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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
74150.50-0.0051-0.09622,1000.99490.00%
742014.00-0.0178-0.012756,0000.98220.00%
742542.80-0.0507-0.0119171,0000.94930.00%
743043.30-0.1193-0.0276173,0000.88070.00%
743547.00-0.2342-0.0498188,0000.76580.00%
744049.00-0.3911-0.0798196,0000.60890.00%
744523.60-0.5663-0.240594,2000.43370.00%
745028.50-0.7276-0.2553114,0000.27240.00%
745533.50-0.8507-0.2539134,0000.14930.00%
746038.50-0.9290-0.2413154,0000.07100.00%
746539.80-0.9708-0.2442159,0000.02920.00%
747048.50-0.9896-0.2040194,0000.01040.00%
747553.50-0.9968-0.1863214,0000.00320.00%
748058.50-0.9992-0.1708234,0000.00080.00%
748563.50-0.9998-0.1574254,0000.00020.00%
749068.50-1.0000-0.1460274,0000.00000.00%
749573.50-1.0000-0.1361294,0000.00000.00%
750078.50-1.0000-0.1274314,0000.00000.00%
751088.50-1.0000-0.1130354,0000.00000.00%
752098.50-1.0000-0.1015394,0000.00000.00%
7110099.80-0.0114-0.004699,8000.9886100.00%
71120122.00-0.1266-0.0415122,0000.8734100.00%
7114059.40-0.4893-0.329559,4000.510797.39%
7116079.00-0.8576-0.434279,0000.142497.03%
7118098.80-0.9841-0.398498,8000.015997.03%
71200119.00-0.9993-0.3359119,0000.000797.03%
71220139.00-1.0000-0.2878139,0000.000097.03%
7990012.50-0.0003-0.00532,5000.999799.97%
71000019.00-0.0023-0.02373,8000.997799.83%
71010030.00-0.0112-0.07466,0000.988899.23%
71020049.50-0.0416-0.16819,9000.958497.63%
71030079.00-0.1177-0.298015,8000.882394.64%
710400125.00-0.2592-0.414725,0000.740890.49%
710500187.00-0.4560-0.487737,4000.544086.32%
710600262.00-0.6627-0.505952,4000.337383.30%
710700347.00-0.8277-0.477169,4000.172381.31%
710800438.00-0.9286-0.424087,6000.071480.04%
710900545.00-0.9762-0.3582109,0000.023881.00%
711000695.00-0.9937-0.2859139,0000.006387.27%
711100870.00-0.9986-0.2296174,0000.001494.03%
711200950.00-0.9998-0.2105190,0000.000292.61%
7114001,190.00-1.0000-0.1681238,0000.000095.30%
7116001,390.00-1.0000-0.1439278,0000.000095.30%
7118001,590.00-1.0000-0.1258318,0000.000095.30%
7120001,780.00-1.0000-0.1124356,0000.000094.72%
7122002,000.00-1.0000-0.1000400,0000.000095.83%
 
  • 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7415賣權0$52521
大台指7--10369.000-21
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.010.001.62-0.14-1.28
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
17.178.20109.39
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0.560475-525100.00%11519.05115.1905%
空頭增益策略圖示
買進買權策略圖示
7月台指415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0.02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395.97-1.13-0.28%13:30
摩台指近139600%13:44
台指期近110368-13-0.13%13:45
電子指數442.67-1.46-0.33%13:30
台電指近1438-1.65-0.38%13:44
金融指數1139.583.130.28%13:30
台金指近111274.80.43%13:44
小台指近110369-12-0.12%13:44
名稱指數漲跌漲%時間
集中加權10499.91-14.05-0.13%13:29
不含電子1402332.090.23%13:29
不含金融8954.84-15.62-0.17%13:29
台灣508024.86-27.15-0.34%13:29
集中電子442.27-1.86-0.42%13:29
集中金融1138.161.710.15%13:29
店頭加權137-0.11-0.08%13:30
不含金融195.750.360.18%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)81.30-0.10-0.123014
中100(0051)29.43050
元大電子(0053)35.60-0.09-0.2548
元大台商50(0054)25.560.120.47178
寶金融(0055)15.440252
元大高股息(0056)25.760.060.231439
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