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多頭增益 (Covered Call)月份
月份履約價參考價新損益平衡點被履約機率期望報酬率預收權利金付出保證金分析
53700.30下移00.22%0.6431%$60$9310
53750.60下移10.66%1.2450%$120$9575
53801.00下移12.11%1.9676%$200$9950
53851.60下移24.94%2.8833%$320$10550
53902.50下移39.38%3.9400%$500$11500
53953.90下移416.45%4.0030%$780$16280
54005.80下移622.83%3.9176%$1160$22850
54058.70下移927.61%4.9011%$1740$25700
541012.20下移1230.53%5.8050%$2440$29200
541516.60下移1733.52%6.5786%$3320$33550
542020.90下移2136.50%6.9942%$4180$37950
542515.10下移1567.15%3.0906%$3020$32100
543019.80下移2069.81%3.2487%$3960$36800
543524.40下移2469.81%3.5586%$4880$41400
544029.30下移2969.81%3.8252%$5860$46250
544534.30下移3469.81%4.0410%$6860$51250
545039.30下移3969.81%4.2185%$7860$56250
546047.30下移4774.89%3.6971%$9460$64250
546552.00下移5277.18%3.4395%$10400$69000
547057.00下移5777.18%3.5155%$11400$74000
510201.70下移20.26%3.5980%$340$9425
510403.60下移43.75%7.0000%$720$9900
510607.40下移715.93%9.1300%$1480$13628
5108013.80下移1437.67%8.5046%$2760$20228
5110024.60下移2554.67%9.6338%$4920$23150
5112040.60下移4161.86%11.4069%$8120$27150
5114059.00下移5965.80%12.7106%$11800$31750
5116079.00下移7965.80%14.7037%$15800$36750
5118058.40下移5898.90%0.4066%$11680$31600
5120078.20下移7898.90%0.4707%$15640$36550
589004.60下移50.05%8.9887%$920$10230
590006.70下移70.33%12.9229%$1340$10335
5910010.00下移101.08%18.8419%$2000$10500
5920015.00下移153.02%27.0642%$3000$10750
5930022.50下移236.63%37.7676%$4500$11125
5940034.50下移3512.71%51.3690%$6900$11725
5950051.00下移5121.96%63.4269%$10200$12550
5960077.00下移7732.14%60.9746%$15400$17139
59700115.00下移11541.51%55.9620%$23000$24039
59800166.00下移16648.96%62.0706%$33200$27300
59900232.00下移23254.53%68.9480%$46400$30600
510000314.00下移31457.30%77.2784%$62800$34700
510200500.00下移50059.59%91.8409%$100000$44000
510400695.00下移69560.46%102.2523%$139000$53750
510600865.00下移86565.29%96.4631%$173000$62250
5108001,090.00下移1,09061.40%114.4871%$218000$73500
5110001,230.00下移1,23070.38%90.5158%$246000$80500
5112001,380.00下移1,38076.99%72.1677%$276000$88000
5114001,580.00下移1,58076.99%74.1955%$316000$98000
5116001,780.00下移1,78076.99%75.8478%$356000$108000
 
  • 策略分析
多頭增益 (Covered Call)
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5370買權0$4275023
大台指5--9697.000-23
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
1.000.001.0527.25-4.65
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
59.997.34717.30
損益分析 (Profit & Loss Analysis)
組合損益平衡點(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
下移42.841250-4275025.11%-50.660.9649%
多頭增益策略圖示
買進買權策略圖示
5月台指370買權
成交價 --成交時間 --
漲跌 --買進 --
漲跌幅 --賣出 --
現量 --開盤 --
總量 --最高 --
未平倉量 --最低 --
內含價值9,347.41時間價值--
理論價值29.92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
--------
--------
--------
--------
--------
合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨361.243.510.98%13:30
摩台指近1360-0.8-0.22%01:59
台指期近19697820.85%13:45
電子指數399.624.581.16%13:30
台電指近1398.43.80.96%13:45
金融指數1080.895.930.55%13:30
台金指近110797.80.73%13:45
小台指近19697820.85%13:44
名稱指數漲跌漲%時間
集中加權9715.2282.530.86%13:29
不含電子13373.1278.280.59%13:29
不含金融8254.0873.510.9%13:29
台灣507334.6274.021.02%13:29
集中電子399.324.281.08%13:29
集中金融1081.136.170.57%13:29
店頭加權131.430.760.58%13:30
不含金融185.21.580.86%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.500.700.963227
中100(0051)27.14015
元大電子(0053)31.870.270.852
元大台商50(0054)23.040.080.352
寶金融(0055)14.60011
元大高股息(0056)24.090.080.332621
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