095.5之外46.22%34.76倍$34.76
128500/9100304.98195.1之外46.22%34.70倍$34.70
128700/9100305.98394.1之外46.10%34.56倍$34.56
128600/9100305.38294.7之外46.09%34.65倍$34.65
128900/9100308.68591.4之外45.88%34.17倍$34.17
128800/9100307.08493.0之外45.82%34.40倍$34.40
129000/9100311.38688.7之外45.81%33.78倍$33.78
129000/9200221.38778.7之外45.45%47.07倍$47.07
129400/980084.59315.5之外45.12%130.12倍$130.12
128500/9200214.98285.1之外44.91%48.77倍$48.77
128400/9200214.58185.5之外44.90%48.88倍$48.88
128900/9200218.68681.4之外44.82%47.78倍$47.78
129100/940086.09014.0之外44.81%113.61倍$113.61
128700/9200215.98484.1之外44.81%48.50倍$48.50
128600/9200215.38384.7之外44.78%48.66倍$48.66
128800/9200217.08583.0之外44.66%48.20倍$48.20
129000/9300142.38857.7之外44.08%71.73倍$71.73
128400/8600821.57578.5之外44.01%12.68倍$12.68
128500/8600821.97678.1之外44.01%12.67倍$12.67
129400/990083.79316.3之外43.25%131.46倍$131.46
128900/9300139.68760.4之外42.77%73.31倍$73.31
1210000/10200675.39324.7之外42.38%16.42倍$16.42
1210000/10400675.39324.7之外42.38%16.42倍$16.42
129400/1000083.49316.6之外42.18%131.97倍$131.97
129300/970050.39249.7之外42.13%205.51倍$205.51
128800/9300138.08662.0之外42.08%74.28倍$74.28
128700/9300136.98563.1之外41.98%74.95倍$74.95
128400/9300135.58264.5之外41.97%75.83倍$75.83
128500/9300135.98364.1之外41.97%75.58倍$75.58
128600/9300136.38463.7之外41.90%75.33倍$75.33
129400/1020083.39316.7之外41.49%132.14倍$132.14
129400/1040083.39316.7之外41.38%132.14倍$132.14
129000/940080.38919.7之外40.84%122.38倍$122.38
129100/950045.09055.0之外39.95%204.00倍$204.00
129200/960037.09163.0之外39.88%255.95倍$255.95
128900/940077.68822.4之外38.54%126.99倍$126.99
129300/980048.09252.0之外37.84%215.83倍$215.83
128800/940076.08724.0之外37.26%129.87倍$129.87
128700/940074.98625.1之外37.04%131.92倍$131.92
128500/940073.98426.1之外36.90%133.84倍$133.84
128400/940073.58326.5之外36.88%134.63倍$134.63
128600/940074.38525.7之外36.83%133.07倍$133.07
129300/990047.29252.8之外35.40%219.66倍$219.66
129000/950039.38960.7之外35.31%235.04倍$235.04
129300/1000046.99253.1之外34.09%221.13倍$221.13
129200/970028.89171.2之外33.84%331.67倍$331.67
129300/1020046.89253.2之外33.15%221.62倍$221.62
129300/1040046.89253.2之外33.01%221.62倍$221.62
129100/960026.09074.0之外32.57%330.00倍$330.00
128900/950036.68863.4之外31.99%253.12倍$253.12
1210200/10400955.39244.7之外31.79%10.77倍$10.77
128800/950035.08765.0之外30.16%265.14倍$265.14
128700/950033.98666.1之外29.57%274.07倍$274.07
128500/950032.98467.1之外29.27%282.71倍$282.71
128600/950033.38566.7之外29.26%279.19倍$279.19
128400/950032.58367.5之外29.24%286.31倍$286.31
129200/980026.59173.5之外28.82%361.32倍$361.32
129000/960020.38979.7之外27.27%415.12倍$415.12
129200/990025.79174.3之外26.02%372.88倍$372.88
129100/970017.89082.2之外25.79%486.63倍$486.63
129200/1000025.49174.6之外24.38%377.40倍$377.40
128900/960017.68882.4之外23.42%480.34倍$480.34
129200/1020025.39174.7之外23.27%378.93倍$378.93
129200/1040025.39174.7之外23.08%378.93倍$378.93
128800/960016.08784.0之外21.54%529.38倍$529.38
128700/960014.98685.1之外20.73%569.19倍$569.19
129100/980015.59084.5之外20.64%560.32倍$560.32
128600/960014.38585.7之外20.40%593.50倍$593.50
128500/960013.98486.1之外20.38%610.86倍$610.86
128400/960013.58386.5之外20.35%629.26倍$629.26
129000/970012.18987.9之外19.99%637.93倍$637.93
129100/990014.79085.3之外17.62%591.36倍$591.36
129100/1000014.49085.6之外15.88%603.89倍$603.89
128900/97009.48890.6之外15.87%801.70倍$801.70
129000/98009.88990.2之外14.70%790.00倍$790.00
129100/1020014.39085.7之外14.68%608.18倍$608.18
129100/1040014.39085.7之外14.45%608.18倍$608.18
128800/97007.88792.2之外13.96%968.21倍$968.21
128700/97006.78693.3之外12.90%1,128.81倍$1,128.81
128600/97006.18593.9之外12.53%1,240.82倍$1,240.82
128500/97005.78494.3之外12.49%1,328.60倍$1,328.60
128400/97005.38394.7之外12.46%1,429.62倍$1,429.62
129000/99009.08991.0之外11.48%861.11倍$861.11
128900/98007.18892.9之外10.42%953.38倍$953.38
129000/100008.78991.3之外9.73%891.15倍$891.15
129000/102008.68991.4之外8.48%901.63倍$901.63
128800/98005.58794.5之外8.44%1,195.46倍$1,195.46
129000/104008.68991.4之外8.23%901.63倍$901.63
128700/98004.48695.6之外7.33%1,496.82倍$1,496.82
128900/99006.38893.7之外7.17%1,075.72倍$1,075.72
128600/98003.88596.2之外7.00%1,734.74倍$1,734.74
128500/98003.48496.6之外6.88%1,940.00倍$1,940.00
128400/98003.08397.0之外6.84%2,200.00倍$2,200.00
128900/100006.08894.0之外5.41%1,130.00倍$1,130.00
128800/99004.78795.3之外5.14%1,232.55倍$1,232.55
128900/102005.98894.1之外4.15%1,149.32倍$1,149.32
128700/99003.68696.4之外4.02%1,553.89倍$1,553.89
128900/104005.98894.1之外3.89%1,149.32倍$1,149.32
128600/99003.08597.0之外3.64%1,866.67倍$1,866.67
128500/99002.68497.4之外3.53%2,155.39倍$2,155.39
128400/99002.28397.8之外3.48%2,549.09倍$2,549.09
128800/100004.48795.6之外3.30%1,317.27倍$1,317.27
128700/100003.38696.7之外2.15%1,456.67倍$1,456.67
128800/102004.38795.7之外2.02%1,348.14倍$1,348.14
128600/100002.78597.3之外1.78%1,704.81倍$1,704.81
128800/104004.38795.7之外1.75%1,348.14倍$1,348.14
128500/100002.38497.7之外1.66%2,003.04倍$2,003.04
128400/100001.98398.1之外1.63%2,426.84倍$2,426.84
128700/102003.28696.8之外0.87%1,502.50倍$1,502.50
128700/104003.28696.8之外0.59%1,502.50倍$1,502.50
128600/102002.68597.4之外0.49%1,466.93倍$1,466.93
128500/102002.28497.8之外0.37%1,280.91倍$1,280.91
128400/102001.88398.2之外0.32%1,451.11倍$1,451.11
128600/104002.68597.4之外0.21%1,466.93倍$1,466.93
128500/104002.28497.8之外0.09%1,280.91倍$1,280.91
128400/104001.88398.2之外0.04%1,012.22倍$1,012.22
 
  • 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129400賣權113$570011
買進129500買權113$570011
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.500.00707.17-171.12-1,523.59
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
10.5016.13-34.90
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
9286.0以下---570057.67%498.96938.60%
買進勒式策略圖示
買進買權策略圖示
12月台指9400賣權
成交價 81.0成交時間 13:45:77
漲跌 -13.00買進 80.0
漲跌幅 -13.83%賣出 81.0
現量 4.0 開盤 88.0
總量 6,665 最高 86.0
未平倉量 5947 最低 79.0
內含價值7.32時間價值73.68
理論價值114.07折溢價%-28.99
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
80.04782.029
79.02283.030
78.02484.022
77.02585.014
76.02386.07
合計141合計102
58%
42%
名稱指數漲跌漲%時間
摩根現貨350.870.580.17%13:30
摩台指近1350.80.60.17%13:50
台指期近19390220.23%13:44
電子指數374.470.220.06%13:30
台電指近1374.050.40.11%13:44
金融指數1090.983.770.35%13:30
台金指近11090.45.40.5%13:44
小台指近19390220.23%13:44
名稱指數漲跌漲%時間
集中加權9379.463.60.04%13:30
不含電子13384.732.250.24%13:30
不含金融7917.541.130.01%13:30
台灣507115.2711.530.16%13:30
集中電子373.71-0.54-0.14%13:30
集中金融1089.322.110.19%13:30
店頭加權124.270.220.18%13:30
不含金融166.360.10.06%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.150.250.345410
中100(0051)25.77032
元大電子(0053)29.730.010.031
元大台商50(0054)21.480.120.5624
寶金融(0055)14.630181
元大高股息(0056)23.430.100.431400
© Copyright 2000- cnYES.com All rights reserved. 線上客服簡訊聯絡客服
集團資源:鉅亨台北Blog手機版鉅亨網FB