| 更新時間： | 2026年5月19日 PM 8:33:07 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/03/26 | 29.220% | 24750.79 | 24.356% | 24.942% | +4.278% | 24.942% | +4.278% |
| 31/03/26 | 27.850% | 24788.14 | 24.250% | 24.841% | +3.009% | 30.757% | -2.907% |
| 01/04/26 | 25.600% | 25294.03 | 24.622% | 24.740% | +0.860% | 30.430% | -4.830% |
| 02/04/26 | 26.080% | 25116.53 | 24.655% | 24.609% | +1.471% | 30.067% | -3.987% |
| 08/04/26 | 23.660% | 25893.02 | 26.053% | 24.787% | -1.127% | 29.063% | -5.403% |
| 09/04/26 | 23.480% | 25752.40 | 25.851% | 25.086% | -1.606% | 29.207% | -5.727% |
| 10/04/26 | 22.510% | 25893.54 | 24.540% | 25.144% | -2.634% | 29.068% | -6.558% |
| 13/04/26 | 23.130% | 25660.85 | 24.731% | 25.166% | -2.036% | 28.473% | -5.343% |
| 14/04/26 | 21.530% | 25872.32 | 24.840% | 25.203% | -3.673% | 28.308% | -6.778% |
| 15/04/26 | 21.220% | 25947.32 | 24.737% | 24.940% | -3.720% | 27.808% | -6.588% |
| 16/04/26 | 21.620% | 26394.26 | 24.645% | 24.699% | -3.079% | 27.336% | -5.716% |
| 17/04/26 | 20.890% | 26160.33 | 24.848% | 24.760% | -3.870% | 27.201% | -6.311% |
| 20/04/26 | 22.180% | 26361.07 | 24.845% | 24.783% | -2.603% | 26.615% | -4.435% |
| 21/04/26 | 21.670% | 26487.48 | 23.999% | 24.615% | -2.945% | 26.232% | -4.562% |
| 22/04/26 | 20.890% | 26163.24 | 24.411% | 24.550% | -3.660% | 25.961% | -5.071% |
| 23/04/26 | 21.140% | 25915.20 | 22.208% | 24.062% | -2.922% | 25.248% | -4.108% |
| 24/04/26 | 20.760% | 25978.07 | 19.293% | 22.951% | -2.191% | 23.894% | -3.134% |
| 27/04/26 | 20.690% | 25925.65 | 18.699% | 21.722% | -1.032% | 22.079% | -1.389% |
| 28/04/26 | 20.520% | 25679.78 | 18.221% | 20.567% | -0.047% | 20.735% | -0.215% |
| 29/04/26 | 20.130% | 26111.84 | 18.775% | 19.439% | +0.691% | 19.439% | +0.691% |
| 30/04/26 | 21.290% | 25776.53 | 19.432% | 18.884% | +2.406% | 23.227% | -1.937% |
| 04/05/26 | 20.940% | 26095.88 | 19.708% | 18.967% | +1.973% | 22.706% | -1.766% |
| 05/05/26 | 21.140% | 25898.61 | 18.596% | 18.946% | +2.194% | 22.526% | -1.386% |
| 06/05/26 | 21.120% | 26213.78 | 18.787% | 19.060% | +2.060% | 22.504% | -1.384% |
| 07/05/26 | 21.210% | 26626.28 | 16.149% | 18.535% | +2.675% | 21.732% | -0.522% |
| 08/05/26 | 21.580% | 26393.71 | 16.399% | 17.928% | +3.652% | 20.873% | +0.707% |
| 11/05/26 | 21.910% | 26406.84 | 16.276% | 17.242% | +4.668% | 19.649% | +2.261% |
| 12/05/26 | 22.100% | 26347.91 | 16.032% | 16.729% | +5.371% | 18.927% | +3.173% |
| 13/05/26 | 21.880% | 26388.44 | 15.777% | 16.127% | +5.753% | 18.114% | +3.766% |
| 14/05/26 | 21.530% | 26389.04 | 15.764% | 16.050% | +5.480% | 17.895% | +3.635% |
| 15/05/26 | 21.010% | 25962.73 | 15.694% | 15.909% | +5.101% | 17.607% | +3.403% |
| 18/05/26 | 20.700% | 25675.18 | 15.754% | 15.804% | +4.896% | 17.102% | +3.598% |
| 19/05/26 | 19.840% | 25797.85 | 15.692% | 15.736% | +4.104% | 16.900% | +2.940% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/03/26 | 29.570% | 8399.12 | 21.994% | 22.337% | +7.233% | 22.337% | +7.233% |
| 31/03/26 | 28.180% | 8374.30 | 21.910% | 22.269% | +5.911% | 27.573% | +0.607% |
| 01/04/26 | 26.230% | 8504.81 | 22.313% | 22.201% | +4.029% | 27.307% | -1.077% |
| 02/04/26 | 26.660% | 8456.92 | 22.406% | 22.217% | +4.443% | 27.144% | -0.484% |
| 08/04/26 | 24.510% | 8677.31 | 22.734% | 22.271% | +2.239% | 26.113% | -1.603% |
| 09/04/26 | 24.330% | 8611.83 | 22.884% | 22.449% | +1.881% | 26.137% | -1.807% |
| 10/04/26 | 23.380% | 8655.04 | 22.126% | 22.492% | +0.888% | 26.003% | -2.623% |
| 13/04/26 | 23.920% | 8602.06 | 22.212% | 22.472% | +1.448% | 25.426% | -1.506% |
| 14/04/26 | 22.470% | 8671.61 | 22.396% | 22.470% | -0.000% | 25.239% | -2.769% |
| 15/04/26 | 22.370% | 8718.26 | 22.471% | 22.418% | -0.048% | 24.996% | -2.626% |
| 16/04/26 | 23.100% | 8905.11 | 22.659% | 22.373% | +0.727% | 24.762% | -1.662% |
| 17/04/26 | 22.220% | 8845.02 | 22.767% | 22.501% | -0.281% | 24.719% | -2.499% |
| 20/04/26 | 23.580% | 8899.06 | 22.848% | 22.628% | +0.952% | 24.301% | -0.721% |
| 21/04/26 | 23.150% | 8943.54 | 22.335% | 22.616% | +0.534% | 24.102% | -0.952% |
| 22/04/26 | 22.340% | 8801.78 | 22.788% | 22.679% | -0.339% | 23.983% | -1.643% |
| 23/04/26 | 22.460% | 8732.63 | 21.031% | 22.354% | +0.106% | 23.455% | -0.995% |
| 24/04/26 | 22.070% | 8775.62 | 18.914% | 21.583% | +0.487% | 22.469% | -0.399% |
| 27/04/26 | 21.990% | 8756.32 | 18.422% | 20.698% | +1.292% | 21.038% | +0.952% |
| 28/04/26 | 22.070% | 8644.81 | 17.682% | 19.767% | +2.303% | 19.930% | +2.140% |
| 29/04/26 | 21.500% | 8805.60 | 18.297% | 18.869% | +2.631% | 18.869% | +2.631% |
| 30/04/26 | 22.570% | 8681.83 | 19.089% | 18.481% | +4.089% | 22.731% | -0.161% |
| 04/05/26 | 22.630% | 8774.39 | 19.312% | 18.561% | +4.069% | 22.219% | +0.411% |
| 05/05/26 | 22.800% | 8730.49 | 18.643% | 18.605% | +4.195% | 22.120% | +0.680% |
| 06/05/26 | 22.800% | 8800.75 | 18.657% | 18.800% | +4.000% | 22.197% | +0.603% |
| 07/05/26 | 22.840% | 8919.48 | 16.815% | 18.503% | +4.337% | 21.695% | +1.145% |
| 08/05/26 | 23.120% | 8889.07 | 16.679% | 18.021% | +5.099% | 20.982% | +2.138% |
| 11/05/26 | 23.660% | 8884.20 | 16.581% | 17.475% | +6.185% | 19.915% | +3.745% |
| 12/05/26 | 23.800% | 8882.37 | 16.473% | 17.041% | +6.759% | 19.280% | +4.520% |
| 13/05/26 | 23.650% | 8876.38 | 16.218% | 16.553% | +7.097% | 18.593% | +5.057% |
| 14/05/26 | 23.350% | 8858.63 | 16.145% | 16.419% | +6.931% | 18.307% | +5.043% |
| 15/05/26 | 22.660% | 8691.03 | 15.701% | 16.224% | +6.436% | 17.956% | +4.704% |
| 18/05/26 | 22.360% | 8597.97 | 15.866% | 16.081% | +6.279% | 17.402% | +4.958% |
| 19/05/26 | 21.420% | 8639.96 | 15.897% | 15.966% | +5.454% | 17.146% | +4.274% |