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
24259.00-0.0050-0.005636,0000.995099.74%
24300.900.00000.00003,7001.000092.55%
24350.900.00000.00003,4001.000088.92%
24400.70-0.0484-0.69202,8000.951690.84%
24451.10-0.0865-0.80444,3000.913586.30%
24502.00-0.1426-0.71308,0000.857479.09%
24552.30-0.2183-0.94929,2000.781771.64%
24603.50-0.3120-0.904213,8000.688063.21%
24655.20-0.4185-0.812620,6000.581556.59%
24707.60-0.5302-0.697630,4000.469849.67%
247562.00-0.6384-0.1030248,0000.361699.85%
248014.80-0.7356-0.498759,0000.264442.82%
248518.80-0.8166-0.435575,0000.183440.62%
249023.70-0.8795-0.371194,8000.120540.62%
249529.30-0.9250-0.3162117,0000.075042.82%
211601.20-0.0025-0.08071,2200.997599.80%
211802.00-0.0143-0.28532,0000.985798.68%
212003.70-0.0573-0.61923,7000.942795.31%
212207.40-0.1645-0.88907,4000.835588.62%
2124013.00-0.3504-1.078113,0000.649677.92%
2126022.80-0.5786-1.015022,8000.421467.85%
2128036.40-0.7798-0.856936,4000.220261.62%
2130053.80-0.9092-0.676053,8000.090858.20%
2132072.60-0.9707-0.534872,6000.029357.08%
2134093.80-0.9926-0.423393,8000.007458.20%
21360111.000.00000.0000111,0001.000058.12%
2101003.60-0.0002-0.01097200.999899.95%
2102004.80-0.0007-0.02909600.999399.85%
2103006.50-0.0022-0.06701,3000.997899.49%
2104009.00-0.0060-0.13401,8000.994098.78%
21050012.50-0.0149-0.23862,5000.985197.18%
21060017.50-0.0331-0.37773,5000.966994.59%
21070025.50-0.0660-0.51775,1000.934090.54%
21080037.50-0.1194-0.63707,5000.880684.73%
21090054.00-0.1970-0.729710,8000.803077.61%
21100080.00-0.2981-0.745216,0000.701969.68%
211100116.00-0.4167-0.718423,2000.583362.18%
211200167.00-0.5423-0.649533,4000.457756.13%
211300231.00-0.6628-0.573846,2000.337251.38%
211400309.00-0.7677-0.496961,8000.232348.53%
211500396.00-0.8507-0.429779,2000.149346.93%
211600489.00-0.9107-0.372597,8000.089345.94%
211700590.00-0.9504-0.3222118,0000.049646.03%
211800795.00-0.9743-0.2451159,0000.025759.82%
211900895.00-0.9877-0.2207179,0000.012359.82%
212000995.00-0.9945-0.1999199,0000.005559.82%
2121001,090.00-0.9977-0.1831218,0000.002359.12%
2122001,190.00-0.9991-0.1679238,0000.000959.12%
2123001,290.00-0.9997-0.1550258,0000.000359.12%
2124001,390.00-0.9999-0.1439278,0000.000159.12%
2125001,490.00-1.0000-0.1342298,0000.000059.12%
2126001,590.00-1.0000-0.1258318,0000.000059.12%
2127001,690.00-1.0000-0.1183338,0000.000059.12%
2128001,790.00-1.0000-0.1117358,0000.000059.12%
 
  • 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2425賣權0$900031
大台指2--11139.000-31
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.010.002.08-0.22-1.36
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
45.867.65499.48
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9.012000-90000.26%-99.391.3333%
空頭增益策略圖示
買進買權策略圖示
2月台指425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0.03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
--------
--------
--------
--------
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合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨416.163.740.91%13:30
摩台指近1418.31.50.36%01:59
台指期近111139810.73%13:44
電子指數467.856.711.46%13:30
台電指近1467.756.751.46%13:44
金融指數1251.45-0.060%13:30
台金指近11249.4-1.2-0.1%13:44
小台指近111139810.73%13:44
名稱指數漲跌漲%時間
集中加權11125.9454.370.49%13:29
不含電子14943.83-53-0.35%13:29
不含金融9441.2256.530.6%13:29
台灣508481.64107.971.29%13:29
集中電子466.565.421.18%13:29
集中金融1248.36-3.15-0.25%13:29
店頭加權152.91-0.11-0.07%13:10
不含金融231.29-0.22-0.1%13:10
名稱成交漲跌漲%成交量
元大台灣50(0050)87.150.850.985278
中100(0051)32.33018
元大電子(0053)37.230.330.8923
元大台商50(0054)24.560.110.4520
寶金融(0055)17.100125
元大高股息(0056)26.00-0.02-0.082480