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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
104201.500.00000.00005,8001.000097.22%
104250.800.00000.00003,2001.000094.25%
104300.900.00000.00003,7001.000089.99%
104351.400.00000.00005,7001.000084.99%
104402.200.00000.00008,7001.000078.79%
104453.300.00000.000013,2001.000071.84%
104505.300.00000.000021,4001.000065.72%
104557.800.00000.000031,2001.000059.05%
1046011.300.00000.000045,4001.000056.97%
1046515.400.00000.000061,8001.000054.60%
1047020.100.00000.000080,2001.000054.60%
1047529.300.00000.0000117,0001.000063.48%
1048034.500.00000.0000138,0001.000063.48%
1010601.300.00000.00001,3001.000099.02%
1010802.300.00000.00002,3001.000096.38%
1011004.400.00000.00004,4001.000091.07%
1011208.800.00000.00008,8001.000082.14%
10114017.400.00000.000017,4001.000073.31%
10116031.400.00000.000031,4001.000067.63%
10118049.800.00000.000049,8001.000065.65%
10120069.200.00000.000069,2001.000065.65%
10122089.000.00000.000089,0001.000064.51%
101240110.000.00000.0000110,0001.000065.65%
1097004.00-0.0003-0.01338000.999799.96%
1098005.50-0.0011-0.04011,1000.998999.81%
1099007.50-0.0039-0.10411,5000.996199.41%
101000011.00-0.0118-0.21452,2000.988298.14%
101010015.50-0.0307-0.39583,1000.969395.28%
101020023.00-0.0691-0.60124,6000.930990.27%
101030034.50-0.1363-0.78996,9000.863783.49%
101040053.00-0.2370-0.894310,6000.763074.92%
101050081.00-0.3675-0.907416,2000.632565.49%
1010600122.00-0.5142-0.842924,4000.485857.20%
1010700179.00-0.6577-0.734835,8000.342350.75%
1010800253.00-0.7803-0.616850,6000.219746.68%
1010900338.00-0.8722-0.516167,6000.127844.55%
1011000434.00-0.9328-0.429986,8000.067243.98%
1011100535.00-0.9682-0.3619107,0000.031844.12%
1011200725.00-0.9864-0.2721145,0000.013657.68%
1011300825.00-0.9948-0.2412165,0000.005257.68%
1011400925.00-0.9982-0.2158185,0000.001857.68%
10115001,030.00-0.9994-0.1941206,0000.000658.41%
10116001,130.00-0.9998-0.1770226,0000.000258.41%
10117001,280.00-1.0000-0.1562256,0000.000065.34%
10118001,380.00-1.0000-0.1449276,0000.000065.34%
10119001,480.00-1.0000-0.1351296,0000.000065.34%
10120001,580.00-1.0000-0.1266316,0000.000065.34%
10121001,680.00-1.0000-0.1190336,0000.000065.34%
10122001,780.00-1.0000-0.1124356,0000.000065.34%
10123001,880.00-1.0000-0.1064376,0000.000065.34%
 
  • 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10420賣權0$145026
大台指10--10575.000-26
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
00000
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
19.138.86115.91
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1.525550-14502.78%-48.2317.6207%
空頭增益策略圖示
買進買權策略圖示
10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0.08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395.191.950.5%13:30
摩台指近1395.42.30.59%13:49
台指期近110547350.33%09:59
電子指數450.883.630.81%13:30
台電指近1448.652.450.55%09:59
金融指數1131.724.360.39%13:30
台金指近111335.20.46%09:59
小台指近110547350.33%09:59
名稱指數漲跌漲%時間
集中加權10580.0760.90.58%13:30
不含電子13909.9327.950.2%13:30
不含金融9041.3555.350.62%13:30
台灣508017.6838.430.48%13:30
集中電子451.163.910.87%13:30
集中金融1130.973.610.32%13:30
店頭加權143.661.591.12%13:30
不含金融213.052.641.25%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)82.700.500.611823
中100(0051)31.71019
元大電子(0053)36.880.080.225
元大台商50(0054)25.540.271.079
寶金融(0055)16.00052
元大高股息(0056)26.430.090.34772
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