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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
53800.80-0.0020-0.02513,2000.998097.89%
53850.30-0.0092-0.30801,2000.990894.19%
53900.50-0.0328-0.65542,0000.967287.45%
539513.20-0.0911-0.069052,8000.908996.77%
540015.20-0.2025-0.133260,8000.797594.19%
54053.10-0.3678-1.186512,4000.632257.18%
54105.80-0.5602-0.974223,0000.439847.91%
54159.30-0.7371-0.796937,0000.262945.02%
542013.80-0.8669-0.630455,0000.133141.95%
542518.60-0.9433-0.508574,2000.056741.95%
543023.90-0.9798-0.410095,6000.020241.95%
543546.50-0.9942-0.2138186,0000.005889.10%
544051.50-0.9985-0.1939206,0000.001589.10%
544555.50-0.9997-0.1801222,0000.000387.45%
545061.50-0.9999-0.1626246,0000.000189.10%
545566.50-1.0000-0.1504266,0000.000089.10%
546071.50-1.0000-0.1399286,0000.000089.10%
5104032.60-0.0037-0.004632,6000.9963100.00%
510604.80-0.0432-0.36004,8000.956899.03%
510805.70-0.2204-1.54685,7000.779691.66%
5110014.00-0.5619-1.605414,0000.438177.48%
5112027.80-0.8567-1.232727,8000.143367.42%
5114085.40-0.9750-0.456785,4000.025099.11%
5116066.40-0.9977-0.601066,4000.002365.45%
5118085.60-0.9999-0.467285,6000.000163.50%
51200147.00-1.0000-0.2721147,0000.000099.22%
51220167.00-1.0000-0.2395167,0000.000099.22%
51240187.00-1.0000-0.2139187,0000.000099.22%
51260208.00-1.0000-0.1923208,0000.000099.31%
51280228.00-1.0000-0.1754228,0000.000099.31%
51300248.00-1.0000-0.1613248,0000.000099.31%
51320268.00-1.0000-0.1493268,0000.000099.31%
591003.00-0.0001-0.00656000.999999.99%
592003.70-0.0006-0.03347400.999499.94%
593004.80-0.0031-0.12759600.996999.56%
594006.60-0.0120-0.36391,3200.988098.65%
5950010.00-0.0377-0.75502,0000.962396.04%
5960017.50-0.0963-1.10033,5000.903790.38%
5970032.00-0.2023-1.26416,4000.797781.72%
5980058.00-0.3561-1.227811,6000.643970.98%
59900104.00-0.5362-1.031220,8000.463862.31%
510000172.00-0.7076-0.822734,4000.292456.65%
510200350.00-0.9255-0.528970,0000.074552.50%
510400550.00-0.9899-0.3600110,0000.010152.50%
510600750.00-0.9993-0.2665150,0000.000752.50%
510800975.00-1.0000-0.2051195,0000.000057.21%
5110001,300.00-1.0000-0.1538260,0000.000077.49%
5112001,500.00-1.0000-0.1333300,0000.000077.49%
5114001,700.00-1.0000-0.1176340,0000.000077.49%
5116001,900.00-1.0000-0.1053380,0000.000077.49%
 
  • 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5380賣權0$80019
大台指5--9858.000-19
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.000.61-0.05-0.59
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
22.358.42165.44
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0.821200-8002.11%-41.9826.5%
空頭增益策略圖示
買進買權策略圖示
5月台指380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0.01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367.650.830.23%13:30
摩台指近1366.710.27%13:44
台指期近19857190.19%13:45
電子指數408.081.540.38%13:30
台電指近1406.951.60.39%13:44
金融指數1095.76-2.72-0.25%13:30
台金指近11094.8-3.6-0.33%13:44
小台指近19858200.2%13:44
名稱指數漲跌漲%時間
集中加權9868.187.560.08%13:29
不含電子13501.33-21.79-0.16%13:29
不含金融8386.119.810.12%13:29
台灣507448.7114.250.19%13:29
集中電子407.661.120.28%13:29
集中金融1096.32-2.16-0.2%13:29
店頭加權133.060.380.29%13:30
不含金融187.810.580.31%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)74.550.050.074388
中100(0051)27.74018
元大電子(0053)32.420.140.4318
元大台商50(0054)23.580.0002
寶金融(0055)14.8008
元大高股息(0056)24.450.010.042086
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