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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
123350.10下移01.12%0.2183%$20$9060
123400.10下移02.57%0.2148%$20$9070
123450.10下移06.27%0.2050%$20$9145
123500.40下移012.36%0.7499%$80$9350
123550.30下移021.62%0.5068%$60$9280
123601.10下移131.49%1.4960%$220$10075
123652.00下移242.31%1.4596%$400$15810
123700.30下移061.98%0.1321%$60$17270
123751.00下移174.41%0.2847%$200$17975
123800.10下移084.53%0.0181%$20$17110
123850.10下移091.40%0.0101%$20$17110
123900.10下移095.72%0.0050%$20$17110
123950.10下移097.88%0.0025%$20$17130
1241029.30下移2986.33%1.7320%$5860$46250
129800.20下移00.32%0.4406%$40$9050
1210000.30下移01.80%0.6500%$60$9065
1210200.20下移06.74%0.4124%$40$9045
1210401.00下移118.21%1.7684%$200$9250
1210605.40下移531.85%5.1723%$1080$14230
12108010.20下移1048.14%5.4115%$2040$19550
1211007.70下移872.33%2.2516%$1540$18925
12112020.80下移2178.50%4.0288%$4160$22200
1211402.00下移296.97%0.0693%$400$17500
1211602.00下移299.14%0.0197%$400$17500
1282001.60下移20.06%3.1727%$320$10080
1283001.90下移20.20%3.7567%$380$10095
1284002.40下移20.44%4.7222%$480$10120
1285003.20下移31.22%6.2224%$640$10160
1286004.30下移42.57%8.2026%$860$10215
1287005.70下移65.83%10.4379%$1140$10285
1288008.00下移810.97%13.6969%$1600$10400
12890012.50下移1318.18%19.2518%$2500$10625
12900020.50下移2127.53%26.9503%$4100$11025
12910035.00下移3537.97%32.8648%$7000$13212
12920060.00下移6047.45%32.4016%$12000$19462
129300101.00下移10155.15%37.6703%$20200$24050
129400163.00下移16359.89%48.1615%$32600$27150
129500245.00下移24562.10%59.4272%$49000$31250
129600339.00下移33962.86%70.0443%$67800$35950
129700436.00下移43663.23%78.5869%$87200$40800
129800535.00下移53563.34%85.7403%$107000$45750
129900595.00下移59567.96%78.2105%$119000$48750
1210000615.00下移61576.56%57.9522%$123000$49750
1210200800.00下移80077.99%59.6881%$160000$59000
12104001,000.00下移1,00077.99%63.7971%$200000$69000
12106001,200.00下移1,20077.99%66.8658%$240000$79000
12108001,400.00下移1,40077.99%69.2449%$280000$89000
12110001,600.00下移1,60077.99%71.1434%$320000$99000
12112001,800.00下移1,80077.99%72.6936%$360000$109000
 
  • 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12335買權0$4600014
大台指12--9261.000-14
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.990.001.2314.59-6.07
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
87.6517.92389.12
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46.038000-4600012.31%-77.520.8261%
多頭增益策略圖示
買進買權策略圖示
12月台指335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8,915.77時間價值--
理論價值33.42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
--------
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--------
--------
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合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨344.723.781.11%13:30
摩台指近1345.74.81.41%13:44
台指期近192621051.15%13:45
電子指數368.243.941.08%13:30
台電指近1368.65.11.4%13:45
金融指數1076.486.210.58%13:30
台金指近11078.280.75%13:44
小台指近192631061.16%13:45
名稱指數漲跌漲%時間
集中加權9251.6190.950.99%13:29
不含電子13204.17103.510.79%13:29
不含金融7809.0983.421.08%13:29
台灣506988.9177.91.13%13:29
集中電子368.574.271.17%13:29
集中金融1074.944.670.44%13:29
店頭加權123.050.620.51%13:30
不含金融164.671.661.02%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)72.000.901.272430
中100(0051)25.6603
元大電子(0053)29.500.391.348
元大台商50(0054)21.050.221.0612
寶金融(0055)14.450154
元大高股息(0056)23.140.160.7500
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