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空頭增益 (Covered Put)月份
月份履約價參考價避險比率避險效果避險成本殘餘風險被履約機率分析
84200.30-0.0108-0.31171,3800.98920.00%
84250.60-0.0318-0.57892,2000.96820.00%
84300.90-0.0785-0.87243,6000.92150.00%
84351.60-0.1633-1.03696,3000.83670.00%
84402.80-0.2906-1.056711,0000.70940.00%
84454.80-0.4504-0.938319,2000.54960.00%
84507.90-0.6150-0.778531,6000.38500.00%
845512.00-0.7603-0.633648,0000.23970.00%
846016.40-0.8682-0.527865,8000.13180.00%
846521.60-0.9366-0.432686,6000.06340.00%
810801.50-0.0017-0.04461,5000.998399.23%
811003.10-0.0219-0.28283,1000.978195.90%
811208.20-0.1327-0.64718,2000.867388.70%
8114019.00-0.4098-0.862719,0000.590280.06%
8116035.20-0.7397-0.840535,2000.260377.26%
8118055.00-0.9329-0.678555,0000.067176.09%
8120074.80-0.9903-0.529674,8000.009776.09%
8122094.00-0.9992-0.425294,0000.000875.01%
898002.70-0.0004-0.03135400.999699.83%
899004.20-0.0021-0.10148400.997999.33%
8100006.70-0.0086-0.25611,3400.991497.35%
81010011.00-0.0279-0.50692,2000.972193.54%
81020018.50-0.0739-0.79913,7000.926186.72%
81030034.00-0.1620-0.95326,8000.838076.29%
81040063.00-0.2983-0.946912,6000.701765.14%
810500108.00-0.4693-0.869021,6000.530755.79%
810600174.00-0.6447-0.741034,8000.355349.13%
810700257.00-0.7924-0.616751,4000.207646.18%
810800350.00-0.8952-0.511570,0000.104845.09%
810900448.00-0.9545-0.426189,6000.045544.76%
811000550.00-0.9831-0.3575110,0000.016945.09%
811100800.00-0.9946-0.2487160,0000.005471.30%
811200810.00-0.9985-0.2466162,0000.001556.12%
8113001,030.00-0.9997-0.1941206,0000.000375.75%
8114001,130.00-0.9999-0.1770226,0000.000175.75%
8115001,230.00-1.0000-0.1626246,0000.000075.75%
8116001,330.00-1.0000-0.1504266,0000.000075.75%
8117001,430.00-1.0000-0.1399286,0000.000075.75%
8118001,530.00-1.0000-0.1307306,0000.000075.75%
8119001,630.00-1.0000-0.1227326,0000.000075.75%
8120001,730.00-1.0000-0.1156346,0000.000075.75%
8121001,830.00-1.0000-0.1093366,0000.000075.75%
8122001,930.00-1.0000-0.1036386,0000.000075.75%
 
  • 策略分析
空頭增益 (Covered Put)
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8420賣權0$34520
大台指8--10449.000-20
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.010.003.04-0.28-2.88
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
15.528.7477.57
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
上移0.359655-345100.00%17291.30172.913%
空頭增益策略圖示
買進買權策略圖示
8月台指420賣權
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0時間價值--
理論價值0.04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397.033.690.94%13:30
摩台指近1397.241.02%13:50
台指期近1104481181.14%13:45
電子指數446.084.010.91%13:30
台電指近1444.25.61.28%13:44
金融指數1144.867.760.68%13:30
台金指近11126.68.40.75%13:44
小台指近1104491191.15%13:45
名稱指數漲跌漲%時間
集中加權10506.8787.760.84%13:29
不含電子13892.71105.890.77%13:29
不含金融8953.8676.550.86%13:29
台灣508045.1781.381.02%13:29
集中電子446.053.980.9%13:29
集中金融1145.180.7%13:29
店頭加權140.250.30.21%13:30
不含金融205.240.740.36%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)83.000.851.032191
中100(0051)30.25034
元大電子(0053)36.500.401.1179
元大台商50(0054)25.840.160.62126
寶金融(0055)15.88074
元大高股息(0056)26.220.070.271021
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