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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
639012.90-0.0017-0.001351,8000.998393.74%
63950.40-0.0081-0.20811,5600.991970.72%
64000.70-0.0292-0.44962,6000.970860.37%
64051.10-0.0827-0.71894,6000.917351.03%
64102.00-0.1871-0.91298,2000.812942.04%
64153.50-0.3462-0.989014,0000.653833.65%
64205.90-0.5363-0.909023,6000.463727.86%
64259.00-0.7164-0.796036,0000.283624.12%
643013.20-0.8526-0.648452,6000.147424.12%
643517.60-0.9355-0.530070,6000.064522.32%
644022.50-0.9763-0.433990,0000.023722.32%
644544.50-0.9927-0.2231178,0000.007357.93%
645049.50-0.9981-0.2016198,0000.001957.93%
610200.70-0.0008-0.04847000.999299.72%
610400.90-0.0079-0.33499400.992198.31%
610602.20-0.0442-0.80292,2000.955894.90%
610804.60-0.1570-1.36494,6000.843086.79%
6110010.00-0.3735-1.494210,0000.626575.69%
6112020.00-0.6367-1.273420,0000.363365.92%
6114035.20-0.8438-0.958835,2000.156261.80%
6116053.40-0.9514-0.712753,4000.048659.66%
6118072.60-0.9892-0.545072,6000.010858.53%
6120092.40-0.9983-0.432292,4000.001758.53%
61220154.00-0.9998-0.2597154,0000.000291.27%
61240174.00-1.0000-0.2299174,0000.000091.27%
61260194.00-1.0000-0.2062194,0000.000091.27%
61280214.00-1.0000-0.1869214,0000.000091.27%
61300234.00-1.0000-0.1709234,0000.000091.27%
61320254.00-1.0000-0.1575254,0000.000091.27%
61340274.00-1.0000-0.1460274,0000.000091.27%
61360294.00-1.0000-0.1361294,0000.000091.27%
692002.90-0.0001-0.00865800.9999100.00%
693003.90-0.0007-0.03617800.999399.90%
694005.40-0.0032-0.11701,0800.996899.66%
695008.10-0.0115-0.28451,6200.988598.83%
6960013.00-0.0344-0.52942,6000.965696.48%
6970021.00-0.0852-0.81124,2000.914891.65%
6980035.00-0.1769-1.01097,0000.823184.17%
6990060.00-0.3128-1.042712,0000.687275.05%
61000098.00-0.4789-0.977319,6000.521165.93%
610200226.00-0.7893-0.698545,2000.210754.10%
610400404.00-0.9500-0.470380,8000.050050.48%
610600600.00-0.9932-0.3311120,0000.006849.99%
610800800.00-0.9995-0.2499160,0000.000549.99%
6110001,000.00-1.0000-0.2000200,0000.000049.99%
6112001,340.00-1.0000-0.1493268,0000.000072.25%
6114001,540.00-1.0000-0.1299308,0000.000072.25%
6116001,740.00-1.0000-0.1149348,0000.000072.25%
6118001,940.00-1.0000-0.1031388,0000.000072.25%
6120002,140.00-1.0000-0.0935428,0000.000072.25%
 
  • 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6390賣權0$1295028
大台指6--9996.000-28
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.000.67-0.06-0.35
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
53.639.16485.48
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12.940050-129506.26%-74.383.0927%
空頭增益策略圖示
買進買權策略圖示
6月台指390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375.240.480.13%13:30
摩台指近1375.20.90.24%13:49
台指期近19994200.2%13:45
電子指數418.860.990.24%13:30
台電指近1418.251.40.34%13:44
金融指數1108.96-2.91-0.26%13:30
台金指近11108.6-1.4-0.13%13:44
小台指近19995210.21%13:44
名稱指數漲跌漲%時間
集中加權10009.3112.050.12%13:29
不含電子13480.05-1.58-0.01%13:29
不含金融8508.8614.450.17%13:29
台灣507604.7312.030.16%13:29
集中電子418.820.950.23%13:29
集中金融1109.47-2.4-0.22%13:29
店頭加權133.290.360.27%13:30
不含金融188.340.650.35%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)76.350.300.393838
中100(0051)27.95016
元大電子(0053)33.360.250.767
元大台商50(0054)23.700.150.642
寶金融(0055)15.010125
元大高股息(0056)24.760.010.04526
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