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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
23600.50下移10.29%1.0529%$100$9470
23650.80下移11.64%1.6018%$160$9825
23701.50下移25.27%2.7130%$300$10475
23752.50下移313.80%3.2602%$500$13220
23804.30下移423.80%3.2815%$860$19970
23856.60下移736.91%3.5288%$1320$23600
239010.00下移1046.28%3.9793%$2000$27000
239514.40下移1446.28%4.9194%$2880$31450
240019.00下移1951.24%5.1469%$3800$36000
240523.50下移2451.24%5.6586%$4700$40500
242029.80下移3087.31%1.6178%$5960$46750
242534.80下移3587.31%1.7067%$6960$51750
243039.80下移4087.31%1.7800%$7960$56750
243544.80下移4587.31%1.8413%$8960$61750
244049.80下移5087.31%1.8935%$9960$66750
210000.60下移10.52%1.3054%$120$9145
210201.40下移12.45%2.9244%$280$9340
210403.00下移39.04%5.5975%$600$9750
210606.60下移720.47%7.2726%$1320$14435
2108013.40下移1334.40%8.6392%$2680$20350
2110025.20下移2543.76%12.1652%$5040$23300
2112041.60下移4248.82%15.5408%$8320$27400
2114060.80下移6150.22%18.7989%$12160$32200
2116080.80下移8150.22%21.6249%$16160$37200
211800.20下移099.85%0.0004%$40$17050
21280169.00下移16984.05%9.0989%$33800$59250
288005.20下移50.03%10.1334%$1040$10260
289007.40下移70.30%14.2291%$1480$10370
2900011.50下移121.21%21.4862%$2300$10575
2910018.00下移183.79%31.7758%$3600$10900
2920029.50下移309.48%46.5419%$5900$11475
2930049.00下移4918.47%56.6381%$9800$14107
2940079.00下移7929.94%53.7171%$15800$20607
29500125.00下移12539.75%59.6535%$25000$25250
29600188.00下移18846.69%70.5794%$37600$28400
29700268.00下移26850.77%81.4422%$53600$32400
29800359.00下移35952.54%92.2227%$71800$36950
29900457.00下移45752.92%102.8223%$91400$41850
210000555.00下移55553.25%111.0000%$111000$46750
210200730.00下移73058.13%110.1445%$146000$55500
210400850.00下移85072.66%75.5740%$170000$61500
2106001,010.00下移1,01078.86%61.4429%$202000$69500
2108001,210.00下移1,21078.86%64.3507%$242000$79500
2110001,410.00下移1,41078.86%66.6087%$282000$89500
 
  • 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2360買權0$2190022
大台指2--9440.000-22
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
1.000.000.8322.60-4.36
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
15.088.3979.74
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21.931100-2190048.76%18.001.4201%
多頭增益策略圖示
買進買權策略圖示
2月台指360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9,089.18時間價值--
理論價值21.51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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合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨351.270.490.14%12:48
摩台指近1351.51.90.54%12:48
台指期近19441340.36%12:48
電子指數381.241.150.3%12:48
台電指近1380.71.650.44%12:48
金融指數1077.76-0.48-0.04%12:48
台金指近110780.20.02%12:48
小台指近19441340.36%12:48
名稱指數漲跌漲%時間
集中加權9443.6619.610.21%12:49
不含電子13291.0727.380.21%12:49
不含金融7992.9519.450.24%12:49
台灣507116.198.620.12%12:49
集中電子380.880.790.21%12:49
集中金融1077.95-0.29-0.03%12:49
店頭加權125.9-0.07-0.06%12:49
不含金融172.150.080.05%12:49
名稱成交漲跌漲%成交量
元大台灣50(0050)73.200.450.623582
中100(0051)26.45017
元大電子(0053)30.450.160.5317
元大台商50(0054)21.810.020.097
寶金融(0055)14.48039
元大高股息(0056)23.520.040.17669
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