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
124351.30-0.0068-0.05225,2000.993275.26%
124400.40-0.0088-0.21681,6200.991267.46%
124450.60-0.0246-0.39402,5000.975460.76%
124501.00-0.0623-0.65573,8000.937753.42%
124551.60-0.1335-0.84776,3000.866547.68%
124602.60-0.2455-0.944210,4000.754542.11%
124654.30-0.3928-0.924217,0000.607238.31%
124706.70-0.5557-0.829426,8000.444334.23%
124759.80-0.7081-0.718939,4000.291931.81%
1248013.80-0.8293-0.598855,4000.170730.52%
1248518.30-0.9116-0.499573,0000.088430.52%
1249023.40-0.9596-0.411093,4000.040430.52%
1211000.60-0.0022-0.14466200.997879.61%
1211201.30-0.0168-0.50791,3200.983268.81%
1211402.90-0.0775-1.06862,9000.922556.17%
1211606.50-0.2324-1.43016,5000.767644.89%
12118014.00-0.4795-1.369914,0000.520536.49%
12120026.20-0.7312-1.116426,2000.268832.56%
12122042.40-0.8986-0.847742,4000.101430.04%
12124061.00-0.9726-0.637761,0000.027428.81%
12126080.40-0.9947-0.494980,4000.005328.81%
121280101.00-0.9993-0.3957101,0000.000728.81%
121300123.00-0.9999-0.3252123,0000.000130.04%
12102004.40-0.0001-0.00648800.999999.98%
12103005.80-0.0010-0.03591,1600.999099.89%
12104008.40-0.0057-0.13661,6800.994399.40%
121050014.00-0.0237-0.33812,8000.976397.61%
121060024.00-0.0744-0.62004,8000.925693.38%
121070044.00-0.1816-0.82538,8000.818485.89%
121080075.00-0.3520-0.938615,0000.648076.14%
1210900122.00-0.5575-0.913924,4000.442566.74%
1211000189.00-0.7468-0.790237,8000.253260.50%
1211100270.00-0.8876-0.657554,0000.112456.58%
1211200361.00-0.9577-0.530672,2000.042354.55%
1211300459.00-0.9871-0.430191,8000.012954.16%
1211400560.00-0.9969-0.3560112,0000.003154.34%
1211500675.00-0.9994-0.2961135,0000.000657.57%
1211600895.00-0.9999-0.2234179,0000.000179.29%
1211700995.00-1.0000-0.2010199,0000.000079.29%
12118001,090.00-1.0000-0.1835218,0000.000078.45%
12119001,190.00-1.0000-0.1681238,0000.000078.45%
12120001,290.00-1.0000-0.1550258,0000.000078.45%
12121001,390.00-1.0000-0.1439278,0000.000078.45%
12122001,490.00-1.0000-0.1342298,0000.000078.45%
12123001,590.00-1.0000-0.1258318,0000.000078.45%
12124001,690.00-1.0000-0.1183338,0000.000078.45%
12125001,790.00-1.0000-0.1117358,0000.000078.45%
12126001,890.00-1.0000-0.1058378,0000.000078.45%
12127001,990.00-1.0000-0.1005398,0000.000078.45%
12128002,090.00-1.0000-0.0957418,0000.000078.45%
 
  • 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12435賣權0$130026
大台指12--10847.000-26
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.010.002.45-0.24-1.61
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
20.266.46213.62
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1.376700-130024.74%1384.4059%
空頭增益策略圖示
買進買權策略圖示
12月台指435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
--------
--------
--------
--------
--------
合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨407.95-0.33-0.08%12:02
摩台指近1408.200%11:59
台指期近110848-6-0.06%12:02
電子指數467.441.430.31%12:02
台電指近1467.61.650.35%12:02
金融指數1180.47-9.82-0.83%12:02
台金指近11180.4-11.2-0.94%12:02
小台指近110848-6-0.06%12:02
名稱指數漲跌漲%時間
集中加權10861.056.480.06%12:03
不含電子14084.91-60.11-0.42%12:03
不含金融9259.5317.510.19%12:03
台灣508281.555.230.06%12:03
集中電子467.991.980.42%12:03
集中金融1180.38-9.91-0.83%12:03
店頭加權150.530.330.22%12:03
不含金融230.350.970.42%12:03
名稱成交漲跌漲%成交量
元大台灣50(0050)85.250.050.06693
中100(0051)31.90013
元大電子(0053)37.400.0003
元大台商50(0054)24.420.130.549
寶金融(0055)16.230467
元大高股息(0056)25.270.070.281180